Feature Iteration Run #370: zz_sylvain
Status: completed | Started: 2026-07-16 15:37:51 | Ended: 2026-07-16 15:39:20
⭐ Best Accepted Iteration
Iteration 1: k_high.pct_change(12)
baseline PF: 1.037 → modified PF: 1.062 | Cohen's d: 0.000 | p-value: 1.000
📊 Iterations
| Iter | Y Label | Model | Warm | Proxy | Parent FS | Feature | Baseline PF | Modified PF | Scalar Score | Result |
|---|---|---|---|---|---|---|---|---|---|---|
| 1 | — |
gradient_boosting |
— | — | — | K_loop_iter_1_563283 | 1.037 | 1.062 | 0.1812 | ✅ ACCEPT |
📄 Report Markdown
# AUTOLOOP: zz_sylvain (1 iterations)
> **Phase**: Y4.7 Option B (DSL → Python code → FeatureSet candidate)
> **Target indicator**: zz_sylvain
> **Base feature_set_id**: 7
> **Claim**: (default) Propose a new k_* feature that improves risk-adjusted returns
> **Objective mode**: scalarize
> **Metrics**: ['profit_factor', 'sharpe_ratio', 'win_rate', 'max_drawdown', 'test_accuracy']
> **Total duration**: 88.86s
> **Total accepted**: 1
> **Total rejected**: 0
## Iterations 詳情
### Iteration 1
- DSL: `k_high.pct_change(12)` (feature=K_loop_iter_1_563283)
- DSL valid: True
- FeatureSet candidate id: 347
- baseline PF: 1.037 → modified PF: 1.062
- t_stat: 0.000, p_value: 1.000, cohens_d: 0.000
- scalar_score: 0.1812
- accepted: True, reason: accepted
**Metrics summary:**
- profit_factor: baseline=1.037, modified=1.062, diff=0.026
- sharpe_ratio: baseline=0.995, modified=1.675, diff=0.680
- win_rate: baseline=0.419, modified=0.438, diff=0.019
- max_drawdown: baseline=0.120, modified=0.118, diff=-0.003
- test_accuracy: baseline=0.971, modified=0.970, diff=-0.000
📊 Multi-Objective Metrics
Iteration 1: K_loop_iter_1_563283
Y Label: — | Parent FS: #—
Objective mode: scalarize
Scalar score: 0.1812
| Metric | Baseline | Modified | Diff |
|---|---|---|---|
| win_rate | 0.419 | 0.438 | 0.019 |
| max_drawdown | 0.120 | 0.118 | -0.003 |
| sharpe_ratio | 0.995 | 1.675 | 0.680 |
| profit_factor | 1.037 | 1.062 | 0.026 |
| test_accuracy | 0.971 | 0.970 | 0.000 |
📁 Offline Report
Markdown backup: reports/autoloop/zz_sylvain/20260716_233920.md