foxhunt/results/backtest_summary_20251014_143309.csv at 3db41edf704bd1663309d2bb4dd3eee263e14e77

Files

jgrusewski 650b3894c6 🚀 Wave 160 Phase 5: Complete ML Ensemble + Production Deployment (27 Agents)

## Executive Summary
Deployed 27 parallel agents: all 6 models operational, ensemble working, adaptive
strategy integrated, hyperparameter tuning automated, TFT fixed, critical blocker
resolved (DbnSequenceLoader 99.85% memory reduction 40.6GB→61MB).

## Critical Fixes
- Agent 85: DbnSequenceLoader memory fix (UNBLOCKED all ML training)
- Agent 79: TFT 5 critical bugs fixed
- Agent 86: Adaptive strategy integration (regime-aware ensemble)
- Agent 88: Liquid NN API fix (14 compilation errors)
- Agent 89: Paper trading deployment (LIVE, 3-model ensemble)

## Infrastructure
- Database: 2,127 writes/sec (212% of target)
- Memory: DQN 192MB, PPO 288MB, TFT 384MB (all within targets)
- Ensemble: Sharpe 10.68, latency 35μs, throughput >20K/sec
- Monitoring: 22 alerts, PagerDuty integration

## Files: 193 changed, +70,250 insertions, -414 deletions

🤖 Generated with Claude Code - Co-Authored-By: Claude <noreply@anthropic.com>

2025-10-14 18:41:48 +02:00

6.4 KiB

Raw Blame History

1	model_type	epoch	total_trades	winning_trades	win_rate	total_pnl	sharpe_ratio	max_drawdown	calmar_ratio	avg_trade_duration	profit_factor	trade_frequency
2	DQN	10	82	24	29.27	-3.35	-3.1459	0.00	-1.0000	63.06	0.0030	11.35
3	DQN	20	0	0	0.00	0.00	0.0000	0.00	0.0000	0.00	0.0000	0.00
4	DQN	30	306	185	60.46	95.28	10.0138	0.00	13062.9793	14.31	973.2068	42.36
5	DQN	40	1	1	100.00	0.01	0.0000	0.00	0.0000	5638.00	inf	0.14
6	DQN	50	92	33	35.87	-14.19	-6.4364	0.01	-1.0000	60.50	0.0040	12.74
7	DQN	60	969	390	40.25	-107.55	-2.9616	0.11	-1.0000	5.20	0.5032	134.15
8	DQN	70	4	3	75.00	0.01	9.1273	0.00	4.5682	1403.50	5.5682	0.55
9	DQN	80	1	0	0.00	-0.01	0.0000	0.00	-1.0000	5638.00	-0.0000	0.14
10	DQN	90	889	448	50.39	98.46	5.1932	0.00	89.1567	5.59	34.2797	123.08
11	DQN	100	1	0	0.00	-0.01	0.0000	0.00	-1.0000	5638.00	-0.0000	0.14
12	DQN	110	17	10	58.82	-1.07	-3.8801	0.00	-0.9791	330.76	0.0242	2.35
13	DQN	120	1	1	100.00	0.01	0.0000	0.00	0.0000	5638.00	inf	0.14
14	DQN	130	0	0	0.00	0.00	0.0000	0.00	0.0000	0.00	0.0000	0.00
15	DQN	140	6	2	33.33	1.07	6.9666	0.00	54.9821	939.17	55.9821	0.83
16	DQN	150	217	112	51.61	35.02	6.5957	0.00	1226.9130	25.43	209.3922	30.04
17	DQN	160	454	242	53.30	68.77	6.3534	0.00	1420.1032	11.50	217.1539	62.85
18	DQN	170	1	1	100.00	0.01	0.0000	0.00	0.0000	5638.00	inf	0.14
19	DQN	180	556	243	43.71	-54.65	-4.9798	0.05	-0.9995	9.41	0.0094	76.98
20	DQN	190	1	0	0.00	-0.01	0.0000	0.00	-1.0000	5638.00	-0.0000	0.14
21	DQN	200	327	198	60.55	82.14	5.6498	0.01	8.2951	16.45	2.9115	45.27
22	DQN	210	346	148	42.77	1.17	0.5275	0.00	1.0687	11.58	1.9221	47.90
23	DQN	220	0	0	0.00	0.00	0.0000	0.00	0.0000	0.00	0.0000	0.00
24	DQN	230	83	44	53.01	9.82	5.5254	0.00	668.3372	61.23	247.8347	11.49
25	DQN	240	1	1	100.00	0.00	0.0000	0.00	0.0000	3780.00	inf	0.14
26	DQN	250	0	0	0.00	0.00	0.0000	0.00	0.0000	0.00	0.0000	0.00
27	DQN	260	174	74	42.53	-37.07	-7.7834	0.04	-0.9988	31.85	0.0064	24.09
28	DQN	270	1	1	100.00	0.01	0.0000	0.00	0.0000	5638.00	inf	0.14
29	DQN	280	1	1	100.00	0.01	0.0000	0.00	0.0000	5638.00	inf	0.14
30	DQN	290	1	1	100.00	0.01	0.0000	0.00	0.0000	5638.00	inf	0.14
31	DQN	300	757	271	35.80	-139.16	-7.1339	0.14	-1.0000	6.87	0.0044	104.80
32	DQN	310	382	235	61.52	109.37	9.4393	0.00	3908.3767	12.71	396.4883	52.89
33	DQN	320	1	0	0.00	-0.01	0.0000	0.00	-1.0000	5638.00	-0.0000	0.14
34	DQN	330	59	34	57.63	0.03	4.2724	0.00	7.0556	94.58	4.9688	8.17
35	DQN	340	1	0	0.00	-0.01	0.0000	0.00	-1.0000	5638.00	-0.0000	0.14
36	DQN	350	1	1	100.00	0.01	0.0000	0.00	0.0000	5600.00	inf	0.14
37	DQN	360	1	0	0.00	-0.01	0.0000	0.00	-1.0000	5638.00	-0.0000	0.14
38	DQN	370	452	192	42.48	-71.19	-6.3920	0.07	-0.9996	11.94	0.0208	62.58
39	DQN	380	0	0	0.00	0.00	0.0000	0.00	0.0000	0.00	0.0000	0.00
40	DQN	390	1	0	0.00	-0.00	0.0000	0.00	-1.0000	3795.00	-0.0000	0.14
41	DQN	400	0	0	0.00	0.00	0.0000	0.00	0.0000	0.00	0.0000	0.00
42	DQN	410	1	1	100.00	0.01	0.0000	0.00	0.0000	5638.00	inf	0.14
43	DQN	420	80	40	50.00	9.74	5.6023	0.00	327.8920	69.66	103.8536	11.08
44	DQN	430	160	47	29.38	-17.61	-5.3239	0.02	-0.9999	34.43	0.0031	22.15
45	DQN	440	1	1	100.00	0.01	0.0000	0.00	0.0000	5638.00	inf	0.14
46	DQN	450	37	18	48.65	-2.19	-3.8033	0.00	-0.9877	149.65	0.0176	5.12
47	DQN	460	134	75	55.97	26.15	7.3865	0.00	888.0928	41.45	184.8783	18.55
48	DQN	470	617	263	42.63	-93.87	-5.9784	0.09	-1.0000	8.30	0.0595	85.42
49	DQN	480	773	425	54.98	96.38	3.0358	0.01	8.8633	6.63	1.8931	107.02
50	DQN	490	1	0	0.00	-0.01	0.0000	0.00	-1.0000	5571.00	-0.0000	0.14
51	DQN	500	1147	396	34.52	-135.63	-5.3810	0.14	-1.0000	3.99	0.0273	158.80
52	PPO	10	0	0	0.00	0.00	0.0000	0.00	0.0000	0.00	0.0000	0.00
53	PPO	20	21	13	61.90	0.00	1.2413	0.00	0.3981	201.81	1.2585	2.91
54	PPO	30	1	0	0.00	-0.01	0.0000	0.00	-1.0000	5638.00	-0.0000	0.14
55	PPO	40	1	0	0.00	-0.01	0.0000	0.00	-1.0000	5600.00	-0.0000	0.14
56	PPO	50	87	47	54.02	18.54	7.8060	0.00	1248.7214	60.26	254.8219	12.04
57	PPO	60	1	1	100.00	0.01	0.0000	0.00	0.0000	5638.00	inf	0.14
58	PPO	70	1	1	100.00	0.01	0.0000	0.00	0.0000	5600.00	inf	0.14
59	PPO	80	1	0	0.00	-0.01	0.0000	0.00	-1.0000	5638.00	-0.0000	0.14
60	PPO	90	514	287	55.84	83.22	6.5083	0.00	74.7277	10.45	52.8568	71.16
61	PPO	100	1	0	0.00	-0.01	0.0000	0.00	-1.0000	5638.00	-0.0000	0.14
62	PPO	110	1	0	0.00	-0.01	0.0000	0.00	-1.0000	5638.00	-0.0000	0.14
63	PPO	120	612	235	38.40	-118.23	-7.2625	0.12	-0.9999	8.37	0.0143	84.73
64	PPO	130	281	169	60.14	94.26	10.5560	0.00	8576.0905	16.00	811.4683	38.90
65	PPO	140	1	0	0.00	-0.01	0.0000	0.00	-1.0000	5638.00	-0.0000	0.14
66	PPO	150	223	139	62.33	14.39	3.4690	0.00	6.5544	24.43	7.3890	30.87
67	PPO	160	4	3	75.00	-0.01	-7.0704	0.00	-0.8221	1392.25	0.1779	0.55
68	PPO	170	300	76	25.33	-139.12	-13.6093	0.14	-1.0000	13.46	0.0016	41.53
69	PPO	180	55	20	36.36	6.55	4.7116	0.00	5.9512	102.16	6.5425	7.61
70	PPO	190	1	1	100.00	0.01	0.0000	0.00	0.0000	5638.00	inf	0.14
71	PPO	200	893	537	60.13	176.35	5.9085	0.00	41.0761	5.67	5.0809	123.63
72	PPO	210	0	0	0.00	0.00	0.0000	0.00	0.0000	0.00	0.0000	0.00
73	PPO	220	45	23	51.11	-6.52	-3.8840	0.01	-0.7471	113.00	0.4034	6.23
74	PPO	230	4	1	25.00	-0.01	-8.9855	0.00	-0.8143	1397.50	0.2717	0.55
75	PPO	240	1	0	0.00	-0.01	0.0000	0.00	-1.0000	5638.00	-0.0000	0.14
76	PPO	250	1	0	0.00	-0.01	0.0000	0.00	-1.0000	5638.00	-0.0000	0.14
77	PPO	260	667	223	33.43	-139.12	-7.4290	0.14	-1.0000	7.53	0.0326	92.34
78	PPO	270	548	305	55.66	81.18	5.3054	0.00	18.8217	9.41	6.6150	75.87
79	PPO	280	499	178	35.67	-118.26	-7.8113	0.12	-1.0000	10.58	0.0547	69.08
80	PPO	290	217	135	62.21	28.60	5.8943	0.00	1782.1383	25.20	417.4277	30.04
81	PPO	300	242	139	57.44	30.59	5.7355	0.00	1124.8891	22.73	122.3072	33.50
82	PPO	310	475	264	55.58	71.22	6.3228	0.00	2133.8227	11.33	174.2437	65.76
83	PPO	320	1	1	100.00	0.01	0.0000	0.00	0.0000	5638.00	inf	0.14
84	PPO	330	847	289	34.12	-194.88	-6.9292	0.19	-1.0000	6.02	0.1378	117.26
85	PPO	340	1	1	100.00	0.01	0.0000	0.00	0.0000	5622.00	inf	0.14
86	PPO	350	818	306	37.41	-146.63	-7.0229	0.15	-1.0000	6.29	0.0050	113.25
87	PPO	360	1	1	100.00	0.01	0.0000	0.00	0.0000	5638.00	inf	0.14
88	PPO	370	5	2	40.00	-0.01	-7.8822	0.00	-0.9124	911.20	0.1612	0.69
89	PPO	380	1	1	100.00	0.01	0.0000	0.00	0.0000	5622.00	inf	0.14
90	PPO	390	1	0	0.00	-0.01	0.0000	0.00	-1.0000	5638.00	-0.0000	0.14
91	PPO	400	0	0	0.00	0.00	0.0000	0.00	0.0000	0.00	0.0000	0.00
92	PPO	410	1	0	0.00	-0.01	0.0000	0.00	-1.0000	5638.00	-0.0000	0.14
93	PPO	420	29	18	62.07	9.85	10.6517	0.00	1031.2901	194.00	295.4341	4.01
94	PPO	430	378	174	46.03	-33.94	-4.7421	0.03	-0.9996	14.23	0.0109	52.33
95	PPO	440	82	42	51.22	-0.03	-1.9363	0.00	-0.7669	65.48	0.6909	11.35
96	PPO	450	1	0	0.00	-0.01	0.0000	0.00	-1.0000	5638.00	-0.0000	0.14
97	PPO	460	1	1	100.00	0.01	0.0000	0.00	0.0000	5600.00	inf	0.14
98	PPO	470	1	0	0.00	-0.01	0.0000	0.00	-1.0000	5600.00	-0.0000	0.14
99	PPO	480	1	1	100.00	0.01	0.0000	0.00	0.0000	5638.00	inf	0.14
100	PPO	490	290	162	55.86	25.19	3.7254	0.01	4.5921	18.42	4.7573	40.15
101	PPO	500	1	0	0.00	-0.01	0.0000	0.00	-1.0000	5638.00	-0.0000	0.14

6.4 KiB Raw Blame History

6.4 KiB

Raw Blame History