{ "comparison_fingerprint": "a9d9968abafa3b4f9c3c0895c69ef8a5f66b14d48dffece34f44e418f5960a0f", "elapsed_seconds": 383.03136020799866, "models": [ { "best_qualifying": null, "best_ranked": { "% In Market": 53.8429614873838, "Additional_Threshold_Budget": 1000, "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Calmar Ratio": 1.018806768115127, "Comparison_Fingerprint": "a9d9968abafa3b4f9c3c0895c69ef8a5f66b14d48dffece34f44e418f5960a0f", "Composite": 2.738102793596418, "Evaluation_Key": "fd7b3999e3127bdddd78683fd5c509d0d7cb4005a8a993052a3383c787154a86", "Evaluation_Status": "complete", "Fragile_0.05": 0, "Fragile_1.0": 9, "Max Drawdown %": -49.81697812937094, "Min_Trades_Floor": 25, "OOS_Bear_Pct": 54.17867435158501, "OOS_Bull_Pct": 10.518731988472622, "OOS_Calmar Ratio": 10.085490647412838, "OOS_Max Drawdown %": -4.075318492899871, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Sortino Ratio": 6.264918247519741, "OOS_Total P&L %": 17.768789137206966, "OOS_Total Trades": 1, "P&L/DD Ratio": 0.0, "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}]", "Sharpe Ratio": 1.1474314908087255, "Sortino Ratio": 1.7011495660803913, "Sub1_Calmar": 0.9857358806498152, "Sub1_Sortino": 1.6092535719936085, "Sub1_Trades": 13, "Sub2_Calmar": 1.1894451874923364, "Sub2_Sortino": 1.7624053093394154, "Sub2_Trades": 30, "Total P&L %": 2851.7147576921757, "Total Trades": 43, "WFO_Fold_Calmars": "[5.330702]", "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Score": 0.0, "i_entry_score_window": 1, "i_exit_score_window": 3, "i_long_entry_activation_threshold": -105.0, "i_long_exit_activation_confirmation_threshold": -160.0, "i_long_exit_activation_threshold": 220.0, "i_mvrv_suppress_bear": false, "i_regime_entry_min_score": -1000.0, "i_regime_window": 0, "i_trailing_stop_threshold": 35.0, "i_use_long_entry_confirmation": true, "i_use_long_exit_confirmation": true, "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "source": "equal_tuning" }, "best_ranked_gates": { "both_subperiods_positive": true, "calmar_floor": 1.0044889721329684, "calmar_meets_floor": true, "candidate_not_incumbent": true, "no_negative_qualifying_wfo": false, "nonfragile": true, "oos_gate_applies": false, "oos_sortino_protected": true, "pnl_dd_floor": 0.0, "pnl_dd_meets_floor": true, "positive_pnl_dd": false }, "evaluations": 1001, "model": "incumbent", "qualifying": 0 }, { "best_qualifying": null, "best_ranked": { "% In Market": 73.48107569721115, "Additional_Threshold_Budget": 1000, "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Calmar Ratio": 0.7543232726496292, "Comparison_Fingerprint": "a9d9968abafa3b4f9c3c0895c69ef8a5f66b14d48dffece34f44e418f5960a0f", "Composite": 1.4838619182569992, "Evaluation_Key": "28e88ded0d3110044fbeffb4f2f623ec3388267027c9ca78630bd60fd644646c", "Evaluation_Status": "complete", "Fragile_0.05": 2, "Fragile_1.0": 52, "Max Drawdown %": -58.815632865656006, "Min_Trades_Floor": 25, "OOS_Bear_Pct": 54.17867435158501, "OOS_Bull_Pct": 10.518731988472622, "OOS_Calmar Ratio": 0.9813166968005358, "OOS_Max Drawdown %": -30.202780717585487, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Sortino Ratio": 1.336848513136379, "OOS_Total P&L %": 13.122909523281589, "OOS_Total Trades": 1, "P&L/DD Ratio": 0.0, "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}]", "Sharpe Ratio": 0.9788256168618671, "Sortino Ratio": 1.4450298142033842, "Sub1_Calmar": 1.1560544959306664, "Sub1_Sortino": 1.8866732603133358, "Sub1_Trades": 14, "Sub2_Calmar": 0.5892705983600707, "Sub2_Sortino": 1.1755642353361293, "Sub2_Trades": 20, "Total P&L %": 1965.4401234214686, "Total Trades": 34, "WFO_Fold_Calmars": "[]", "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Score": 0.0, "i_entry_score_window": 1, "i_exit_score_window": 3, "i_long_entry_activation_threshold": -85.0, "i_long_exit_activation_confirmation_threshold": -720.0, "i_long_exit_activation_threshold": 590.0, "i_mvrv_suppress_bear": false, "i_regime_entry_min_score": -1000.0, "i_regime_window": 0, "i_trailing_stop_threshold": 20.0, "i_use_long_entry_confirmation": false, "i_use_long_exit_confirmation": true, "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "source": "equal_tuning" }, "best_ranked_gates": { "both_subperiods_positive": true, "calmar_floor": 1.0044889721329684, "calmar_meets_floor": false, "candidate_not_incumbent": true, "no_negative_qualifying_wfo": false, "nonfragile": false, "oos_gate_applies": false, "oos_sortino_protected": true, "pnl_dd_floor": 0.0, "pnl_dd_meets_floor": true, "positive_pnl_dd": false }, "evaluations": 1001, "model": "grouped_v1_seed9090", "qualifying": 0 }, { "best_qualifying": null, "best_ranked": { "% In Market": 86.01427622841965, "Additional_Threshold_Budget": 1000, "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Calmar Ratio": 0.5593021620390768, "Comparison_Fingerprint": "a9d9968abafa3b4f9c3c0895c69ef8a5f66b14d48dffece34f44e418f5960a0f", "Composite": 0.8074689192916394, "Evaluation_Key": "1a6bd2e08ea47a78db8a66200fb4a37c2d252f4db531c09a62f17c67c6aa19c1", "Evaluation_Status": "complete", "Fragile_0.05": 2, "Fragile_1.0": 48, "Max Drawdown %": -63.103617539082336, "Min_Trades_Floor": 25, "OOS_Bear_Pct": 54.17867435158501, "OOS_Bull_Pct": 10.518731988472622, "OOS_Calmar Ratio": 1.039563966419349, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Sortino Ratio": 1.3218795186351313, "OOS_Total P&L %": 13.472912189434915, "OOS_Total Trades": 1, "P&L/DD Ratio": 0.0, "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}]", "Sharpe Ratio": 0.8156504110092201, "Sortino Ratio": 1.1714633692810157, "Sub1_Calmar": 0.4085860352625962, "Sub1_Sortino": 0.9584720114207621, "Sub1_Trades": 14, "Sub2_Calmar": 0.8282790720463907, "Sub2_Sortino": 1.3362507610058223, "Sub2_Trades": 21, "Total P&L %": 1109.4165797226149, "Total Trades": 35, "WFO_Fold_Calmars": "[]", "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Score": 0.0, "i_entry_score_window": 3, "i_exit_score_window": 5, "i_long_entry_activation_threshold": -125.0, "i_long_exit_activation_confirmation_threshold": -600.0, "i_long_exit_activation_threshold": 60.0, "i_mvrv_suppress_bear": false, "i_regime_entry_min_score": -1000.0, "i_regime_window": 0, "i_trailing_stop_threshold": 35.0, "i_use_long_entry_confirmation": false, "i_use_long_exit_confirmation": false, "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "source": "equal_tuning" }, "best_ranked_gates": { "both_subperiods_positive": true, "calmar_floor": 1.0044889721329684, "calmar_meets_floor": false, "candidate_not_incumbent": true, "no_negative_qualifying_wfo": false, "nonfragile": false, "oos_gate_applies": false, "oos_sortino_protected": true, "pnl_dd_floor": 0.0, "pnl_dd_meets_floor": true, "positive_pnl_dd": false }, "evaluations": 1001, "model": "grouped_v1_seed9191", "qualifying": 0 }, { "best_qualifying": null, "best_ranked": { "% In Market": 43.09428950863214, "Additional_Threshold_Budget": 1000, "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Calmar Ratio": 0.5560251383470511, "Comparison_Fingerprint": "a9d9968abafa3b4f9c3c0895c69ef8a5f66b14d48dffece34f44e418f5960a0f", "Composite": 1.739692766094111, "Evaluation_Key": "466855c8667cbde23db7ec167e96e63bf66488aac3e0982c4d924dccde52fa13", "Evaluation_Status": "complete", "Fragile_0.05": 0, "Fragile_1.0": 23, "Max Drawdown %": -74.1640765037168, "Min_Trades_Floor": 25, "OOS_Bear_Pct": 54.17867435158501, "OOS_Bull_Pct": 10.518731988472622, "OOS_Calmar Ratio": 0.6913260096772873, "OOS_Max Drawdown %": -12.762253902200026, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Sortino Ratio": 1.0156693178296823, "OOS_Total P&L %": 4.09808181247322, "OOS_Total Trades": 8, "P&L/DD Ratio": 0.0, "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}]", "Sharpe Ratio": 1.0383616537378675, "Sortino Ratio": 1.5540246071483073, "Sub1_Calmar": 0.42740673537395524, "Sub1_Sortino": 1.1470741419480646, "Sub1_Trades": 22, "Sub2_Calmar": 1.2091889241807152, "Sub2_Sortino": 2.0688918836769794, "Sub2_Trades": 42, "Total P&L %": 1624.0047981994792, "Total Trades": 64, "WFO_Fold_Calmars": "[-0.574736]", "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Score": 0.0, "i_entry_score_window": 1, "i_exit_score_window": 3, "i_long_entry_activation_threshold": 75.0, "i_long_exit_activation_confirmation_threshold": 200.0, "i_long_exit_activation_threshold": -550.0, "i_mvrv_suppress_bear": false, "i_regime_entry_min_score": -1000.0, "i_regime_window": 0, "i_trailing_stop_threshold": 95.0, "i_use_long_entry_confirmation": false, "i_use_long_exit_confirmation": false, "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "source": "equal_tuning" }, "best_ranked_gates": { "both_subperiods_positive": true, "calmar_floor": 1.0044889721329684, "calmar_meets_floor": false, "candidate_not_incumbent": true, "no_negative_qualifying_wfo": false, "nonfragile": true, "oos_gate_applies": false, "oos_sortino_protected": true, "pnl_dd_floor": 0.0, "pnl_dd_meets_floor": true, "positive_pnl_dd": false }, "evaluations": 1001, "model": "grouped_v1_seed9292", "qualifying": 0 }, { "best_qualifying": null, "best_ranked": { "% In Market": 56.19189907038512, "Additional_Threshold_Budget": 1000, "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Calmar Ratio": 0.9612217728546671, "Comparison_Fingerprint": "a9d9968abafa3b4f9c3c0895c69ef8a5f66b14d48dffece34f44e418f5960a0f", "Composite": 3.491480193617011, "Evaluation_Key": "a43b3fa5f3800a9a90b25b1e4b7fde36c14f71a200d83501e4e0be59bb2c1bb8", "Evaluation_Status": "complete", "Fragile_0.05": 0, "Fragile_1.0": 15, "Max Drawdown %": -48.71724882545772, "Min_Trades_Floor": 25, "OOS_Bear_Pct": 54.17867435158501, "OOS_Bull_Pct": 10.518731988472622, "OOS_Calmar Ratio": 5.832819327385958, "OOS_Max Drawdown %": -12.97061154485828, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Sortino Ratio": 3.557956368817783, "OOS_Total P&L %": 30.682732370622247, "OOS_Total Trades": 2, "P&L/DD Ratio": 0.0, "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}]", "Sharpe Ratio": 1.0876791378339128, "Sortino Ratio": 1.6100435529014772, "Sub1_Calmar": 1.161946345074154, "Sub1_Sortino": 1.6791621487034234, "Sub1_Trades": 37, "Sub2_Calmar": 0.8784770493967807, "Sub2_Sortino": 1.575426624780533, "Sub2_Trades": 61, "Total P&L %": 2274.519980252019, "Total Trades": 98, "WFO_Fold_Calmars": "[4.20203, -0.227032, 2.458682, 0.167879]", "WFO_Min_Fold": -0.2270315928164219, "WFO_Neg_Folds": 1, "WFO_Score": 1.6503898978102114, "i_entry_score_window": 2, "i_exit_score_window": 4, "i_long_entry_activation_threshold": 120.0, "i_long_exit_activation_confirmation_threshold": -540.0, "i_long_exit_activation_threshold": -10.0, "i_mvrv_suppress_bear": false, "i_regime_entry_min_score": -1000.0, "i_regime_window": 0, "i_trailing_stop_threshold": 10.0, "i_use_long_entry_confirmation": false, "i_use_long_exit_confirmation": false, "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "source": "equal_tuning" }, "best_ranked_gates": { "both_subperiods_positive": true, "calmar_floor": 1.0044889721329684, "calmar_meets_floor": false, "candidate_not_incumbent": true, "no_negative_qualifying_wfo": false, "nonfragile": true, "oos_gate_applies": false, "oos_sortino_protected": true, "pnl_dd_floor": 0.0, "pnl_dd_meets_floor": true, "positive_pnl_dd": false }, "evaluations": 1001, "model": "random_sparse_v1_seed9090", "qualifying": 0 }, { "best_qualifying": null, "best_ranked": { "% In Market": 37.300796812749006, "Additional_Threshold_Budget": 1000, "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Calmar Ratio": 0.7412459785764703, "Comparison_Fingerprint": "a9d9968abafa3b4f9c3c0895c69ef8a5f66b14d48dffece34f44e418f5960a0f", "Composite": 1.7416758113285769, "Evaluation_Key": "bb33c84fbe88ea368af0964f8643c8ab05cf0715d77490eaa0f5b20873dd52e6", "Evaluation_Status": "complete", "Fragile_0.05": 6, "Fragile_1.0": 66, "Max Drawdown %": -56.24258373205744, "Min_Trades_Floor": 25, "OOS_Bear_Pct": 54.17867435158501, "OOS_Bull_Pct": 10.518731988472622, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Sortino Ratio": 0.0, "OOS_Total P&L %": 0.0, "OOS_Total Trades": 0, "P&L/DD Ratio": 0.0, "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 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}]", "Sharpe Ratio": 1.0294690836079978, "Sortino Ratio": 1.515963031390762, "Sub1_Calmar": 1.1839593088926172, "Sub1_Sortino": 1.9293899811339519, "Sub1_Trades": 11, "Sub2_Calmar": 0.6483538640081236, "Sub2_Sortino": 1.2326142212536564, "Sub2_Trades": 38, "Total P&L %": 1670.0852684300166, "Total Trades": 49, "WFO_Fold_Calmars": "[0.877579]", "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Score": 0.0, "i_entry_score_window": 3, "i_exit_score_window": 2, "i_long_entry_activation_threshold": -110.0, "i_long_exit_activation_confirmation_threshold": -50.0, "i_long_exit_activation_threshold": -640.0, "i_mvrv_suppress_bear": false, "i_regime_entry_min_score": -1000.0, "i_regime_window": 0, "i_trailing_stop_threshold": 70.0, "i_use_long_entry_confirmation": false, "i_use_long_exit_confirmation": true, "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "source": "equal_tuning" }, "best_ranked_gates": { "both_subperiods_positive": true, "calmar_floor": 1.0044889721329684, "calmar_meets_floor": false, "candidate_not_incumbent": true, "no_negative_qualifying_wfo": false, "nonfragile": false, "oos_gate_applies": false, "oos_sortino_protected": true, "pnl_dd_floor": 0.0, "pnl_dd_meets_floor": true, "positive_pnl_dd": false }, "evaluations": 1001, "model": "random_sparse_v1_seed9191", "qualifying": 0 }, { "best_qualifying": null, "best_ranked": { "% In Market": 0.0, "Additional_Threshold_Budget": 1000, "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Calmar Ratio": -10.0, "Comparison_Fingerprint": "a9d9968abafa3b4f9c3c0895c69ef8a5f66b14d48dffece34f44e418f5960a0f", "Composite": 0.0, "Evaluation_Key": "83534d0e9d2f4bc38069f6763442a1fce0bbb6fe23a5ff259efbddc7351db3a4", "Evaluation_Status": "complete", "Fragile_0.05": 0, "Fragile_1.0": 0, "Max Drawdown %": 0.0, "Min_Trades_Floor": 25, "OOS_Bear_Pct": 54.17867435158501, "OOS_Bull_Pct": 10.518731988472622, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Sortino Ratio": 0.0, "OOS_Total P&L %": 0.0, "OOS_Total Trades": 0, "P&L/DD Ratio": 0.0, "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}]", "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "Total P&L %": 0.0, "Total Trades": 0, "WFO_Fold_Calmars": "[]", "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Score": 0.0, "i_entry_score_window": 1, "i_exit_score_window": 2, "i_long_entry_activation_threshold": -530.0, "i_long_exit_activation_confirmation_threshold": 120.0, "i_long_exit_activation_threshold": 410.0, "i_mvrv_suppress_bear": false, "i_regime_entry_min_score": -1000.0, "i_regime_window": 0, "i_trailing_stop_threshold": 25.0, "i_use_long_entry_confirmation": false, "i_use_long_exit_confirmation": false, "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "source": "equal_tuning" }, "best_ranked_gates": { "both_subperiods_positive": false, "calmar_floor": 1.0044889721329684, "calmar_meets_floor": false, "candidate_not_incumbent": true, "no_negative_qualifying_wfo": false, "nonfragile": true, "oos_gate_applies": false, "oos_sortino_protected": true, "pnl_dd_floor": 0.0, "pnl_dd_meets_floor": true, "positive_pnl_dd": false }, "evaluations": 1001, "model": "random_sparse_v1_seed9292", "qualifying": 0 }, { "best_qualifying": null, "best_ranked": { "% In Market": 22.54316069057105, "Additional_Threshold_Budget": 1000, "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Calmar Ratio": 1.0760362722799528, "Comparison_Fingerprint": "a9d9968abafa3b4f9c3c0895c69ef8a5f66b14d48dffece34f44e418f5960a0f", "Composite": 2.420821458264753, "Evaluation_Key": "b0dcf4e3faff978ac3226bb4ffc0fe12db46538bee02873127f397e63df56309", "Evaluation_Status": "complete", "Fragile_0.05": 2, "Fragile_1.0": 40, "Max Drawdown %": -31.8726223891442, "Min_Trades_Floor": 25, "OOS_Bear_Pct": 54.17867435158501, "OOS_Bull_Pct": 10.518731988472622, "OOS_Calmar Ratio": 3.575984592288942, "OOS_Max Drawdown %": -9.485954109197802, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Sortino Ratio": 4.06258620462348, "OOS_Total P&L %": 14.88312993147769, "OOS_Total Trades": 2, "P&L/DD Ratio": 32.56060379575566, "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}]", "Sharpe Ratio": 1.261784676983448, "Sortino Ratio": 1.98917197679201, "Sub1_Calmar": 2.4343538466255055, "Sub1_Sortino": 3.409207531320202, "Sub1_Trades": 26, "Sub2_Calmar": 0.6952949197713327, "Sub2_Sortino": 1.3300334591407441, "Sub2_Trades": 68, "Total P&L %": 1037.7918295446555, "Total Trades": 94, "WFO_Fold_Calmars": "[1.017847, 1.120516, 5.684304, 0.939735]", "WFO_Min_Fold": 0.9397347643748253, "WFO_Neg_Folds": 0, "WFO_Score": 2.190600395393936, "i_entry_score_window": 1, "i_exit_score_window": 3, "i_long_entry_activation_threshold": -5.0, "i_long_exit_activation_confirmation_threshold": -730.0, "i_long_exit_activation_threshold": 420.0, "i_mvrv_suppress_bear": true, "i_regime_entry_min_score": -1000.0, "i_regime_window": 0, "i_trailing_stop_threshold": 5.0, "i_use_long_entry_confirmation": false, "i_use_long_exit_confirmation": true, "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "source": "equal_tuning" }, "best_ranked_gates": { "both_subperiods_positive": true, "calmar_floor": 1.0044889721329684, "calmar_meets_floor": true, "candidate_not_incumbent": true, "no_negative_qualifying_wfo": true, "nonfragile": false, "oos_gate_applies": false, "oos_sortino_protected": true, "pnl_dd_floor": 0.0, "pnl_dd_meets_floor": true, "positive_pnl_dd": true }, "evaluations": 1001, "model": "hybrid_grouped_v1_seed9090", "qualifying": 0 }, { "best_qualifying": null, "best_ranked": { "% In Market": 31.349601593625497, "Additional_Threshold_Budget": 1000, "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Calmar Ratio": 0.5814977228567205, "Comparison_Fingerprint": "a9d9968abafa3b4f9c3c0895c69ef8a5f66b14d48dffece34f44e418f5960a0f", "Composite": 1.4370037638377897, "Evaluation_Key": "d2ad1480053377003ccf75de68bdeaf6e46a8e771003739aec08a83a259aab49", "Evaluation_Status": "complete", "Fragile_0.05": 0, "Fragile_1.0": 24, "Max Drawdown %": -62.37763215911223, "Min_Trades_Floor": 25, "OOS_Bear_Pct": 54.17867435158501, "OOS_Bull_Pct": 10.518731988472622, "OOS_Calmar Ratio": 0.6190100541446911, "OOS_Max Drawdown %": -10.912878678370962, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Sortino Ratio": 1.0841235159241658, "OOS_Total P&L %": 3.153802928316418, "OOS_Total Trades": 6, "P&L/DD Ratio": 0.0, "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}]", "Sharpe Ratio": 1.042518375296311, "Sortino Ratio": 1.5726645578442726, "Sub1_Calmar": 0.39691727522460424, "Sub1_Sortino": 1.1489772299786425, "Sub1_Trades": 13, "Sub2_Calmar": 1.437952620772642, "Sub2_Sortino": 1.858914257180743, "Sub2_Trades": 50, "Total P&L %": 1183.463641271527, "Total Trades": 63, "WFO_Fold_Calmars": "[2.655425, 10.859873]", "WFO_Min_Fold": 2.6554250155253407, "WFO_Neg_Folds": 0, "WFO_Score": 6.757649154571074, "i_entry_score_window": 5, "i_exit_score_window": 1, "i_long_entry_activation_threshold": 465.0, "i_long_exit_activation_confirmation_threshold": 30.0, "i_long_exit_activation_threshold": 210.0, "i_mvrv_suppress_bear": true, "i_regime_entry_min_score": -1000.0, "i_regime_window": 0, "i_trailing_stop_threshold": 30.0, "i_use_long_entry_confirmation": true, "i_use_long_exit_confirmation": true, "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "source": "equal_tuning" }, "best_ranked_gates": { "both_subperiods_positive": true, "calmar_floor": 1.0044889721329684, "calmar_meets_floor": false, "candidate_not_incumbent": true, "no_negative_qualifying_wfo": true, "nonfragile": true, "oos_gate_applies": false, "oos_sortino_protected": true, "pnl_dd_floor": 0.0, "pnl_dd_meets_floor": true, "positive_pnl_dd": false }, "evaluations": 1001, "model": "hybrid_grouped_v1_seed9191", "qualifying": 0 }, { "best_qualifying": null, "best_ranked": { "% In Market": 44.79581673306773, "Additional_Threshold_Budget": 1000, "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Calmar Ratio": 0.8498014735596133, "Comparison_Fingerprint": "a9d9968abafa3b4f9c3c0895c69ef8a5f66b14d48dffece34f44e418f5960a0f", "Composite": 1.6886029683711108, "Evaluation_Key": "16cf84016ba2bd2abbd3eba8d0ea4026061f5635114d09254639317aea68533e", "Evaluation_Status": "complete", "Fragile_0.05": 0, "Fragile_1.0": 7, "Max Drawdown %": -43.61264133892168, "Min_Trades_Floor": 25, "OOS_Bear_Pct": 54.17867435158501, "OOS_Bull_Pct": 10.518731988472622, "OOS_Calmar Ratio": 5.70427672838668, "OOS_Max Drawdown %": -15.450796624756402, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Sortino Ratio": 4.0594693711120495, "OOS_Total P&L %": 35.013885243192, "OOS_Total Trades": 2, "P&L/DD Ratio": 0.0, "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}]", "Sharpe Ratio": 1.0285253609463165, "Sortino Ratio": 1.5109760396599259, "Sub1_Calmar": 1.3665764031575491, "Sub1_Sortino": 2.13021619581795, "Sub1_Trades": 19, "Sub2_Calmar": 0.5840957242308386, "Sub2_Sortino": 1.1485690412459089, "Sub2_Trades": 39, "Total P&L %": 1246.0960573606699, "Total Trades": 58, "WFO_Fold_Calmars": "[1.408253]", "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Score": 0.0, "i_entry_score_window": 1, "i_exit_score_window": 4, "i_long_entry_activation_threshold": -30.0, "i_long_exit_activation_confirmation_threshold": 330.0, "i_long_exit_activation_threshold": 210.0, "i_mvrv_suppress_bear": false, "i_regime_entry_min_score": -1000.0, "i_regime_window": 0, "i_trailing_stop_threshold": 10.0, "i_use_long_entry_confirmation": true, "i_use_long_exit_confirmation": false, "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "source": "equal_tuning" }, "best_ranked_gates": { "both_subperiods_positive": true, "calmar_floor": 1.0044889721329684, "calmar_meets_floor": false, "candidate_not_incumbent": true, "no_negative_qualifying_wfo": false, "nonfragile": true, "oos_gate_applies": false, "oos_sortino_protected": true, "pnl_dd_floor": 0.0, "pnl_dd_meets_floor": true, "positive_pnl_dd": false }, "evaluations": 1001, "model": "hybrid_grouped_v1_seed9292", "qualifying": 0 } ], "protected_artifacts_verified": 924, "qualifying_count": 0, "status": "complete", "workers": 4 }