OUTPUT_DIM=10, TICKSIZE DIFFÉRENTS
30m/1h/2h/4h: dynamiques courtes, moyennes, longues
13 configs. Chaque modèle apprend 10 barres de son propre tick: 30m×10=5h, 1h×10=10h, 2h×10=20h, 4h×10=40h. Sortie timeout-only, pas de TP/SL. Frais = 0.
Best robust34.92
Val/Test51.01/50.27
Test gain/DD98.0% / -31.8%
Avg/trade0.015%
Open avg/max4.19/5
Classement
| Config | Seuil | Val | Test | Robust | Gain | DD | Avg/trade | Trades | Open avg | Open max | Skipped | Recent score | Recent gain | Recent DD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Single 1h ×10 = 10h cap5 single_1h_out10_cap5 · ticks=['1h'] | p60 | 51.01 | 50.27 | 34.92 | 97.96% | -31.79% | 0.015% | 5093 | 4.19 | 5 | 2329 | -1.03 | 19.75% | -13.85% |
| Ensemble 30m/1h/2h output10 cap8 ensemble_30m_1h_2h_out10_cap8 · ticks=['30min', '1h', '2h'] | p70 | 75.05 | 22.53 | 15.54 | 61.72% | -26.12% | 0.007% | 7689 | 7.45 | 8 | 12152 | -24.24 | 0.90% | -16.76% |
| Ensemble 30m/1h/2h output10 cap6 ensemble_30m_1h_2h_out10_cap6 · ticks=['30min', '1h', '2h'] | p70 | 42.60 | 19.08 | 11.90 | 56.22% | -24.76% | 0.009% | 5653 | 5.68 | 6 | 14188 | -29.07 | -1.85% | -18.15% |
| Ensemble 30m/1h/2h/4h output10 cap8 ensemble_30m_1h_2h_4h_out10_cap8 · ticks=['30min', '1h', '2h', '4h'] | p70 | 41.62 | 12.35 | 4.79 | 50.49% | -25.43% | 0.008% | 5277 | 7.74 | 8 | 15831 | -26.88 | -3.07% | -15.87% |
| Single 30min ×10 = 5h cap3 single_30m_out10_cap3 · ticks=['30min'] | p80 | 76.24 | 15.92 | 2.68 | 60.45% | -29.69% | 0.012% | 4576 | 1.88 | 3 | 3133 | -15.78 | 4.32% | -13.40% |
| Ensemble 30m/1h/2h/4h output10 cap10 ensemble_30m_1h_2h_4h_out10_cap10 · ticks=['30min', '1h', '2h', '4h'] | p90 | 44.75 | 0.99 | -2.81 | 35.25% | -22.84% | 0.008% | 4056 | 5.86 | 10 | 2662 | -24.75 | -4.44% | -13.54% |
| Single 1h ×10 = 10h cap3 single_1h_out10_cap3 · ticks=['1h'] | p60 | 3.82 | 37.40 | -16.57 | 90.97% | -35.71% | 0.023% | 3249 | 2.67 | 3 | 4173 | -19.43 | 10.00% | -19.62% |
| Single 2h ×10 = 20h cap5 single_2h_out10_cap5 · ticks=['2h'] | p90 | 55.22 | -19.24 | -29.54 | 26.21% | -30.30% | 0.031% | 816 | 1.34 | 5 | 86 | -31.26 | -9.87% | -14.26% |
| Single 30min ×10 = 5h cap5 single_30m_out10_cap5 · ticks=['30min'] | p90 | 92.74 | -24.01 | -30.20 | 15.26% | -26.18% | 0.006% | 3119 | 1.28 | 5 | 592 | -33.30 | -11.20% | -14.74% |
| Single 4h ×10 = 40h cap5 single_4h_out10_cap5 · ticks=['4h'] | p90 | 130.69 | -36.26 | -36.26 | -9.36% | -17.93% | -0.029% | 297 | 0.98 | 5 | 30 | -17.27 | -6.49% | -7.18% |
| Ensemble 30m/1h/2h/4h output10 cap4 ensemble_30m_1h_2h_4h_out10_cap4 · ticks=['30min', '1h', '2h', '4h'] | p70 | 18.59 | -26.23 | -44.88 | 22.49% | -32.48% | 0.011% | 2503 | 3.92 | 4 | 18605 | -35.29 | -3.30% | -21.33% |
| Single 2h ×10 = 20h cap3 single_2h_out10_cap3 · ticks=['2h'] | p90 | 12.42 | -39.30 | -59.91 | 19.64% | -39.29% | 0.034% | 652 | 1.07 | 3 | 250 | -41.84 | -15.46% | -17.59% |
| Single 4h ×10 = 40h cap3 single_4h_out10_cap3 · ticks=['4h'] | p90 | 80.40 | -58.77 | -68.23 | -14.59% | -29.46% | -0.051% | 251 | 0.83 | 3 | 76 | -39.42 | -15.38% | -16.03% |
Ce test garde output_dim=10 constant mais change la durée réelle via le ticksize. Les prédictions sont normalisées par std(y_train) pour pouvoir les ranker ensemble.
