cmd.momentum
Stage BACKTEST → next gate VALIDATION
| ✓ | trades | >= 30 | 103.000 |
| ✗ | expectancy r | > 0 | -0.009 |
| ✗ | profit factor | >= 1.1 | 1.014 |
| ✓ | max drawdown pct | <= 25 | 5.505 |
gate failed: expectancy_r > 0.0 (actual -0.0094)
gate failed: profit_factor >= 1.1 (actual 1.014)
Promote from the CLI: delta strategies promote cmd.momentum VALIDATION --actor NAME --note "…"
- registered
- true
- trades
- 103.000
- expectancy r
- -0.009
- profit factor
- 1.014
- max drawdown pct
- 5.505
- windows
- 10.000
- validation expectancy r
- 1.161
- parameter stability
- 0.666
- oos trades
- 16.000
- oos expectancy r
- -0.061
- oos profit factor
- 0.954
- robustness score
- 0.762
- paper trades
- 1.000
- paper expectancy r
- -1.052
| 09-16 20:53Z | RESEARCH → BACKTEST | demo-bootstrap | MOCK-data demo bootstrap run by the operator; synthetic results are not evidence of real edge MOCK |
| 09-16 20:49Z | robustness | WTI | {"verdict":"INCONCLUSIVE","robustness_score":0.762} |
| 09-16 20:49Z | walk forward | WTI | {"wins":1,"mean_r":0.7004,"trades":2,"pnl_usd":339.75,"win_rate":0.5,"expectancy_r":0.7004 |
| 09-16 20:48Z | walk forward | XAUUSD | {"wins":5,"mean_r":-0.1692,"trades":14,"pnl_usd":-467.13,"win_rate":0.3571,"expectancy_r": |
| 09-16 20:48Z | isolated | WTI | {"end":"2026-09-16T20:01:00Z","start":"2024-05-01T01:00:00Z","calmar":0.008,"sharpe":0.018 |
| 09-16 20:48Z | isolated | XAUUSD | {"end":"2026-09-16T20:01:00Z","start":"2024-05-01T01:00:00Z","calmar":0.018,"sharpe":0.052 |