corrected costs: still negative, REJECT

results/eval_ma_crossover_btcusdt_1h.json

@@ -1,26 +1,12 @@
 {
-  "symbol": "BTCUSDT",
-  "freq": "1h",
-  "strategy": "ma_crossover",
-  "data": "Avi-L/crypto-quant-eval-data",
-  "n_bars": 59654,
+  "symbol": "BTCUSDT", "freq": "1h", "strategy": "ma_crossover",
+  "data": "Avi-L/crypto-quant-eval-data", "n_bars": 59654,
   "cpcv": {"n_blocks": 6, "k": 2, "n_combinations": 15},
-  "purge_horizon": 8,
-  "embargo": 8,
+  "purge_horizon": 8, "embargo": 8,
   "audit": {"ok": true, "violations": []},
-  "costs": {
-    "total_fees": 29207.96,
-    "total_slippage": 1508180.76,
-    "total_funding": 3468.95,
-    "net_total_pnl": -1522404.81
-  },
-  "trials": {
-    "probability_of_backtest_overfitting": 0.014,
-    "trial_sr_variance": 2.586e-04,
-    "effective_n_trials": 5
-  },
-  "per_combination_sharpe_annualized": [-3.004, -2.435, -2.291, -5.249, -5.153, -4.236, -4.097, -6.259, -6.210, -3.859, -6.007, -6.050, -5.949, -5.913, -7.553],
-  "worst_combo_max_drawdown": -0.670,
+  "costs": {"total_fees": 29207.96, "total_slippage": 47872.24, "total_funding": 3468.95, "net_total_pnl": -62096.26},
+  "trials": {"probability_of_backtest_overfitting": 0.057, "effective_n_trials": 5},
+  "per_combination_psr_mean": 0.404,
   "decision_rule": "accept only if deflated_sharpe > 0.95 and PBO <= 0.5",
-  "verdict": "REJECT"
+  "verdict": "REJECT - negative net PnL after corrected costs"
 }