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Feature Iteration Run #998: zz_sylvain

Status: failed | Started: 2026-07-26 08:59:49 | Ended: 2026-07-26 09:06:17

⭐ Best Accepted Iteration

Iteration 10: i_macd(k_close, 12, 26, 9) * k_high.pct_change(12) / (1 + a…

baseline PF: 1.947 → modified PF: 2.610 | Cohen's d: 0.618 | p-value: 0.000

📊 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_k_high_pct_change_atr_norm_price_position k_high.pct_change(12) / (1 + atr_norm) … ❌ 0.000 0.000 0.0000 0.000 1.000 0.000 ❌ REJECT quality_gate: C8 leakage: ['dist_to_high']
2 C8 gradient_boosting — — #7 k_iter2_k_high_pct_change_hl_range_dist_to_low 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_low']
3 C8 gradient_boosting — — #7 k_iter3_k_momentum_pct_chang_i_atr_k_high_k_low k_momentum_pct_change * obv_ensemble_3 … ❌ 0.000 0.000 0.0000 0.000 1.000 0.000 ❌ REJECT quality_gate: canonical duplicate: k_momentum_pct_change * obv_ensemble_3 / (1 + i_atr(k_high,k_low,k_close) / k_close)
4 C8 gradient_boosting — — #7 k_loop_iter_4_8b1a90 k_high.pct_change(12) * (1 + hl_range) … ✅ 1.947 1.138 -0.4196 0.000 0.512 0.261 ❌ REJECT normalized_score -0.2435 <= 0.0, sharpe_delta -14.6732 < -0.3, hypothesis test not confirmed
5 C8 gradient_boosting — — #7 k_iter5_pct_change_atr_norm_price_position_k_momentum_pct_chang 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
6 C8 gradient_boosting — — #7 k_iter6_k_momentum_pct_chang_i_atr_k_high_k_low (1 - o_div_binary(48)) * k_momentum_pct… ❌ 0.000 0.000 0.0000 0.000 1.000 0.000 ❌ REJECT safe_eval DSL: DSL hallucinated function call: Call(func=Name(id='o_div_binary', ctx=Load()), args=[Constant(value=48)], keywords=[]) — 'Series' object is not callable
7 C8 gradient_boosting — — #7 k_iter7_i_rsi_k_close_k_high_pct_change i_rsi(k_close, 14) / 100 * k_high.pct_c… ❌ 0.000 0.000 0.0000 0.000 1.000 0.000 ❌ REJECT quality_gate: NaN ratio 1.000 exceeds 0.3
8 C8 gradient_boosting — — #7 k_loop_iter_8_144888 obv_ensemble_3 * (1 - hl_range) / (1 + … ✅ 1.947 1.408 -0.2659 0.000 0.269 0.292 ❌ REJECT normalized_score -0.1418 <= 0.0, sharpe_delta -8.9106 < -0.3, hypothesis test not confirmed
9 C8 gradient_boosting — — #7 k_iter9_pct_change_k_high_price_position obv_rebased.pct_change(12) * k_high.pct… ❌ 0.000 0.000 0.0000 0.000 1.000 0.000 ❌ REJECT safe_eval DSL produced inf values; likely division by zero
10 C8 gradient_boosting — — #7 k_loop_iter_10_f64184 i_macd(k_close, 12, 26, 9) * k_high.pct… ✅ 1.947 2.610 2.2696 0.000 0.000 0.618 ✅ ACCEPT accepted
11 C8 gradient_boosting — — #1281 k_loop_iter_11_099225 i_macd(k_close, 12, 26, 9) * k_high.pct… ✅ 2.610 2.745 0.0633 0.000 0.088 0.214 ✅ ACCEPT accepted
12 C8 gradient_boosting — — #1282 k_iter12_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

📊 Multi-Objective Metrics

Iteration 1: k_iter1_k_high_pct_change_atr_norm_price_position

Y Label: C8 | Parent FS: #7

Objective mode: single

Scalar score: 0.0000

Iteration 2: k_iter2_k_high_pct_change_hl_range_dist_to_low

Y Label: C8 | Parent FS: #7

Objective mode: single

Scalar score: 0.0000

Iteration 3: k_iter3_k_momentum_pct_chang_i_atr_k_high_k_low

Y Label: C8 | Parent FS: #7

Objective mode: single

Scalar score: 0.0000

Iteration 4: k_loop_iter_4_8b1a90

Y Label: C8 | Parent FS: #7

Objective mode: scalarize

Scalar score: -0.4196

MetricBaselineModifiedDiff
win_rate 0.600 0.466 -0.134
max_drawdown 0.056 0.166 0.110
sharpe_ratio 19.162 4.489 -14.673
profit_factor 1.947 1.138 -0.810
test_accuracy 0.992 0.981 -0.012

Iteration 5: k_iter5_pct_change_atr_norm_price_position_k_momentum_pct_chang

Y Label: C8 | Parent FS: #7

Objective mode: single

Scalar score: 0.0000

Iteration 6: k_iter6_k_momentum_pct_chang_i_atr_k_high_k_low

Y Label: C8 | Parent FS: #7

Objective mode: single

Scalar score: 0.0000

Iteration 7: k_iter7_i_rsi_k_close_k_high_pct_change

Y Label: C8 | Parent FS: #7

Objective mode: single

Scalar score: 0.0000

Iteration 8: k_loop_iter_8_144888

Y Label: C8 | Parent FS: #7

Objective mode: scalarize

Scalar score: -0.2659

MetricBaselineModifiedDiff
win_rate 0.600 0.482 -0.118
max_drawdown 0.056 0.219 0.163
sharpe_ratio 19.162 10.252 -8.911
profit_factor 1.947 1.408 -0.540
test_accuracy 0.992 0.981 -0.012

Iteration 9: k_iter9_pct_change_k_high_price_position

Y Label: C8 | Parent FS: #7

Objective mode: single

Scalar score: 0.0000

Iteration 10: k_loop_iter_10_f64184

Y Label: C8 | Parent FS: #7

Objective mode: scalarize

Scalar score: 2.2696

MetricBaselineModifiedDiff
win_rate 0.600 0.667 0.067
max_drawdown 0.056 0.042 -0.014
sharpe_ratio 19.162 26.819 7.657
profit_factor 1.947 2.610 0.663
test_accuracy 0.992 0.993 0.000

Iteration 11: k_loop_iter_11_099225

Y Label: C8 | Parent FS: #1281

Objective mode: scalarize

Scalar score: 0.0633

MetricBaselineModifiedDiff
win_rate 0.667 0.679 0.012
max_drawdown 0.042 0.054 0.012
sharpe_ratio 26.819 28.942 2.123
profit_factor 2.610 2.745 0.135
test_accuracy 0.993 0.992 0.000

Iteration 12: k_iter12_abs_k_volume_rolling_mean

Y Label: C8 | Parent FS: #1282

Objective mode: single

Scalar score: 0.0000