STRAT_01 Reproducibility Manifest
| Field | Value |
| Strategy ID | STRAT_01 |
| Strategy Name | ICT Quasimodo (QM) Pattern |
| Audit Threshold Profile | Profile E (Prop-Firm Conservative) |
Data Provenance
| Field | Value |
| Data source | TBD |
| Instruments | EURUSD, GBPUSD, BTCUSD, ETHUSD, MNQ, MES, ES, NQ |
| Timeframe | 15m (primary) |
| Date range (IS) | 2022-01-01 to 2024-06-30 |
| Date range (OOS) | 2024-07-01 to 2024-12-31 |
| Data hash (SHA256) | Generate before backtest |
| Row count | TBD |
Configuration Snapshot
| Parameter | Value |
| pivot_lookback | 5 |
| displacement_candles | 2 |
| ob_penetration_pct | 14% |
| sl_buffer_ticks | varies by instrument |
| tp1_ratio | 1.0 |
| tp2_ratio | 2.0 |
| tp3_ratio | 3.0 |
| kill_zone_filter | enabled |
| regime_filter | ADX(14) > 20 AND < 50 |
Full config file: configs/strat_01.yaml (to be created)
Execution Record
| Field | Value |
| Run timestamp | TBD |
| Runner command | python scripts/backtest_strategy.py --strategy STRAT_01 --config configs/strat_01.yaml |
| Python version | TBD |
| Dependencies hash | TBD |
| Random seed | N/A |
| Execution time | TBD |
Output Artifacts
| Artifact | Path | Status |
| Backtest results CSV | outputs/backtests/STRAT_01/results.csv | Pending |
| Trade log | outputs/backtests/STRAT_01/trades.csv | Pending |
| Equity curve | outputs/backtests/STRAT_01/equity_curve.png | Pending |
| Performance metrics | outputs/backtests/STRAT_01/metrics.json | Pending |
| Walk-forward results | outputs/backtests/STRAT_01/walkforward/ | Pending |
Verification Checklist
Audit Sign-Off
| Role | Name | Date | Verified |
| Developer | | | |
| Auditor | | | |
| Risk Manager | | | |
Last updated: 2026-01-22 Status: PLACEHOLDER - awaiting backtest execution