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Feature Iteration Run #1668: volume_price_pivot_v86_y_C0

Status: completed | Started: 2026-10-01 13:36:25 | Ended: 2026-10-01 13:37:01

📊 Iterations

Iter Y Label Model Warm Proxy Parent FS Feature DSL DSL Valid Baseline PF Modified PF Scalar Score t-stat p-value Cohen's d Result Reason
1 C0 gradient_boosting — — #2 k_iter1_ta_5ba8 ta.sma(close, 12) ✅ 0.000 0.000 0.0000 0.000 1.000 0.000 ❌ REJECT normalized_score 0.0000 <= 0.0, profit_factor_delta 0.0000 < 0.25, hypothesis test not confirmed, constraints: ['sharpe_ratio >= 1.0: got 0.0000', 'win_rate >= 0.3: got 0.0000']
2 C0 gradient_boosting — — #2 k_iter2_ta_95f0 ta.ema(close, 20) ✅ 0.000 0.000 0.0000 0.000 1.000 0.000 ❌ REJECT normalized_score 0.0000 <= 0.0, profit_factor_delta 0.0000 < 0.25, hypothesis test not confirmed, constraints: ['sharpe_ratio >= 1.0: got 0.0000', 'win_rate >= 0.3: got 0.0000']

📊 Multi-Objective Metrics

Iteration 1: k_iter1_ta_5ba8

Y Label: C0 | Parent FS: #2

Objective mode: scalarize

Scalar score: 0.0000

Failed constraints: sharpe_ratio >= 1.0: got 0.0000, win_rate >= 0.3: got 0.0000

MetricBaselineModifiedDiff
win_rate 0.000 0.000 0.000
max_drawdown 0.000 0.000 0.000
sharpe_ratio 0.000 0.000 0.000
profit_factor 0.000 0.000 0.000
test_accuracy 0.000 0.000 0.000

Iteration 2: k_iter2_ta_95f0

Y Label: C0 | Parent FS: #2

Objective mode: scalarize

Scalar score: 0.0000

Failed constraints: sharpe_ratio >= 1.0: got 0.0000, win_rate >= 0.3: got 0.0000

MetricBaselineModifiedDiff
win_rate 0.000 0.000 0.000
max_drawdown 0.000 0.000 0.000
sharpe_ratio 0.000 0.000 0.000
profit_factor 0.000 0.000 0.000
test_accuracy 0.000 0.000 0.000

📁 Offline Report

Markdown backup: \\192.168.9.99\apischip.com\.openclaw\workspace\qv_p55fix2\reports\AUTOLOOP_volume_price_pivot_v86_y_C0_20261001_213701.md