Feature Iteration Run #561: zz_sylvain
Status: completed | Started: 2026-07-18 02:57:13 | Ended: 2026-07-18 02:58:15
📊 Iterations
📄 Report Markdown
# AUTOLOOP: zz_sylvain (2 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**: 61.09s
> **Total accepted**: 0
> **Total rejected**: 2
## Iterations 詳情
### Iteration 1
- DSL: `(k_high - k_low) / (k_high.rolling(20).max() - k_high.rolling(20).min()) - price_position` (feature=k_iter_1_k_high - k_low) / k_high)
- DSL valid: False
- FeatureSet candidate id: None
- baseline PF: 0.000 → modified PF: 0.000
- t_stat: 0.000, p_value: 1.000, cohens_d: 0.000
- scalar_score: 0.0000
- accepted: False, reason: safe_eval DSL produces inf when ['k_high'] is zero; avoid unprotected division by these variables
### Iteration 2
- DSL: `atr_norm * (price_position - 0.5) / (hl_range + 0.001)` (feature=k_loop_iter_2_7608e6)
- DSL valid: True
- FeatureSet candidate id: 653
- baseline PF: 1.286 → modified PF: 1.286
- t_stat: 0.000, p_value: 1.000, cohens_d: 0.000
- scalar_score: 0.0000
- accepted: False, reason: p=1.000 ≥ 0.05, cohens_d=0.000 ≤ 0.3
**Metrics summary:**
- profit_factor: baseline=1.286, modified=1.286, diff=0.000
- sharpe_ratio: baseline=7.879, modified=7.879, diff=0.000
- win_rate: baseline=0.553, modified=0.553, diff=0.000
- max_drawdown: baseline=0.075, modified=0.075, diff=0.000
- test_accuracy: baseline=0.986, modified=0.986, diff=0.000
📊 Multi-Objective Metrics
Iteration 1: k_iter_1_k_high - k_low) / k_high
Y Label: — | Parent FS: #7
Objective mode: single
Scalar score: 0.0000
Iteration 2: k_loop_iter_2_7608e6
Y Label: — | Parent FS: #7
Objective mode: scalarize
Scalar score: 0.0000
| Metric | Baseline | Modified | Diff |
|---|---|---|---|
| win_rate | 0.553 | 0.553 | 0.000 |
| max_drawdown | 0.075 | 0.075 | 0.000 |
| sharpe_ratio | 7.879 | 7.879 | 0.000 |
| profit_factor | 1.286 | 1.286 | 0.000 |
| test_accuracy | 0.986 | 0.986 | 0.000 |
📁 Offline Report
Markdown backup: reports/autoloop/zz_sylvain/20260718_105815.md