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Feature Iteration Run #992: zz_sylvain

Status: failed | Started: 2026-07-26 08:11:44 | Ended: 2026-07-26 08:13:28

⭐ Best Accepted Iteration

Iteration 2: 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_iter1_pct_change_atr_norm_price_position obv_rebased.pct_change(12) / (1 + atr_n… ❌ 0.000 0.000 0.0000 0.000 1.000 0.000 ❌ REJECT safe_eval DSL produced inf values; likely division by zero
2 C8 gradient_boosting — — #7 k_loop_iter_2_3ab87b k_high.pct_change(12) * (1 + hl_range) … ✅ 1.947 2.466 1.4881 0.000 0.012 0.388 ✅ ACCEPT accepted
3 C8 gradient_boosting — — #1278 k_iter3_k_momentum_pct_chang_abs_k_volume_rolling k_momentum_pct_change * abs(o_div_binar… ❌ 0.000 0.000 0.0000 0.000 1.000 0.000 ❌ REJECT safe_eval DSL: 變數未定義: abs

📊 Multi-Objective Metrics

Iteration 1: k_iter1_pct_change_atr_norm_price_position

Y Label: C8 | Parent FS: #7

Objective mode: single

Scalar score: 0.0000

Iteration 2: k_loop_iter_2_3ab87b

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 3: k_iter3_k_momentum_pct_chang_abs_k_volume_rolling

Y Label: C8 | Parent FS: #1278

Objective mode: single

Scalar score: 0.0000