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111 lines (108 loc) · 13.9 KB

Summary

Match degree per the canonical PineForge parity sweep (align-then-trim window; trail_* strategies use production thresholds; inputs.json overrides honoured).

Strategy Profile TV (raw) PineForge (eng / TV-in-win) PyneCore (eng / TV-in-win) vectorbt (eng / TV-in-win)
01-sma-cross strict 2315 🟢 excellent (2315 / 2315) 🟢 excellent (2315 / 2315) 🟢 excellent (2315 / 2315)
02-inside-bar strict 3332 🟢 excellent (3332 / 3332) 🟢 excellent (3332 / 3332) 🟢 excellent (3332 / 3332)
03-supertrend strict 761 🟢 excellent (760 / 760) 🟢 excellent (760 / 760) 🟢 excellent (760 / 760)
04-macd-histogram strict 2814 🟢 excellent (2813 / 2813) 🟢 excellent (2815 / 2814) 🟢 excellent (2815 / 2814)
05-stoch-rsi strict 1337 🟢 excellent (1337 / 1337) 🟢 excellent (1337 / 1337) 🟢 excellent (1335 / 1337)
06-liquidity-sweep strict 93 🟢 excellent (93 / 93) 🟡 moderate (96 / 93) 🟠 weak (19 / 61)
07-scalping-strategy production 429 🟢 excellent (429 / 429) 🟡 moderate (429 / 429) 🟡 moderate (410 / 429)
08-4ema-rsi strict 809 🟢 excellent (809 / 809) 🟢 excellent (809 / 809) 🟢 excellent (809 / 809)
09-kkb-kalman strict 150 🟢 excellent (149 / 149) 🟢 excellent (149 / 149) 🟢 excellent (149 / 149)
10-market-shift strict 1152 🟢 excellent (1152 / 1152) 🟢 excellent (1147 / 1147) 🟢 excellent (1147 / 1147)
100-matrix-bool-mask-no-transpose-01 strict 774 🟢 excellent (774 / 774) 🟡 moderate (782 / 771) 🟡 moderate (782 / 771)
11-greedy strict 13 🟢 excellent (13 / 13) 🟢 excellent (13 / 13) 🟢 excellent (13 / 13)
12-keltner strict 314 🟢 excellent (314 / 314) 🟢 excellent (313 / 313) 🟢 excellent (313 / 313)
13-stoch-slow-k-d-cross strict 7585 🟢 excellent (7585 / 7585) 🟢 excellent (7585 / 7585) 🟢 excellent (7585 / 7585)
14-pivot-ext strict 4890 🟢 excellent (4890 / 4890) 🟢 excellent (4891 / 4890) 🟡 moderate (4815 / 4890)
15-stochastic-slow strict 690 🟢 excellent (690 / 690) 🟢 excellent (690 / 690) 🟢 excellent (690 / 690)
16-volty-expan strict 7235 🟢 excellent (7299 / 7235) 🟢 excellent (7299 / 7235) 🟡 moderate (7299 / 7235)
17-bos-curv strict 272 🟢 excellent (262 / 262) 🟢 excellent (262 / 262) 🟢 excellent (262 / 262)
18-kanuck strict 875 🟢 excellent (875 / 875) 🟢 excellent (875 / 875) 🟢 excellent (875 / 875)
19-scalping-wunder-bots strict 419 🟢 excellent (420 / 419) 🟢 excellent (421 / 419) 🟡 moderate (423 / 419)
20-bb-squeeze strict 814 🟢 excellent (813 / 813) 🟢 excellent (814 / 814) 🟢 excellent (814 / 814)
21-dmi-adx-trend strict 2747 🟢 excellent (2743 / 2747) 🟢 excellent (2743 / 2747) 🟢 excellent (2743 / 2747)
22-hma-cross strict 4713 🟢 excellent (4713 / 4713) 🟢 excellent (4713 / 4713) 🟢 excellent (4713 / 4713)
23-cci-momentum strict 2462 🟢 excellent (2462 / 2462) 🟢 excellent (2461 / 2461) 🟢 excellent (2461 / 2461)
24-tsi-signal strict 846 🟢 excellent (846 / 846) 🟢 excellent (845 / 845) 🟢 excellent (845 / 845)
25-linreg-channel strict 248 🟢 excellent (248 / 248) 🟢 excellent (248 / 248) 🟢 excellent (248 / 248)
26-aroon-oscillator strict 1585 🟢 excellent (1585 / 1585) 🟢 excellent (1585 / 1585) 🟢 excellent (1585 / 1585)
27-donchian-breakout strict 1002 🟢 excellent (1002 / 1002) 🟢 excellent (1002 / 1002) 🟢 excellent (1002 / 1002)
28-elder-ray strict 2483 🟢 excellent (2483 / 2483) 🟢 excellent (2483 / 2483) 🟢 excellent (2483 / 2483)
29-chandelier-exit strict 1604 🟢 excellent (1603 / 1603) 🟢 excellent (1603 / 1603) 🟢 excellent (1603 / 1603)
30-atr-trailing-stop strict 5073 🟢 excellent (5072 / 5073) 🟢 excellent (5073 / 5073) 🟢 excellent (5073 / 5073)
31-vwma-divergence strict 2574 🟢 excellent (2574 / 2574) 🟢 excellent (2574 / 2574) 🟢 excellent (2574 / 2574)
32-momentum-roc strict 5690 🟢 excellent (5690 / 5690) 🟢 excellent (5692 / 5690) 🟢 excellent (5692 / 5690)
33-mean-reversion-bb strict 495 🟢 excellent (495 / 495) 🟢 excellent (495 / 495) 🟢 excellent (495 / 495)
34-dual-ma-switch strict 1239 🟢 excellent (1238 / 1238) 🟢 excellent (1239 / 1239) 🟢 excellent (1239 / 1239)
35-ema-ribbon-loop strict 628 🟢 excellent (626 / 626) 🟢 excellent (626 / 626) 🟢 excellent (626 / 626)
36-pivot-array-breakout strict 829 🟢 excellent (829 / 829) 🟢 excellent (829 / 829) 🟢 excellent (829 / 829)
37-range-filter-while strict 402 🟢 excellent (401 / 401) 🟢 excellent (401 / 401) 🟢 excellent (401 / 401)
38-adaptive-ma-func strict 4599 🟢 excellent (4600 / 4598) 🟢 excellent (4600 / 4598) 🟢 excellent (4600 / 4598)
39-candle-pattern strict 826 🟢 excellent (826 / 826) 🟢 excellent (825 / 825) 🟢 excellent (825 / 825)
40-dual-thrust strict 2870 🟢 excellent (2870 / 2870) 🟢 excellent (2871 / 2870) 🟢 excellent (2871 / 2870)
41-volume-breakout strict 1778 🟢 excellent (1778 / 1778) 🟢 excellent (1778 / 1778) 🟢 excellent (1778 / 1778)
42-ma-stack-array strict 1407 🟢 excellent (1406 / 1406) 🟢 excellent (1407 / 1407) 🟢 excellent (1407 / 1407)
43-swing-pivot-atr strict 1618 🟢 excellent (1619 / 1618) 🟢 excellent (1619 / 1618) 🟡 moderate (1604 / 1618)
44-median-cross strict 2837 🟢 excellent (2837 / 2837) 🟢 excellent (2837 / 2837) 🟢 excellent (2837 / 2837)
45-multi-indicator-score strict 3910 🟢 excellent (3911 / 3910) 🟢 excellent (3911 / 3910) 🟢 excellent (3911 / 3910)
46-rsi-bands strict 350 🟢 excellent (351 / 350) 🟢 excellent (350 / 350) 🟢 excellent (350 / 350)
47-supertrend-adx-filter strict 455 🟢 excellent (455 / 455) 🟢 excellent (455 / 455) 🟢 excellent (455 / 455)
48-bracket-exit-tp-sl strict 366 🟢 excellent (366 / 366) 🟢 excellent (366 / 366) 🟢 strong (366 / 366)
49-partial-exit-qty-percent strict 725 🟢 excellent (725 / 725) 🟠 weak (2805 / 725) 🟠 weak (221 / 723)
50-close-immediate-vs-next-bar strict 732 🟢 excellent (732 / 732) 🟢 excellent (732 / 732) 🟢 excellent (732 / 732)
51-order-deferred-flip-guaranteed-gap-stops-01 strict 792 🟢 excellent (792 / 792) 🟢 excellent (792 / 792) 🟢 strong (792 / 792)
52-barstate-isconfirmed-magnifier-off-01b strict 871 🟢 excellent (871 / 871) 🟢 excellent (871 / 871) 🟢 excellent (871 / 871)
53-barstate-isconfirmed-magnifier-on-01a strict 871 🟢 excellent (871 / 871) 🟢 excellent (871 / 871) 🟢 excellent (871 / 871)
54-composite-ies-integration-01 strict 537 🟢 excellent (537 / 537) 🟢 excellent (537 / 537) 🟢 excellent (537 / 537)
55-composite-ies-pressure-gauge-01 strict 2207 🟢 excellent (2207 / 2207) 🟢 excellent (2207 / 2207) 🟢 excellent (2207 / 2207)
56-composite-vcp-integration-01 strict 336 🟢 excellent (336 / 336) 🟢 excellent (336 / 336) 🟢 excellent (336 / 336)
57-oca-exit-bracket-internal-cancel-01 strict 421 🟢 excellent (421 / 421) 🟢 excellent (421 / 421) 🟡 moderate (419 / 421)
58-oca-multi-bracket-isolation-01 strict 1244 🟢 excellent (1244 / 1244) 🟡 moderate (1414 / 1244) 🟡 moderate (1263 / 1244)
59-order-deferred-flip-pooc-cross-bar-01 strict 792 🟢 excellent (791 / 791) 🟢 excellent (792 / 792) 🟢 strong (792 / 792)
60-recompute-alma-sar-corr-magnifier-01 strict 582 🟢 excellent (582 / 582) 🟢 excellent (582 / 582) 🟡 moderate (585 / 582)
61-analyzer-parity-edge-margin-50-pct-01 strict 57 🟢 excellent (57 / 57) 🟢 strong (57 / 57) 🟢 strong (57 / 57)
62-analyzer-parity-percent-of-equity-sizing-01 strict 57 🟢 excellent (57 / 57) 🟢 strong (57 / 57) 🟢 strong (57 / 57)
63-analyzer-parity-small-equity-fraction-01 strict 57 🟢 excellent (57 / 57) 🟢 excellent (57 / 57) 🟢 excellent (57 / 57)
64-composite-vcp-cumulative-volume-delta-01 strict 3119 🟢 excellent (3119 / 3119) 🟢 excellent (3119 / 3119) 🟢 excellent (3119 / 3119)
65-bracket-atr-trail-series-int-points-01 production 792 🟢 excellent (792 / 792) 🟡 moderate (792 / 792) 🟡 moderate (727 / 792)
66-bracket-entry-exit-same-pass-attach-01 strict 728 🟢 excellent (728 / 728) 🟢 excellent (728 / 728) 🟠 weak (518 / 726)
67-bracket-exit-stop-limit-trail-same-bar-01 production 732 🟢 excellent (732 / 732) 🟡 moderate (732 / 732) 🟡 moderate (732 / 732)
68-bracket-exit-three-way-set-once-entry-01 production 792 🟢 excellent (792 / 792) 🟡 moderate (792 / 792) 🟡 moderate (770 / 792)
69-bracket-exit-tp-sl-fixed-01 strict 366 🟢 excellent (366 / 366) 🟢 excellent (366 / 366) 🟢 strong (366 / 366)
70-bracket-narrow-stop-limit-with-trail8-01 production 792 🟢 excellent (792 / 792) 🟡 moderate (792 / 792) 🟠 weak (576 / 792)
71-bracket-partial-exit-qty-percent-01 strict 725 🟢 excellent (725 / 725) 🟠 weak (2805 / 725) 🟠 weak (221 / 723)
72-bracket-same-id-exit-replace-01 strict 366 🟢 excellent (366 / 366) 🟢 excellent (366 / 366) 🟠 weak (199 / 360)
73-bracket-tp-sl-oca-reduce-isolate-01 strict 2240 🟢 excellent (2240 / 2240) 🟢 excellent (2240 / 2240) 🟡 moderate (2150 / 2240)
74-bracket-trail-points-no-offset-explicit-01 production 782 🟢 excellent (782 / 782) 🟡 moderate (782 / 782) 🟠 weak (40 / 749)
75-composite-4emarsi-rsi-pullback-latch-01 strict 816 🟢 excellent (816 / 816) 🟢 excellent (815 / 815) 🟢 excellent (815 / 815)
76-analyzer-parity-choch-bos-isolator-01 strict 1027 🟢 excellent (1026 / 1026) 🟢 excellent (1026 / 1026) 🟡 moderate (1006 / 1026)
77-composite-scalping-fast-ma-cross-trigger-01 strict 3097 🟢 excellent (3097 / 3097) 🟢 excellent (3097 / 3097) 🟢 excellent (3097 / 3097)
78-cap-max-intraday-filled-orders-isolate-01 strict 1958 🟢 excellent (1958 / 1958) 🟠 weak (1180 / 1952) 🟠 weak (788 / 1950)
79-composite-kanuck-kama-state-recurrence-01 strict 4979 🟢 excellent (4977 / 4979) 🟢 excellent (4978 / 4979) 🟢 excellent (4978 / 4979)
80-magnifier-tick-dist-volume-weighted-on-01 strict 871 🟢 excellent (871 / 871) 🟢 excellent (871 / 871) 🟡 moderate (871 / 871)
81-magnifier-tick-dist-endpoints-rsi-cross-08a strict 2345 🟢 excellent (2345 / 2345) 🟢 excellent (2345 / 2345) 🟠 weak (723 / 2343)
82-matrix-covariance-eigen-pca-01 strict 2850 🟢 excellent (2850 / 2850) 🟢 excellent (2850 / 2850) 🟢 excellent (2850 / 2850)
83-matrix-bool-mask-explicit-utc-tz-01 strict 774 🟢 excellent (774 / 774) 🟡 moderate (782 / 771) 🟡 moderate (782 / 771)
84-na-nz-fixnan-history-chain-01 strict 3094 🟢 excellent (3093 / 3093) 🟢 excellent (3093 / 3093) 🟢 excellent (3093 / 3093)
85-oca-raw-strategy-order-reduce-01 strict 366 🟢 excellent (366 / 366) 🟢 excellent (366 / 366) 🟢 excellent (366 / 366)
86-order-range-expansion-pending-stop-01 strict 2947 🟢 excellent (2947 / 2947) 🟢 excellent (2946 / 2947) 🟢 excellent (2946 / 2947)
87-pyramid-deferred-flip-close-all-01 strict 2356 🟢 excellent (2378 / 2356) 🟢 excellent (2356 / 2356) 🟠 weak (1442 / 2355)
88-order-stop-entry-cancel-opposite-01 strict 1739 🟢 excellent (1738 / 1738) 🟢 excellent (1738 / 1738) 🟢 strong (1738 / 1738)
89-session-ny-spring-forward-dst-01 strict 396 🟢 excellent (396 / 396) 🟢 excellent (396 / 396) 🟢 excellent (396 / 396)
90-ta-hma-55-close-cross-01 strict 4839 🟢 excellent (4839 / 4839) 🟢 excellent (4839 / 4839) 🟢 excellent (4839 / 4839)
91-pyramid-close-id-grouping-01 strict 2196 🟢 excellent (2196 / 2196) 🟢 excellent (2196 / 2196) 🟢 excellent (2196 / 2196)
92-session-hour-minute-pulse-filter-01 strict 366 🟢 excellent (366 / 366) 🟢 excellent (366 / 366) 🟢 excellent (366 / 366)
93-analyzer-parity-stop-limit-timing-01 strict 778 🟢 excellent (778 / 778) 🟢 excellent (778 / 778) 🟠 weak (644 / 778)
94-ta-hma-fast-slow-cross-01 strict 4713 🟢 excellent (4713 / 4713) 🟢 excellent (4713 / 4713) 🟢 excellent (4713 / 4713)
95-cap-risk-gates-allow-max-intraday-01 strict 732 🟢 excellent (732 / 732) 🟢 excellent (732 / 732) 🟠 weak (366 / 732)
96-composite-ies-rsi-macd-momentum-01 strict 4799 🟢 excellent (4798 / 4798) 🟢 excellent (4799 / 4799) 🟢 excellent (4799 / 4799)
97-composite-scalping-integration-01 strict 3097 🟢 excellent (3097 / 3097) 🟢 excellent (3097 / 3097) 🟢 strong (3097 / 3097)
98-magnifier-tick-dist-endpoints-01 strict 871 🟢 excellent (871 / 871) 🟢 excellent (871 / 871) 🟠 weak (178 / 869)
99-matrix-eigen-rank-deficient-cov-01 strict 871 🟢 excellent (871 / 871) 🟢 excellent (871 / 871) 🟢 excellent (871 / 871)
  • excellent: PineForge 100/100, PyneCore 85/100, vectorbt 63/100
  • strong: PineForge 0/100, PyneCore 2/100, vectorbt 8/100
  • moderate: PineForge 0/100, PyneCore 10/100, vectorbt 16/100
  • weak: PineForge 0/100, PyneCore 3/100, vectorbt 13/100