Feature Iteration Run #910: zz_sylvain
Status: failed | Started: 2026-07-25 12:18:41 | Ended: 2026-07-25 12:19:54
⭐ Best Accepted Iteration
Iteration 1: k_high.pct_change(12) / (1 + atr_norm) * (1 - price_positio…
baseline PF: 1.947 → modified PF: 2.466 | Cohen's d: 0.388 | p-value: 0.012
📊 Iterations
| Iter | Y Label | Model | Warm | Proxy | Parent FS | Feature | Baseline PF | Modified PF | Scalar Score | Result |
|---|---|---|---|---|---|---|---|---|---|---|
| 1 | C8 |
gradient_boosting |
— | — | #7 | k_loop_iter_1_0a61e8 | 1.947 | 2.466 | 1.3886 | ✅ ACCEPT |
📊 Multi-Objective Metrics
Iteration 1: k_loop_iter_1_0a61e8
Y Label: C8 | Parent FS: #7
Objective mode: scalarize
Scalar score: 1.3886
| Metric | Baseline | Modified | Diff |
|---|---|---|---|
| win_rate | 0.600 | 0.636 | 0.036 |
| max_drawdown | 0.056 | 0.050 | -0.006 |
| sharpe_ratio | 19.162 | 24.727 | 5.565 |
| profit_factor | 1.947 | 2.466 | 0.519 |
| test_accuracy | 0.992 | 0.992 | 0.000 |