Feature Iteration Run #985: zz_sylvain
Status: stopped_by_budget | Started: 2026-07-26 04:41:28 | Ended: 2026-07-26 04:43:44
⭐ Best Accepted Iteration
Iteration 4: k_high.pct_change(12) / (1 + atr_norm) * (1 - price_positio…
baseline PF: 1.947 → modified PF: 2.466 | Cohen's d: 0.446 | p-value: 0.013
📊 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_26e93e | 1.947 | 0.775 | -3.6248 | ❌ REJECT |
| 2 | C8 |
gradient_boosting |
— | — | #7 | k_iter2_k_high_pct_change_hl_range_dist_to_high | 0.000 | 0.000 | 0.0000 | ❌ REJECT |
| 3 | C8 |
gradient_boosting |
— | — | #7 | k_iter3_abs_k_volume_rolling_mean | 0.000 | 0.000 | 0.0000 | ❌ REJECT |
| 4 | C8 |
gradient_boosting |
— | — | #7 | k_loop_iter_4_94adea | 1.947 | 2.466 | 1.4197 | ✅ ACCEPT |
📊 Multi-Objective Metrics
Iteration 1: k_loop_iter_1_26e93e
Y Label: C8 | Parent FS: #7
Objective mode: scalarize
Scalar score: -3.6248
Failed constraints: sharpe_ratio >= 1.0: got -7.5544
| Metric | Baseline | Modified | Diff |
|---|---|---|---|
| win_rate | 0.600 | 0.424 | -0.176 |
| max_drawdown | 0.056 | 0.131 | 0.075 |
| sharpe_ratio | 19.162 | -7.554 | -26.717 |
| profit_factor | 1.947 | 0.775 | -1.172 |
| test_accuracy | 0.992 | 0.992 | -0.001 |
Iteration 2: k_iter2_k_high_pct_change_hl_range_dist_to_high
Y Label: C8 | Parent FS: #7
Objective mode: single
Scalar score: 0.0000
Iteration 3: k_iter3_abs_k_volume_rolling_mean
Y Label: C8 | Parent FS: #7
Objective mode: single
Scalar score: 0.0000
Iteration 4: k_loop_iter_4_94adea
Y Label: C8 | Parent FS: #7
Objective mode: scalarize
Scalar score: 1.4197
| 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 |