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Feature Iteration Run #436: zz_sylvain

Status: completed | Started: 2026-07-16 17:42:48 | Ended: 2026-07-16 17:44:19

📊 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 — gradient_boosting — — — k_loop_iter_1_aaa170 k_body_size_pct / (vol_ratio + 1) ✅ 1.037 1.019 -0.1202 0.000 1.000 0.000 ❌ REJECT p=1.000 ≥ 0.05, cohens_d=0.000 ≤ 0.3, constraints: ['sharpe_ratio >= 1.0: got 0.5207']

📄 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**: 90.46s
> **Total accepted**: 0
> **Total rejected**: 1

## Iterations 詳情

### Iteration 1
- DSL: `k_body_size_pct / (vol_ratio + 1)` (feature=k_loop_iter_1_aaa170)
- DSL valid: True
- FeatureSet candidate id: 445
- baseline PF: 1.037 → modified PF: 1.019
- t_stat: 0.000, p_value: 1.000, cohens_d: 0.000
- scalar_score: -0.1202
- accepted: False, reason: p=1.000 ≥ 0.05, cohens_d=0.000 ≤ 0.3, constraints: ['sharpe_ratio >= 1.0: got 0.5207']

**Metrics summary:**
  - profit_factor: baseline=1.037, modified=1.019, diff=-0.017
  - sharpe_ratio: baseline=0.995, modified=0.521, diff=-0.474
  - win_rate: baseline=0.419, modified=0.425, diff=0.006
  - max_drawdown: baseline=0.120, modified=0.133, diff=0.013
  - test_accuracy: baseline=0.971, modified=0.972, diff=0.002

📊 Multi-Objective Metrics

Iteration 1: k_loop_iter_1_aaa170

Y Label: — | Parent FS: #—

Objective mode: scalarize

Scalar score: -0.1202

Failed constraints: sharpe_ratio >= 1.0: got 0.5207

MetricBaselineModifiedDiff
win_rate 0.419 0.425 0.006
max_drawdown 0.120 0.133 0.013
sharpe_ratio 0.995 0.521 -0.474
profit_factor 1.037 1.019 -0.017
test_accuracy 0.971 0.972 0.002

📁 Offline Report

Markdown backup: reports/autoloop/zz_sylvain/20260717_014419.md