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Feature Iteration Run #455: zz_sylvain

Status: completed | Started: 2026-07-16 22:25:21 | Ended: 2026-07-16 22:27:02

📊 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_iter_1_return_5 / atr_norm return_5 / atr_norm ❌ 0.000 0.000 0.0000 0.000 1.000 0.000 ❌ REJECT safe_eval DSL produces inf when ['atr_norm'] is zero; avoid unprotected division by these variables
2 — gradient_boosting — — — k_loop_iter_2_015070 return_20 - hl_range * 2 ✅ 1.286 1.187 -0.5523 0.000 1.000 0.000 ❌ REJECT p=1.000 ≥ 0.05, cohens_d=0.000 ≤ 0.3
3 — gradient_boosting — — — k_loop_iter_3_30fcb4 k_close.rolling(15).corr(k_volume) ✅ 1.286 1.241 -0.3945 0.000 1.000 0.000 ❌ REJECT p=1.000 ≥ 0.05, cohens_d=0.000 ≤ 0.3

📊 Multi-Objective Metrics

Iteration 1: k_iter_1_return_5 / atr_norm

Y Label: — | Parent FS: #—

Objective mode: single

Scalar score: 0.0000

Iteration 2: k_loop_iter_2_015070

Y Label: — | Parent FS: #—

Objective mode: scalarize

Scalar score: -0.5523

MetricBaselineModifiedDiff
win_rate 0.553 0.540 -0.013
max_drawdown 0.075 0.133 0.058
sharpe_ratio 7.879 5.779 -2.100
profit_factor 1.286 1.187 -0.099
test_accuracy 0.986 0.949 -0.037

Iteration 3: k_loop_iter_3_30fcb4

Y Label: — | Parent FS: #—

Objective mode: scalarize

Scalar score: -0.3945

MetricBaselineModifiedDiff
win_rate 0.553 0.463 -0.090
max_drawdown 0.075 0.149 0.074
sharpe_ratio 7.879 6.388 -1.491
profit_factor 1.286 1.241 -0.045
test_accuracy 0.986 0.971 -0.015

📁 Offline Report

Markdown backup: reports\AUTOLOOP_zz_sylvain_20260717_062702.md