mirror of
https://github.com/lucasmos/GoldRegime_X.git
synced 2026-11-02 06:26:15 +00:00
Luke Mosoti
a89156b402
- Introduced `strategy_backtest.py` as a single source of truth for scoring and backtesting. - Implemented functions to load live model bundles, build feature frames, and execute backtests. - Ensured consistency between optimized models and their validation/trading counterparts. - Added functionality for generating trading signals and retrieving the latest trading decision.
399 B
399 B
| 1 | timeframe | method | n_trades | obs_return_% | median_return_% | return_p5_% | return_p95_% | median_dd_% | dd_p95_% | prob_profit_% | prob_ruin_% |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2 | M15 | reshuffle | 106 | 2716.13 | 2716.13 | 2716.13 | 2716.13 | 1.21 | 5.99 | 100.0 | 0.0 |
| 3 | M15 | bootstrap | 106 | 2716.13 | 2711.77 | 2478.52 | 2969.21 | 1.1 | 6.05 | 100.0 | 0.0 |
| 4 | M5 | reshuffle | 545 | 5799.4 | 5799.4 | 5799.4 | 5799.4 | 0.26 | 1.82 | 100.0 | 0.0 |
| 5 | M5 | bootstrap | 545 | 5799.4 | 5794.53 | 5581.32 | 6018.69 | 0.23 | 1.83 | 100.0 | 0.0 |