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Feature Iteration Run #1863: zz_sylvain

Status: completed | Started: 2026-10-04 03:07:33 | Ended: 2026-10-04 04:20:25

📊 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 C8 gradient_boosting — — #1748 k_iter1_k_mom_norm_atr mom_raw = close - close[10] mom_norm = … ✅ 3.795 3.090 -0.1536 0.000 0.152 0.115 ❌ REJECT profit_factor_delta -0.7052 < 0.25, sharpe_delta -6.5641 (-15.85%) < -10%, champion trades 11 < 100 — PF statistically meaningless, hypothesis test not confirmed, DSR gate failed: champion SR=6.7813 ≤ expected_max=4.591 (N=29 effective trials, PSR=0.6658)
2 C8 gradient_boosting — — #1748 k_iter2_k_macd_hist_atr fast = ta.ema(close, 8) slow = ta.ema(c… ✅ 3.795 5.570 0.3807 0.000 0.424 0.063 ❌ REJECT champion trades 6 < 100 — PF statistically meaningless, DSR gate failed: champion SR=9.9405 ≤ expected_max=5.8024 (N=29 effective trials, PSR=0.7718)
3 C8 gradient_boosting — — #1748 k_iter3_k_obv_ema_diff_volgate obv_val = ta.obv(close, volume) obv_ema… ❌ 0.000 0.000 0.0000 0.000 1.000 0.000 ❌ REJECT max_diff=10437.425844 (tol=0.001), nan_mismatch=0 | 修復中止: translator_verify round 2: 修復回應解析失敗 (parse_failed) — 不再重試

📊 Multi-Objective Metrics

Iteration 1: k_iter1_k_mom_norm_atr

Y Label: C8 | Parent FS: #1748

Objective mode: scalarize

Scalar score: -0.1536

MetricBaselineModifiedDiff
win_rate 0.429 0.727 0.299
max_drawdown 0.009 0.057 0.048
sharpe_ratio 41.402 34.838 -6.564
profit_factor 3.795 3.090 -0.705
test_accuracy 0.974 0.990 0.016

Iteration 2: k_iter2_k_macd_hist_atr

Y Label: C8 | Parent FS: #1748

Objective mode: scalarize

Scalar score: 0.3807

MetricBaselineModifiedDiff
win_rate 0.429 0.500 0.071
max_drawdown 0.009 0.011 0.002
sharpe_ratio 41.402 53.343 11.941
profit_factor 3.795 5.570 1.775
test_accuracy 0.974 0.920 -0.054

Iteration 3: k_iter3_k_obv_ema_diff_volgate

Y Label: C8 | Parent FS: #1748

Objective mode: single

Scalar score: 0.0000

📁 Offline Report

Markdown backup: /mnt/apischip.com/.openclaw/workspace/qv_gate/reports/AUTOLOOP_zz_sylvain_20261004_122025.md