Historique comparable

Runs historiques

Tous les tests du protocole actuel. Le run courant reste séparé pour éviter une page trop chargée.

Total runs85après purge
Best runrun_0040_tcn_huber_adamwrobust Val score

Tableau comparatif

Table large: faire défiler horizontalement pour voir toutes les métriques. Les lignes sont cliquables pour le détail complet.

RunStatutProtocolScalerArchLossOptSelectEcon ValEcon TestRobustVal BTVal DAVal stdVal PNLTest DATest stdGapTest PNLTest BTSharpeMax DDHitFoldsParams
run_0085_mlp_directional_adamwVoir détail →okv4_direction_scout_val3m_test3mrobust_winsormlpdirectionaladamw-6.6262-6.6262-7.21250.50251.19580.52770.02521.326580.52770.02700.00001.420391.32881.021-1.689300.52771294919
run_0084_tcn_huber_adamwVoir détail →okv4_direction_scout_val3m_test3mrobust_winsortcnhuberadamw-4.5814-4.5814-7.25740.44950.88500.51460.06511.065980.51000.0368-0.0046-1.01357-0.9106-0.774-5.441910.5100121113
run_0083_cnn1d_pnl_adamwVoir détail →okv4_direction_scout_val3m_test3mrobust_winsorcnn1dpnladamw-16.0956-16.0956-26.44110.44952.36590.53460.08512.635250.47880.0902-0.0558-1.75424-1.5509-1.247-6.460180.4788123049
run_0082_mlp_directional_rmspropVoir détail →okv4_direction_scout_val3m_test3mrobust_winsormlpdirectionalrmsprop-12.0507-12.0507-7.30070.4538-0.25840.49500.0412-0.491250.53230.02730.03731.550481.41011.098-1.901610.53231279937
run_0081_mlp_directional_adamwVoir détail →okv4_direction_scout_val3m_test3mrobust_winsormlpdirectionaladamw8.16978.1697-12.20190.48902.16240.53770.04872.463240.52700.0142-0.01081.624331.42351.110-2.100720.52701292790
run_0080_tcn_huber_adamwVoir détail →okv4_direction_scout_val3m_test3mrobust_winsortcnhuberadamw-1.7174-1.7174-16.31390.46380.40010.51820.05440.778840.48690.0809-0.03130.26618-0.1453-0.101-5.484280.4869121689
run_0079_cnn1d_pnl_adamwVoir détail →okv4_direction_scout_val3m_test3mrobust_winsorcnn1dpnladamw2.87872.8787-19.26140.48644.78640.56780.08145.616010.50170.0691-0.0661-0.53094-0.3862-0.295-5.087830.5017124969
run_0078_mlp_directional_rmspropVoir détail →okv4_direction_scout_val3m_test3mrobust_winsormlpdirectionalrmsprop-0.3069-0.3069-20.71390.51332.98300.55600.04273.714950.49520.0406-0.06080.134160.14510.062-3.153090.49521292790
run_0077_mlp_directional_adamwVoir détail →okv4_direction_scout_val3m_test3mrobust_winsormlpdirectionaladamw-3.0573-3.0573-10.60940.46951.46970.53730.06792.937400.52040.0635-0.01701.379440.62230.514-5.164030.52041294773
run_0076_tcn_huber_adamwVoir détail →okv4_direction_scout_val3m_test3mrobust_winsortcnhuberadamw14.075314.07532.40780.51896.28200.60410.085212.692010.57960.1517-0.02459.133844.93244.243-8.763230.5796121785
run_0075_cnn1d_pnl_adamwVoir détail →okv4_direction_scout_val3m_test3mrobust_winsorcnn1dpnladamw19.954219.95425.64600.47558.12070.58500.109515.522140.49890.1183-0.08612.125131.04081.266-12.554350.4989125289
run_0074_mlp_directional_rmspropVoir détail →okv4_direction_scout_val3m_test3mrobust_winsormlpdirectionalrmsprop6.50306.5030-18.43240.49843.46530.56390.06557.089250.53110.0692-0.03282.609661.43481.213-5.410360.53111294773
run_0073_mlp_directional_adamwVoir détail →okv4_direction_scout_val3m_test3mrobust_winsormlpdirectionaladamw0.26940.2694-13.20110.47471.42670.51710.04241.544090.50270.0473-0.01441.338881.05480.825-2.627520.50271293076
run_0072_tcn_huber_adamwVoir détail →okv4_direction_scout_val3m_test3mrobust_winsortcnhuberadamw13.935713.9357-17.51650.48592.87510.55370.06793.834100.48010.0429-0.0736-1.76997-1.5806-1.346-5.532150.4801121833
run_0071_cnn1d_pnl_adamwVoir détail →okv4_direction_scout_val3m_test3mrobust_winsorcnn1dpnladamw4.10614.1061-14.59370.52564.53120.58420.05865.567390.48650.0587-0.0977-1.05291-0.9345-0.768-5.492480.4865125449
run_0070_mlp_directional_rmspropVoir détail →okv4_direction_scout_val3m_test3mrobust_winsormlpdirectionalrmsprop-4.0198-4.0198-15.31690.47760.94040.51640.03891.042540.50880.0381-0.00760.927630.75300.555-2.592710.50881293076
run_0069_mlp_directional_adamwVoir détail →okv4_direction_scout_val3m_test3mrobust_winsormlpdirectionaladamw3.52793.5279-1.32050.45870.68200.51060.05190.669020.52510.03330.01442.230191.99581.645-2.359210.52511288203
run_0068_tcn_huber_adamwVoir détail →okv4_direction_scout_val3m_test3mrobust_winsortcnhuberadamw-4.3058-4.3058-10.51320.4110-0.02720.50530.09440.055530.53500.09010.02971.391891.04350.946-5.282060.5350123009
run_0067_cnn1d_pnl_adamwVoir détail →okv4_direction_scout_val3m_test3mrobust_winsorcnn1dpnladamw4.04004.0400-14.50670.48093.72830.56440.08354.465450.50060.0486-0.0637-0.49244-0.4400-0.320-5.936940.5006129369
run_0066_mlp_directional_rmspropVoir détail →okv4_direction_scout_val3m_test3mrobust_winsormlpdirectionalrmsprop0.74170.7417-15.79250.46731.27680.52080.05351.386710.50480.0398-0.01610.651000.62010.459-2.732370.50481288203
run_0065_mlp_directional_adamwVoir détail →okv4_direction_scout_val3m_test3mrobust_winsormlpdirectionaladamw-4.5290-4.5290-10.31960.47200.24000.51290.04090.270430.50100.0354-0.01190.567140.47440.318-2.661060.50101294773
run_0064_tcn_huber_adamwVoir détail →okv4_direction_scout_val3m_test3mrobust_winsortcnhuberadamw-7.6610-7.6610-2.62390.48491.05530.54220.05731.630940.48530.0587-0.0569-1.62002-1.6626-1.441-5.464120.4853121785
run_0063_cnn1d_pnl_adamwVoir détail →okv4_direction_scout_val3m_test3mrobust_winsorcnn1dpnladamw7.33967.3396-19.78260.48673.53420.55550.06894.232110.47330.0724-0.0822-2.19278-1.8074-1.467-6.428960.4733125289
run_0062_mlp_directional_rmspropVoir détail →okv4_direction_scout_val3m_test3mrobust_winsormlpdirectionalrmsprop-9.0377-9.0377-9.63600.47250.97490.51400.04151.222900.51330.0324-0.00071.059000.98380.741-2.069410.51331294773
run_0061_mlp_directional_rmspropVoir détail →okv4_direction_scout_val3m_test3mrobust_winsormlpdirectionalrmsprop5.79295.7929-17.82180.52314.00880.56680.04364.638820.50900.0355-0.05780.781410.69700.493-2.210540.50901292790
run_0060_tcn_huber_adamwVoir détail →okv4_direction_scout_val3m_test3mrobust_winsortcnhuberadamw-0.3690-0.3690-7.76110.45362.54390.54460.09113.398520.51780.0851-0.02681.000380.61280.528-4.626400.5178121689
run_0059_cnn1d_pnl_adamwVoir détail →okv4_direction_scout_val3m_test3mrobust_winsorcnn1dpnladamw4.72394.7239-3.31650.45173.79850.54260.09094.524650.49830.0796-0.0443-0.49007-0.2243-0.082-6.047950.4983124969
run_0058_mlp_directional_rmspropVoir détail →okv4_direction_scout_val3m_test3mrobust_winsormlpdirectionalrmsprop5.79295.7929-17.82180.52314.00880.56680.04364.638820.50900.0355-0.05780.781410.69700.493-2.210540.50901292790
run_0057_mlp_directional_adamwVoir détail →okv4_direction_scout_val3m_test3mrobust_winsormlpdirectionaladamw3.33103.3310-2.02510.48121.23490.52720.04601.383070.51490.0445-0.01231.541901.32851.075-2.712930.51491291740
run_0056_tcn_huber_adamwVoir détail →okv4_direction_scout_val3m_test3mrobust_winsortcnhuberadamw2.78032.7803-29.76770.46621.49340.53420.06801.998290.47170.0767-0.0625-1.52734-1.6158-1.355-6.105220.4717122865
run_0055_cnn1d_pnl_adamwVoir détail →okv4_direction_scout_val3m_test3mrobust_winsorcnn1dpnladamw6.47596.4759-42.31940.52624.17700.58710.06094.948210.47120.0594-0.1159-1.66865-1.5112-1.233-6.341580.4712128889
run_0054_mlp_directional_rmspropVoir détail →okv4_direction_scout_val3m_test3mrobust_winsormlpdirectionalrmsprop-5.8086-5.8086-13.08280.46140.69530.51700.05550.702680.50820.0362-0.00880.532890.41290.264-2.814930.50821291740
run_0053_mlp_directional_adamwVoir détail →okv4_direction_scout_val3m_test3mrobust_winsormlpdirectionaladamw-9.0063-9.0063-12.04940.48970.87910.52250.03291.201990.52090.0293-0.00171.455710.97380.738-3.107700.52091295297
run_0052_tcn_huber_adamwVoir détail →okv4_direction_scout_val3m_test3mrobust_winsortcnhuberadamw-11.8181-11.8181-10.48200.50692.78570.57740.07054.491120.50470.0763-0.0727-0.73483-0.8992-0.578-9.248090.5047121257
run_0051_cnn1d_pnl_adamwVoir détail →okv4_direction_scout_val3m_test3mrobust_winsorcnn1dpnladamw19.911119.9111-0.31910.49986.57930.59230.092510.090700.48360.0957-0.1088-0.57042-0.3461-0.003-9.597410.4836123529
run_0050_mlp_directional_rmspropVoir détail →okv4_direction_scout_val3m_test3mrobust_winsormlpdirectionalrmsprop-4.4970-4.4970-18.84200.49521.68110.53770.04252.379330.52110.0434-0.01671.756931.20950.956-3.210600.52111295297
run_0049_tcn_huber_adamwVoir détail →okv4_direction_scout_val3m_test3mrobust_winsortcnhuberadamw10.161710.1617-34.88800.47903.37590.55880.07986.042510.55370.0806-0.00516.157564.01973.524-7.127960.5537121257
run_0048_cnn1d_pnl_adamwVoir détail →okv4_direction_scout_val3m_test3mrobust_winsorcnn1dpnladamw25.467325.4673-24.79190.44825.00820.55480.10668.236440.50400.1083-0.05082.601321.64121.548-7.296600.5040123529
run_0047_mlp_directional_rmspropVoir détail →okv4_direction_scout_val3m_test3mrobust_winsormlpdirectionalrmsprop-11.8280-11.8280-24.59380.47280.38000.52520.05241.093960.51980.0675-0.00541.104590.67750.594-5.057060.51981295297
run_0046_tcn_huber_adamwVoir détail →okv4_direction_scout_val3m_test3mrobust_winsortcnhuberadamw10.161710.1617-34.88800.47903.37590.55880.07986.042510.55370.0806-0.00516.157564.01973.524-7.127960.5537121257
run_0045_mlp_directional_adamwVoir détail →okv4_direction_scout_val3m_test3mrobust_winsormlpdirectionaladamw-5.3462-5.3462-7.91350.45860.48290.52080.06220.546310.53260.04440.01172.972161.72781.355-3.362740.53261295297
run_0044_tcn_huber_adamwVoir détail →okv4_direction_scout_val3m_test3mrobust_winsortcnhuberadamw23.090323.09039.33170.50705.21850.57600.069010.739490.55160.0878-0.02445.300182.90852.574-8.556980.5516121257
run_0043_cnn1d_pnl_adamwVoir détail →okv4_direction_scout_val3m_test3mrobust_winsorcnn1dpnladamw18.079218.0792-0.85840.46037.67430.59930.139014.211740.47210.1316-0.12731.000310.17960.512-12.059860.4721123529
run_0042_mlp_directional_rmspropVoir détail →okv4_direction_scout_val3m_test3mrobust_winsormlpdirectionalrmsprop3.93043.9304-31.04450.50012.69110.55720.05715.083970.52500.0566-0.03221.830181.01950.856-5.069790.52501295297
run_0041_mlp_directional_adamwVoir détail →okv4_direction_scout_val3m_test3mrobust_winsormlpdirectionaladamw4.59794.5979-10.50690.53113.52950.55940.02835.386020.53050.0253-0.02892.538061.74791.350-2.161670.53051259913
run_0040_tcn_huber_adamwVoir détail →bestv4_direction_scout_val3m_test3mrobust_winsortcnhuberadamw27.178927.1789-29.79230.51615.25730.60730.09128.278000.51410.0679-0.09310.907340.45010.542-8.121450.5141121257
run_0039_cnn1d_pnl_adamwVoir détail →okv4_direction_scout_val3m_test3mrobust_winsorcnn1dpnladamw7.00507.0050-21.21810.52447.74930.61530.091011.908120.47980.0834-0.1355-0.88109-0.6624-0.302-9.411610.4798123529
run_0038_mlp_directional_rmspropVoir détail →okv4_direction_scout_val3m_test3mrobust_winsormlpdirectionalrmsprop-7.7572-7.7572-14.63960.47351.02770.52600.05251.394820.51740.0450-0.00861.057340.66420.518-3.911910.51741247937
run_0037_mlp_directional_adamwVoir détail →okv4_direction_scout_val3m_test3mrobust_winsormlpdirectionaladamw0.08670.0867-7.28650.48171.05210.52610.04431.456030.53660.03180.01053.049692.01371.581-2.495370.53661296458
run_0036_tcn_huber_adamwVoir détail →okv4_direction_scout_val3m_test3mrobust_winsortcnhuberadamw3.04653.0465-25.50310.45443.16460.55750.10305.056630.49150.1011-0.0660-1.64130-1.4784-1.049-9.219080.4915121521
run_0035_cnn1d_pnl_adamwVoir détail →okv4_direction_scout_val3m_test3mrobust_winsorcnn1dpnladamw0.36880.3688-45.53380.44302.63820.52780.08484.827040.45090.0892-0.0769-4.32835-3.1641-2.326-11.716600.4509124409
run_0034_mlp_directional_rmspropVoir détail →okv4_direction_scout_val3m_test3mrobust_winsormlpdirectionalrmsprop4.81284.8128-13.14770.50432.28680.54960.04533.416240.53260.0440-0.01702.511531.66681.328-3.139170.53261296458
run_0033_mlp_directional_adamwVoir détail →okv4_direction_scout_val3m_test3mrobust_winsormlpdirectionaladamw0.69580.6958-12.90130.48310.91650.52850.04541.167250.52340.0370-0.00511.388490.86570.643-3.182830.52341294773
run_0032_tcn_huber_adamwVoir détail →okv4_direction_scout_val3m_test3mrobust_winsortcnhuberadamw5.41225.4122-13.96810.51142.85310.57020.05895.069300.53940.1031-0.03081.589840.72900.786-8.677320.5394121785
run_0031_cnn1d_pnl_adamwVoir détail →okv4_direction_scout_val3m_test3mrobust_winsorcnn1dpnladamw13.906913.9069-34.13250.48996.00470.56270.072810.007950.46930.1042-0.0934-1.13986-0.8934-0.484-9.550410.4693125289
run_0030_mlp_directional_rmspropVoir détail →okv4_direction_scout_val3m_test3mrobust_winsormlpdirectionalrmsprop-1.3169-1.3169-5.39620.49720.99860.53550.03831.320450.53830.04130.00283.168242.03011.628-3.270090.53831294773
run_0029_mlp_directional_adamwVoir détail →okv4_direction_scout_val3m_test3mrobust_winsormlpdirectionaladamw0.08670.0867-7.28650.48171.05210.52610.04431.456030.53660.03180.01053.049692.01371.581-2.495370.53661296458
run_0028_tcn_huber_adamwVoir détail →okv4_direction_scout_val3m_test3mrobust_winsortcnhuberadamw3.04653.0465-25.50310.45443.16460.55750.10305.056630.49150.1011-0.0660-1.64130-1.4784-1.049-9.219080.4915121521
run_0027_cnn1d_pnl_adamwVoir détail →okv4_direction_scout_val3m_test3mrobust_winsorcnn1dpnladamw0.36880.3688-45.53380.44302.63820.52780.08484.827040.45090.0892-0.0769-4.32835-3.1641-2.326-11.716600.4509124409
run_0026_mlp_directional_rmspropVoir détail →okv4_direction_scout_val3m_test3mrobust_winsormlpdirectionalrmsprop4.81284.8128-13.14770.50432.28680.54960.04533.416240.53260.0440-0.01702.511531.66681.328-3.139170.53261296458
run_0025_mlp_directional_adamwVoir détail →okv4_direction_scout_val3m_test3mrobust_winsormlpdirectionaladamw-2.0463-2.0463-12.82060.49871.27890.53640.03771.822150.53180.0294-0.00462.595461.74601.366-2.606890.53181295646
run_0024_tcn_huber_adamwVoir détail →okv4_direction_scout_val3m_test3mrobust_winsortcnhuberadamw12.368512.3685-44.22040.53324.91290.58970.05658.101020.52250.1220-0.06720.24478-0.01100.251-9.739690.5225121353
run_0023_cnn1d_pnl_adamwVoir détail →okv4_direction_scout_val3m_test3mrobust_winsorcnn1dpnladamw17.270717.2707-45.98480.43732.55740.52960.09234.714220.46880.0833-0.0607-2.49373-1.7723-1.174-10.840190.4688123849
run_0022_mlp_directional_rmspropVoir détail →okv4_direction_scout_val3m_test3mrobust_winsormlpdirectionalrmsprop-6.4721-6.4721-7.64570.49501.89330.54410.04912.933370.53940.0413-0.00473.631362.34001.884-3.119100.53941295646
run_0021_mlp_directional_adamwVoir détail →okv4_direction_scout_val3m_test3mrobust_winsormlpdirectionaladamw-7.0188-7.0188-7.06340.48170.70880.51870.03690.713180.50890.0291-0.00970.785510.71270.503-2.182630.50891295297
run_0020_tcn_huber_adamwVoir détail →okv4_direction_scout_val3m_test3mrobust_winsortcnhuberadamw-8.3335-8.3335-12.21280.49482.12850.55430.05962.622550.49530.0516-0.0590-0.21343-0.3864-0.345-4.829590.4953121257
run_0019_cnn1d_pnl_adamwVoir détail →okv4_direction_scout_val3m_test3mrobust_winsorcnn1dpnladamw-4.2245-4.22453.44530.48534.38350.57340.08824.913020.50480.0575-0.06870.574720.74100.700-4.802790.5048123529
run_0018_mlp_directional_rmspropVoir détail →okv4_direction_scout_val3m_test3mrobust_winsormlpdirectionalrmsprop-7.8176-7.8176-10.48910.46840.41980.51090.04250.339510.52880.03490.01790.926140.79810.580-2.433800.52881295297
run_0017_tcn_huber_adamwVoir détail →okv4_direction_scout_val3m_test3mrobust_winsortcnhuberadamw9.93259.9325-5.54110.41721.53610.52370.10652.640650.50760.0619-0.01611.991551.12621.077-7.453170.5076121257
run_0016_tcn_huber_adamwVoir détail →okv4_direction_scout_val3m_test3mrobust_winsortcnhuberadamw5.49915.4991-48.97810.47105.09020.58440.11348.397390.50120.0764-0.08320.978990.44940.553-8.274830.5012122457
run_0015_cnn1d_pnl_adamwVoir détail →okv4_direction_scout_val3m_test3mrobust_winsorcnn1dpnladamw-0.9250-0.9250-50.16920.49145.59010.57440.08308.969700.48030.0948-0.0942-0.88559-0.7941-0.396-10.047220.4803123529
run_0014_mlp_directional_rmspropVoir détail →okv4_direction_scout_val3m_test3mrobust_winsormlpdirectionalrmsprop-2.0732-2.0732-29.57060.53823.13420.57330.03514.897800.53270.0575-0.04062.362601.51991.252-4.111570.53271293630
run_0013_mlp_directional_adamwVoir détail →okv4_direction_scout_val3m_test3mrobust_winsormlpdirectionaladamw-9.0063-9.0063-12.04940.48970.87910.52250.03291.201990.52090.0293-0.00171.455710.97380.738-3.107700.52091295297
run_0012_mlp_directional_adamwVoir détail →errorv4_direction_scout_val3m_test3mrobust_winsormlpdirectionaladamwn/an/an/an/an/an/an/an/an/an/an/an/an/an/an/an/an/a
run_0011_tcn_huber_adamwVoir détail →okv4_direction_scout_val3m_test3mrobust_winsortcnhuberadamw15.977415.9774-44.90890.52704.95690.58650.05958.075900.52660.1248-0.05991.499070.73850.827-8.789440.5266122457
run_0010_cnn1d_pnl_adamwVoir détail →okv4_direction_scout_val3m_test3mrobust_winsorcnn1dpnladamw19.911119.9111-0.31910.49986.57930.59230.092510.090700.48360.0957-0.1088-0.57042-0.3461-0.003-9.597410.4836123529
run_0009_mlp_directional_rmspropVoir détail →okv4_direction_scout_val3m_test3mrobust_winsormlpdirectionalrmsprop-4.4970-4.4970-18.84200.49521.68110.53770.04252.379330.52110.0434-0.01671.756931.20950.956-3.210600.52111295297
run_0008_mlp_directional_adamwVoir détail →okv4_direction_scout_val3m_test3mtime_pct_minmaxmlpdirectionaladamw10.748010.7480-9.73140.55545.07190.59030.03498.284100.48990.0319-0.1004-1.18264-0.8557-0.630-6.728880.48991299913
run_0007_tcn_huber_adamwVoir détail →okv4_direction_scout_val3m_test3mtime_pct_minmaxtcnhuberadamw4.77144.77140.29960.51114.94580.59290.08177.647130.49470.1045-0.0981-2.09557-1.6162-1.137-9.301980.4947122241
run_0006_cnn1d_pnl_adamwVoir détail →okv4_direction_scout_val3m_test3mtime_pct_minmaxcnn1dpnladamw-8.4502-8.4502-25.15780.55256.09720.60030.04789.856020.47590.1008-0.1244-3.88825-2.7742-1.993-11.592450.4759123049
run_0005_mlp_directional_rmspropVoir détail →okv4_direction_scout_val3m_test3mtime_pct_minmaxmlpdirectionalrmsprop11.239911.2399-12.48430.55925.29380.60250.04338.684780.49660.0645-0.1059-0.84182-0.5893-0.421-5.997500.49661279937
run_0004_mlp_directional_adamwVoir détail →okv4_direction_scout_val3m_test3mrobust_winsormlpdirectionaladamw-5.5323-5.5323-12.60430.48831.42510.53070.04242.016790.52790.0209-0.00282.317301.59761.220-2.145430.52791299913
run_0003_tcn_huber_adamwVoir détail →okv4_direction_scout_val3m_test3mrobust_winsortcnhuberadamw22.986422.9864-46.95430.51225.44170.58890.07668.972560.45150.0900-0.1374-4.68294-3.4551-2.649-10.364880.4515122241
run_0002_cnn1d_pnl_adamwVoir détail →okv4_direction_scout_val3m_test3mrobust_winsorcnn1dpnladamw17.606117.6061-59.06030.45494.25860.55590.10107.018940.46260.0889-0.0934-3.04657-2.2510-1.614-10.381770.4626123049
run_0001_mlp_directional_rmspropVoir détail →okv4_direction_scout_val3m_test3mrobust_winsormlpdirectionalrmsprop-4.3473-4.3473-1.24890.47700.65050.52170.04470.694450.52710.03450.00552.822911.79321.417-3.047880.52711279937