{ "provenance": { "P2_COMMIT_SHA": "8d330343af688e2de2b2a1d12ce19a582714709a", "P2.6_SOURCE_SHA": "8d330343af688e2de2b2a1d12ce19a582714709a", "FEATURE_CONTRACT_SHA_recorded": "C44CC6F2B740C32D06F776BD7C3E669DC5A8A6DE0484230544EBFFCF517D38DD", "FEATURE_CONTRACT_SHA_file_now": "7b908b12255dbca3db244f7f2170d2537351ecad52cebb94053624f7b83fef22", "MODEL_SHA": "06df8452a112290ecb9bae1a3dbff6df492e084f8b872885d808bb0303ec6a70", "train_p26_script_sha": "e510ef3b9d87c35897f792bca15a9b0f8739dcaa554b4e1c4e512fbb96e939db", "build_features_p2_script_sha": "4680f9057b6ef32fe311c5ba10dac2a243e15f624f61921557c92eec59fccea7", "symbol": "XAUUSD", "timeframe": "M15", "window_start": "2017-01-01", "P3_1_P3_2_1_CHECKPOINT_SHA": "dc1faa92f36ad22d4062315a5654965a08a006dc", "script_sha": "d6da9ef0ae9145df92f5865419d28195388f278c7f5209132de6beea31afd110", "dataset_hash": "e85a08616191fb7ce4bbe79c1754228ddbcf54562034a322747501c7aabe124e", "event_semantics": "existing FEATURE_CONTRACT v1.0 (f9/f7/f10/f11)", "entry_semantics": "close of closed decision bar", "invalidation_semantics": "opposite structure break (f8 or f5 flip)" }, "overlap_window_H": 8, "combo": [ [ 1.5, 0.75 ], [ 1.0, 1.0 ] ], "families": { "E_BUY": { "n_original": 27096, "n_clusters": 420, "n_lead": 420, "n_follow_on": 26676, "median_cluster_size": 41.0, "max_cluster_size": 388.0, "retention_rate": 0.01550044286979628, "follow_on_rate": 0.9844995571302038, "deoverlap_verified_next_gt_H": true, "outcomes": { "1.5/0.75": { "ALL": { "n": 27096, "P_win": 0.2650206672571597, "P_loss": 0.5808975494537939, "P_unresolved": 0.14585178624151166, "P_ambiguous": 0.00822999704753469, "MFE_median_atr": 1.1344694528893517, "MAE_median_atr": 1.1122031122031557, "median_t_TP": 4.0, "median_t_SL": 2.0 }, "LEAD": { "n": 420, "P_win": 0.28095238095238095, "P_loss": 0.6404761904761904, "P_unresolved": 0.07380952380952381, "P_ambiguous": 0.004761904761904762, "MFE_median_atr": 1.3243101735636982, "MAE_median_atr": 1.48039053240774, "median_t_TP": 3.0, "median_t_SL": 2.0 } }, "1.0/1.0": { "ALL": { "n": 27096, "P_win": 0.4374077354591084, "P_loss": 0.43094921759669325, "P_unresolved": 0.12023914968999114, "P_ambiguous": 0.011403897254207263, "MFE_median_atr": 1.1344694528893517, "MAE_median_atr": 1.1122031122031557, "median_t_TP": 3.0, "median_t_SL": 3.0 }, "LEAD": { "n": 420, "P_win": 0.44761904761904764, "P_loss": 0.48333333333333334, "P_unresolved": 0.05714285714285714, "P_ambiguous": 0.011904761904761904, "MFE_median_atr": 1.3243101735636982, "MAE_median_atr": 1.48039053240774, "median_t_TP": 2.0, "median_t_SL": 2.0 } } } }, "E_SELL": { "n_original": 25259, "n_clusters": 391, "n_lead": 391, "n_follow_on": 24868, "median_cluster_size": 43.0, "max_cluster_size": 473.0, "retention_rate": 0.015479631022605803, "follow_on_rate": 0.9845203689773941, "deoverlap_verified_next_gt_H": true, "outcomes": { "1.5/0.75": { "ALL": { "n": 25259, "P_win": 0.2655291183340591, "P_loss": 0.5869591036858149, "P_unresolved": 0.1390791401084762, "P_ambiguous": 0.008432637871649709, "MFE_median_atr": 1.1222293953088103, "MAE_median_atr": 1.1470588235294854, "median_t_TP": 4.0, "median_t_SL": 2.0 }, "LEAD": { "n": 391, "P_win": 0.289002557544757, "P_loss": 0.6368286445012787, "P_unresolved": 0.058823529411764705, "P_ambiguous": 0.015345268542199489, "MFE_median_atr": 1.4293315596941156, "MAE_median_atr": 1.4915445321306384, "median_t_TP": 3.0, "median_t_SL": 1.0 } }, "1.0/1.0": { "ALL": { "n": 25259, "P_win": 0.43635931747100043, "P_loss": 0.43457777425868005, "P_unresolved": 0.11738390276733046, "P_ambiguous": 0.011679005502989033, "MFE_median_atr": 1.1222293953088103, "MAE_median_atr": 1.1470588235294854, "median_t_TP": 3.0, "median_t_SL": 3.0 }, "LEAD": { "n": 391, "P_win": 0.4398976982097187, "P_loss": 0.48081841432225064, "P_unresolved": 0.05370843989769821, "P_ambiguous": 0.02557544757033248, "MFE_median_atr": 1.4293315596941156, "MAE_median_atr": 1.4915445321306384, "median_t_TP": 2.0, "median_t_SL": 2.0 } } } }, "E_EQH": { "n_original": 877, "n_clusters": 19, "n_lead": 19, "n_follow_on": 858, "median_cluster_size": 17.0, "max_cluster_size": 384.0, "retention_rate": 0.021664766248574687, "follow_on_rate": 0.9783352337514253, "deoverlap_verified_next_gt_H": true, "outcomes": { "1.5/0.75": { "ALL": { "n": 877, "P_win": 0.2896237172177879, "P_loss": 0.5199543899657925, "P_unresolved": 0.18586088939566706, "P_ambiguous": 0.004561003420752566, "MFE_median_atr": 1.145780051150922, "MAE_median_atr": 0.9366890730029671, "median_t_TP": 4.0, "median_t_SL": 2.0 }, "LEAD": { "n": 19, "P_win": 0.15789473684210525, "P_loss": 0.6842105263157895, "P_unresolved": 0.15789473684210525, "P_ambiguous": 0.0, "MFE_median_atr": 0.7433628318582824, "MAE_median_atr": 1.5919732441472811, "median_t_TP": 1.5, "median_t_SL": 1.0 } }, "1.0/1.0": { "ALL": { "n": 877, "P_win": 0.45952109464082097, "P_loss": 0.37400228050171036, "P_unresolved": 0.1653363740022805, "P_ambiguous": 0.0011402508551881414, "MFE_median_atr": 1.145780051150922, "MAE_median_atr": 0.9366890730029671, "median_t_TP": 3.0, "median_t_SL": 3.0 }, "LEAD": { "n": 19, "P_win": 0.21052631578947367, "P_loss": 0.631578947368421, "P_unresolved": 0.15789473684210525, "P_ambiguous": 0.0, "MFE_median_atr": 0.7433628318582824, "MAE_median_atr": 1.5919732441472811, "median_t_TP": 3.0, "median_t_SL": 1.0 } } } }, "E_EQL": { "n_original": 1617, "n_clusters": 28, "n_lead": 28, "n_follow_on": 1589, "median_cluster_size": 42.5, "max_cluster_size": 504.0, "retention_rate": 0.017316017316017316, "follow_on_rate": 0.9826839826839827, "deoverlap_verified_next_gt_H": true, "outcomes": { "1.5/0.75": { "ALL": { "n": 1617, "P_win": 0.23129251700680273, "P_loss": 0.5844155844155844, "P_unresolved": 0.1756338899196042, "P_ambiguous": 0.008658008658008658, "MFE_median_atr": 1.0257069408740416, "MAE_median_atr": 1.0588947156111497, "median_t_TP": 4.0, "median_t_SL": 2.0 }, "LEAD": { "n": 28, "P_win": 0.17857142857142858, "P_loss": 0.6785714285714286, "P_unresolved": 0.10714285714285714, "P_ambiguous": 0.03571428571428571, "MFE_median_atr": 0.982427249366695, "MAE_median_atr": 1.2578684087007606, "median_t_TP": 4.0, "median_t_SL": 2.0 } }, "1.0/1.0": { "ALL": { "n": 1617, "P_win": 0.4168212739641311, "P_loss": 0.43846629560915273, "P_unresolved": 0.137291280148423, "P_ambiguous": 0.0074211502782931356, "MFE_median_atr": 1.0257069408740416, "MAE_median_atr": 1.0588947156111497, "median_t_TP": 3.0, "median_t_SL": 3.0 }, "LEAD": { "n": 28, "P_win": 0.39285714285714285, "P_loss": 0.4642857142857143, "P_unresolved": 0.14285714285714285, "P_ambiguous": 0.0, "MFE_median_atr": 0.982427249366695, "MAE_median_atr": 1.2578684087007606, "median_t_TP": 2.0, "median_t_SL": 2.0 } } } }, "E_BUY_STRICT": { "n_original": 13143, "n_clusters": 392, "n_lead": 392, "n_follow_on": 12751, "median_cluster_size": 19.5, "max_cluster_size": 256.0, "retention_rate": 0.029825762763448223, "follow_on_rate": 0.9701742372365518, "deoverlap_verified_next_gt_H": true, "outcomes": { "1.5/0.75": { "ALL": { "n": 13143, "P_win": 0.27109487940348476, "P_loss": 0.5731568135128966, "P_unresolved": 0.146161454766796, "P_ambiguous": 0.009586852316822643, "MFE_median_atr": 1.1607052896725494, "MAE_median_atr": 1.1060948081265094, "median_t_TP": 4.0, "median_t_SL": 2.0 }, "LEAD": { "n": 392, "P_win": 0.29336734693877553, "P_loss": 0.5943877551020408, "P_unresolved": 0.10714285714285714, "P_ambiguous": 0.00510204081632653, "MFE_median_atr": 1.197834216525893, "MAE_median_atr": 1.3206928108387053, "median_t_TP": 3.0, "median_t_SL": 2.0 } }, "1.0/1.0": { "ALL": { "n": 13143, "P_win": 0.44441908240127825, "P_loss": 0.42646275583961046, "P_unresolved": 0.11740089781632808, "P_ambiguous": 0.01171726394278323, "MFE_median_atr": 1.1607052896725494, "MAE_median_atr": 1.1060948081265094, "median_t_TP": 3.0, "median_t_SL": 3.0 }, "LEAD": { "n": 392, "P_win": 0.45153061224489793, "P_loss": 0.46683673469387754, "P_unresolved": 0.07908163265306123, "P_ambiguous": 0.002551020408163265, "MFE_median_atr": 1.197834216525893, "MAE_median_atr": 1.3206928108387053, "median_t_TP": 3.0, "median_t_SL": 2.0 } } } }, "E_SELL_STRICT": { "n_original": 9859, "n_clusters": 381, "n_lead": 381, "n_follow_on": 9478, "median_cluster_size": 15.0, "max_cluster_size": 197.0, "retention_rate": 0.03864489299117557, "follow_on_rate": 0.9613551070088244, "deoverlap_verified_next_gt_H": true, "outcomes": { "1.5/0.75": { "ALL": { "n": 9859, "P_win": 0.26148696622375495, "P_loss": 0.5878892382594584, "P_unresolved": 0.14311796328228016, "P_ambiguous": 0.007505832234506542, "MFE_median_atr": 1.0891499654457462, "MAE_median_atr": 1.1635276532137229, "median_t_TP": 4.0, "median_t_SL": 2.0 }, "LEAD": { "n": 381, "P_win": 0.2782152230971129, "P_loss": 0.5984251968503937, "P_unresolved": 0.12073490813648294, "P_ambiguous": 0.0026246719160104987, "MFE_median_atr": 1.1970104633781247, "MAE_median_atr": 1.3999999999998112, "median_t_TP": 3.0, "median_t_SL": 2.0 } }, "1.0/1.0": { "ALL": { "n": 9859, "P_win": 0.4294553200121716, "P_loss": 0.4352368394360483, "P_unresolved": 0.1236433715386956, "P_ambiguous": 0.011664469013084492, "MFE_median_atr": 1.0891499654457462, "MAE_median_atr": 1.1635276532137229, "median_t_TP": 3.0, "median_t_SL": 3.0 }, "LEAD": { "n": 381, "P_win": 0.43832020997375326, "P_loss": 0.45144356955380577, "P_unresolved": 0.09186351706036745, "P_ambiguous": 0.01837270341207349, "MFE_median_atr": 1.1970104633781247, "MAE_median_atr": 1.3999999999998112, "median_t_TP": 2.0, "median_t_SL": 2.0 } } } } } }