{
  "selected": {
    "seed": 101,
    "index": 61,
    "thresholds": [
      21.5178900831849,
      -312.213994690188,
      -101.34498962506322,
      40.0
    ],
    "metrics": {
      "pnl_pct": 10.938737020168276,
      "dd_pct": -1.1303388446294527,
      "calmar": 20.24458001060182,
      "cagr_pct": 22.883235179192173,
      "entries": 1,
      "exits": 1,
      "exposure_pct": 1.8115942028985508,
      "years": 0.5037645448323066,
      "carry_in": false,
      "open_at_end": false,
      "sharpe": 2.6099585244961663,
      "sortino": 12.540485702408379
    },
    "artifact": "results/mlp_measurement_audit_2026_09_21/pipeline/2023_expanding/seed101.json",
    "sha256": "e4b5eec52afabdfb02d516adaffd4f05aa09352009478c3ac6004af0b568b88a",
    "cma_evaluations": 64,
    "cma_stop_reason": "generation_budget",
    "epochs": 24
  },
  "candidates": [
    {
      "seed": 101,
      "index": 61,
      "thresholds": [
        21.5178900831849,
        -312.213994690188,
        -101.34498962506322,
        40.0
      ],
      "metrics": {
        "pnl_pct": 10.938737020168276,
        "dd_pct": -1.1303388446294527,
        "calmar": 20.24458001060182,
        "cagr_pct": 22.883235179192173,
        "entries": 1,
        "exits": 1,
        "exposure_pct": 1.8115942028985508,
        "years": 0.5037645448323066,
        "carry_in": false,
        "open_at_end": false,
        "sharpe": 2.6099585244961663,
        "sortino": 12.540485702408379
      },
      "artifact": "results/mlp_measurement_audit_2026_09_21/pipeline/2023_expanding/seed101.json",
      "sha256": "e4b5eec52afabdfb02d516adaffd4f05aa09352009478c3ac6004af0b568b88a",
      "cma_evaluations": 64,
      "cma_stop_reason": "generation_budget",
      "epochs": 24
    },
    {
      "seed": 202,
      "index": 51,
      "thresholds": [
        -373.22988446535265,
        -3.564822801620404,
        44.2356955792722,
        40.0
      ],
      "metrics": {
        "pnl_pct": 15.581194430043288,
        "dd_pct": -8.291461712668335,
        "calmar": 4.01633948626613,
        "cagr_pct": 33.30132507545363,
        "entries": 4,
        "exits": 3,
        "exposure_pct": 50.9963768115942,
        "years": 0.5037645448323066,
        "carry_in": false,
        "open_at_end": true,
        "sharpe": 1.1279196164795007,
        "sortino": 1.695609428673712
      },
      "artifact": "results/mlp_measurement_audit_2026_09_21/pipeline/2023_expanding/seed202.json",
      "sha256": "5e44317223a63c5e4a7d763d259e358de5551d576e0480897bd969ca1540bac9",
      "cma_evaluations": 64,
      "cma_stop_reason": "generation_budget",
      "epochs": 21
    }
  ],
  "splits": {
    "start": "2017-12-01 00:00:00",
    "origin": "2023-01-01 00:00:00",
    "end": "2024-01-01 00:00:00",
    "calibration": "2022-07-01 00:00:00",
    "validation": "2022-04-01 00:00:00",
    "folds": [
      [
        "2021-07-01 00:00:00",
        "2022-01-01 00:00:00"
      ],
      [
        "2022-01-01 00:00:00",
        "2022-07-01 00:00:00"
      ]
    ]
  },
  "protocol_sha256": "fa9d5d11157b05dba279edac4152b6b148ec170baca1618c4d4bad5a667c656f"
}