Comparaison normalisée
Score capital %
Capital initial 100. Pour comparer les horizons, le label cumulé est amorti par output_window: ret_step ≈ signal × y/output_window. Score principal: gain_pct - 1.5 × abs(max_drawdown_pct). Le Test reste reporting-only; la Validation choisit les seuils.
Runs scorés84v4 complets
Formulegain% - 1.5DD%capital 100
Classement par idée — meilleur run choisi sur Validation
| Idée | Runs | Best run Val | Val score | Val gain | Val DD | Seuil capital | Test score | Test gain | Test DD | Test médian | Gain médian | DD médian | Runs + | Features | Win/Out |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| regime_multi_resolution_output20 | 4/4 | run_0071_cnn1d_pnl_adamw | 276.1426 | 306.28% | -20.09% | p0 | -83.1434 | -21.07% | -41.38% | -72.4801 | -22.83% | -30.67% | 0/4 | regime_multi_resolution | 80 / 20 |
| no_signflip_multi_resolution_output20 | 4/4 | run_0079_cnn1d_pnl_adamw | 228.7107 | 263.24% | -23.02% | p0 | -102.3769 | -36.17% | -44.14% | -73.2866 | -24.53% | -32.41% | 0/4 | multi_resolution | 80 / 20 |
| cross_sectional_output60 | 4/4 | run_0076_tcn_huber_adamw | 194.4847 | 211.27% | -11.19% | p0 | 84.3512 | 130.39% | -30.69% | -44.1405 | -10.14% | -32.14% | 1/4 | cross_sectional | 80 / 60 |
| short_input_40 | 4/4 | run_0039_cnn1d_pnl_adamw | 191.7437 | 229.87% | -25.42% | p0 | -83.8367 | -27.38% | -37.64% | -46.2134 | -8.80% | -25.07% | 0/4 | regime | 40 / 40 |
| regime_features | 4/4 | run_0010_cnn1d_pnl_adamw | 187.2258 | 215.78% | -19.04% | p0 | -80.3716 | -21.33% | -39.36% | -57.8514 | -16.09% | -29.73% | 0/4 | regime | 80 / 40 |
| fees_2bps_stress | 4/4 | run_0051_cnn1d_pnl_adamw | 187.2258 | 215.78% | -19.04% | p0 | -80.3716 | -21.33% | -39.36% | -68.0630 | -21.61% | -30.97% | 0/4 | regime | 80 / 40 |
| time_pct_minmax | 4/4 | run_0006_cnn1d_pnl_adamw | 180.3419 | 217.14% | -24.53% | p0 | -119.1926 | -43.58% | -50.41% | -74.5282 | -16.06% | -39.40% | 0/4 | base | 80 / 40 |
| regime_ohlc_ta_output20 | 4/4 | run_0067_cnn1d_pnl_adamw | 169.6702 | 210.14% | -26.98% | p0 | -63.8898 | -10.28% | -35.74% | -39.0322 | -6.44% | -21.73% | 0/4 | regime_ohlc_ta | 80 / 20 |
| ta_ohlc_atr_rsi_output20 | 4/4 | run_0055_cnn1d_pnl_adamw | 165.3142 | 206.59% | -27.52% | p0 | -120.2944 | -44.24% | -50.70% | -90.0870 | -32.98% | -38.07% | 0/4 | ohlc_ta | 80 / 20 |
| multi_resolution_regime_output20 | 4/4 | run_0059_cnn1d_pnl_adamw | 155.5216 | 185.67% | -20.10% | p0 | -95.5368 | -27.20% | -45.56% | -36.9852 | -0.24% | -29.52% | 0/4 | multi_resolution | 80 / 20 |
| synthetic_pairs | 4/4 | run_0024_tcn_huber_adamw | 153.4009 | 172.95% | -13.03% | p0 | -89.7717 | -21.80% | -45.31% | -59.2289 | -16.35% | -28.57% | 0/4 | regime_synthetic | 80 / 40 |
| cross_sectional_relative | 4/4 | run_0031_cnn1d_pnl_adamw | 145.3821 | 183.35% | -25.31% | p0 | -107.1835 | -34.38% | -48.54% | -37.0291 | -6.37% | -28.39% | 0/4 | cross_sectional | 80 / 40 |
| shorter_output_20 | 4/4 | run_0019_cnn1d_pnl_adamw | 141.7074 | 189.19% | -31.65% | p0 | -59.1376 | 2.56% | -41.13% | -52.3093 | -14.13% | -28.98% | 0/4 | regime | 80 / 20 |
| cross_sectional_output20 | 4/4 | run_0063_cnn1d_pnl_adamw | 135.2662 | 171.73% | -24.31% | p0 | -137.9049 | -52.16% | -57.16% | -78.0350 | -27.40% | -33.76% | 0/4 | cross_sectional | 80 / 20 |
| long_output_60 | 4/4 | run_0043_cnn1d_pnl_adamw | 133.8437 | 171.19% | -24.90% | p0 | -32.4936 | 15.89% | -32.25% | -24.9264 | 4.59% | -23.07% | 1/4 | regime | 80 / 60 |
| no_signflip_ablation | 4/4 | run_0048_cnn1d_pnl_adamw | 127.0574 | 157.62% | -20.37% | p0 | -52.4134 | 4.92% | -38.22% | -16.0559 | 30.99% | -32.92% | 2/4 | regime | 80 / 40 |
| longer_input_120 | 4/4 | run_0016_tcn_huber_adamw | 123.5888 | 159.88% | -24.19% | p0 | -53.3941 | -5.40% | -32.00% | -55.7270 | -7.53% | -32.13% | 0/4 | regime | 120 / 40 |
| baseline_v3_like | 4/4 | run_0003_tcn_huber_adamw | 117.5532 | 151.06% | -22.34% | p0 | -134.4643 | -49.48% | -56.66% | -62.5674 | -22.93% | -26.43% | 0/4 | base | 80 / 40 |
| voltarget_returns | 4/4 | run_0028_tcn_huber_adamw | 37.3617 | 74.19% | -24.55% | p0 | -94.0915 | -27.40% | -44.46% | -61.8533 | -18.60% | -28.84% | 0/4 | voltarget | 80 / 40 |
| regime_voltarget | 4/4 | run_0036_tcn_huber_adamw | 37.3617 | 74.19% | -24.55% | p0 | -94.0915 | -27.40% | -44.46% | -61.8533 | -18.60% | -28.84% | 0/4 | regime_voltarget | 80 / 40 |
| fee2bps_shorter_output20_base | 4/4 | run_0083_cnn1d_pnl_adamw | 4.2662 | 55.86% | -34.40% | p0 | -121.2585 | -44.66% | -51.07% | -19.8840 | -1.68% | -13.64% | 0/4 | base | 80 / 20 |
Runs détaillés — triés par score Validation
| Idée | Run | Val score | Val gain | Val DD | Test score | Test gain | Test DD | Calmar Test | Seuil capital | Score éco ancien | Seuil éco | Exposure |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| regime_multi_resolution_output20 | run_0071_cnn1d_pnl_adamw | 276.1426 | 306.28% | -20.09% | -83.1434 | -21.07% | -41.38% | -0.5091 | p0 | -14.5937 | p80 | 0.9894 |
| regime_multi_resolution_output20 | run_0072_tcn_huber_adamw | 152.0861 | 166.88% | -9.87% | -87.0538 | -33.46% | -35.73% | -0.9365 | p50 | -17.5165 | p80 | 0.7978 |
| regime_multi_resolution_output20 | run_0073_mlp_directional_adamw | -11.5888 | 1.29% | -8.59% | -59.6165 | -21.18% | -25.62% | -0.8268 | p80 | -13.2011 | p80 | 0.5330 |
| regime_multi_resolution_output20 | run_0070_mlp_directional_rmsprop | -29.5947 | -10.21% | -12.92% | -61.8168 | -24.48% | -24.89% | -0.9832 | p80 | -15.3169 | p80 | 0.5460 |
| no_signflip_multi_resolution_output20 | run_0079_cnn1d_pnl_adamw | 228.7107 | 263.24% | -23.02% | -102.3769 | -36.17% | -44.14% | -0.8195 | p0 | -19.2614 | p80 | 0.9888 |
| no_signflip_multi_resolution_output20 | run_0078_mlp_directional_rmsprop | 104.9993 | 124.86% | -13.24% | -91.8464 | -36.46% | -36.92% | -0.9876 | p0 | -20.7139 | p80 | 0.9746 |
| no_signflip_multi_resolution_output20 | run_0081_mlp_directional_adamw | 32.5711 | 40.88% | -5.54% | -40.5362 | -12.14% | -18.93% | -0.6415 | p60 | -12.2019 | p80 | 0.8037 |
| no_signflip_multi_resolution_output20 | run_0080_tcn_huber_adamw | -8.8548 | 15.69% | -16.36% | -54.7268 | -12.88% | -27.90% | -0.4617 | p80 | -16.3139 | p80 | 0.3614 |
| cross_sectional_output60 | run_0076_tcn_huber_adamw | 194.4847 | 211.27% | -11.19% | 84.3512 | 130.39% | -30.69% | 4.2482 | p0 | 2.4078 | p80 | 0.9817 |
| cross_sectional_output60 | run_0075_cnn1d_pnl_adamw | 152.8233 | 188.50% | -23.78% | -72.9391 | -10.88% | -41.37% | -0.2629 | p0 | 5.6460 | p80 | 0.9676 |
| cross_sectional_output60 | run_0074_mlp_directional_rmsprop | 18.7461 | 41.44% | -15.13% | -62.6934 | -12.32% | -33.58% | -0.3668 | p0 | -18.4324 | p80 | 0.9906 |
| cross_sectional_output60 | run_0077_mlp_directional_adamw | -21.1697 | -6.80% | -9.58% | -25.5876 | -9.40% | -10.79% | -0.8709 | p80 | -10.6094 | p80 | 0.5861 |
| short_input_40 | run_0039_cnn1d_pnl_adamw | 191.7437 | 229.87% | -25.42% | -83.8367 | -27.38% | -37.64% | -0.7274 | p0 | -21.2181 | p80 | 0.9564 |
| short_input_40 | run_0040_tcn_huber_adamw | 155.7658 | 178.34% | -15.05% | -58.1068 | -3.78% | -36.22% | -0.1043 | p0 | -29.7923 | p70 | 0.9906 |
| short_input_40 | run_0041_mlp_directional_adamw | 29.8779 | 38.03% | -5.43% | -24.9013 | -4.16% | -13.83% | -0.3011 | p0 | -10.5069 | p80 | 0.9823 |
| short_input_40 | run_0038_mlp_directional_rmsprop | -17.0201 | -1.43% | -10.39% | -34.3200 | -13.43% | -13.92% | -0.9647 | p80 | -14.6396 | p80 | 0.5884 |
| regime_features | run_0010_cnn1d_pnl_adamw | 187.2258 | 215.78% | -19.04% | -80.3716 | -21.33% | -39.36% | -0.5419 | p0 | -0.3191 | p80 | 0.9976 |
| regime_features | run_0011_tcn_huber_adamw | 147.4029 | 174.91% | -18.34% | -59.9485 | -4.62% | -36.89% | -0.1252 | p0 | -44.9089 | p60 | 0.9923 |
| regime_features | run_0009_mlp_directional_rmsprop | -14.5562 | -1.51% | -8.70% | -29.0445 | -10.84% | -12.14% | -0.8933 | p80 | -18.8420 | p80 | 0.6533 |
| regime_features | run_0013_mlp_directional_adamw | -34.0033 | -8.08% | -17.29% | -55.7544 | -21.89% | -22.58% | -0.9695 | p50 | -12.0494 | p80 | 0.9133 |
| fees_2bps_stress | run_0051_cnn1d_pnl_adamw | 187.2258 | 215.78% | -19.04% | -80.3716 | -21.33% | -39.36% | -0.5419 | p0 | -0.3191 | p80 | 0.9976 |
| fees_2bps_stress | run_0052_tcn_huber_adamw | -7.0239 | 32.02% | -26.03% | -86.1094 | -22.33% | -42.52% | -0.5252 | p0 | -10.4820 | p80 | 0.9292 |
| fees_2bps_stress | run_0050_mlp_directional_rmsprop | -14.5562 | -1.51% | -8.70% | -29.0445 | -10.84% | -12.14% | -0.8933 | p80 | -18.8420 | p80 | 0.6533 |
| fees_2bps_stress | run_0053_mlp_directional_adamw | -34.0033 | -8.08% | -17.29% | -55.7544 | -21.89% | -22.58% | -0.9695 | p50 | -12.0494 | p80 | 0.9133 |
| time_pct_minmax | run_0006_cnn1d_pnl_adamw | 180.3419 | 217.14% | -24.53% | -119.1926 | -43.58% | -50.41% | -0.8647 | p0 | -25.1578 | p70 | 0.9570 |
| time_pct_minmax | run_0005_mlp_directional_rmsprop | 125.7456 | 145.04% | -12.86% | -64.7461 | -13.05% | -34.47% | -0.3786 | p0 | -12.4843 | p80 | 0.9817 |
| time_pct_minmax | run_0007_tcn_huber_adamw | 110.8454 | 137.91% | -18.04% | -76.0359 | -11.80% | -42.83% | -0.2754 | p0 | 0.2996 | p80 | 0.9959 |
| time_pct_minmax | run_0008_mlp_directional_adamw | 99.4184 | 123.23% | -15.87% | -73.0204 | -19.07% | -35.97% | -0.5303 | p0 | -9.7314 | p80 | 0.9758 |
| regime_ohlc_ta_output20 | run_0067_cnn1d_pnl_adamw | 169.6702 | 210.14% | -26.98% | -63.8898 | -10.28% | -35.74% | -0.2876 | p0 | -14.5067 | p80 | 0.9381 |
| regime_ohlc_ta_output20 | run_0069_mlp_directional_adamw | 20.4969 | 35.15% | -9.77% | -1.0066 | 12.83% | -9.22% | 1.3908 | p60 | -1.3205 | p80 | 0.8697 |
| regime_ohlc_ta_output20 | run_0066_mlp_directional_rmsprop | 20.3734 | 35.43% | -10.04% | -39.0151 | -3.58% | -23.62% | -0.1515 | p60 | -15.7925 | p80 | 0.8785 |
| regime_ohlc_ta_output20 | run_0068_tcn_huber_adamw | -17.5391 | 0.19% | -11.82% | -39.0492 | -9.29% | -19.84% | -0.4683 | p80 | -10.5132 | p80 | 0.4676 |
| ta_ohlc_atr_rsi_output20 | run_0055_cnn1d_pnl_adamw | 165.3142 | 206.59% | -27.52% | -120.2944 | -44.24% | -50.70% | -0.8726 | p0 | -42.3194 | p80 | 0.9882 |
| ta_ohlc_atr_rsi_output20 | run_0056_tcn_huber_adamw | 54.1312 | 96.94% | -28.54% | -119.4042 | -43.96% | -50.30% | -0.8739 | p0 | -29.7677 | p70 | 0.9982 |
| ta_ohlc_atr_rsi_output20 | run_0054_mlp_directional_rmsprop | 9.8998 | 24.33% | -9.62% | -60.7698 | -22.00% | -25.84% | -0.8514 | p50 | -13.0828 | p80 | 0.8862 |
| ta_ohlc_atr_rsi_output20 | run_0057_mlp_directional_adamw | -3.0396 | 5.51% | -5.70% | -27.4637 | -7.79% | -13.11% | -0.5945 | p80 | -2.0251 | p80 | 0.5130 |
| multi_resolution_regime_output20 | run_0059_cnn1d_pnl_adamw | 155.5216 | 185.67% | -20.10% | -95.5368 | -27.20% | -45.56% | -0.5971 | p0 | -3.3165 | p80 | 0.9917 |
| multi_resolution_regime_output20 | run_0058_mlp_directional_rmsprop | 116.1900 | 149.38% | -22.12% | -32.3189 | -0.24% | -21.39% | -0.0110 | p0 | -17.8218 | p80 | 0.9758 |
| multi_resolution_regime_output20 | run_0061_mlp_directional_rmsprop | 116.1900 | 149.38% | -22.12% | -32.3189 | -0.24% | -21.39% | -0.0110 | p0 | -17.8218 | p80 | 0.9758 |
| multi_resolution_regime_output20 | run_0060_tcn_huber_adamw | 72.3818 | 118.39% | -30.67% | -41.6515 | 14.83% | -37.66% | 0.3939 | p0 | -7.7611 | p80 | 0.9853 |
| synthetic_pairs | run_0024_tcn_huber_adamw | 153.4009 | 172.95% | -13.03% | -89.7717 | -21.80% | -45.31% | -0.4811 | p0 | -44.2204 | p70 | 0.9912 |
| synthetic_pairs | run_0023_cnn1d_pnl_adamw | 44.2442 | 56.97% | -8.48% | -110.5812 | -42.67% | -45.27% | -0.9426 | p70 | -45.9848 | p80 | 0.7229 |
| synthetic_pairs | run_0022_mlp_directional_rmsprop | -12.8105 | 5.70% | -12.34% | -9.0148 | -1.42% | -5.06% | -0.2804 | p70 | -7.6457 | p80 | 0.7535 |
| synthetic_pairs | run_0025_mlp_directional_adamw | -18.5776 | -4.81% | -9.18% | -28.6861 | -10.89% | -11.86% | -0.9182 | p80 | -12.8206 | p80 | 0.5702 |
| cross_sectional_relative | run_0031_cnn1d_pnl_adamw | 145.3821 | 183.35% | -25.31% | -107.1835 | -34.38% | -48.54% | -0.7082 | p0 | -34.1325 | p80 | 0.9829 |
| cross_sectional_relative | run_0032_tcn_huber_adamw | 33.8945 | 61.07% | -18.12% | -42.5201 | 22.10% | -43.08% | 0.5129 | p0 | -13.9681 | p80 | 0.9900 |
| cross_sectional_relative | run_0033_mlp_directional_adamw | -11.6144 | -2.43% | -6.12% | -31.5382 | -10.97% | -13.71% | -0.8002 | p80 | -12.9013 | p80 | 0.6215 |
| cross_sectional_relative | run_0030_mlp_directional_rmsprop | -11.6474 | -1.16% | -6.99% | -10.5087 | -1.77% | -5.83% | -0.3036 | p80 | -5.3962 | p80 | 0.6126 |
| shorter_output_20 | run_0019_cnn1d_pnl_adamw | 141.7074 | 189.19% | -31.65% | -59.1376 | 2.56% | -41.13% | 0.0623 | p0 | 3.4453 | p80 | 0.9552 |
| shorter_output_20 | run_0020_tcn_huber_adamw | 65.6552 | 102.32% | -24.44% | -72.4133 | -14.42% | -38.66% | -0.3730 | p0 | -12.2128 | p80 | 0.9717 |
| shorter_output_20 | run_0018_mlp_directional_rmsprop | -26.8423 | -6.34% | -13.67% | -35.0353 | -13.83% | -14.14% | -0.9784 | p80 | -10.4891 | p80 | 0.5702 |
| shorter_output_20 | run_0021_mlp_directional_adamw | -32.5819 | -3.59% | -19.33% | -45.4810 | -16.53% | -19.30% | -0.8563 | p50 | -7.0634 | p80 | 0.9086 |
| cross_sectional_output20 | run_0063_cnn1d_pnl_adamw | 135.2662 | 171.73% | -24.31% | -137.9049 | -52.16% | -57.16% | -0.9124 | p0 | -19.7826 | p70 | 1.0000 |
| cross_sectional_output20 | run_0064_tcn_huber_adamw | -2.3987 | 44.91% | -31.54% | -118.9017 | -41.45% | -51.64% | -0.8027 | p0 | -2.6239 | p80 | 0.9965 |
| cross_sectional_output20 | run_0062_mlp_directional_rmsprop | -32.1599 | -11.65% | -13.67% | -28.8799 | -10.87% | -12.01% | -0.9051 | p80 | -9.6360 | p80 | 0.5979 |
| cross_sectional_output20 | run_0065_mlp_directional_adamw | -32.5726 | -12.51% | -13.38% | -37.1682 | -13.34% | -15.88% | -0.8402 | p80 | -10.3196 | p80 | 0.5943 |
| long_output_60 | run_0043_cnn1d_pnl_adamw | 133.8437 | 171.19% | -24.90% | -32.4936 | 15.89% | -32.25% | 0.4926 | p0 | -0.8584 | p80 | 0.9994 |
| long_output_60 | run_0044_tcn_huber_adamw | 103.7084 | 128.52% | -16.54% | 9.8477 | 40.43% | -20.39% | 1.9829 | p0 | 9.3317 | p80 | 0.9758 |
| long_output_60 | run_0042_mlp_directional_rmsprop | -6.7698 | 6.18% | -8.63% | -60.9631 | -22.35% | -25.74% | -0.8684 | p60 | -31.0445 | p80 | 0.8880 |
| long_output_60 | run_0045_mlp_directional_adamw | -26.0094 | -7.33% | -12.45% | -17.3593 | -6.71% | -7.10% | -0.9460 | p80 | -7.9135 | p80 | 0.5879 |
| no_signflip_ablation | run_0048_cnn1d_pnl_adamw | 127.0574 | 157.62% | -20.37% | -52.4134 | 4.92% | -38.22% | 0.1287 | p0 | -24.7919 | p80 | 1.0000 |
| no_signflip_ablation | run_0046_tcn_huber_adamw | 93.9233 | 123.77% | -19.90% | 7.6816 | 57.06% | -32.92% | 1.7333 | p0 | -34.8880 | p70 | 0.9941 |
| no_signflip_ablation | run_0049_tcn_huber_adamw | 93.9233 | 123.77% | -19.90% | 7.6816 | 57.06% | -32.92% | 1.7333 | p0 | -34.8880 | p70 | 0.9941 |
| no_signflip_ablation | run_0047_mlp_directional_rmsprop | -30.7515 | -3.52% | -18.16% | -39.7934 | -13.92% | -17.25% | -0.8070 | p80 | -24.5938 | p80 | 0.6291 |
| longer_input_120 | run_0016_tcn_huber_adamw | 123.5888 | 159.88% | -24.19% | -53.3941 | -5.40% | -32.00% | -0.1687 | p0 | -48.9781 | p70 | 0.9575 |
| longer_input_120 | run_0015_cnn1d_pnl_adamw | 111.2625 | 149.47% | -25.47% | -101.6647 | -28.34% | -48.88% | -0.5798 | p0 | -50.1692 | p70 | 0.9823 |
| longer_input_120 | run_0017_tcn_huber_adamw | 22.0951 | 33.73% | -7.75% | -13.1676 | 4.67% | -11.89% | 0.3929 | p80 | -5.5411 | p80 | 0.3384 |
| longer_input_120 | run_0014_mlp_directional_rmsprop | 14.7388 | 37.07% | -14.88% | -58.0598 | -9.66% | -32.26% | -0.2995 | p0 | -29.5706 | p80 | 0.9858 |
| baseline_v3_like | run_0003_tcn_huber_adamw | 117.5532 | 151.06% | -22.34% | -134.4643 | -49.48% | -56.66% | -0.8733 | p0 | -46.9543 | p70 | 0.9876 |
| baseline_v3_like | run_0002_cnn1d_pnl_adamw | 77.8680 | 104.39% | -17.68% | -101.3309 | -37.16% | -42.78% | -0.8685 | p50 | -59.0603 | p80 | 0.9298 |
| baseline_v3_like | run_0001_mlp_directional_rmsprop | -15.1049 | -1.18% | -9.29% | -5.0130 | 5.88% | -7.26% | 0.8095 | p80 | -1.2489 | p80 | 0.6008 |
| baseline_v3_like | run_0004_mlp_directional_adamw | -16.2326 | -5.12% | -7.41% | -23.8038 | -8.70% | -10.07% | -0.8636 | p80 | -12.6043 | p80 | 0.5973 |
| voltarget_returns | run_0028_tcn_huber_adamw | 37.3617 | 74.19% | -24.55% | -94.0915 | -27.40% | -44.46% | -0.6162 | p0 | -25.5031 | p80 | 0.9729 |
| voltarget_returns | run_0027_cnn1d_pnl_adamw | 3.1243 | 62.49% | -39.58% | -130.0927 | -49.31% | -53.86% | -0.9156 | p0 | -45.5338 | p80 | 0.9976 |
| voltarget_returns | run_0026_mlp_directional_rmsprop | 2.1921 | 14.78% | -8.39% | -29.6152 | -9.80% | -13.21% | -0.7418 | p60 | -13.1477 | p80 | 0.8945 |
| voltarget_returns | run_0029_mlp_directional_adamw | -15.6963 | -4.84% | -7.24% | -13.3494 | -3.95% | -6.27% | -0.6292 | p80 | -7.2865 | p80 | 0.6020 |
| regime_voltarget | run_0036_tcn_huber_adamw | 37.3617 | 74.19% | -24.55% | -94.0915 | -27.40% | -44.46% | -0.6162 | p0 | -25.5031 | p80 | 0.9729 |
| regime_voltarget | run_0035_cnn1d_pnl_adamw | 3.1243 | 62.49% | -39.58% | -130.0927 | -49.31% | -53.86% | -0.9156 | p0 | -45.5338 | p80 | 0.9976 |
| regime_voltarget | run_0034_mlp_directional_rmsprop | 2.1921 | 14.78% | -8.39% | -29.6152 | -9.80% | -13.21% | -0.7418 | p60 | -13.1477 | p80 | 0.8945 |
| regime_voltarget | run_0037_mlp_directional_adamw | -15.6963 | -4.84% | -7.24% | -13.3494 | -3.95% | -6.27% | -0.6292 | p80 | -7.2865 | p80 | 0.6020 |
| fee2bps_shorter_output20_base | run_0083_cnn1d_pnl_adamw | 4.2662 | 55.86% | -34.40% | -121.2585 | -44.66% | -51.07% | -0.8745 | p0 | -26.4411 | p80 | 0.9829 |
| fee2bps_shorter_output20_base | run_0084_tcn_huber_adamw | -18.6264 | 7.62% | -17.50% | -24.7512 | 1.85% | -17.73% | 0.1041 | p80 | -7.2574 | p80 | 0.4139 |
| fee2bps_shorter_output20_base | run_0085_mlp_directional_adamw | -32.4251 | -10.62% | -14.54% | -15.0169 | -0.69% | -9.55% | -0.0722 | p80 | -7.2125 | p80 | 0.6173 |
| fee2bps_shorter_output20_base | run_0082_mlp_directional_rmsprop | -39.3863 | -13.18% | -17.47% | -11.4031 | -2.66% | -5.83% | -0.4565 | p80 | -7.3007 | p80 | 0.6132 |
Note méthodologique
Pour le score capital %, le meilleur seuil p est sélectionné uniquement sur Validation (`capital_score` Val), puis le même seuil est appliqué au Test capital. L'ancien score économique sélectionne son propre seuil séparément, donc il est normal de voir p0 en capital et p70/p80 en économique pour le même run. Les graphiques `Capital %` utilisent le seuil capital; les graphiques `Economic portfolio` utilisent l'ancien seuil économique.