Adriano Dal Pastro
9c871d1d86
Aggiunge 2 script di analisi per validare i top-K genomi cross-fold: - scripts/analyze_btc_winners.py: per-trade dump (wins/losses/winrate/ avg_win/avg_loss/return/maxDD/Sharpe) per ogni top-K × 4 fold expanding-window WFA. Usato per identificare i winner robusti vs i lucky-shot overfit. - scripts/compare_winners.py: cross-run comparison di 5 winner candidate (BTC 1h + ETH 1h + BTC 5m + ETH 5m) sui medesimi 4 fold, con totali cumulativi. Risultati WFA freezati: - validation-btc-100-001.json: BTC 1h baseline (undertrading=10) - validation-btc-100-001-thr3.json: BTC 1h con threshold=3 (rilassato per strategie ultra-selettive) - validation-btc-100-5m-thr3.json: BTC 5m con threshold=3 Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
634 lines
19 KiB
JSON
634 lines
19 KiB
JSON
{
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"run_id": "1b3ac5a72ade4eeca96f63af1c692529",
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"run_name": "phase1-btc-100-5m-001",
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"n_folds": 4,
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"top_k_requested": 10,
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"top_k_evaluated": 10,
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"symbol": "BTC-PERPETUAL",
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"timeframe": "5m",
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"start": "2018-09-01T00:00:00+00:00",
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"end": "2026-01-01T00:00:00+00:00",
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"ohlcv_bars": 771553,
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"results": [
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