feat(deploy): apply inpMinRR filter to deploy symbols — +0.70 PF improvement

[cfournel]

Finding

inpMinRR (minimum risk:reward ratio filter) was never tested on any symbol until today.
Single-period sweep shows dramatic improvement across all 3 deployed symbols.

Results (2022–2026, full period)

Symbol	Baseline PF	+MinRR=0.5	+MinRR=1.0	Trade delta	Recommended
USDJPY	1.80	2.50 (+0.70)	2.50 (+0.70)	+1T	MinRR=0.5
EURJPY	1.72	1.88 (+0.16)	1.89 (+0.17)	-2T	MinRR=0.5
GBPUSD	1.67	2.36 (+0.69)	2.47 (+0.80)	-2T	MinRR=1.0

• MaxSL/MinSL/NoPartial/Protection: zero effect on all symbols
• Protection: no additional gain beyond MinRR

Mechanism

MinRR rejects entries where take-profit distance is too small relative to stop-loss.
These "bad R:R" trades lose at high rate (confirmed by XAUUSD SHAP analysis: rr_ratio was SHAP #1 loss driver).

Pending

• Cross-year validate MinRR on each symbol (5 windows: 2022-2025 + Full)
  • Script: python3 scripts/minrr_crossyear.py
  • Running via scripts/run_remaining.sh Phase B
• If 4+/5 years still profitable: update respective .set files
• Rebuild OB_Deploy profile charts with new MinRR values

Cross-year success criteria

Each symbol must still have 4+/5 windows profitable (same as current deployment standard).
GBPUSD 2025 is the at-risk window — MinRR may help or hurt depending on trade selection.

Context

• untested_params_results.csv saved in project root
• inpMinRR exists in inputs.mqh but was hardcoded = 0 (disabled) by default
• The filter blocks entries with: (tp_distance / sl_distance) < inpMinRR

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Phase B MinRR Cross-Year Validation Results

Symbol	2022	2023	2024	2025	Full PF	Full T	Verdict
USDJPY (MinRR=0.5)	9.81✓	1.48✓	2.02✓	3.86✓	2.56	37	PASS ✓
EURJPY (MinRR=0.5)	0.99✗	0.95✗	1.14✓	5.86✓	1.88	44	FAIL ✗
GBPUSD (MinRR=1.0)	1.87✓	4.17✓	2.05✓	3.21✓	2.47	46	PASS ✓

Deployment Decision

• USDJPY: Apply inpMinRR=0.5 ✓
• EURJPY: Do NOT apply MinRR filter (2022 PF=0.99, 2023 PF=0.95 — borderline fails)
• GBPUSD: Apply inpMinRR=1.0 ✓

Will update set files and close this issue after deploying.

[cfournel]

Deployed ✓

Set files updated (commit 5cc905a):

• usdjpy.set: inpMinRR=0.5
• gbpusd.set: inpMinRR=1.0
• EURJPY: no change (cross-year FAIL — 2022 PF=0.99, 2023 PF=0.95)

New deploy tier:

Symbol	MinRR	New Full PF (estimated)
USDJPY	0.5	2.56 (was 1.86)
GBPUSD	1.0	2.47 (was 1.67)

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Closing: MinRR applied to USDJPY (0.5) and GBPUSD (1.0). EURJPY excluded (cross-year FAIL).