21in7 b5a5510499 feat(backtest): add --compare-ml for ML on/off walk-forward comparison ...

Runs WalkForwardBacktester twice (use_ml=True/False), prints side-by-side
comparison of PF, win rate, MDD, Sharpe, and auto-judges ML filter value.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>

2026-03-21 19:58:24 +09:00

..

plans

feat(backtest): add --compare-ml for ML on/off walk-forward comparison

2026-03-21 19:58:24 +09:00