DATA HEALTH: bars=4000 startPrice=2000.00 seed=42
COSTS: spread=0.3/0.6 swap=-0.45/-0.15 gapSlippage=0.1 commissionPerLot=6
CALIBRATION: synthetic-uncalibrated
TARGET: annualized>=30% AND maxDD<=15%
GRID: 12 EMA-crossover (fast,slow) combos, IS/OOS split 60%
EMPTY-SET (pre-registered, in-sample): TRUE (0/12 groups meet target)
BEST-IS (Calmar, display only): fast=4 slow=48 | IS ann=-25.15% maxDD=19.56% | OOS ann=-60.68% maxDD=17.20%
WALK-FORWARD: folds=4 medianOOSReturn=-11.52% positiveFraction=0.0%
DONE
