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>
This commit is contained in:
Brent Neale
2026-02-20 23:12:43 +10:00
co-authored by Claude Opus 4.6
parent 23d8288fa3
commit 98cc843d14
4 changed files with 125 additions and 174 deletions
+37 -37
View File
@@ -99,60 +99,60 @@
"pair": "GBP_USD",
"timeframe": "M15",
"is_metrics": {
"trades": 107,
"wr": 46.7,
"pf": 1.02,
"sharpe": 0.15,
"pnl_pips": 16.4,
"max_dd_pips": -116.1,
"expectancy": 0.15
"trades": 67,
"wr": 37.3,
"pf": 1.39,
"sharpe": 2.05,
"pnl_pips": 223.4,
"max_dd_pips": -164.1,
"expectancy": 3.33
},
"oos_metrics": {
"trades": 26,
"wr": 65.4,
"pf": 2.14,
"sharpe": 4.55,
"pnl_pips": 119.0,
"max_dd_pips": -51.6,
"expectancy": 4.58
"trades": 17,
"wr": 52.9,
"pf": 1.59,
"sharpe": 2.96,
"pnl_pips": 89.6,
"max_dd_pips": -40.6,
"expectancy": 5.27
},
"generalization": {
"composite": 1.85,
"composite": 1.397,
"detail": {
"wr": 1.4,
"pf": 2.0,
"expectancy": 2.0,
"sharpe": 2.0
"wr": 1.418,
"pf": 1.144,
"expectancy": 1.583,
"sharpe": 1.444
},
"verdict": "PASS"
}
},
"_portfolio": {
"is_metrics": {
"trades": 256,
"wr": 53.1,
"pf": 1.24,
"sharpe": 1.27,
"pnl_pips": 882.2,
"trades": 216,
"wr": 51.4,
"pf": 1.31,
"sharpe": 1.68,
"pnl_pips": 1089.2,
"max_dd_pips": -597.5,
"expectancy": 3.45
"expectancy": 5.04
},
"oos_metrics": {
"trades": 82,
"wr": 64.6,
"pf": 1.61,
"sharpe": 2.98,
"pnl_pips": 672.3,
"max_dd_pips": -182.9,
"expectancy": 8.2
"trades": 73,
"wr": 61.6,
"pf": 1.55,
"sharpe": 2.96,
"pnl_pips": 643.0,
"max_dd_pips": -218.1,
"expectancy": 8.81
},
"generalization": {
"composite": 1.629,
"composite": 1.473,
"detail": {
"wr": 1.217,
"pf": 1.298,
"expectancy": 2.0,
"sharpe": 2.0
"wr": 1.198,
"pf": 1.183,
"expectancy": 1.748,
"sharpe": 1.762
},
"verdict": "PASS"
}