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Update S8_OB to best sweep params (DISP=2.5, TP1=2.0, Window=40)
IS PF improved from 1.02 to 1.39, reducing IS/OOS divergence. Portfolio: IS +1,089 pips PF=1.31, OOS +643 pips PF=1.55, Gen=1.473 PASS. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
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co-authored by
Claude Opus 4.6
parent
23d8288fa3
commit
98cc843d14
@@ -99,60 +99,60 @@
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"pair": "GBP_USD",
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"timeframe": "M15",
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"is_metrics": {
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"trades": 107,
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"wr": 46.7,
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"pf": 1.02,
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"sharpe": 0.15,
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"pnl_pips": 16.4,
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"max_dd_pips": -116.1,
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"expectancy": 0.15
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"trades": 67,
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"wr": 37.3,
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"pf": 1.39,
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"sharpe": 2.05,
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"pnl_pips": 223.4,
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"max_dd_pips": -164.1,
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"expectancy": 3.33
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},
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"oos_metrics": {
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"trades": 26,
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"wr": 65.4,
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"pf": 2.14,
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"sharpe": 4.55,
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"pnl_pips": 119.0,
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"max_dd_pips": -51.6,
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"expectancy": 4.58
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"trades": 17,
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"wr": 52.9,
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"pf": 1.59,
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"sharpe": 2.96,
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"pnl_pips": 89.6,
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"max_dd_pips": -40.6,
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"expectancy": 5.27
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},
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"generalization": {
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"composite": 1.85,
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"composite": 1.397,
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"detail": {
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"wr": 1.4,
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"pf": 2.0,
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"expectancy": 2.0,
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"sharpe": 2.0
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"wr": 1.418,
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"pf": 1.144,
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"expectancy": 1.583,
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"sharpe": 1.444
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},
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"verdict": "PASS"
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}
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},
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"_portfolio": {
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"is_metrics": {
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"trades": 256,
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"wr": 53.1,
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"pf": 1.24,
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"sharpe": 1.27,
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"pnl_pips": 882.2,
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"trades": 216,
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"wr": 51.4,
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"pf": 1.31,
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"sharpe": 1.68,
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"pnl_pips": 1089.2,
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"max_dd_pips": -597.5,
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"expectancy": 3.45
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"expectancy": 5.04
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},
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"oos_metrics": {
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"trades": 82,
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"wr": 64.6,
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"pf": 1.61,
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"sharpe": 2.98,
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"pnl_pips": 672.3,
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"max_dd_pips": -182.9,
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"expectancy": 8.2
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"trades": 73,
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"wr": 61.6,
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"pf": 1.55,
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"sharpe": 2.96,
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"pnl_pips": 643.0,
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"max_dd_pips": -218.1,
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"expectancy": 8.81
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},
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"generalization": {
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"composite": 1.629,
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"composite": 1.473,
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"detail": {
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"wr": 1.217,
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"pf": 1.298,
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"expectancy": 2.0,
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"sharpe": 2.0
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"wr": 1.198,
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"pf": 1.183,
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"expectancy": 1.748,
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"sharpe": 1.762
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},
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"verdict": "PASS"
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}
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