Experiment exp_c4a7b4ce2a054adc
Momentum baseline — validação técnica da plataforma (snapshot do dashboard)
CONCLUSION: REJECTOVERFITTING: CRITICAL
- Backtest usa dados M1 agregados (Fase 1) — sem tick-level fill simulation real (ver limitação documentada em backtest_engine.py).
- Sessão e regime usam proxies heurísticos (hora UTC / quartil de volatilidade) — SessionEngine/RegimeEngine reais chegam na Fase 3.
Equity curve (account units, simulation — never real money)
Drawdown (%)
Performance — GROSS vs NET
| Metric | Gross | Net |
|---|---|---|
| Net return | -0.01 | -7.46 |
| Sharpe | — | -0.127 |
| Sortino | — | 0.000 |
| Max drawdown | — | 7.457 |
| Profit factor | 0.000 | 0.000 |
| Expectancy | — | -37,284.24 |
Out-of-sample
| net_return | -7.457 |
| number_of_trades | 2.000 |
| sharpe | -0.127 |
| maximum_drawdown | 7.457 |
⚠ CRITICAL: Apenas 2 trade(s) — amostra extremamente pequena. Nenhuma métrica aqui deve ser tratada como validada estatisticamente.
Walk-forward (0/6 positive windows)
| Window | Result |
|---|---|
| 0 | NEGATIVE |
| 1 | NEGATIVE |
| 2 | NEGATIVE |
| 3 | NEGATIVE |
| 4 | NEGATIVE |
| 5 | NEGATIVE |
Robustness Lab — FRAGILE
| Test | Result |
|---|---|
| SPREAD_STRESS | FRAGILE |
| SPREAD_STRESS | FRAGILE |
| SPREAD_STRESS | FRAGILE |
| SPREAD_STRESS | FRAGILE |
| SLIPPAGE_STRESS | FRAGILE |
| SLIPPAGE_STRESS | FRAGILE |
| SLIPPAGE_STRESS | FRAGILE |
| EXECUTION_DELAY | FRAGILE |
| EXECUTION_DELAY | FRAGILE |
| EXECUTION_DELAY | FRAGILE |
| EXECUTION_DELAY | FRAGILE |
| TRADE_REMOVAL | FRAGILE |
| BOOTSTRAP | FRAGILE |
| SUBPERIOD | FRAGILE |
| SESSION_ANALYSIS | FRAGILE |
| REGIME_ANALYSIS | FRAGILE |
Trades (last 13)
| # | Direction | Entry | Exit | Gross PnL | Net PnL | Reason |
|---|---|---|---|---|---|---|
| 0 | LONG | 01/05/2026, 01:00 AM UTC | 01/05/2026, 03:35 AM UTC | 62.87 | -68,730.60 | TIME_STOP |
| 1 | LONG | 01/05/2026, 03:35 AM UTC | 01/05/2026, 04:15 AM UTC | 0.00 | 0.00 | TAKE_PROFIT |
| 2 | LONG | 01/05/2026, 04:15 AM UTC | 01/05/2026, 04:40 AM UTC | -0.00 | -0.00 | STOP |
| 3 | SHORT | 01/05/2026, 04:45 AM UTC | 01/05/2026, 05:35 AM UTC | -0.00 | -0.00 | STOP |
| 4 | LONG | 01/05/2026, 05:35 AM UTC | 01/05/2026, 06:30 AM UTC | -0.00 | -0.00 | STOP |
| 5 | SHORT | 01/05/2026, 06:30 AM UTC | 01/05/2026, 07:40 AM UTC | -0.00 | -0.00 | STOP |
| 6 | LONG | 01/05/2026, 07:40 AM UTC | 01/05/2026, 10:15 AM UTC | 0.00 | 0.00 | TIME_STOP |
| 7 | LONG | 01/05/2026, 10:20 AM UTC | 01/05/2026, 12:10 PM UTC | -0.00 | -0.00 | STOP |
| 8 | LONG | 01/05/2026, 12:25 PM UTC | 01/05/2026, 02:15 PM UTC | -0.00 | -0.00 | STOP |
| 9 | SHORT | 01/05/2026, 02:15 PM UTC | 01/05/2026, 03:55 PM UTC | -0.00 | -0.00 | STOP |
| 10 | LONG | 01/05/2026, 03:55 PM UTC | 01/05/2026, 05:45 PM UTC | -0.00 | -0.00 | STOP |
| 11 | SHORT | 01/05/2026, 05:45 PM UTC | 01/05/2026, 08:20 PM UTC | -0.00 | -0.00 | TIME_STOP |
| 12 | LONG | 01/05/2026, 08:30 PM UTC | 01/05/2026, 09:20 PM UTC | 0.00 | 0.00 | END_OF_DATA |