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Feature Iteration Run #989: zz_sylvain

Status: stopped_by_budget | Started: 2026-07-26 08:01:12 | Ended: 2026-07-26 08:06:51

⭐ Best Accepted Iteration

Iteration 4: k_high.pct_change(12) * (1 + hl_range) * (1 - return_5)

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 DSL DSL Valid Baseline PF Modified PF Scalar Score t-stat p-value Cohen's d Result Reason
1 C8 gradient_boosting — — #7 k_loop_iter_1_0a7a89 o_div_amplitude_12 * (1 - price_positio… ✅ 1.947 1.085 -0.4789 0.000 0.463 0.243 ❌ REJECT normalized_score -0.2581 <= 0.0, sharpe_delta -16.8215 < -0.1, hypothesis test not confirmed
2 C8 gradient_boosting — — #7 k_iter2_k_high_pct_change_hl_range_atr_norm k_high.pct_change(12) * (1 + hl_range) … ❌ 0.000 0.000 0.0000 0.000 1.000 0.000 ❌ REJECT quality_gate: C8 leakage: ['dist_to_high']
3 C8 gradient_boosting — — #7 k_iter3_abs_k_volume_rolling_mean abs(o_div_binary(48)) * k_volume.rollin… ❌ 0.000 0.000 0.0000 0.000 1.000 0.000 ❌ REJECT safe_eval DSL: 變數未定義: abs
4 C8 gradient_boosting — — #7 k_loop_iter_4_5fd3aa k_high.pct_change(12) * (1 + hl_range) … ✅ 1.947 2.466 1.4881 0.000 0.012 0.388 ✅ ACCEPT accepted
5 C8 gradient_boosting — — #1271 k_loop_iter_5_35f35d k_momentum_pct_change * (1 + hl_range) … ✅ 2.466 1.067 -5.6675 0.000 0.004 0.866 ❌ REJECT normalized_score -0.2993 <= 0.0, sharpe_delta -22.4783 < -0.1, hypothesis test not confirmed
6 C8 gradient_boosting — — #1271 k_iter6_abs_k_volume_rolling_mean abs(o_div_binary(12)) * k_volume.rollin… ❌ 0.000 0.000 0.0000 0.000 1.000 0.000 ❌ REJECT safe_eval DSL: 變數未定義: abs
7 C8 gradient_boosting — — #1271 k_loop_iter_7_2880f6 k_high.pct_change(12) * (1 + hl_range) … ✅ 2.466 1.314 -4.7887 0.000 0.010 0.678 ❌ REJECT normalized_score -0.2394 <= 0.0, sharpe_delta -17.1325 < -0.1, hypothesis test not confirmed
8 C8 gradient_boosting — — #1271 k_iter8_k_high_pct_change_hl_range_return_5 k_high.pct_change(12) * (1 + hl_range) … ❌ 0.000 0.000 0.0000 0.000 1.000 0.000 ❌ REJECT quality_gate: NaN ratio 1.000 exceeds 0.3
9 C8 gradient_boosting — — #1271 k_loop_iter_9_bd8bf0 o_pct_change_12 * (1 + hl_range) * (1 -… ✅ 2.466 1.110 -5.9392 0.000 0.033 0.739 ❌ REJECT normalized_score -0.2884 <= 0.0, sharpe_delta -21.7399 < -0.1, hypothesis test not confirmed
10 C8 gradient_boosting — — #1271 k_iter10_i_ema_k_high_k_close_hl_range i_ema(k_high, 20) / k_close * (1 - hl_r… ❌ 0.000 0.000 0.0000 0.000 1.000 0.000 ❌ REJECT safe_eval DSL produces inf when ['k_close'] is zero; avoid unprotected division by these variables

📊 Multi-Objective Metrics

Iteration 1: k_loop_iter_1_0a7a89

Y Label: C8 | Parent FS: #7

Objective mode: scalarize

Scalar score: -0.4789

MetricBaselineModifiedDiff
win_rate 0.600 0.500 -0.100
max_drawdown 0.056 0.187 0.131
sharpe_ratio 19.162 2.341 -16.821
profit_factor 1.947 1.085 -0.862
test_accuracy 0.992 0.992 0.000

Iteration 2: k_iter2_k_high_pct_change_hl_range_atr_norm

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_5fd3aa

Y Label: C8 | Parent FS: #7

Objective mode: scalarize

Scalar score: 1.4881

MetricBaselineModifiedDiff
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

Iteration 5: k_loop_iter_5_35f35d

Y Label: C8 | Parent FS: #1271

Objective mode: scalarize

Scalar score: -5.6675

MetricBaselineModifiedDiff
win_rate 0.636 0.465 -0.172
max_drawdown 0.050 0.214 0.164
sharpe_ratio 24.727 2.249 -22.478
profit_factor 2.466 1.067 -1.399
test_accuracy 0.992 0.980 -0.012

Iteration 6: k_iter6_abs_k_volume_rolling_mean

Y Label: C8 | Parent FS: #1271

Objective mode: single

Scalar score: 0.0000

Iteration 7: k_loop_iter_7_2880f6

Y Label: C8 | Parent FS: #1271

Objective mode: scalarize

Scalar score: -4.7887

MetricBaselineModifiedDiff
win_rate 0.636 0.513 -0.124
max_drawdown 0.050 0.137 0.087
sharpe_ratio 24.727 7.595 -17.133
profit_factor 2.466 1.314 -1.153
test_accuracy 0.992 0.992 0.000

Iteration 8: k_iter8_k_high_pct_change_hl_range_return_5

Y Label: C8 | Parent FS: #1271

Objective mode: single

Scalar score: 0.0000

Iteration 9: k_loop_iter_9_bd8bf0

Y Label: C8 | Parent FS: #1271

Objective mode: scalarize

Scalar score: -5.9392

MetricBaselineModifiedDiff
win_rate 0.636 0.513 -0.124
max_drawdown 0.050 0.161 0.111
sharpe_ratio 24.727 2.987 -21.740
profit_factor 2.466 1.110 -1.356
test_accuracy 0.992 0.992 0.000

Iteration 10: k_iter10_i_ema_k_high_k_close_hl_range

Y Label: C8 | Parent FS: #1271

Objective mode: single

Scalar score: 0.0000