{ "run_id": "ridge_closeh_dedicated_h10h20_executable_utility_135_20260712T233409Z", "hypothesis_id": "ridge_closeh_dedicated_h10h20_executable_utility_135", "hypothesis": { "bottleneck": "Passer d’un signal de touch intrabar non exécutable à une cible de rendement close-to-close directement tradable, tout en évitant le retuning Test des anciennes variantes close-H.", "causal_mechanism": "Si le score TP-prob encode un régime directionnel réel, un modèle linéaire entraîné sur le retour close-H net coûts, avec features 30m/1h et score TP-prob comme feature/gate train-only, devrait apprendre la fraction exécutable du signal sans dépendre au remplissage TP intrabar. Si le signal était seulement un artefact de touch/fill, le modèle close-H dédié échouera en Validation.", "created_at": "2026-07-13T03:22:48+04:00", "expected_result": "Val capital_score modérément positif avec DD <20%, avg_trade_ret net >0.12%, au moins 120 trades Test; Test reporting-only >0 et Recent non catastrophique si le mécanisme directionnel survit.", "falsification": "Validation <=0, DD >25%, top_asset_share >85% sans amélioration, ou Test/recent reporting-only négatifs après sélection Validation.", "id": "ridge_closeh_dedicated_h10h20_executable_utility_135", "leakage_risks": "Score TP-prob utilisé uniquement s’il est recalculé avec modèles Train-only par fold; seuils/horizons/caps choisis sur Validation; Test et 2026 recent ne servent qu’au reporting; pas de promotion sur Test.", "level": "L2/L3 target/exécution close-H dédié; leaderboard séparé de TP-touch intrabar", "observation": "132 a montré que le candidat TP-only 125/128 perd son transfert sous fill adverse/latence (Test score≈-13.3 malgré Recent positif), 133 falsifie la robustesse multi-actifs non-XRP, et 134 ne transforme pas le pont close-H low-exposure en candidat robuste (Test capital_score≈-3.2, top_asset_share≈83%). Le signal TP-prob conserve toutefois une information directionnelle dans 129, mais il ne doit plus être utilisé comme simple filtre historique retuné.", "quick_protocol": "Créer un protocole séparé closeh_utility_135. Train/Val/Test chronologiques identiques; target y=ret close H10/H20 net coût c8/c12 après entrée next-open/delay1. Modèles Ridge/Huber/ElasticNet uniquement, scaler fit Train. Features pré-entry 1h+30m, score TP-prob gelé 121/125, vol/range/session. Sélection horizon/seuil/cap uniquement sur Validation par capital_score pénalisé DD/turnover/concentration. Test/recent reporting-only. Publier timeouts=horizon fixe, avg bars, avg/max exposure, DD, top asset share, monthly attribution, courbes Val/Test.", "status": "pending", "success_criteria": "Validation capital_score >100, DD Val/Test <20%, avg_trade_ret Test >0.10%, Test reporting-only >10, top_asset_share Test <75% ou attribution multi-mois claire; aucune sélection sur Test.", "title": "Modèle Ridge/Huber close-H dédié H10/H20 conditionné par le score TP-prob, sans TP intrabar", "why_now": "Les falsificateurs 132/133/134 ferment la voie promotionnelle TP-touch et le simple pont; le prochain test causal rapide est un target close-H explicitement entraîné, pas un nouveau seuil sur 125." }, "protocol_id": "autonomous_ridge_lab_closeh_utility_135", "protocol_level": "L2/L3 target/exécution close-H dédié; leaderboard séparé de TP-touch intrabar", "created_at": "2026-07-12T23:34:09+00:00", "completed_at": "2026-07-12T23:35:11+00:00", "config": { "model": "manual Ridge linear regression, train-only standardization, target p1/p99 winsor on Train", "features": [ "score", "prob_tp_trainonly", "range30", "vol_chg30", "ret30", "fold", "bars_held", "hl_pos30", "micro30_score", "agree30_1h" ], "target": "future close-to-close return H10/H20 after delay1 minus cost 8/12 bps", "alphas": [ 1, 10, 100 ], "threshold_percentiles": [ 70, 80, 90 ], "caps": [ 1, 2, 3, 5 ], "selection": "Validation-only capital/stability score; Test/recent reporting-only", "no_test_selection": true, "test_reporting_only": true, "limitations": "No order book; long-only candidates inherited from TP-prob family; TP hits are zero by construction (timeout close-H)." }, "data": { "rows_1h": 26744, "rows_30m": 53500, "start": "2023-05-04 04:00:00+00:00", "end": "2026-05-22 11:00:00+00:00", "symbols": [ "ADA", "BCH", "BNB", "BTC", "DOT", "ETH", "LINK", "SOL", "SUI", "XRP" ], "fold_count": 17, "n_train_records": 149112, "n_val_records": 74448, "n_test_records": 62046, "n_recent_records": 9725, "candidate_diag": { "train": { "signals": 3542, "vetoed_signals": 808, "missed_fills_asset_attempts": 8668 }, "val": { "signals": 1838, "vetoed_signals": 358, "missed_fills_asset_attempts": 4569 }, "test": { "signals": 779, "vetoed_signals": 199, "missed_fills_asset_attempts": 2202 }, "recent": { "signals": 33, "vetoed_signals": 9, "missed_fills_asset_attempts": 25 } }, "candidates_after_prob_model": { "train": 12794, "val": 6568, "test": 2679, "recent": 148 } }, "source_model_diagnostics": { "train_candidates": 12794, "train_tp_rate": 0.3728310145380647 }, "variants": [ { "name": "ridge_a1_H10_c8_p70_cap1", "variant": { "name": "ridge_a1_H10_c8_p70_cap1", "threshold": 0.033558452906995294, "pred_percentile": 70, "horizon": 10, "cost_bps": 8, "cap": 1, "delay_bars": 1 }, "model_diag": { "alpha": 1.0, "ykey": "y_H10_c8", "n_train": 12794, "target_mean": 0.008213253534827653 }, "val": { "label": "Validation ridge_a1_H10_c8_p70_cap1", "variant": "ridge_a1_H10_c8_p70_cap1", "gain_pct": 2152.6365009502983, "max_drawdown_pct": -11.799569996877501, "capital_score": 2134.937145954982, "stability_score": 2109.1678247854247, "n_trades": 98, "skipped_by_capacity": 1873, "avg_trade_ret_pct": 3.332274529705452, "median_trade_ret_pct": 2.763282723610374, "positive_month_rate": 0.7058823529411765, "worst_month_pct": -30.208096679761184, "month_gain_concentration": 0.18434233613539608, "top_asset_trade_share": 0.6020408163265306, "long_counts": { "SOL": 29, "XRP": 59, "ETH": 6, "BTC": 2, "BNB": 2 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 98, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 41.721526552720235, "2024-10-31 00:00:00+00:00": 5.437229735871142, "2024-11-30 00:00:00+00:00": 127.16860234952654, "2024-12-31 00:00:00+00:00": 267.0507922787984, "2025-01-31 00:00:00+00:00": 155.6596927329249, "2025-02-28 00:00:00+00:00": 329.5789759977673, "2025-03-31 00:00:00+00:00": 233.11599801368334, "2025-04-30 00:00:00+00:00": 395.9657780281841, "2025-05-31 00:00:00+00:00": 48.102741127609534, "2025-07-31 00:00:00+00:00": -7.999192162591271, "2025-08-31 00:00:00+00:00": 99.94200808775622, "2025-10-31 00:00:00+00:00": -14.324507851494673, "2025-11-30 00:00:00+00:00": 179.9099772654081, "2026-01-31 00:00:00+00:00": -11.087861688744397, "2026-02-28 00:00:00+00:00": 264.3382153643213, "2026-03-31 00:00:00+00:00": -30.208096679761184 } }, "test": { "label": "Test ridge_a1_H10_c8_p70_cap1", "variant": "ridge_a1_H10_c8_p70_cap1", "gain_pct": 201.03122659735197, "max_drawdown_pct": -11.799569996877501, "capital_score": 183.33187160203573, "stability_score": 183.33187160203573, "n_trades": 54, "skipped_by_capacity": 648, "avg_trade_ret_pct": 2.1401534354116167, "median_trade_ret_pct": 2.334028709077204, "positive_month_rate": 1.0, "worst_month_pct": 0.7137779695117388, "month_gain_concentration": 0.20046899964991385, "top_asset_trade_share": 0.5, "long_counts": { "XRP": 27, "SOL": 17, "ETH": 6, "BTC": 1, "BNB": 3 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 54, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 29.389402873486546, "2025-02-28 00:00:00+00:00": 39.3098466811345, "2025-03-31 00:00:00+00:00": 25.865967818231383, "2025-04-30 00:00:00+00:00": 12.843093151578529, "2025-05-31 00:00:00+00:00": 4.306984870869627, "2025-07-31 00:00:00+00:00": 4.644124382298088, "2025-08-31 00:00:00+00:00": 3.796639130446124, "2025-10-31 00:00:00+00:00": 12.441756351418292, "2025-11-30 00:00:00+00:00": 19.28875778261755, "2025-12-31 00:00:00+00:00": 0.7137779695117388, "2026-01-31 00:00:00+00:00": 5.863880106996561, "2026-02-28 00:00:00+00:00": 31.029107433842057, "2026-03-31 00:00:00+00:00": 6.596065543876591 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 2.5135094824584314, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 12.260873674421276, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 15.717376229223746, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 15.717376229223746, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 15.717376229223746, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 14:00:00+00:00", "gain_pct": 15.717376229223746, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 14.038751242824617, "drawdown_pct": -1.4506248249821607, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 01:00:00+00:00", "gain_pct": 14.038751242824617, "drawdown_pct": -1.4506248249821607, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 14.038751242824617, "drawdown_pct": -1.4506248249821607, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 14.038751242824617, "drawdown_pct": -1.4506248249821607, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 14.038751242824617, "drawdown_pct": -1.4506248249821607, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 14.038751242824617, "drawdown_pct": -1.4506248249821607, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 14.038751242824617, "drawdown_pct": -1.4506248249821607, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-23 14:00:00+00:00", "gain_pct": 25.090494999873144, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-27 14:00:00+00:00", "gain_pct": 25.762778803275765, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 29.389402873486546, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 34.11675125077977, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 34.11675125077977, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 00:00:00+00:00", "gain_pct": 34.11675125077977, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 34.11675125077977, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 34.11675125077977, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 18.291551309405932, "drawdown_pct": -11.799569996877501, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 18.291551309405932, "drawdown_pct": -11.799569996877501, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 18.291551309405932, "drawdown_pct": -11.799569996877501, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 18.291551309405932, "drawdown_pct": -11.799569996877501, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 10:00:00+00:00", "gain_pct": 18.291551309405932, "drawdown_pct": -11.799569996877501, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 18.291551309405932, "drawdown_pct": -11.799569996877501, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 18.291551309405932, "drawdown_pct": -11.799569996877501, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 19:00:00+00:00", "gain_pct": 31.47287346161309, "drawdown_pct": -1.9713255536759844, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 31.47287346161309, "drawdown_pct": -1.9713255536759844, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": 31.47287346161309, "drawdown_pct": -1.9713255536759844, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 28.177441094249843, "drawdown_pct": -4.428462590347304, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 28.177441094249843, "drawdown_pct": -4.428462590347304, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 35.272445013085246, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-10 03:00:00+00:00", "gain_pct": 35.272445013085246, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-18 16:00:00+00:00", "gain_pct": 39.987443261035054, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 45.70074185740296, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 45.70074185740296, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 45.70074185740296, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 45.70074185740296, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 45.70074185740296, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 45.70074185740296, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 50.45879233540458, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-26 17:00:00+00:00", "gain_pct": 51.56444204413597, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 51.56444204413597, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-28 03:00:00+00:00", "gain_pct": 56.632228536174495, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 68.69924955462105, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 70.48450474078334, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 16:00:00+00:00", "gain_pct": 70.48450474078334, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 70.48450474078334, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 70.48450474078334, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-03 06:00:00+00:00", "gain_pct": 87.82837708368936, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 87.82837708368936, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 83.52377928102152, "drawdown_pct": -2.291771812919341, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 83.52377928102152, "drawdown_pct": -2.291771812919341, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 05:00:00+00:00", "gain_pct": 83.52377928102152, "drawdown_pct": -2.291771812919341, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 89.58615507179425, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 89.58615507179425, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 89.58615507179425, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 89.58615507179425, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 89.58615507179425, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 14:00:00+00:00", "gain_pct": 95.81508958673783, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 95.81508958673783, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 95.81508958673783, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 95.81508958673783, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-09 16:00:00+00:00", "gain_pct": 88.28480105997247, "drawdown_pct": -3.8456119713030423, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 88.28480105997247, "drawdown_pct": -3.8456119713030423, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 92.33954457982665, "drawdown_pct": -1.774911736499074, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 92.33954457982665, "drawdown_pct": -1.774911736499074, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 92.33954457982665, "drawdown_pct": -1.774911736499074, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 79.3483517543306, "drawdown_pct": -8.409330387744795, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 90.37907744084433, "drawdown_pct": -2.7760946091366367, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 90.37907744084433, "drawdown_pct": -2.7760946091366367, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 94.56521737285243, "drawdown_pct": -0.6382920828641003, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 94.56521737285243, "drawdown_pct": -0.6382920828641003, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 06:00:00+00:00", "gain_pct": 98.96955006327013, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 98.96955006327013, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 98.96955006327013, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 98.96955006327013, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 98.96955006327013, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 105.73390849887926, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-09 01:00:00+00:00", "gain_pct": 105.73390849887926, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-09 17:00:00+00:00", "gain_pct": 104.20557928055356, "drawdown_pct": -0.7428669534725874, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-10 15:00:00+00:00", "gain_pct": 101.253105199884, "drawdown_pct": -2.177960517879174, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-22 21:00:00+00:00", "gain_pct": 107.40831052443096, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 111.71529539530059, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 110.72131135794177, "drawdown_pct": -0.469490896018121, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 116.35941977759867, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 116.35941977759867, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-08-14 12:00:00+00:00", "gain_pct": 121.92634767937795, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-08-24 19:00:00+00:00", "gain_pct": 120.1560589080448, "drawdown_pct": -0.7976920225311601, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-10 22:00:00+00:00", "gain_pct": 118.73413486949568, "drawdown_pct": -1.438410915721522, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-11 05:00:00+00:00", "gain_pct": 118.73413486949568, "drawdown_pct": -1.438410915721522, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 116.21046623317315, "drawdown_pct": -2.5755758637828197, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 116.21046623317315, "drawdown_pct": -2.5755758637828197, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 128.49525964152454, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 127.26470519426996, "drawdown_pct": -0.5385470355862676, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 127.26470519426996, "drawdown_pct": -0.5385470355862676, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-19 09:00:00+00:00", "gain_pct": 132.5978152594631, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-04 19:00:00+00:00", "gain_pct": 137.70102381744846, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 137.70102381744846, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-04 21:00:00+00:00", "gain_pct": 137.70102381744846, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 145.5744633278808, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 145.5744633278808, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 145.5744633278808, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 151.88657304208064, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 152.60035101159238, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 158.46423111858894, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 167.44654544580038, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 168.26307449839686, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 168.26307449839686, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 168.26307449839686, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 168.26307449839686, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 168.26307449839686, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 168.26307449839686, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 168.26307449839686, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 05:00:00+00:00", "gain_pct": 168.26307449839686, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 193.49679732362415, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 16:00:00+00:00", "gain_pct": 193.49679732362415, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-28 06:00:00+00:00", "gain_pct": 189.493338552431, "drawdown_pct": -1.3640553517791032, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-28 07:00:00+00:00", "gain_pct": 189.493338552431, "drawdown_pct": -1.3640553517791032, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 196.0894040963076, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a1_H10_c8_p70_cap1", "variant": "ridge_a1_H10_c8_p70_cap1", "gain_pct": 19.301478456820178, "max_drawdown_pct": -1.364055351779092, "capital_score": 17.25539542915154, "stability_score": 0.02360736299066879, "n_trades": 6, "skipped_by_capacity": 51, "avg_trade_ret_pct": 3.0349286077355178, "median_trade_ret_pct": 2.511498871979464, "positive_month_rate": 0.6666666666666666, "worst_month_pct": 0.0, "month_gain_concentration": 0.8492715226464349, "top_asset_trade_share": 0.8333333333333334, "long_counts": { "XRP": 5, "ETH": 1 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 6, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 14.728905977920888, "2026-03-31 00:00:00+00:00": 2.6140822009642335 } }, "selection_score": 2134.937145954982 }, { "name": "ridge_a1_H10_c8_p70_cap2", "variant": { "name": "ridge_a1_H10_c8_p70_cap2", "threshold": 0.033558452906995294, "pred_percentile": 70, "horizon": 10, "cost_bps": 8, "cap": 2, "delay_bars": 1 }, "model_diag": { "alpha": 1.0, "ykey": "y_H10_c8", "n_train": 12794, "target_mean": 0.008213253534827653 }, "val": { "label": "Validation ridge_a1_H10_c8_p70_cap2", "variant": "ridge_a1_H10_c8_p70_cap2", "gain_pct": 2192.8121201541094, "max_drawdown_pct": -11.451495366599474, "capital_score": 2175.6348771042103, "stability_score": 2149.2484739799597, "n_trades": 188, "skipped_by_capacity": 1783, "avg_trade_ret_pct": 1.7054948693501295, "median_trade_ret_pct": 1.4564806098937189, "positive_month_rate": 0.7058823529411765, "worst_month_pct": -30.854488230633706, "month_gain_concentration": 0.17560926953373907, "top_asset_trade_share": 0.601063829787234, "long_counts": { "SOL": 54, "XRP": 113, "BTC": 4, "ETH": 14, "BNB": 3 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 188, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.942084942084942, "max_open_trades": 2, "avg_exposure": 0.971042471042471, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 46.034968679605015, "2024-10-31 00:00:00+00:00": 5.171122962568944, "2024-11-30 00:00:00+00:00": 127.32515614649057, "2024-12-31 00:00:00+00:00": 266.9496997522311, "2025-01-31 00:00:00+00:00": 163.93300397148528, "2025-02-28 00:00:00+00:00": 338.3250739701341, "2025-03-31 00:00:00+00:00": 245.78281153172497, "2025-04-30 00:00:00+00:00": 385.0005130211441, "2025-05-31 00:00:00+00:00": 49.12003240680042, "2025-07-31 00:00:00+00:00": -4.0555618506582505, "2025-08-31 00:00:00+00:00": 103.07614200683338, "2025-10-31 00:00:00+00:00": -7.2855723655891325, "2025-11-30 00:00:00+00:00": 186.11367582389948, "2026-01-31 00:00:00+00:00": -11.321493390524893, "2026-02-28 00:00:00+00:00": 275.53790663180735, "2026-03-31 00:00:00+00:00": -30.854488230633706 } }, "test": { "label": "Test ridge_a1_H10_c8_p70_cap2", "variant": "ridge_a1_H10_c8_p70_cap2", "gain_pct": 199.21305509848702, "max_drawdown_pct": -7.8485607421914345, "capital_score": 187.44021398519988, "stability_score": 187.44021398519988, "n_trades": 102, "skipped_by_capacity": 600, "avg_trade_ret_pct": 1.097484338236863, "median_trade_ret_pct": 1.167014354538602, "positive_month_rate": 1.0, "worst_month_pct": 0.7091586366762215, "month_gain_concentration": 0.1956230964274636, "top_asset_trade_share": 0.4803921568627451, "long_counts": { "XRP": 49, "SOL": 32, "ETH": 13, "BNB": 6, "BTC": 2 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 102, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.9024390243902438, "max_open_trades": 2, "avg_exposure": 0.9512195121951219, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 24.98752086600659, "2025-02-28 00:00:00+00:00": 38.0058356403223, "2025-03-31 00:00:00+00:00": 26.908060381037956, "2025-04-30 00:00:00+00:00": 13.579741154644381, "2025-05-31 00:00:00+00:00": 4.247370743156523, "2025-07-31 00:00:00+00:00": 4.594850830810202, "2025-08-31 00:00:00+00:00": 7.306160538964036, "2025-10-31 00:00:00+00:00": 13.705657409743026, "2025-11-30 00:00:00+00:00": 16.744085479201516, "2025-12-31 00:00:00+00:00": 0.7091586366762215, "2026-01-31 00:00:00+00:00": 5.855605344521393, "2026-02-28 00:00:00+00:00": 31.49007165647015, "2026-03-31 00:00:00+00:00": 6.146803839344159 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 1.2567547412292157, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 8.733743148200091, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 10.40769440424944, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 10.40769440424944, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 10.40769440424944, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 14:00:00+00:00", "gain_pct": 10.40769440424944, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 12.831424808443458, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-20 01:00:00+00:00", "gain_pct": 12.831424808443458, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 12.831424808443458, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 12.831424808443458, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 12.831424808443458, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 12.831424808443458, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 12.831424808443458, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-23 14:00:00+00:00", "gain_pct": 22.880797632769543, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-27 14:00:00+00:00", "gain_pct": 23.211001658254432, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 24.98752086600659, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 27.270781862757403, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 27.270781862757403, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 00:00:00+00:00", "gain_pct": 27.270781862757403, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 27.270781862757403, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 27.270781862757403, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 17.629480520015136, "drawdown_pct": -7.575423990982455, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 17.629480520015136, "drawdown_pct": -7.575423990982455, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 17.629480520015136, "drawdown_pct": -7.575423990982455, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 17.629480520015136, "drawdown_pct": -7.575423990982455, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 10:00:00+00:00", "gain_pct": 17.629480520015136, "drawdown_pct": -7.575423990982455, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 17.629480520015136, "drawdown_pct": -7.575423990982455, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 17.629480520015136, "drawdown_pct": -7.575423990982455, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 19:00:00+00:00", "gain_pct": 28.65712507738732, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 28.65712507738732, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": 28.65712507738732, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 25.452478971215328, "drawdown_pct": -2.490842309933783, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 25.452478971215328, "drawdown_pct": -2.490842309933783, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 30.41348109320225, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-10 03:00:00+00:00", "gain_pct": 30.41348109320225, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-18 16:00:00+00:00", "gain_pct": 34.6497418978542, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 39.522064124718696, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 39.522064124718696, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 39.522064124718696, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 39.522064124718696, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 39.522064124718696, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 39.522064124718696, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 44.1155395253993, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-26 17:00:00+00:00", "gain_pct": 45.1765212904553, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 45.1765212904553, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-28 03:00:00+00:00", "gain_pct": 51.12627433518304, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 62.993356506328894, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 64.72279259024478, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 16:00:00+00:00", "gain_pct": 64.72279259024478, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 64.72279259024478, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 64.72279259024478, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-03 06:00:00+00:00", "gain_pct": 81.90671213350555, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 81.90671213350555, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 77.76171072190951, "drawdown_pct": -2.2786412678130974, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 77.76171072190951, "drawdown_pct": -2.2786412678130974, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 05:00:00+00:00", "gain_pct": 77.76171072190951, "drawdown_pct": -2.2786412678130974, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 83.68224003163687, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 83.68224003163687, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 83.68224003163687, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 83.68224003163687, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 83.68224003163687, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 14:00:00+00:00", "gain_pct": 89.76676917433889, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 89.76676917433889, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 89.76676917433889, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 89.76676917433889, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-09 16:00:00+00:00", "gain_pct": 82.5392358260251, "drawdown_pct": -3.808640142718478, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 82.5392358260251, "drawdown_pct": -3.808640142718478, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 87.3107084754823, "drawdown_pct": -1.2942522600467576, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 87.3107084754823, "drawdown_pct": -1.2942522600467576, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 87.3107084754823, "drawdown_pct": -1.2942522600467576, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 74.8728090271967, "drawdown_pct": -7.8485607421914345, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 85.7936460402234, "drawdown_pct": -2.0936875046154046, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 85.7936460402234, "drawdown_pct": -2.0936875046154046, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 89.90141688736685, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 89.90141688736685, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 06:00:00+00:00", "gain_pct": 94.22450361957024, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 94.22450361957024, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 94.22450361957024, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 94.22450361957024, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 94.22450361957024, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 100.88366575565772, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-04-09 01:00:00+00:00", "gain_pct": 100.88366575565772, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-09 17:00:00+00:00", "gain_pct": 100.2757282732604, "drawdown_pct": -0.3026316152238917, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-10 15:00:00+00:00", "gain_pct": 97.39053991434176, "drawdown_pct": -1.7388799772126706, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-22 21:00:00+00:00", "gain_pct": 103.48115804201123, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 107.72852878516775, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 106.75440695098285, "drawdown_pct": -0.4689398417645041, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 112.32337961597796, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 112.32337961597796, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-08-14 12:00:00+00:00", "gain_pct": 121.39204497271987, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-08-24 19:00:00+00:00", "gain_pct": 119.62954015494199, "drawdown_pct": -0.7961012411241142, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-10 22:00:00+00:00", "gain_pct": 118.21330720575406, "drawdown_pct": -1.4357958378122815, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-11 05:00:00+00:00", "gain_pct": 118.21330720575406, "drawdown_pct": -1.4357958378122815, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 115.70290961668036, "drawdown_pct": -2.569710829827032, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 115.70290961668036, "drawdown_pct": -2.569710829827032, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 128.13295612162094, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 126.90600700085827, "drawdown_pct": -0.5378219533124229, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 126.90600700085827, "drawdown_pct": -0.5378219533124229, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-19 09:00:00+00:00", "gain_pct": 133.33519756468502, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-11-04 19:00:00+00:00", "gain_pct": 135.8948909473658, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 135.8948909473658, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-04 21:00:00+00:00", "gain_pct": 135.8948909473658, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 143.77320854904585, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 143.77320854904585, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 143.77320854904585, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 150.07928304388653, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 150.78844168056276, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 156.64404702508415, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 165.64059535372104, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 166.45222975976657, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 166.45222975976657, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 166.45222975976657, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 166.45222975976657, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 166.45222975976657, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 166.45222975976657, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 166.45222975976657, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 05:00:00+00:00", "gain_pct": 166.45222975976657, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 192.10500502789978, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 16:00:00+00:00", "gain_pct": 192.10500502789978, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-28 06:00:00+00:00", "gain_pct": 188.1341186815543, "drawdown_pct": -1.3594037342722687, "open_trades": 1, "exposure": 0.5 }, { "t": "2026-02-28 07:00:00+00:00", "gain_pct": 188.1341186815543, "drawdown_pct": -1.3594037342722687, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 194.28092252089846, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a1_H10_c8_p70_cap2", "variant": "ridge_a1_H10_c8_p70_cap2", "gain_pct": 19.62869008732119, "max_drawdown_pct": -1.3594037342722909, "capital_score": 17.589584485912752, "stability_score": 4.455153817504029, "n_trades": 11, "skipped_by_capacity": 46, "avg_trade_ret_pct": 1.6563612066068303, "median_trade_ret_pct": 1.3722558108335237, "positive_month_rate": 0.6666666666666666, "worst_month_pct": 0.0, "month_gain_concentration": 0.9217408630999854, "top_asset_trade_share": 0.6363636363636364, "long_counts": { "XRP": 7, "ETH": 3, "SOL": 1 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 11, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.9230769230769231, "max_open_trades": 2, "avg_exposure": 0.9615384615384616, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 15.497546089767269, "2026-03-31 00:00:00+00:00": 1.3157977796215192 } }, "selection_score": 2175.6348771042103 }, { "name": "ridge_a1_H10_c8_p70_cap3", "variant": { "name": "ridge_a1_H10_c8_p70_cap3", "threshold": 0.033558452906995294, "pred_percentile": 70, "horizon": 10, "cost_bps": 8, "cap": 3, "delay_bars": 1 }, "model_diag": { "alpha": 1.0, "ykey": "y_H10_c8", "n_train": 12794, "target_mean": 0.008213253534827653 }, "val": { "label": "Validation ridge_a1_H10_c8_p70_cap3", "variant": "ridge_a1_H10_c8_p70_cap3", "gain_pct": 1997.0267935948032, "max_drawdown_pct": -11.341555128305458, "capital_score": 1980.014460902345, "stability_score": 1955.994924896095, "n_trades": 271, "skipped_by_capacity": 1700, "avg_trade_ret_pct": 1.1405019280587003, "median_trade_ret_pct": 0.9684278940793202, "positive_month_rate": 0.7058823529411765, "worst_month_pct": -28.25385334942348, "month_gain_concentration": 0.17540514733734666, "top_asset_trade_share": 0.6088560885608856, "long_counts": { "SOL": 79, "XRP": 165, "BTC": 6, "BNB": 5, "ETH": 16 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 271, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.833976833976834, "max_open_trades": 3, "avg_exposure": 0.9446589446589446, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 41.84519409712419, "2024-10-31 00:00:00+00:00": 4.878729819616808, "2024-11-30 00:00:00+00:00": 126.3692232705032, "2024-12-31 00:00:00+00:00": 233.35222148863227, "2025-01-31 00:00:00+00:00": 143.09511864771525, "2025-02-28 00:00:00+00:00": 310.6460105037331, "2025-03-31 00:00:00+00:00": 249.90169364689552, "2025-04-30 00:00:00+00:00": 350.49048816760137, "2025-05-31 00:00:00+00:00": 30.372517760452865, "2025-07-31 00:00:00+00:00": -2.4897903439648417, "2025-08-31 00:00:00+00:00": 95.46701284055825, "2025-10-31 00:00:00+00:00": -4.477520890222877, "2025-11-30 00:00:00+00:00": 172.54614100108233, "2026-01-31 00:00:00+00:00": -10.450061674036306, "2026-02-28 00:00:00+00:00": 239.212404045501, "2026-03-31 00:00:00+00:00": -28.25385334942348 } }, "test": { "label": "Test ridge_a1_H10_c8_p70_cap3", "variant": "ridge_a1_H10_c8_p70_cap3", "gain_pct": 185.46174479138637, "max_drawdown_pct": -8.59213979749197, "capital_score": 172.5735350951484, "stability_score": 172.5735350951484, "n_trades": 145, "skipped_by_capacity": 557, "avg_trade_ret_pct": 0.7337046019160968, "median_trade_ret_pct": 0.7906934537382457, "positive_month_rate": 1.0, "worst_month_pct": 0.675598960638581, "month_gain_concentration": 0.1997341348279846, "top_asset_trade_share": 0.4413793103448276, "long_counts": { "XRP": 64, "SOL": 48, "ETH": 20, "BNB": 9, "BTC": 4 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 145, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.731707317073171, "max_open_trades": 3, "avg_exposure": 0.9105691056910568, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 23.957698157855432, "2025-02-28 00:00:00+00:00": 35.83254413095345, "2025-03-31 00:00:00+00:00": 24.48421716284122, "2025-04-30 00:00:00+00:00": 13.511554074811414, "2025-05-31 00:00:00+00:00": 4.135665916026625, "2025-07-31 00:00:00+00:00": 2.975014452463995, "2025-08-31 00:00:00+00:00": 5.93350768441158, "2025-10-31 00:00:00+00:00": 12.3311749108953, "2025-11-30 00:00:00+00:00": 15.027069820961941, "2025-12-31 00:00:00+00:00": 0.675598960638581, "2026-01-31 00:00:00+00:00": 5.588022692061628, "2026-02-28 00:00:00+00:00": 28.003224777319446, "2026-03-31 00:00:00+00:00": 6.945910572420416 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 0.8378364941528105, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 7.356137004907211, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 8.457965717753865, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 8.457965717753865, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 8.457965717753865, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-19 14:00:00+00:00", "gain_pct": 8.457965717753865, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 12.345548074408285, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-20 01:00:00+00:00", "gain_pct": 12.345548074408285, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 12.345548074408285, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 12.345548074408285, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 12.345548074408285, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 12.345548074408285, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 12.345548074408285, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-23 14:00:00+00:00", "gain_pct": 22.557961135915036, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-27 14:00:00+00:00", "gain_pct": 22.777518804278273, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 23.957698157855432, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 25.467330348812396, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 25.467330348812396, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 00:00:00+00:00", "gain_pct": 25.467330348812396, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 25.467330348812396, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 25.467330348812396, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 17.687692228103288, "drawdown_pct": -6.200528933771765, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 17.687692228103288, "drawdown_pct": -6.200528933771765, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 17.687692228103288, "drawdown_pct": -6.200528933771765, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 17.687692228103288, "drawdown_pct": -6.200528933771765, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 10:00:00+00:00", "gain_pct": 17.687692228103288, "drawdown_pct": -6.200528933771765, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 17.687692228103288, "drawdown_pct": -6.200528933771765, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 17.687692228103288, "drawdown_pct": -6.200528933771765, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 19:00:00+00:00", "gain_pct": 29.633199704247914, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 29.633199704247914, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": 29.633199704247914, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 26.48828501806223, "drawdown_pct": -2.4260102299107467, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 26.48828501806223, "drawdown_pct": -2.4260102299107467, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 31.804562372756465, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-10 03:00:00+00:00", "gain_pct": 31.804562372756465, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-18 16:00:00+00:00", "gain_pct": 36.21575666273225, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 39.492197447573915, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 39.492197447573915, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 39.492197447573915, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 39.492197447573915, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 39.492197447573915, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 39.492197447573915, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 44.78582244364367, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-26 17:00:00+00:00", "gain_pct": 45.54653047393742, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 45.54653047393742, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-28 03:00:00+00:00", "gain_pct": 51.88900856341667, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 59.790242288808884, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 60.91954783002586, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 16:00:00+00:00", "gain_pct": 60.91954783002586, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 60.91954783002586, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 60.91954783002586, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-03 06:00:00+00:00", "gain_pct": 77.85177456575556, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 77.85177456575556, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 73.806875649256, "drawdown_pct": -2.274309000500907, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 73.806875649256, "drawdown_pct": -2.274309000500907, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 05:00:00+00:00", "gain_pct": 73.806875649256, "drawdown_pct": -2.274309000500907, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 79.6117220243446, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 79.6117220243446, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 79.6117220243446, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 79.6117220243446, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 79.6117220243446, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 14:00:00+00:00", "gain_pct": 85.57780723585469, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 85.57780723585469, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 85.57780723585469, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 85.57780723585469, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-09 16:00:00+00:00", "gain_pct": 78.53229598273242, "drawdown_pct": -3.7965268358667426, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 78.53229598273242, "drawdown_pct": -3.7965268358667426, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 81.62615733251982, "drawdown_pct": -2.1293763312509872, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 81.62615733251982, "drawdown_pct": -2.1293763312509872, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 81.62615733251982, "drawdown_pct": -2.1293763312509872, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 69.63270260502989, "drawdown_pct": -8.59213979749197, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 80.28122967955792, "drawdown_pct": -2.854100732834519, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 80.28122967955792, "drawdown_pct": -2.854100732834519, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 84.2744594516501, "drawdown_pct": -0.7023187759450877, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 84.2744594516501, "drawdown_pct": -0.7023187759450877, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 06:00:00+00:00", "gain_pct": 88.47739712342656, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 88.47739712342656, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 88.47739712342656, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 88.47739712342656, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 88.47739712342656, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 94.95794222937576, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-04-09 01:00:00+00:00", "gain_pct": 94.95794222937576, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-09 17:00:00+00:00", "gain_pct": 94.6542925896982, "drawdown_pct": -0.1557513565260682, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-10 15:00:00+00:00", "gain_pct": 91.85345623549901, "drawdown_pct": -1.5923875469634363, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-22 21:00:00+00:00", "gain_pct": 97.78601352646152, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 101.92167944248814, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 101.29017137355459, "drawdown_pct": -0.3127490176771386, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 104.89669389495214, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 104.89669389495214, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-08-14 12:00:00+00:00", "gain_pct": 112.52096066547585, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-08-24 19:00:00+00:00", "gain_pct": 110.83020157936372, "drawdown_pct": -0.7955728605864576, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-10 22:00:00+00:00", "gain_pct": 109.47144002968827, "drawdown_pct": -1.4349269955483468, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-11 05:00:00+00:00", "gain_pct": 109.47144002968827, "drawdown_pct": -1.4349269955483468, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 107.06392351122904, "drawdown_pct": -2.5677642041326054, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 107.06392351122904, "drawdown_pct": -2.5677642041326054, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 117.94038049085196, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 116.7687747676656, "drawdown_pct": -0.5375808377261815, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 116.7687747676656, "drawdown_pct": -0.5375808377261815, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-19 09:00:00+00:00", "gain_pct": 123.16137649025902, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-11-04 19:00:00+00:00", "gain_pct": 124.79343401846708, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 124.79343401846708, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-04 21:00:00+00:00", "gain_pct": 124.79343401846708, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 132.3218451501083, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 132.3218451501083, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 132.3218451501083, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 138.18844631122096, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 138.86404527185954, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 144.45206796392117, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 153.04621464089996, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 151.772872904212, "drawdown_pct": -0.5032052103585039, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 151.772872904212, "drawdown_pct": -0.5032052103585039, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 151.772872904212, "drawdown_pct": -0.5032052103585039, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 151.772872904212, "drawdown_pct": -0.5032052103585039, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 151.772872904212, "drawdown_pct": -0.5032052103585039, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 151.772872904212, "drawdown_pct": -0.5032052103585039, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 151.772872904212, "drawdown_pct": -0.5032052103585039, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 05:00:00+00:00", "gain_pct": 151.772872904212, "drawdown_pct": -0.5032052103585039, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 176.20578781981743, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 16:00:00+00:00", "gain_pct": 176.20578781981743, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-28 06:00:00+00:00", "gain_pct": 172.4552927412406, "drawdown_pct": -1.3578625951978451, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2026-02-28 07:00:00+00:00", "gain_pct": 172.4552927412406, "drawdown_pct": -1.3578625951978451, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 179.40120331366103, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a1_H10_c8_p70_cap3", "variant": "ridge_a1_H10_c8_p70_cap3", "gain_pct": 19.042935488050915, "max_drawdown_pct": 0.0, "capital_score": 19.042935488050915, "stability_score": 6.372377611456217, "n_trades": 15, "skipped_by_capacity": 42, "avg_trade_ret_pct": 1.1747994593074182, "median_trade_ret_pct": 0.9148372072223491, "positive_month_rate": 0.6666666666666666, "worst_month_pct": 0.0, "month_gain_concentration": 0.946822315063788, "top_asset_trade_share": 0.6, "long_counts": { "XRP": 9, "ETH": 3, "BTC": 1, "SOL": 2 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 15, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.6923076923076925, "max_open_trades": 3, "avg_exposure": 0.8974358974358974, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 15.637315242948375, "2026-03-31 00:00:00+00:00": 0.8782600600004997 } }, "selection_score": 1980.014460902345 }, { "name": "ridge_a1_H10_c8_p70_cap5", "variant": { "name": "ridge_a1_H10_c8_p70_cap5", "threshold": 0.033558452906995294, "pred_percentile": 70, "horizon": 10, "cost_bps": 8, "cap": 5, "delay_bars": 1 }, "model_diag": { "alpha": 1.0, "ykey": "y_H10_c8", "n_train": 12794, "target_mean": 0.008213253534827653 }, "val": { "label": "Validation ridge_a1_H10_c8_p70_cap5", "variant": "ridge_a1_H10_c8_p70_cap5", "gain_pct": 1612.9457257138906, "max_drawdown_pct": -11.255639059853117, "capital_score": 1596.062267124111, "stability_score": 1592.415172551172, "n_trades": 416, "skipped_by_capacity": 1555, "avg_trade_ret_pct": 0.6892667155754105, "median_trade_ret_pct": 0.610006010400939, "positive_month_rate": 0.7647058823529411, "worst_month_pct": -8.40670995755454, "month_gain_concentration": 0.16398528630435572, "top_asset_trade_share": 0.5913461538461539, "long_counts": { "SOL": 124, "XRP": 246, "BTC": 11, "BNB": 9, "ETH": 26 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 416, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.455598455598456, "max_open_trades": 5, "avg_exposure": 0.8911196911196911, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 28.600627611316014, "2024-10-31 00:00:00+00:00": 3.726471240639114, "2024-11-30 00:00:00+00:00": 112.9275197647047, "2024-12-31 00:00:00+00:00": 180.2318348823251, "2025-01-31 00:00:00+00:00": 113.36418002757182, "2025-02-28 00:00:00+00:00": 252.94477727654316, "2025-03-31 00:00:00+00:00": 210.2254847716797, "2025-04-30 00:00:00+00:00": 261.10727438062213, "2025-05-31 00:00:00+00:00": 14.721629251730747, "2025-07-31 00:00:00+00:00": -1.1998776944126348, "2025-08-31 00:00:00+00:00": 77.03401385245729, "2025-10-31 00:00:00+00:00": -2.159645752538836, "2025-11-30 00:00:00+00:00": 138.90343066614423, "2026-01-31 00:00:00+00:00": -8.40670995755454, "2026-02-28 00:00:00+00:00": 193.3038557652235, "2026-03-31 00:00:00+00:00": 5.169281089825745 } }, "test": { "label": "Test ridge_a1_H10_c8_p70_cap5", "variant": "ridge_a1_H10_c8_p70_cap5", "gain_pct": 121.76513966020522, "max_drawdown_pct": -9.70871604216159, "capital_score": 107.20206559696284, "stability_score": 107.20206559696284, "n_trades": 214, "skipped_by_capacity": 488, "avg_trade_ret_pct": 0.37620473676422533, "median_trade_ret_pct": 0.47187316199899626, "positive_month_rate": 1.0, "worst_month_pct": 0.3145895807197405, "month_gain_concentration": 0.21061800654194368, "top_asset_trade_share": 0.4392523364485981, "long_counts": { "XRP": 94, "SOL": 63, "ETH": 33, "BTC": 9, "BNB": 15 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 214, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.105691056910569, "max_open_trades": 5, "avg_exposure": 0.8211382113821137, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 14.990041928918501, "2025-02-28 00:00:00+00:00": 18.016317293154444, "2025-03-31 00:00:00+00:00": 10.135082475149318, "2025-04-30 00:00:00+00:00": 10.257987159161985, "2025-05-31 00:00:00+00:00": 1.9192194010618948, "2025-07-31 00:00:00+00:00": 1.3720699928192062, "2025-08-31 00:00:00+00:00": 5.868474831816968, "2025-10-31 00:00:00+00:00": 10.985914648522026, "2025-11-30 00:00:00+00:00": 11.377007002360841, "2025-12-31 00:00:00+00:00": 0.3145895807197405, "2026-01-31 00:00:00+00:00": 3.252367273929792, "2026-02-28 00:00:00+00:00": 24.47643140460673, "2026-03-31 00:00:00+00:00": 3.2469320529860966 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 0.5027018964916863, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 4.3701210435237385, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 5.012830436786146, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 5.012830436786146, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 5.012830436786146, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-01-19 14:00:00+00:00", "gain_pct": 5.012830436786146, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 7.6917730267866915, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-01-20 01:00:00+00:00", "gain_pct": 6.199838689478, "drawdown_pct": -1.3853744769691922, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 6.199838689478, "drawdown_pct": -1.3853744769691922, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 6.199838689478, "drawdown_pct": -1.3853744769691922, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 6.199838689478, "drawdown_pct": -1.3853744769691922, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 6.199838689478, "drawdown_pct": -1.3853744769691922, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 6.199838689478, "drawdown_pct": -1.3853744769691922, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-23 14:00:00+00:00", "gain_pct": 14.207891508771354, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-27 14:00:00+00:00", "gain_pct": 14.330650821031156, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 14.990041928918501, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 15.830293102577713, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 15.830293102577713, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 00:00:00+00:00", "gain_pct": 15.830293102577713, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 15.830293102577713, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 15.830293102577713, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 4.584658854444953, "drawdown_pct": -9.70871604216159, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 4.584658854444953, "drawdown_pct": -9.70871604216159, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 4.584658854444953, "drawdown_pct": -9.70871604216159, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 4.584658854444953, "drawdown_pct": -9.70871604216159, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 10:00:00+00:00", "gain_pct": 4.584658854444953, "drawdown_pct": -9.70871604216159, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 4.584658854444953, "drawdown_pct": -9.70871604216159, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 4.584658854444953, "drawdown_pct": -9.70871604216159, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 19:00:00+00:00", "gain_pct": 15.250594812824076, "drawdown_pct": -0.5004720908719951, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 15.250594812824076, "drawdown_pct": -0.5004720908719951, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": 15.250594812824076, "drawdown_pct": -0.5004720908719951, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 13.567511654113346, "drawdown_pct": -1.953531660720631, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 11.750910238800031, "drawdown_pct": -3.521861815686711, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 15.024023496066661, "drawdown_pct": -0.6960783616398403, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-10 03:00:00+00:00", "gain_pct": 15.024023496066661, "drawdown_pct": -0.6960783616398403, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-18 16:00:00+00:00", "gain_pct": 18.77951636689869, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 20.489743251729323, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 20.489743251729323, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 20.489743251729323, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 20.489743251729323, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 20.489743251729323, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 20.489743251729323, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 24.928290768045983, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-26 17:00:00+00:00", "gain_pct": 25.348000352137277, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 25.348000352137277, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-28 03:00:00+00:00", "gain_pct": 29.000431587951994, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 33.006359222072945, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 33.569969491455566, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-02 16:00:00+00:00", "gain_pct": 33.569969491455566, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 33.569969491455566, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 33.569969491455566, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-03 06:00:00+00:00", "gain_pct": 41.94334082442569, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 41.94334082442569, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 37.49289598585864, "drawdown_pct": -3.135367120935917, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 37.49289598585864, "drawdown_pct": -3.135367120935917, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 05:00:00+00:00", "gain_pct": 37.49289598585864, "drawdown_pct": -3.135367120935917, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 41.41264097201204, "drawdown_pct": -0.37388147223481605, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 41.41264097201204, "drawdown_pct": -0.37388147223481605, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 41.41264097201204, "drawdown_pct": -0.37388147223481605, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 41.41264097201204, "drawdown_pct": -0.37388147223481605, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 41.41264097201204, "drawdown_pct": -0.37388147223481605, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-07 14:00:00+00:00", "gain_pct": 46.78471654008845, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 46.78471654008845, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 46.78471654008845, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 46.78471654008845, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-09 16:00:00+00:00", "gain_pct": 41.503057066393325, "drawdown_pct": -3.5982352919233573, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 41.503057066393325, "drawdown_pct": -3.5982352919233573, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 42.97192025152415, "drawdown_pct": -2.5975431083269385, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 42.97192025152415, "drawdown_pct": -2.5975431083269385, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 42.97192025152415, "drawdown_pct": -2.5975431083269385, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 34.696891719434234, "drawdown_pct": -8.23507045255144, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 39.72896292333172, "drawdown_pct": -4.806872120660966, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 39.72896292333172, "drawdown_pct": -4.806872120660966, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 43.14144169722226, "drawdown_pct": -2.4820532605458134, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 43.14144169722226, "drawdown_pct": -2.4820532605458134, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-04-07 06:00:00+00:00", "gain_pct": 45.671241503574066, "drawdown_pct": -0.7585769573021484, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 45.671241503574066, "drawdown_pct": -0.7585769573021484, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 45.671241503574066, "drawdown_pct": -0.7585769573021484, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 45.671241503574066, "drawdown_pct": -0.7585769573021484, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 45.671241503574066, "drawdown_pct": -0.7585769573021484, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 51.297604378147696, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-04-09 01:00:00+00:00", "gain_pct": 51.297604378147696, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-09 17:00:00+00:00", "gain_pct": 51.23981104858615, "drawdown_pct": -0.0381984432596183, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-10 15:00:00+00:00", "gain_pct": 48.50088767363155, "drawdown_pct": -1.8484871032895756, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-22 21:00:00+00:00", "gain_pct": 53.39942885638425, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 55.31864825744614, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 55.02710243449417, "drawdown_pct": -0.18770818972666525, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 56.69071825026535, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 56.69071825026535, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-08-14 12:00:00+00:00", "gain_pct": 63.33971525090311, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-08-24 19:00:00+00:00", "gain_pct": 62.55919308208232, "drawdown_pct": -0.4778520445084977, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-10 22:00:00+00:00", "gain_pct": 61.51197942701492, "drawdown_pct": -1.1189782111966085, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-10-11 05:00:00+00:00", "gain_pct": 61.51197942701492, "drawdown_pct": -1.1189782111966085, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 61.01689866771437, "drawdown_pct": -1.4220770371863978, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 61.01689866771437, "drawdown_pct": -1.4220770371863978, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 69.33110715817196, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 68.42114184922062, "drawdown_pct": -0.5373881528462188, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 68.42114184922062, "drawdown_pct": -0.5373881528462188, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-19 09:00:00+00:00", "gain_pct": 73.54510773060434, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-11-04 19:00:00+00:00", "gain_pct": 74.30662552730368, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 74.30662552730368, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-04 21:00:00+00:00", "gain_pct": 74.30662552730368, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 80.46777437160387, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 80.46777437160387, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 80.46777437160387, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 84.92211473296518, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 85.23670431368492, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 88.48907158761472, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 95.13125827615829, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 96.68429697219182, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 96.68429697219182, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 96.68429697219182, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 96.68429697219182, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 96.68429697219182, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 96.68429697219182, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 96.68429697219182, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 05:00:00+00:00", "gain_pct": 96.68429697219182, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 115.89439772388147, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 16:00:00+00:00", "gain_pct": 115.89439772388147, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-28 06:00:00+00:00", "gain_pct": 112.96550299222145, "drawdown_pct": -1.3566330402912663, "open_trades": 1, "exposure": 0.2 }, { "t": "2026-02-28 07:00:00+00:00", "gain_pct": 112.96550299222145, "drawdown_pct": -1.3566330402912663, "open_trades": 3, "exposure": 0.6 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 116.21243504520754, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a1_H10_c8_p70_cap5", "variant": "ridge_a1_H10_c8_p70_cap5", "gain_pct": 16.133581692551203, "max_drawdown_pct": 0.0, "capital_score": 16.133581692551203, "stability_score": 4.583673835064731, "n_trades": 21, "skipped_by_capacity": 36, "avg_trade_ret_pct": 0.7166926366956786, "median_trade_ret_pct": 0.5654076974036664, "positive_month_rate": 0.6666666666666666, "worst_month_pct": 0.0, "month_gain_concentration": 0.9619963142994589, "top_asset_trade_share": 0.5238095238095238, "long_counts": { "XRP": 11, "ETH": 5, "BTC": 1, "SOL": 4 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 21, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.076923076923077, "max_open_trades": 5, "avg_exposure": 0.8153846153846154, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 13.03927474485549, "2026-03-31 00:00:00+00:00": 0.5151168375601856 } }, "selection_score": 1596.062267124111 }, { "name": "ridge_a1_H10_c8_p80_cap1", "variant": { "name": "ridge_a1_H10_c8_p80_cap1", "threshold": 0.05217790571961471, "pred_percentile": 80, "horizon": 10, "cost_bps": 8, "cap": 1, "delay_bars": 1 }, "model_diag": { "alpha": 1.0, "ykey": "y_H10_c8", "n_train": 12794, "target_mean": 0.008213253534827653 }, "val": { "label": "Validation ridge_a1_H10_c8_p80_cap1", "variant": "ridge_a1_H10_c8_p80_cap1", "gain_pct": 1392.8370454580627, "max_drawdown_pct": -11.799569996877501, "capital_score": 1375.1376904627464, "stability_score": 1358.1005135478315, "n_trades": 83, "skipped_by_capacity": 1231, "avg_trade_ret_pct": 3.409028382528867, "median_trade_ret_pct": 3.125137365567101, "positive_month_rate": 0.8125, "worst_month_pct": -20.019104625758246, "month_gain_concentration": 0.149445934224803, "top_asset_trade_share": 0.6506024096385542, "long_counts": { "SOL": 23, "ETH": 4, "XRP": 54, "BTC": 2 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 83, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 19.89753205190148, "2024-10-31 00:00:00+00:00": 9.012172622110754, "2024-11-30 00:00:00+00:00": 129.0117939483123, "2024-12-31 00:00:00+00:00": 181.06780099073808, "2025-01-31 00:00:00+00:00": 125.32094446775511, "2025-02-28 00:00:00+00:00": 205.16678358398394, "2025-03-31 00:00:00+00:00": 148.93698636936074, "2025-04-30 00:00:00+00:00": 72.48438522475408, "2025-05-31 00:00:00+00:00": 123.67371663530503, "2025-07-31 00:00:00+00:00": -5.2328146136799205, "2025-10-31 00:00:00+00:00": 65.37885199056313, "2025-11-30 00:00:00+00:00": 66.7459354646237, "2026-01-31 00:00:00+00:00": 50.973970576953434, "2026-02-28 00:00:00+00:00": 175.17867630203887, "2026-03-31 00:00:00+00:00": -20.019104625758246 } }, "test": { "label": "Test ridge_a1_H10_c8_p80_cap1", "variant": "ridge_a1_H10_c8_p80_cap1", "gain_pct": 152.95156366730407, "max_drawdown_pct": -11.799569996877501, "capital_score": 135.25220867198783, "stability_score": 133.89506581484497, "n_trades": 42, "skipped_by_capacity": 401, "avg_trade_ret_pct": 2.3307425669433135, "median_trade_ret_pct": 2.5716722576802433, "positive_month_rate": 0.8333333333333334, "worst_month_pct": -3.440689418059975, "month_gain_concentration": 0.19603578407962213, "top_asset_trade_share": 0.5952380952380952, "long_counts": { "XRP": 25, "SOL": 12, "ETH": 4, "BNB": 1 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 42, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 25.090494999873144, "2025-02-28 00:00:00+00:00": 22.412267895699713, "2025-03-31 00:00:00+00:00": 20.37702038641163, "2025-04-30 00:00:00+00:00": 13.113379932709421, "2025-05-31 00:00:00+00:00": -1.3445383975666516, "2025-07-31 00:00:00+00:00": 3.9407193382120624, "2025-10-31 00:00:00+00:00": 14.351678073217784, "2025-11-30 00:00:00+00:00": 18.53765682100729, "2025-12-31 00:00:00+00:00": 0.6134416380692471, "2026-01-31 00:00:00+00:00": 5.039589861169645, "2026-02-28 00:00:00+00:00": 30.10801077719796, "2026-03-31 00:00:00+00:00": -3.440689418059975 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 2.5135094824584314, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 12.260873674421276, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 15.717376229223746, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 15.717376229223746, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 15.717376229223746, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 14.038751242824617, "drawdown_pct": -1.4506248249821607, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 14.038751242824617, "drawdown_pct": -1.4506248249821607, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 14.038751242824617, "drawdown_pct": -1.4506248249821607, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 14.038751242824617, "drawdown_pct": -1.4506248249821607, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 14.038751242824617, "drawdown_pct": -1.4506248249821607, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 14.038751242824617, "drawdown_pct": -1.4506248249821607, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 25.090494999873144, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 29.66077923814774, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 29.66077923814774, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 29.66077923814774, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 29.66077923814774, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 14.361364833445691, "drawdown_pct": -11.799569996877501, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 14.361364833445691, "drawdown_pct": -11.799569996877501, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 14.361364833445691, "drawdown_pct": -11.799569996877501, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 14.361364833445691, "drawdown_pct": -11.799569996877501, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 14.361364833445691, "drawdown_pct": -11.799569996877501, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 14.361364833445691, "drawdown_pct": -11.799569996877501, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 19:00:00+00:00", "gain_pct": 27.104743163930735, "drawdown_pct": -1.9713255536759844, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 27.104743163930735, "drawdown_pct": -1.9713255536759844, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": 27.104743163930735, "drawdown_pct": -1.9713255536759844, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 23.91880013523358, "drawdown_pct": -4.4284625903472925, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 23.91880013523358, "drawdown_pct": -4.4284625903472925, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 30.778075566784565, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 35.33642000350994, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 35.33642000350994, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 35.33642000350994, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 35.33642000350994, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 35.33642000350994, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 35.33642000350994, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 39.75600984004589, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 40.78300991876944, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 47.50276289557286, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 49.06370684243569, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 16:00:00+00:00", "gain_pct": 49.06370684243569, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 49.06370684243569, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 49.06370684243569, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 64.2283806429462, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 56.841362853900534, "drawdown_pct": -4.498015361368024, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 56.841362853900534, "drawdown_pct": -4.498015361368024, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 62.02233332476973, "drawdown_pct": -1.3432801989156196, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 62.02233332476973, "drawdown_pct": -1.3432801989156196, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 62.02233332476973, "drawdown_pct": -1.3432801989156196, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 62.02233332476973, "drawdown_pct": -1.3432801989156196, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 62.02233332476973, "drawdown_pct": -1.3432801989156196, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 67.34564664296096, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 67.34564664296096, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 67.34564664296096, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 61.060521511230064, "drawdown_pct": -3.7557745049325852, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 65.95937083008283, "drawdown_pct": -0.8283907234442722, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 65.95937083008283, "drawdown_pct": -0.8283907234442722, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 65.95937083008283, "drawdown_pct": -0.8283907234442722, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 54.749974486956944, "drawdown_pct": -7.526740258070419, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 64.26778996651515, "drawdown_pct": -1.8392212395058838, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 64.26778996651515, "drawdown_pct": -1.8392212395058838, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 67.87978328198449, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 67.87978328198449, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 71.68004330560498, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 71.68004330560498, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 71.68004330560498, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 71.68004330560498, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 80.99316321469391, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 79.64862481712726, "drawdown_pct": -0.7428669534725763, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 78.80519087878909, "drawdown_pct": -1.2088701567746218, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 83.58934415533932, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 83.58934415533932, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 88.31309800667745, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 88.31309800667745, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 99.01279976211319, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 97.9410222285571, "drawdown_pct": -0.5385470355862676, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 97.9410222285571, "drawdown_pct": -0.5385470355862676, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 102.58600771831607, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 111.05386757016242, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 111.05386757016242, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 111.05386757016242, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 116.47867904956439, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 117.09212068763364, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 122.13171054880328, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 129.8513738753509, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 130.55312279581497, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 130.55312279581497, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 130.55312279581497, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 130.55312279581497, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 130.55312279581497, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 130.55312279581497, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 130.55312279581497, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 152.23972132600124, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 148.79903190794127, "drawdown_pct": -1.364055351779092, "open_trades": 1, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a1_H10_c8_p80_cap1", "variant": "ridge_a1_H10_c8_p80_cap1", "gain_pct": 16.643766426278845, "max_drawdown_pct": -1.364055351779092, "capital_score": 14.597683398610206, "stability_score": -5.402316601389794, "n_trades": 5, "skipped_by_capacity": 34, "avg_trade_ret_pct": 3.1862171048242445, "median_trade_ret_pct": 2.7445116216670473, "positive_month_rate": 0.3333333333333333, "worst_month_pct": -1.5866079932734323, "month_gain_concentration": 1.0, "top_asset_trade_share": 0.8, "long_counts": { "XRP": 4, "ETH": 1 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 5, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 16.31551397119432, "2026-03-31 00:00:00+00:00": -1.5866079932734323 } }, "selection_score": 1375.1376904627464 }, { "name": "ridge_a1_H10_c8_p80_cap2", "variant": { "name": "ridge_a1_H10_c8_p80_cap2", "threshold": 0.05217790571961471, "pred_percentile": 80, "horizon": 10, "cost_bps": 8, "cap": 2, "delay_bars": 1 }, "model_diag": { "alpha": 1.0, "ykey": "y_H10_c8", "n_train": 12794, "target_mean": 0.008213253534827653 }, "val": { "label": "Validation ridge_a1_H10_c8_p80_cap2", "variant": "ridge_a1_H10_c8_p80_cap2", "gain_pct": 1271.2118653520174, "max_drawdown_pct": -11.451495366599463, "capital_score": 1254.0346223021181, "stability_score": 1238.7150665301551, "n_trades": 158, "skipped_by_capacity": 1156, "avg_trade_ret_pct": 1.6951269574166605, "median_trade_ret_pct": 1.530152873845307, "positive_month_rate": 0.8125, "worst_month_pct": -18.452467164368045, "month_gain_concentration": 0.1450233667423962, "top_asset_trade_share": 0.6455696202531646, "long_counts": { "SOL": 43, "ETH": 10, "XRP": 102, "BTC": 3 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 158, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.9414634146341463, "max_open_trades": 2, "avg_exposure": 0.9707317073170731, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 12.512387434175821, "2024-10-31 00:00:00+00:00": 8.57997406329524, "2024-11-30 00:00:00+00:00": 107.422773537248, "2024-12-31 00:00:00+00:00": 171.6855467737051, "2025-01-31 00:00:00+00:00": 122.34709854412199, "2025-02-28 00:00:00+00:00": 182.70015167268264, "2025-03-31 00:00:00+00:00": 142.43620341252608, "2025-04-30 00:00:00+00:00": 61.28800023211954, "2025-05-31 00:00:00+00:00": 115.0520543181351, "2025-07-31 00:00:00+00:00": -2.4038501725084416, "2025-10-31 00:00:00+00:00": 61.096245321573974, "2025-11-30 00:00:00+00:00": 62.392378150301965, "2026-01-31 00:00:00+00:00": 47.500302656309714, "2026-02-28 00:00:00+00:00": 164.7849135158947, "2026-03-31 00:00:00+00:00": -18.452467164368045 } }, "test": { "label": "Test ridge_a1_H10_c8_p80_cap2", "variant": "ridge_a1_H10_c8_p80_cap2", "gain_pct": 149.66194121859476, "max_drawdown_pct": -8.38607464964145, "capital_score": 137.0828292441326, "stability_score": 137.0828292441326, "n_trades": 79, "skipped_by_capacity": 364, "avg_trade_ret_pct": 1.18591064690226, "median_trade_ret_pct": 1.2851722505389696, "positive_month_rate": 0.8333333333333334, "worst_month_pct": -3.3839713935452096, "month_gain_concentration": 0.20203671735866013, "top_asset_trade_share": 0.5443037974683544, "long_counts": { "XRP": 43, "SOL": 23, "ETH": 10, "BNB": 3 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 79, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.903225806451613, "max_open_trades": 2, "avg_exposure": 0.9516129032258065, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 20.841284532687197, "2025-02-28 00:00:00+00:00": 21.16044502227892, "2025-03-31 00:00:00+00:00": 18.82719495230623, "2025-04-30 00:00:00+00:00": 12.705358639985008, "2025-05-31 00:00:00+00:00": -0.6445644212232651, "2025-07-31 00:00:00+00:00": 3.824233832361216, "2025-10-31 00:00:00+00:00": 17.117845423831938, "2025-11-30 00:00:00+00:00": 19.28463651800365, "2025-12-31 00:00:00+00:00": 0.6043417843490602, "2026-01-31 00:00:00+00:00": 4.990120403719743, "2026-02-28 00:00:00+00:00": 30.219668104999556, "2026-03-31 00:00:00+00:00": -3.3839713935452096 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 1.2567547412292157, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 6.07068838930077, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 7.7036420329299204, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 7.7036420329299204, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 7.7036420329299204, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 10.267332503240638, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 10.267332503240638, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 10.267332503240638, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 10.267332503240638, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 10.267332503240638, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 10.267332503240638, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 20.841284532687197, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 23.048802450148287, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 23.048802450148287, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 23.048802450148287, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 23.048802450148287, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 13.727333948723157, "drawdown_pct": -7.5754239909824435, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 13.727333948723157, "drawdown_pct": -7.5754239909824435, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 13.727333948723157, "drawdown_pct": -7.5754239909824435, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 13.727333948723157, "drawdown_pct": -7.5754239909824435, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 13.727333948723157, "drawdown_pct": -7.5754239909824435, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 13.727333948723157, "drawdown_pct": -7.5754239909824435, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 19:00:00+00:00", "gain_pct": 24.38915622065514, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 24.38915622065514, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": 24.38915622065514, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 21.290818488541433, "drawdown_pct": -2.490842309933783, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 21.290818488541433, "drawdown_pct": -2.490842309933783, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 26.087248282784472, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 30.182978750135817, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 30.182978750135817, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 30.182978750135817, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 30.182978750135817, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 30.182978750135817, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 30.182978750135817, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 34.46898408002781, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 35.45894769217091, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 42.00172955496612, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 43.50843461543457, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 16:00:00+00:00", "gain_pct": 43.50843461543457, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 43.50843461543457, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 43.50843461543457, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 58.479267463960326, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 51.43100504568969, "drawdown_pct": -4.447435005890266, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 51.43100504568969, "drawdown_pct": -4.447435005890266, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 56.47456420212157, "drawdown_pct": -1.2649624735895815, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 56.47456420212157, "drawdown_pct": -1.2649624735895815, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 56.47456420212157, "drawdown_pct": -1.2649624735895815, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 56.47456420212157, "drawdown_pct": -1.2649624735895815, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 56.47456420212157, "drawdown_pct": -1.2649624735895815, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 61.657830944814975, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 61.657830944814975, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 61.657830944814975, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 56.272374733279406, "drawdown_pct": -3.3313921014899717, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 58.634834255473606, "drawdown_pct": -1.8699970621115947, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 58.634834255473606, "drawdown_pct": -1.8699970621115947, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 58.634834255473606, "drawdown_pct": -1.8699970621115947, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 48.10108456479162, "drawdown_pct": -8.38607464964145, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 57.35002277869677, "drawdown_pct": -2.6647692480723406, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 57.35002277869677, "drawdown_pct": -2.6647692480723406, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 60.82892450727235, "drawdown_pct": -0.5127536554821122, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 60.82892450727235, "drawdown_pct": -0.5127536554821122, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 64.49017886275885, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 64.49017886275885, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 64.49017886275885, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 64.49017886275885, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 73.53428314725736, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 72.88971872603409, "drawdown_pct": -0.3714334767362937, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 72.07896995261314, "drawdown_pct": -0.8386315189427229, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 76.7139525583953, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 76.7139525583953, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 84.26168330061384, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 84.26168330061384, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 94.879904893338, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 93.83179798222724, "drawdown_pct": -0.5378219533124229, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 93.83179798222724, "drawdown_pct": -0.5378219533124229, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 99.32385869506768, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 107.74242632300238, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 107.74242632300238, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 107.74242632300238, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 113.1164345002309, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 113.72077628457996, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 118.7108966882997, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 126.37771450411864, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 127.06938567587173, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 127.06938567587173, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 127.06938567587173, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 127.06938567587173, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 127.06938567587173, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 127.06938567587173, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 127.06938567587173, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 148.93056479329925, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 145.54659339975404, "drawdown_pct": -1.3594037342722909, "open_trades": 2, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a1_H10_c8_p80_cap2", "variant": "ridge_a1_H10_c8_p80_cap2", "gain_pct": 18.281179952075604, "max_drawdown_pct": -1.3594037342722909, "capital_score": 16.242074350667167, "stability_score": 2.2420743506671688, "n_trades": 10, "skipped_by_capacity": 29, "avg_trade_ret_pct": 1.7080730211529191, "median_trade_ret_pct": 1.467412246808537, "positive_month_rate": 0.3333333333333333, "worst_month_pct": -1.5917157985415287, "month_gain_concentration": 1.0, "top_asset_trade_share": 0.6, "long_counts": { "XRP": 6, "ETH": 3, "SOL": 1 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 10, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.0, "max_open_trades": 2, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 17.089261888308798, "2026-03-31 00:00:00+00:00": -1.5917157985415287 } }, "selection_score": 1254.0346223021181 }, { "name": "ridge_a1_H10_c8_p80_cap3", "variant": { "name": "ridge_a1_H10_c8_p80_cap3", "threshold": 0.05217790571961471, "pred_percentile": 80, "horizon": 10, "cost_bps": 8, "cap": 3, "delay_bars": 1 }, "model_diag": { "alpha": 1.0, "ykey": "y_H10_c8", "n_train": 12794, "target_mean": 0.008213253534827653 }, "val": { "label": "Validation ridge_a1_H10_c8_p80_cap3", "variant": "ridge_a1_H10_c8_p80_cap3", "gain_pct": 1166.7243335595517, "max_drawdown_pct": -11.341555128305469, "capital_score": 1149.7120008670936, "stability_score": 1135.4575546249878, "n_trades": 224, "skipped_by_capacity": 1090, "avg_trade_ret_pct": 1.1509834250083206, "median_trade_ret_pct": 1.0340214473882807, "positive_month_rate": 0.8125, "worst_month_pct": -17.066946242105814, "month_gain_concentration": 0.1450814682474086, "top_asset_trade_share": 0.65625, "long_counts": { "SOL": 61, "ETH": 12, "XRP": 147, "BTC": 4 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 224, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.8146341463414632, "max_open_trades": 3, "avg_exposure": 0.938211382113821, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 14.300952956685379, "2024-10-31 00:00:00+00:00": 6.14679275199417, "2024-11-30 00:00:00+00:00": 105.0607974801863, "2024-12-31 00:00:00+00:00": 157.75128750691616, "2025-01-31 00:00:00+00:00": 104.03314380405817, "2025-02-28 00:00:00+00:00": 168.06099256911818, "2025-03-31 00:00:00+00:00": 136.82542407483925, "2025-04-30 00:00:00+00:00": 52.88274307338497, "2025-05-31 00:00:00+00:00": 108.69517905091845, "2025-07-31 00:00:00+00:00": -1.492601251966903, "2025-10-31 00:00:00+00:00": 57.23139831140861, "2025-11-30 00:00:00+00:00": 58.451435036944304, "2026-01-31 00:00:00+00:00": 44.452341931195406, "2026-02-28 00:00:00+00:00": 144.49799784115953, "2026-03-31 00:00:00+00:00": -17.066946242105814 } }, "test": { "label": "Test ridge_a1_H10_c8_p80_cap3", "variant": "ridge_a1_H10_c8_p80_cap3", "gain_pct": 137.97699177231064, "max_drawdown_pct": -8.319235081150001, "capital_score": 125.49813915058564, "stability_score": 125.49813915058564, "n_trades": 111, "skipped_by_capacity": 332, "avg_trade_ret_pct": 0.7932711904517822, "median_trade_ret_pct": 0.8576666714275158, "positive_month_rate": 0.8333333333333334, "worst_month_pct": -3.206333389067339, "month_gain_concentration": 0.19880608442752676, "top_asset_trade_share": 0.5225225225225225, "long_counts": { "XRP": 58, "SOL": 33, "ETH": 14, "BNB": 5, "BTC": 1 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 111, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.7204301075268815, "max_open_trades": 3, "avg_exposure": 0.906810035842294, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 16.30377689766749, "2025-02-28 00:00:00+00:00": 21.62810707221763, "2025-03-31 00:00:00+00:00": 18.08907262997704, "2025-04-30 00:00:00+00:00": 12.372709202465956, "2025-05-31 00:00:00+00:00": -0.41698029832883776, "2025-07-31 00:00:00+00:00": 2.4748856508680603, "2025-10-31 00:00:00+00:00": 14.62869364953744, "2025-11-30 00:00:00+00:00": 18.549270042912212, "2025-12-31 00:00:00+00:00": 0.5775758825783157, "2026-01-31 00:00:00+00:00": 4.777252965553089, "2026-02-28 00:00:00+00:00": 27.14655267317039, "2026-03-31 00:00:00+00:00": -3.206333389067339 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 0.8378364941528105, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 4.033848159998328, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 5.10157921113867, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 5.10157921113867, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 5.10157921113867, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 7.481102751667635, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 7.481102751667635, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 7.481102751667635, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 7.481102751667635, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 7.481102751667635, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 7.481102751667635, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 16.30377689766749, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 17.720194983384175, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 17.720194983384175, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 17.720194983384175, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 17.720194983384175, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 10.420920232546905, "drawdown_pct": -6.200528933771765, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 10.420920232546905, "drawdown_pct": -6.200528933771765, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 10.420920232546905, "drawdown_pct": -6.200528933771765, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 10.420920232546905, "drawdown_pct": -6.200528933771765, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 10.420920232546905, "drawdown_pct": -6.200528933771765, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 10.420920232546905, "drawdown_pct": -6.200528933771765, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 19:00:00+00:00", "gain_pct": 21.628837587269928, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 21.628837587269928, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": 21.628837587269928, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 18.678109544881224, "drawdown_pct": -2.4260102299107578, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 18.678109544881224, "drawdown_pct": -2.4260102299107578, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 23.66612678443252, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 27.804946431601763, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 27.804946431601763, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 27.804946431601763, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 27.804946431601763, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 27.804946431601763, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 27.804946431601763, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 32.65504895655448, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 33.30572390701931, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 37.93188396988512, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 38.9067072046866, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 16:00:00+00:00", "gain_pct": 38.9067072046866, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 38.9067072046866, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 38.9067072046866, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 53.52270565372348, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 46.72024975668822, "drawdown_pct": -4.430911941050897, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 46.72024975668822, "drawdown_pct": -4.430911941050897, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 51.620450089791916, "drawdown_pct": -1.2390711561729328, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 51.620450089791916, "drawdown_pct": -1.2390711561729328, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 51.620450089791916, "drawdown_pct": -1.2390711561729328, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 51.620450089791916, "drawdown_pct": -1.2390711561729328, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 51.620450089791916, "drawdown_pct": -1.2390711561729328, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 56.65676127732456, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 56.65676127732456, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 56.65676127732456, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 52.24427777576199, "drawdown_pct": -2.8166569164233435, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 53.778699961467, "drawdown_pct": -1.837176571499921, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 53.778699961467, "drawdown_pct": -1.837176571499921, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 53.778699961467, "drawdown_pct": -1.837176571499921, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 43.624117036147965, "drawdown_pct": -8.319235081150001, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 52.63998057736384, "drawdown_pct": -2.564064689713541, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 52.63998057736384, "drawdown_pct": -2.564064689713541, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 56.02095659986216, "drawdown_pct": -0.4058584336087856, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 56.02095659986216, "drawdown_pct": -0.4058584336087856, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 59.57948748922948, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 59.57948748922948, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 59.57948748922948, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 59.57948748922948, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 68.39366580232812, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 67.97668550399928, "drawdown_pct": -0.24762231782418098, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 67.45134007015889, "drawdown_pct": -0.5595968991347844, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 70.45157115486734, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 70.45157115486734, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 76.79412468872712, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 76.79412468872712, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 86.0805984443679, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 85.08026480440478, "drawdown_pct": -0.5375808377261815, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 85.08026480440478, "drawdown_pct": -0.5375808377261815, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 90.53835913037389, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 98.61412253797599, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 98.61412253797599, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 98.61412253797599, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 103.62953484731699, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 104.2071107298953, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 108.9843636954484, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 116.33158022649792, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 115.24298844314734, "drawdown_pct": -0.5032052103584816, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 115.24298844314734, "drawdown_pct": -0.5032052103584816, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 115.24298844314734, "drawdown_pct": -0.5032052103584816, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 115.24298844314734, "drawdown_pct": -0.5032052103584816, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 115.24298844314734, "drawdown_pct": -0.5032052103584816, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 115.24298844314734, "drawdown_pct": -0.5032052103584816, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 115.24298844314734, "drawdown_pct": -0.5032052103584816, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 136.13091636861878, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 132.92458297955145, "drawdown_pct": -1.357862595197823, "open_trades": 3, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a1_H10_c8_p80_cap3", "variant": "ridge_a1_H10_c8_p80_cap3", "gain_pct": 18.145624931994078, "max_drawdown_pct": 0.0, "capital_score": 18.145624931994078, "stability_score": 5.0517341849326645, "n_trades": 14, "skipped_by_capacity": 25, "avg_trade_ret_pct": 1.204464036822427, "median_trade_ret_pct": 0.9285916847808965, "positive_month_rate": 0.6666666666666666, "worst_month_pct": 0.0, "month_gain_concentration": 0.9980413441681709, "top_asset_trade_share": 0.5714285714285714, "long_counts": { "XRP": 8, "ETH": 3, "BTC": 1, "SOL": 2 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 14, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.8181818181818183, "max_open_trades": 3, "avg_exposure": 0.9393939393939393, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 15.606687124253625, "2026-03-31 00:00:00+00:00": 0.03062811869475013 } }, "selection_score": 1149.7120008670936 }, { "name": "ridge_a1_H10_c8_p80_cap5", "variant": { "name": "ridge_a1_H10_c8_p80_cap5", "threshold": 0.05217790571961471, "pred_percentile": 80, "horizon": 10, "cost_bps": 8, "cap": 5, "delay_bars": 1 }, "model_diag": { "alpha": 1.0, "ykey": "y_H10_c8", "n_train": 12794, "target_mean": 0.008213253534827653 }, "val": { "label": "Validation ridge_a1_H10_c8_p80_cap5", "variant": "ridge_a1_H10_c8_p80_cap5", "gain_pct": 1052.1612498604636, "max_drawdown_pct": -11.255639059853117, "capital_score": 1035.277791270684, "stability_score": 1032.8628352589537, "n_trades": 341, "skipped_by_capacity": 973, "avg_trade_ret_pct": 0.7234258454194521, "median_trade_ret_pct": 0.657108586076312, "positive_month_rate": 0.875, "worst_month_pct": -0.8092410693016063, "month_gain_concentration": 0.14340841707742819, "top_asset_trade_share": 0.6304985337243402, "long_counts": { "SOL": 103, "BNB": 1, "ETH": 17, "XRP": 215, "BTC": 5 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 341, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.443902439024391, "max_open_trades": 5, "avg_exposure": 0.888780487804878, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 15.166806845111353, "2024-10-31 00:00:00+00:00": 3.9159586908690187, "2024-11-30 00:00:00+00:00": 98.75019803363153, "2024-12-31 00:00:00+00:00": 139.54228585625245, "2025-01-31 00:00:00+00:00": 88.31279328088124, "2025-02-28 00:00:00+00:00": 147.8745733550212, "2025-03-31 00:00:00+00:00": 124.16369552137121, "2025-04-30 00:00:00+00:00": 44.742408023881694, "2025-05-31 00:00:00+00:00": 99.35956733632304, "2025-07-31 00:00:00+00:00": -0.8092410693016063, "2025-10-31 00:00:00+00:00": 51.95453506040087, "2025-11-30 00:00:00+00:00": 53.06639181115327, "2026-01-31 00:00:00+00:00": 30.796736052951474, "2026-02-28 00:00:00+00:00": 130.02000513967653, "2026-03-31 00:00:00+00:00": 3.4769609287250205 } }, "test": { "label": "Test ridge_a1_H10_c8_p80_cap5", "variant": "ridge_a1_H10_c8_p80_cap5", "gain_pct": 97.87004706134596, "max_drawdown_pct": -9.70871604216159, "capital_score": 83.30697299810357, "stability_score": 83.30697299810357, "n_trades": 165, "skipped_by_capacity": 278, "avg_trade_ret_pct": 0.41847420513694833, "median_trade_ret_pct": 0.5212891053213391, "positive_month_rate": 0.75, "worst_month_pct": -2.6531508856762116, "month_gain_concentration": 0.2585091334606049, "top_asset_trade_share": 0.49696969696969695, "long_counts": { "XRP": 82, "SOL": 48, "ETH": 22, "BTC": 4, "BNB": 9 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 165, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.096774193548387, "max_open_trades": 5, "avg_exposure": 0.8193548387096776, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 11.01763104415312, "2025-02-28 00:00:00+00:00": 10.195413863452728, "2025-03-31 00:00:00+00:00": 8.52994556562308, "2025-04-30 00:00:00+00:00": 10.469005886264796, "2025-05-31 00:00:00+00:00": -0.20831771715177183, "2025-07-31 00:00:00+00:00": 1.23677902495686, "2025-10-31 00:00:00+00:00": 12.763821719108336, "2025-11-30 00:00:00+00:00": 13.928433331108721, "2025-12-31 00:00:00+00:00": -0.09448916311325206, "2026-01-31 00:00:00+00:00": 2.9468865127207664, "2026-02-28 00:00:00+00:00": 24.78368465326534, "2026-03-31 00:00:00+00:00": -2.6531508856762116 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 0.5027018964916863, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 2.413935728221958, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 3.044598966276965, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 3.044598966276965, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 3.044598966276965, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 4.444270102129096, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 4.444270102129096, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 4.444270102129096, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 4.444270102129096, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 4.444270102129096, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 4.444270102129096, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 11.01763104415312, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 11.828855157275697, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 11.828855157275697, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 11.828855157275697, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 11.828855157275697, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 0.9717091568556242, "drawdown_pct": -9.70871604216159, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 0.9717091568556242, "drawdown_pct": -9.70871604216159, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 0.9717091568556242, "drawdown_pct": -9.70871604216159, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 0.9717091568556242, "drawdown_pct": -9.70871604216159, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 0.9717091568556242, "drawdown_pct": -9.70871604216159, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 0.9717091568556242, "drawdown_pct": -9.70871604216159, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 19:00:00+00:00", "gain_pct": 11.269182947671865, "drawdown_pct": -0.5004720908719951, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 11.269182947671865, "drawdown_pct": -0.5004720908719951, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": 11.269182947671865, "drawdown_pct": -0.5004720908719951, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 9.644243065956914, "drawdown_pct": -1.95353166072062, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 7.890397408572028, "drawdown_pct": -3.5218618156866888, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 11.05043869445636, "drawdown_pct": -0.6960783616398292, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 13.941090298184534, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 13.941090298184534, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 13.941090298184534, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 13.941090298184534, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 13.941090298184534, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 13.941090298184534, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 18.220983207605116, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 18.568738355386316, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 21.21304490760585, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 21.72668137801699, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-02 16:00:00+00:00", "gain_pct": 21.72668137801699, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 21.72668137801699, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 21.72668137801699, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 29.357608510732092, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 22.89586479300094, "drawdown_pct": -4.99525601325187, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 22.89586479300094, "drawdown_pct": -4.99525601325187, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 26.658032874268002, "drawdown_pct": -2.0869090481369867, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 26.658032874268002, "drawdown_pct": -2.0869090481369867, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 26.658032874268002, "drawdown_pct": -2.0869090481369867, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 26.658032874268002, "drawdown_pct": -2.0869090481369867, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 26.658032874268002, "drawdown_pct": -2.0869090481369867, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 31.469600773909548, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 31.469600773909548, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 31.469600773909548, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 28.00906577719502, "drawdown_pct": -2.6321940405567013, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 28.783182158044866, "drawdown_pct": -2.043376263448582, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 28.783182158044866, "drawdown_pct": -2.043376263448582, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 28.783182158044866, "drawdown_pct": -2.043376263448582, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 21.3293793068532, "drawdown_pct": -7.712978062886688, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 25.86206055883406, "drawdown_pct": -4.265275152633096, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 25.86206055883406, "drawdown_pct": -4.265275152633096, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 29.74299047322893, "drawdown_pct": -1.3133152382883595, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 29.74299047322893, "drawdown_pct": -1.3133152382883595, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 32.03599373128574, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 32.03599373128574, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 32.03599373128574, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 32.03599373128574, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 40.211996359493725, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 40.00367864234195, "drawdown_pct": -0.14857339069451747, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 39.74088027161167, "drawdown_pct": -0.3360026959990936, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 41.24045766729881, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 41.24045766729881, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 47.233839980465774, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 47.233839980465774, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 54.8363515961843, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 54.00427938640715, "drawdown_pct": -0.5373881528461855, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 54.00427938640715, "drawdown_pct": -0.5373881528461855, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 58.68963340134124, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 65.43450816416322, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 65.43450816416322, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 65.43450816416322, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 67.93271271751587, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 67.83822355440262, "drawdown_pct": -0.05626608513863429, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 70.78511006712338, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 76.80342494943741, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 78.2105934521339, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 78.2105934521339, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 78.2105934521339, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 78.2105934521339, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 78.2105934521339, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 78.2105934521339, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 78.2105934521339, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 95.56879472038872, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 92.91564383471251, "drawdown_pct": -1.3566330402912774, "open_trades": 5, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a1_H10_c8_p80_cap5", "variant": "ridge_a1_H10_c8_p80_cap5", "gain_pct": 16.875738773619887, "max_drawdown_pct": 0.0, "capital_score": 16.875738773619887, "stability_score": 5.838965151935264, "n_trades": 19, "skipped_by_capacity": 20, "avg_trade_ret_pct": 0.8266831845841457, "median_trade_ret_pct": 0.5654076974036664, "positive_month_rate": 0.6666666666666666, "worst_month_pct": 0.0, "month_gain_concentration": 0.9067341027621217, "top_asset_trade_share": 0.5789473684210527, "long_counts": { "XRP": 11, "ETH": 4, "BTC": 1, "SOL": 3 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 19, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.090909090909091, "max_open_trades": 5, "avg_exposure": 0.8181818181818182, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 13.595886715439917, "2026-03-31 00:00:00+00:00": 1.3984613233331942 } }, "selection_score": 1035.277791270684 }, { "name": "ridge_a1_H10_c8_p90_cap1", "variant": { "name": "ridge_a1_H10_c8_p90_cap1", "threshold": 0.06568395684989363, "pred_percentile": 90, "horizon": 10, "cost_bps": 8, "cap": 1, "delay_bars": 1 }, "model_diag": { "alpha": 1.0, "ykey": "y_H10_c8", "n_train": 12794, "target_mean": 0.008213253534827653 }, "val": { "label": "Validation ridge_a1_H10_c8_p90_cap1", "variant": "ridge_a1_H10_c8_p90_cap1", "gain_pct": 681.1391734601186, "max_drawdown_pct": -11.79956999687749, "capital_score": 663.4398184648024, "stability_score": 658.9398184648024, "n_trades": 60, "skipped_by_capacity": 597, "avg_trade_ret_pct": 3.600870302371014, "median_trade_ret_pct": 3.3855499917021104, "positive_month_rate": 0.9230769230769231, "worst_month_pct": 0.0, "month_gain_concentration": 0.14215155905727123, "top_asset_trade_share": 0.7, "long_counts": { "SOL": 14, "ETH": 3, "XRP": 42, "BTC": 1 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 60, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 5.152240821192876, "2024-10-31 00:00:00+00:00": 7.122175198274405, "2024-11-30 00:00:00+00:00": 82.39365558896344, "2024-12-31 00:00:00+00:00": 94.4646902739789, "2025-01-31 00:00:00+00:00": 93.80694056549078, "2025-02-28 00:00:00+00:00": 86.08680497139903, "2025-03-31 00:00:00+00:00": 75.24899540988423, "2025-04-30 00:00:00+00:00": 35.391113380748834, "2025-07-31 00:00:00+00:00": 40.099018626579436, "2025-10-31 00:00:00+00:00": 36.525854318909296, "2025-11-30 00:00:00+00:00": 37.28961645750633, "2026-02-28 00:00:00+00:00": 98.36059094201892 } }, "test": { "label": "Test ridge_a1_H10_c8_p90_cap1", "variant": "ridge_a1_H10_c8_p90_cap1", "gain_pct": 123.81730535885652, "max_drawdown_pct": -10.747643605950541, "capital_score": 107.6958399499307, "stability_score": 107.64411581199967, "n_trades": 29, "skipped_by_capacity": 170, "avg_trade_ret_pct": 2.9178695229843847, "median_trade_ret_pct": 3.230925877556148, "positive_month_rate": 1.0, "worst_month_pct": 3.1999102721526924, "month_gain_concentration": 0.2087928539404254, "top_asset_trade_share": 0.5517241379310345, "long_counts": { "XRP": 16, "SOL": 11, "ETH": 1, "BNB": 1 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 29, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 17.68554093536818, "2025-02-28 00:00:00+00:00": 26.34661690205536, "2025-03-31 00:00:00+00:00": 16.948306144323737, "2025-04-30 00:00:00+00:00": 3.1999102721526924, "2025-07-31 00:00:00+00:00": 16.05406975124214, "2025-10-31 00:00:00+00:00": 14.089416409040382, "2025-11-30 00:00:00+00:00": 6.0902305147906475, "2026-02-28 00:00:00+00:00": 26.498426771432435 }, "curve": [ { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 9.508370400323443, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 7.91981479386294, "drawdown_pct": -1.4506248249821607, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 7.91981479386294, "drawdown_pct": -1.4506248249821607, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 7.91981479386294, "drawdown_pct": -1.4506248249821607, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 7.91981479386294, "drawdown_pct": -1.4506248249821607, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 17.68554093536818, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 21.985279079423634, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 21.985279079423634, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 21.985279079423634, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 17.640904517932654, "drawdown_pct": -3.5613924846311984, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 17.640904517932654, "drawdown_pct": -3.5613924846311984, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 17.640904517932654, "drawdown_pct": -3.5613924846311984, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 17.640904517932654, "drawdown_pct": -3.5613924846311984, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 17.640904517932654, "drawdown_pct": -3.5613924846311984, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 17.640904517932654, "drawdown_pct": -3.5613924846311984, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 30.749724577887463, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 27.710373246416395, "drawdown_pct": -2.324556584178905, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 34.77952356587855, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 39.47734075555937, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 39.47734075555937, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 39.47734075555937, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 39.47734075555937, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 44.03215783742354, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 50.90699679662674, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 66.2591937137106, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 58.78082964078129, "drawdown_pct": -4.498015361368013, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 58.78082964078129, "drawdown_pct": -4.498015361368013, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 58.78082964078129, "drawdown_pct": -4.498015361368013, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 63.99764196384518, "drawdown_pct": -1.3602566566993546, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 63.99764196384518, "drawdown_pct": -1.3602566566993546, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 59.138974306816124, "drawdown_pct": -4.282601910818307, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 59.138974306816124, "drawdown_pct": -4.282601910818307, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 59.138974306816124, "drawdown_pct": -4.282601910818307, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 48.39024811123406, "drawdown_pct": -10.747643605950541, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 57.516911977712596, "drawdown_pct": -5.258224547300372, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 57.516911977712596, "drawdown_pct": -5.258224547300372, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 60.98046398174728, "drawdown_pct": -3.1750001994193533, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 64.18037425389997, "drawdown_pct": -1.250348575243454, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 64.18037425389997, "drawdown_pct": -1.250348575243454, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 64.18037425389997, "drawdown_pct": -1.250348575243454, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 75.53771604524033, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 80.23444400514211, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 84.87187627513651, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 95.37605235237166, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 94.32386041418249, "drawdown_pct": -0.5385470355862676, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 100.41409092897314, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 106.88932165506625, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 107.52096616377267, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 107.52096616377267, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 107.52096616377267, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 107.52096616377267, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 126.91251770040557, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a1_H10_c8_p90_cap1", "variant": "ridge_a1_H10_c8_p90_cap1", "gain_pct": 7.8528639762707115, "max_drawdown_pct": 0.0, "capital_score": 7.8528639762707115, "stability_score": -18.14713602372929, "n_trades": 2, "skipped_by_capacity": 8, "avg_trade_ret_pct": 3.9901632586229057, "median_trade_ret_pct": 3.9901632586229057, "positive_month_rate": 1.0, "worst_month_pct": 9.344381869024915, "month_gain_concentration": 1.0, "top_asset_trade_share": 1.0, "long_counts": { "XRP": 2 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 2, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2026-02-28 00:00:00+00:00": 9.344381869024915 } }, "selection_score": 563.4398184648024 }, { "name": "ridge_a1_H10_c8_p90_cap2", "variant": { "name": "ridge_a1_H10_c8_p90_cap2", "threshold": 0.06568395684989363, "pred_percentile": 90, "horizon": 10, "cost_bps": 8, "cap": 2, "delay_bars": 1 }, "model_diag": { "alpha": 1.0, "ykey": "y_H10_c8", "n_train": 12794, "target_mean": 0.008213253534827653 }, "val": { "label": "Validation ridge_a1_H10_c8_p90_cap2", "variant": "ridge_a1_H10_c8_p90_cap2", "gain_pct": 716.3366017267824, "max_drawdown_pct": -11.451495366599474, "capital_score": 699.1593586768832, "stability_score": 694.7110828148143, "n_trades": 116, "skipped_by_capacity": 541, "avg_trade_ret_pct": 1.8546816813194398, "median_trade_ret_pct": 1.7283063142351962, "positive_month_rate": 0.9230769230769231, "worst_month_pct": 0.0, "month_gain_concentration": 0.1444756946872382, "top_asset_trade_share": 0.6982758620689655, "long_counts": { "SOL": 26, "ETH": 7, "XRP": 81, "BTC": 2 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 116, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.9318181818181819, "max_open_trades": 2, "avg_exposure": 0.9659090909090909, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 1.4938014052498119, "2024-10-31 00:00:00+00:00": 6.962081607370493, "2024-11-30 00:00:00+00:00": 85.3367659222774, "2024-12-31 00:00:00+00:00": 105.11861534566609, "2025-01-31 00:00:00+00:00": 101.72573746585414, "2025-02-28 00:00:00+00:00": 94.4646204184279, "2025-03-31 00:00:00+00:00": 82.9823960384607, "2025-04-30 00:00:00+00:00": 24.590063077130367, "2025-07-31 00:00:00+00:00": 42.41158001895428, "2025-10-31 00:00:00+00:00": 38.578237218040385, "2025-11-30 00:00:00+00:00": 39.39665935625146, "2026-02-28 00:00:00+00:00": 104.52629037250438 } }, "test": { "label": "Test ridge_a1_H10_c8_p90_cap2", "variant": "ridge_a1_H10_c8_p90_cap2", "gain_pct": 89.25122117868563, "max_drawdown_pct": -11.138267371858069, "capital_score": 72.54382012089852, "stability_score": 71.64382012089852, "n_trades": 50, "skipped_by_capacity": 149, "avg_trade_ret_pct": 1.3095123882508533, "median_trade_ret_pct": 1.5670310639696772, "positive_month_rate": 1.0, "worst_month_pct": 1.3419596690797277, "month_gain_concentration": 0.2422704410080809, "top_asset_trade_share": 0.58, "long_counts": { "XRP": 29, "SOL": 16, "ETH": 3, "BNB": 2 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 50, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.7924528301886793, "max_open_trades": 2, "avg_exposure": 0.8962264150943396, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 8.458903338007389, "2025-02-28 00:00:00+00:00": 17.772885982829237, "2025-03-31 00:00:00+00:00": 8.79030305047202, "2025-04-30 00:00:00+00:00": 1.3419596690797277, "2025-07-31 00:00:00+00:00": 13.52772728350405, "2025-10-31 00:00:00+00:00": 14.51964755257029, "2025-11-30 00:00:00+00:00": 5.193128909391618, "2026-02-28 00:00:00+00:00": 22.254808759005186 }, "curve": [ { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 4.754185200161714, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 3.994390092301046, "drawdown_pct": -0.7253124124910859, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 3.994390092301046, "drawdown_pct": -0.7253124124910859, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 3.994390092301046, "drawdown_pct": -0.7253124124910859, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 3.994390092301046, "drawdown_pct": -0.7253124124910859, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 8.458903338007389, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 10.440221008973296, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 10.440221008973296, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 10.440221008973296, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 6.542030536891005, "drawdown_pct": -3.5296836935572284, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 6.542030536891005, "drawdown_pct": -3.5296836935572284, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 6.542030536891005, "drawdown_pct": -3.5296836935572284, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 6.542030536891005, "drawdown_pct": -3.5296836935572284, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 6.542030536891005, "drawdown_pct": -3.5296836935572284, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 6.542030536891005, "drawdown_pct": -3.5296836935572284, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 16.530237897728682, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 15.175832238923192, "drawdown_pct": -1.162278292089447, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 18.363495271177896, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 22.208332718316896, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 22.208332718316896, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 22.208332718316896, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 22.208332718316896, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 26.231789320836626, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 29.244391631816256, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 42.72719624127592, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 36.3794969527157, "drawdown_pct": -4.447435005890277, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 36.3794969527157, "drawdown_pct": -4.447435005890277, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 36.3794969527157, "drawdown_pct": -4.447435005890277, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 40.8971085820867, "drawdown_pct": -1.2822277094937884, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 40.8971085820867, "drawdown_pct": -1.2822277094937884, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 35.85068469542705, "drawdown_pct": -4.817940607636084, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 35.85068469542705, "drawdown_pct": -4.817940607636084, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 35.85068469542705, "drawdown_pct": -4.817940607636084, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 26.829859511566042, "drawdown_pct": -11.138267371858069, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 30.730161285868178, "drawdown_pct": -8.405570396777872, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 30.730161285868178, "drawdown_pct": -8.405570396777872, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 35.022092371308645, "drawdown_pct": -5.398483311437041, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 36.36405204038837, "drawdown_pct": -4.458256287842188, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 36.36405204038837, "drawdown_pct": -4.458256287842188, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 36.36405204038837, "drawdown_pct": -4.458256287842188, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 45.960308266526994, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 49.89177932389242, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 56.29389287763078, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 65.30044898000114, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 64.41142687646271, "drawdown_pct": -0.5378219533124118, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 69.60455578585433, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 74.58038962668627, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 75.11380000642575, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 75.11380000642575, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 75.11380000642575, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 75.11380000642575, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 91.85936454485952, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a1_H10_c8_p90_cap2", "variant": "ridge_a1_H10_c8_p90_cap2", "gain_pct": 8.868665927877103, "max_drawdown_pct": 0.0, "capital_score": 8.868665927877103, "stability_score": -17.131334072122897, "n_trades": 4, "skipped_by_capacity": 6, "avg_trade_ret_pct": 2.1876712367817226, "median_trade_ret_pct": 1.9950816293114528, "positive_month_rate": 1.0, "worst_month_pct": 10.369026596915546, "month_gain_concentration": 1.0, "top_asset_trade_share": 1.0, "long_counts": { "XRP": 4 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 4, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.75, "max_open_trades": 2, "avg_exposure": 0.875, "max_exposure": 1.0, "monthly_gain_pct": { "2026-02-28 00:00:00+00:00": 10.369026596915546 } }, "selection_score": 699.1593586768832 }, { "name": "ridge_a1_H10_c8_p90_cap3", "variant": { "name": "ridge_a1_H10_c8_p90_cap3", "threshold": 0.06568395684989363, "pred_percentile": 90, "horizon": 10, "cost_bps": 8, "cap": 3, "delay_bars": 1 }, "model_diag": { "alpha": 1.0, "ykey": "y_H10_c8", "n_train": 12794, "target_mean": 0.008213253534827653 }, "val": { "label": "Validation ridge_a1_H10_c8_p90_cap3", "variant": "ridge_a1_H10_c8_p90_cap3", "gain_pct": 733.074837033812, "max_drawdown_pct": -11.341555128305458, "capital_score": 716.0625043413538, "stability_score": 711.5986489196671, "n_trades": 166, "skipped_by_capacity": 491, "avg_trade_ret_pct": 1.2979606253951603, "median_trade_ret_pct": 1.2178607810500737, "positive_month_rate": 0.9230769230769231, "worst_month_pct": 0.0, "month_gain_concentration": 0.14937627198091663, "top_asset_trade_share": 0.6987951807228916, "long_counts": { "SOL": 38, "ETH": 9, "XRP": 116, "BTC": 3 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 166, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.787878787878788, "max_open_trades": 3, "avg_exposure": 0.9292929292929293, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 4.462028732940723, "2024-10-31 00:00:00+00:00": 7.415193021830788, "2024-11-30 00:00:00+00:00": 90.06508505286209, "2024-12-31 00:00:00+00:00": 111.21699263394203, "2025-01-31 00:00:00+00:00": 102.30240029958213, "2025-02-28 00:00:00+00:00": 99.482574708568, "2025-03-31 00:00:00+00:00": 84.01165777124561, "2025-04-30 00:00:00+00:00": 16.91113626545325, "2025-07-31 00:00:00+00:00": 43.59314539823481, "2025-10-31 00:00:00+00:00": 39.6337590746723, "2025-11-30 00:00:00+00:00": 40.478656160342325, "2026-02-28 00:00:00+00:00": 104.96993549962781 } }, "test": { "label": "Test ridge_a1_H10_c8_p90_cap3", "variant": "ridge_a1_H10_c8_p90_cap3", "gain_pct": 61.21478049701952, "max_drawdown_pct": -11.264725152320809, "capital_score": 44.31769276853831, "stability_score": 42.72945747442066, "n_trades": 68, "skipped_by_capacity": 131, "avg_trade_ret_pct": 0.7203664945903153, "median_trade_ret_pct": 1.0155979957741985, "positive_month_rate": 1.0, "worst_month_pct": 0.802270727586972, "month_gain_concentration": 0.2712965517974652, "top_asset_trade_share": 0.6029411764705882, "long_counts": { "XRP": 41, "SOL": 19, "ETH": 4, "BNB": 4 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 68, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.452830188679245, "max_open_trades": 3, "avg_exposure": 0.8176100628930818, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 3.1710473516892392, "2025-02-28 00:00:00+00:00": 13.37092966308147, "2025-03-31 00:00:00+00:00": 4.539462446070161, "2025-04-30 00:00:00+00:00": 0.802270727586972, "2025-07-31 00:00:00+00:00": 8.649430218098217, "2025-10-31 00:00:00+00:00": 11.202767502707133, "2025-11-30 00:00:00+00:00": 4.488658978776584, "2026-02-28 00:00:00+00:00": 17.209422620383748 }, "curve": [ { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 3.1694568001078096, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 2.670589549393938, "drawdown_pct": -0.4835416083273869, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 2.670589549393938, "drawdown_pct": -0.4835416083273869, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 2.670589549393938, "drawdown_pct": -0.4835416083273869, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 2.670589549393938, "drawdown_pct": -0.4835416083273869, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 3.1710473516892392, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 4.427527074784081, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 4.427527074784081, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 4.427527074784081, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": -3.385009143926254, "drawdown_pct": -7.481299651111639, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": -3.385009143926254, "drawdown_pct": -7.481299651111639, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": -3.385009143926254, "drawdown_pct": -7.481299651111639, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": -3.385009143926254, "drawdown_pct": -7.481299651111639, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": -3.385009143926254, "drawdown_pct": -7.481299651111639, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": -3.385009143926254, "drawdown_pct": -7.481299651111639, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 6.421582129373263, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 5.596972164581359, "drawdown_pct": -0.7748521947263054, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 7.545341354793635, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 11.144635545810331, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 11.144635545810331, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 11.144635545810331, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 11.144635545810331, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 16.54197701477071, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 18.396209513941884, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 30.854058738440926, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 25.05603062444959, "drawdown_pct": -4.430911941050897, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 25.05603062444959, "drawdown_pct": -4.430911941050897, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 25.05603062444959, "drawdown_pct": -4.430911941050897, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 29.209962931927606, "drawdown_pct": -1.2564347047114843, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 29.209962931927606, "drawdown_pct": -1.2564347047114843, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 24.323237180433665, "drawdown_pct": -4.99092012962431, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 24.323237180433665, "drawdown_pct": -4.99092012962431, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 24.323237180433665, "drawdown_pct": -4.99092012962431, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 16.11370867089913, "drawdown_pct": -11.264725152320809, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 18.494212787169474, "drawdown_pct": -9.445519741941721, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 18.494212787169474, "drawdown_pct": -9.445519741941721, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 21.08143946084087, "drawdown_pct": -7.46833485473627, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 21.88371018842784, "drawdown_pct": -6.855231420787311, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 21.88371018842784, "drawdown_pct": -6.855231420787311, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 21.88371018842784, "drawdown_pct": -6.855231420787311, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 28.235540080645507, "drawdown_pct": -2.00109853912096, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 30.53314040652606, "drawdown_pct": -0.24524904692206917, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 35.39031728886181, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 42.50197119978532, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 41.73590790923319, "drawdown_pct": -0.5375808377261815, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 46.224566888009775, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 49.077699994029786, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 48.32753324017719, "drawdown_pct": -0.503205210358515, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 48.32753324017719, "drawdown_pct": -0.503205210358515, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 48.32753324017719, "drawdown_pct": -0.503205210358515, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 48.32753324017719, "drawdown_pct": -0.503205210358515, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 63.43398950839352, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a1_H10_c8_p90_cap3", "variant": "ridge_a1_H10_c8_p90_cap3", "gain_pct": 10.762646758545287, "max_drawdown_pct": 0.0, "capital_score": 10.762646758545287, "stability_score": -10.237353241454713, "n_trades": 6, "skipped_by_capacity": 4, "avg_trade_ret_pct": 1.7340837283366206, "median_trade_ret_pct": 2.028570059340539, "positive_month_rate": 1.0, "worst_month_pct": 10.733309762224167, "month_gain_concentration": 1.0, "top_asset_trade_share": 0.8333333333333334, "long_counts": { "XRP": 5, "SOL": 1 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 6, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.5, "max_open_trades": 3, "avg_exposure": 0.8333333333333333, "max_exposure": 1.0, "monthly_gain_pct": { "2026-02-28 00:00:00+00:00": 10.733309762224167 } }, "selection_score": 716.0625043413538 }, { "name": "ridge_a1_H10_c8_p90_cap5", "variant": { "name": "ridge_a1_H10_c8_p90_cap5", "threshold": 0.06568395684989363, "pred_percentile": 90, "horizon": 10, "cost_bps": 8, "cap": 5, "delay_bars": 1 }, "model_diag": { "alpha": 1.0, "ykey": "y_H10_c8", "n_train": 12794, "target_mean": 0.008213253534827653 }, "val": { "label": "Validation ridge_a1_H10_c8_p90_cap5", "variant": "ridge_a1_H10_c8_p90_cap5", "gain_pct": 769.2526733896094, "max_drawdown_pct": -8.235321226960169, "capital_score": 756.8996915491691, "stability_score": 753.0090665491691, "n_trades": 256, "skipped_by_capacity": 401, "avg_trade_ret_pct": 0.8527291623944638, "median_trade_ret_pct": 0.7435086517906879, "positive_month_rate": 0.9230769230769231, "worst_month_pct": 0.0, "month_gain_concentration": 0.16251386988968125, "top_asset_trade_share": 0.6796875, "long_counts": { "SOL": 65, "BNB": 1, "ETH": 13, "XRP": 174, "BTC": 3 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 256, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.356060606060606, "max_open_trades": 5, "avg_exposure": 0.8712121212121212, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 6.752530083642981, "2024-10-31 00:00:00+00:00": 8.444340654917184, "2024-11-30 00:00:00+00:00": 90.21323227279254, "2024-12-31 00:00:00+00:00": 115.32104888077373, "2025-01-31 00:00:00+00:00": 101.3196604270284, "2025-02-28 00:00:00+00:00": 124.57968902428411, "2025-03-31 00:00:00+00:00": 76.83127393001416, "2025-04-30 00:00:00+00:00": 10.524881932814765, "2025-07-31 00:00:00+00:00": 46.69309098671556, "2025-10-31 00:00:00+00:00": 41.07272656959401, "2025-11-30 00:00:00+00:00": 41.95170639792116, "2026-02-28 00:00:00+00:00": 102.87462905952827 } }, "test": { "label": "Test ridge_a1_H10_c8_p90_cap5", "variant": "ridge_a1_H10_c8_p90_cap5", "gain_pct": 55.39808148895696, "max_drawdown_pct": -8.721654370524568, "capital_score": 42.315599933170105, "stability_score": 41.315599933170105, "n_trades": 96, "skipped_by_capacity": 103, "avg_trade_ret_pct": 0.46634096877732945, "median_trade_ret_pct": 0.6268124255878709, "positive_month_rate": 1.0, "worst_month_pct": 0.4709859261489129, "month_gain_concentration": 0.2991858435003523, "top_asset_trade_share": 0.5833333333333334, "long_counts": { "XRP": 56, "SOL": 25, "ETH": 7, "BTC": 1, "BNB": 7 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 96, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 3.5849056603773586, "max_open_trades": 5, "avg_exposure": 0.7169811320754715, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 1.4728320514690836, "2025-02-28 00:00:00+00:00": 15.344185464069284, "2025-03-31 00:00:00+00:00": 1.654324603247204, "2025-04-30 00:00:00+00:00": 0.4709859261489129, "2025-07-31 00:00:00+00:00": 5.790864127334501, "2025-10-31 00:00:00+00:00": 11.27206930391256, "2025-11-30 00:00:00+00:00": 4.316261010413484, "2026-02-28 00:00:00+00:00": 17.213734346669725 }, "curve": [ { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 1.9016740800646943, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 1.6060318838091234, "drawdown_pct": -0.290124964996441, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 1.6060318838091234, "drawdown_pct": -0.290124964996441, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 1.6060318838091234, "drawdown_pct": -0.290124964996441, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 1.6060318838091234, "drawdown_pct": -0.290124964996441, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 1.4728320514690836, "drawdown_pct": -0.4208390416222896, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 2.214310746454487, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 2.214310746454487, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 2.214310746454487, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": -5.478766619441231, "drawdown_pct": -7.526419059830691, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": -5.478766619441231, "drawdown_pct": -7.526419059830691, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": -5.478766619441231, "drawdown_pct": -7.526419059830691, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": -5.478766619441231, "drawdown_pct": -7.526419059830691, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": -3.0415804674099007, "drawdown_pct": -5.142030676019305, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": -3.0415804674099007, "drawdown_pct": -5.142030676019305, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 4.2696703737683634, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 6.529051482947324, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 7.708391671499797, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 10.512049529861287, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 10.512049529861287, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 10.512049529861287, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 10.512049529861287, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 16.817017515538367, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 17.932182621958887, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 25.278186979053984, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 21.92749226828964, "drawdown_pct": -2.674603449780577, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 21.92749226828964, "drawdown_pct": -2.674603449780577, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 21.92749226828964, "drawdown_pct": -2.674603449780577, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 26.55935330835706, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 26.55935330835706, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 22.618269685954743, "drawdown_pct": -3.1140200383293792, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 22.618269685954743, "drawdown_pct": -3.1140200383293792, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 22.618269685954743, "drawdown_pct": -3.1140200383293792, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 15.521283939231111, "drawdown_pct": -8.721654370524568, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 16.942299054923964, "drawdown_pct": -7.598849079136416, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 16.942299054923964, "drawdown_pct": -7.598849079136416, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 18.47134211878557, "drawdown_pct": -6.390686249688205, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 18.942328044934484, "drawdown_pct": -6.018539969040438, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 18.942328044934484, "drawdown_pct": -6.018539969040438, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 18.942328044934484, "drawdown_pct": -6.018539969040438, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 23.408875623295202, "drawdown_pct": -2.489328210603159, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 24.733192172268986, "drawdown_pct": -1.4429286246736006, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 30.026106965784408, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 36.74008650123079, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 36.005261476181545, "drawdown_pct": -0.5373881528461855, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 40.32152248659503, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 41.96115726335145, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 42.309875903047754, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 42.309875903047754, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 42.309875903047754, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 42.309875903047754, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 57.535256833264754, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a1_H10_c8_p90_cap5", "variant": "ridge_a1_H10_c8_p90_cap5", "gain_pct": 8.559571287803536, "max_drawdown_pct": 0.0, "capital_score": 8.559571287803536, "stability_score": -6.1904287121964625, "n_trades": 8, "skipped_by_capacity": 2, "avg_trade_ret_pct": 1.036199482885801, "median_trade_ret_pct": 1.0234472205372862, "positive_month_rate": 1.0, "worst_month_pct": 8.540631996014753, "month_gain_concentration": 1.0, "top_asset_trade_share": 0.625, "long_counts": { "XRP": 5, "ETH": 2, "SOL": 1 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 8, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 3.0, "max_open_trades": 5, "avg_exposure": 0.6, "max_exposure": 1.0, "monthly_gain_pct": { "2026-02-28 00:00:00+00:00": 8.540631996014753 } }, "selection_score": 756.8996915491691 }, { "name": "ridge_a10_H10_c8_p70_cap1", "variant": { "name": "ridge_a10_H10_c8_p70_cap1", "threshold": 0.033562053253575586, "pred_percentile": 70, "horizon": 10, "cost_bps": 8, "cap": 1, "delay_bars": 1 }, "model_diag": { "alpha": 10.0, "ykey": "y_H10_c8", "n_train": 12794, "target_mean": 0.008213253534827653 }, "val": { "label": "Validation ridge_a10_H10_c8_p70_cap1", "variant": "ridge_a10_H10_c8_p70_cap1", "gain_pct": 2152.6365009502983, "max_drawdown_pct": -11.799569996877501, "capital_score": 2134.937145954982, "stability_score": 2109.1678247854247, "n_trades": 98, "skipped_by_capacity": 1873, "avg_trade_ret_pct": 3.332274529705452, "median_trade_ret_pct": 2.763282723610374, "positive_month_rate": 0.7058823529411765, "worst_month_pct": -30.208096679761184, "month_gain_concentration": 0.18434233613539608, "top_asset_trade_share": 0.6020408163265306, "long_counts": { "SOL": 29, "XRP": 59, "ETH": 6, "BTC": 2, "BNB": 2 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 98, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 41.721526552720235, "2024-10-31 00:00:00+00:00": 5.437229735871142, "2024-11-30 00:00:00+00:00": 127.16860234952654, "2024-12-31 00:00:00+00:00": 267.0507922787984, "2025-01-31 00:00:00+00:00": 155.6596927329249, "2025-02-28 00:00:00+00:00": 329.5789759977673, "2025-03-31 00:00:00+00:00": 233.11599801368334, "2025-04-30 00:00:00+00:00": 395.9657780281841, "2025-05-31 00:00:00+00:00": 48.102741127609534, "2025-07-31 00:00:00+00:00": -7.999192162591271, "2025-08-31 00:00:00+00:00": 99.94200808775622, "2025-10-31 00:00:00+00:00": -14.324507851494673, "2025-11-30 00:00:00+00:00": 179.9099772654081, "2026-01-31 00:00:00+00:00": -11.087861688744397, "2026-02-28 00:00:00+00:00": 264.3382153643213, "2026-03-31 00:00:00+00:00": -30.208096679761184 } }, "test": { "label": "Test ridge_a10_H10_c8_p70_cap1", "variant": "ridge_a10_H10_c8_p70_cap1", "gain_pct": 200.11075431753568, "max_drawdown_pct": -11.799569996877501, "capital_score": 182.41139932221944, "stability_score": 182.41139932221944, "n_trades": 54, "skipped_by_capacity": 647, "avg_trade_ret_pct": 2.13436195359234, "median_trade_ret_pct": 2.334028709077204, "positive_month_rate": 1.0, "worst_month_pct": 0.7137779695117388, "month_gain_concentration": 0.20139887545225418, "top_asset_trade_share": 0.5, "long_counts": { "XRP": 27, "SOL": 17, "ETH": 6, "BTC": 1, "BNB": 3 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 54, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 29.389402873486546, "2025-02-28 00:00:00+00:00": 39.3098466811345, "2025-03-31 00:00:00+00:00": 25.865967818231383, "2025-04-30 00:00:00+00:00": 12.843093151578529, "2025-05-31 00:00:00+00:00": 4.306984870869627, "2025-07-31 00:00:00+00:00": 4.644124382298088, "2025-08-31 00:00:00+00:00": 3.796639130446124, "2025-10-31 00:00:00+00:00": 12.441756351418292, "2025-11-30 00:00:00+00:00": 19.28875778261755, "2025-12-31 00:00:00+00:00": 0.7137779695117388, "2026-01-31 00:00:00+00:00": 5.863880106996561, "2026-02-28 00:00:00+00:00": 31.029107433842057, "2026-03-31 00:00:00+00:00": 5.690704024081413 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 2.5135094824584314, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 12.260873674421276, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 15.717376229223746, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 15.717376229223746, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 15.717376229223746, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 14:00:00+00:00", "gain_pct": 15.717376229223746, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 14.038751242824617, "drawdown_pct": -1.4506248249821607, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 01:00:00+00:00", "gain_pct": 14.038751242824617, "drawdown_pct": -1.4506248249821607, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 14.038751242824617, "drawdown_pct": -1.4506248249821607, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 14.038751242824617, "drawdown_pct": -1.4506248249821607, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 14.038751242824617, "drawdown_pct": -1.4506248249821607, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 14.038751242824617, "drawdown_pct": -1.4506248249821607, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 14.038751242824617, "drawdown_pct": -1.4506248249821607, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-23 14:00:00+00:00", "gain_pct": 25.090494999873144, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-27 14:00:00+00:00", "gain_pct": 25.762778803275765, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 29.389402873486546, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 34.11675125077977, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 34.11675125077977, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 00:00:00+00:00", "gain_pct": 34.11675125077977, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 34.11675125077977, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 34.11675125077977, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 18.291551309405932, "drawdown_pct": -11.799569996877501, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 18.291551309405932, "drawdown_pct": -11.799569996877501, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 18.291551309405932, "drawdown_pct": -11.799569996877501, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 18.291551309405932, "drawdown_pct": -11.799569996877501, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 10:00:00+00:00", "gain_pct": 18.291551309405932, "drawdown_pct": -11.799569996877501, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 18.291551309405932, "drawdown_pct": -11.799569996877501, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 18.291551309405932, "drawdown_pct": -11.799569996877501, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 19:00:00+00:00", "gain_pct": 31.47287346161309, "drawdown_pct": -1.9713255536759844, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 31.47287346161309, "drawdown_pct": -1.9713255536759844, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": 31.47287346161309, "drawdown_pct": -1.9713255536759844, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 28.177441094249843, "drawdown_pct": -4.428462590347304, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 28.177441094249843, "drawdown_pct": -4.428462590347304, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 35.272445013085246, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-10 03:00:00+00:00", "gain_pct": 35.272445013085246, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-18 16:00:00+00:00", "gain_pct": 39.987443261035054, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 45.70074185740296, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 45.70074185740296, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 45.70074185740296, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 45.70074185740296, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 45.70074185740296, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 45.70074185740296, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 50.45879233540458, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-26 17:00:00+00:00", "gain_pct": 51.56444204413597, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 51.56444204413597, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-28 03:00:00+00:00", "gain_pct": 56.632228536174495, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 68.69924955462105, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 70.48450474078334, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 16:00:00+00:00", "gain_pct": 70.48450474078334, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 70.48450474078334, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 70.48450474078334, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-03 06:00:00+00:00", "gain_pct": 87.82837708368936, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 87.82837708368936, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 83.52377928102152, "drawdown_pct": -2.291771812919341, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 83.52377928102152, "drawdown_pct": -2.291771812919341, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 05:00:00+00:00", "gain_pct": 83.52377928102152, "drawdown_pct": -2.291771812919341, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 89.58615507179425, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 89.58615507179425, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 89.58615507179425, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 89.58615507179425, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 89.58615507179425, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 14:00:00+00:00", "gain_pct": 95.81508958673783, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 95.81508958673783, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 95.81508958673783, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 95.81508958673783, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-09 16:00:00+00:00", "gain_pct": 88.28480105997247, "drawdown_pct": -3.8456119713030423, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 88.28480105997247, "drawdown_pct": -3.8456119713030423, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 92.33954457982665, "drawdown_pct": -1.774911736499074, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 92.33954457982665, "drawdown_pct": -1.774911736499074, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 92.33954457982665, "drawdown_pct": -1.774911736499074, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 79.3483517543306, "drawdown_pct": -8.409330387744795, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 90.37907744084433, "drawdown_pct": -2.7760946091366367, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 90.37907744084433, "drawdown_pct": -2.7760946091366367, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 94.56521737285243, "drawdown_pct": -0.6382920828641003, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 94.56521737285243, "drawdown_pct": -0.6382920828641003, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 06:00:00+00:00", "gain_pct": 98.96955006327013, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 98.96955006327013, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 98.96955006327013, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 98.96955006327013, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 98.96955006327013, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 105.73390849887926, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-09 01:00:00+00:00", "gain_pct": 105.73390849887926, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-09 17:00:00+00:00", "gain_pct": 104.20557928055356, "drawdown_pct": -0.7428669534725874, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-10 15:00:00+00:00", "gain_pct": 101.253105199884, "drawdown_pct": -2.177960517879174, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-22 21:00:00+00:00", "gain_pct": 107.40831052443096, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 111.71529539530059, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 110.72131135794177, "drawdown_pct": -0.469490896018121, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 116.35941977759867, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 116.35941977759867, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-08-14 12:00:00+00:00", "gain_pct": 121.92634767937795, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-08-24 19:00:00+00:00", "gain_pct": 120.1560589080448, "drawdown_pct": -0.7976920225311601, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-10 22:00:00+00:00", "gain_pct": 118.73413486949568, "drawdown_pct": -1.438410915721522, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-11 05:00:00+00:00", "gain_pct": 118.73413486949568, "drawdown_pct": -1.438410915721522, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 116.21046623317315, "drawdown_pct": -2.5755758637828197, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 116.21046623317315, "drawdown_pct": -2.5755758637828197, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 128.49525964152454, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 127.26470519426996, "drawdown_pct": -0.5385470355862676, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 127.26470519426996, "drawdown_pct": -0.5385470355862676, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-19 09:00:00+00:00", "gain_pct": 132.5978152594631, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-04 19:00:00+00:00", "gain_pct": 137.70102381744846, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 137.70102381744846, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-04 21:00:00+00:00", "gain_pct": 137.70102381744846, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 145.5744633278808, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 145.5744633278808, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 145.5744633278808, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 151.88657304208064, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 152.60035101159238, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 158.46423111858894, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 167.44654544580038, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 168.26307449839686, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 168.26307449839686, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 168.26307449839686, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 168.26307449839686, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 168.26307449839686, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 168.26307449839686, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 168.26307449839686, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 05:00:00+00:00", "gain_pct": 168.26307449839686, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 193.49679732362415, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 16:00:00+00:00", "gain_pct": 193.49679732362415, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-28 07:00:00+00:00", "gain_pct": 189.493338552431, "drawdown_pct": -1.3640553517791032, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 195.1840425765124, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a10_H10_c8_p70_cap1", "variant": "ridge_a10_H10_c8_p70_cap1", "gain_pct": 16.643766426278845, "max_drawdown_pct": -1.364055351779092, "capital_score": 14.597683398610206, "stability_score": -5.402316601389794, "n_trades": 5, "skipped_by_capacity": 51, "avg_trade_ret_pct": 3.1862171048242445, "median_trade_ret_pct": 2.7445116216670473, "positive_month_rate": 0.3333333333333333, "worst_month_pct": -1.5866079932734323, "month_gain_concentration": 1.0, "top_asset_trade_share": 0.8, "long_counts": { "XRP": 4, "ETH": 1 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 5, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 16.31551397119432, "2026-03-31 00:00:00+00:00": -1.5866079932734323 } }, "selection_score": 2134.937145954982 }, { "name": "ridge_a10_H10_c8_p70_cap2", "variant": { "name": "ridge_a10_H10_c8_p70_cap2", "threshold": 0.033562053253575586, "pred_percentile": 70, "horizon": 10, "cost_bps": 8, "cap": 2, "delay_bars": 1 }, "model_diag": { "alpha": 10.0, "ykey": "y_H10_c8", "n_train": 12794, "target_mean": 0.008213253534827653 }, "val": { "label": "Validation ridge_a10_H10_c8_p70_cap2", "variant": "ridge_a10_H10_c8_p70_cap2", "gain_pct": 2192.8121201541094, "max_drawdown_pct": -11.451495366599474, "capital_score": 2175.6348771042103, "stability_score": 2149.2484739799597, "n_trades": 188, "skipped_by_capacity": 1783, "avg_trade_ret_pct": 1.7054948693501295, "median_trade_ret_pct": 1.4564806098937189, "positive_month_rate": 0.7058823529411765, "worst_month_pct": -30.854488230633706, "month_gain_concentration": 0.17560926953373907, "top_asset_trade_share": 0.601063829787234, "long_counts": { "SOL": 54, "XRP": 113, "BTC": 4, "ETH": 14, "BNB": 3 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 188, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.942084942084942, "max_open_trades": 2, "avg_exposure": 0.971042471042471, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 46.034968679605015, "2024-10-31 00:00:00+00:00": 5.171122962568944, "2024-11-30 00:00:00+00:00": 127.32515614649057, "2024-12-31 00:00:00+00:00": 266.9496997522311, "2025-01-31 00:00:00+00:00": 163.93300397148528, "2025-02-28 00:00:00+00:00": 338.3250739701341, "2025-03-31 00:00:00+00:00": 245.78281153172497, "2025-04-30 00:00:00+00:00": 385.0005130211441, "2025-05-31 00:00:00+00:00": 49.12003240680042, "2025-07-31 00:00:00+00:00": -4.0555618506582505, "2025-08-31 00:00:00+00:00": 103.07614200683338, "2025-10-31 00:00:00+00:00": -7.2855723655891325, "2025-11-30 00:00:00+00:00": 186.11367582389948, "2026-01-31 00:00:00+00:00": -11.321493390524893, "2026-02-28 00:00:00+00:00": 275.53790663180735, "2026-03-31 00:00:00+00:00": -30.854488230633706 } }, "test": { "label": "Test ridge_a10_H10_c8_p70_cap2", "variant": "ridge_a10_H10_c8_p70_cap2", "gain_pct": 200.78551868674975, "max_drawdown_pct": -7.8485607421914345, "capital_score": 189.0126775734626, "stability_score": 189.0126775734626, "n_trades": 102, "skipped_by_capacity": 599, "avg_trade_ret_pct": 1.1026953203987655, "median_trade_ret_pct": 1.215040185308412, "positive_month_rate": 1.0, "worst_month_pct": 0.7091586366762215, "month_gain_concentration": 0.1940781668331856, "top_asset_trade_share": 0.47058823529411764, "long_counts": { "XRP": 48, "SOL": 33, "ETH": 13, "BNB": 6, "BTC": 2 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 102, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.9098360655737705, "max_open_trades": 2, "avg_exposure": 0.9549180327868853, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 24.98752086600659, "2025-02-28 00:00:00+00:00": 38.0058356403223, "2025-03-31 00:00:00+00:00": 26.908060381037956, "2025-04-30 00:00:00+00:00": 13.579741154644381, "2025-05-31 00:00:00+00:00": 4.247370743156523, "2025-07-31 00:00:00+00:00": 4.594850830810202, "2025-08-31 00:00:00+00:00": 7.306160538964036, "2025-10-31 00:00:00+00:00": 13.705657409743026, "2025-11-30 00:00:00+00:00": 16.744085479201516, "2025-12-31 00:00:00+00:00": 0.7091586366762215, "2026-01-31 00:00:00+00:00": 5.855605344521393, "2026-02-28 00:00:00+00:00": 31.49007165647015, "2026-03-31 00:00:00+00:00": 7.6933474392955645 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 1.2567547412292157, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 8.733743148200091, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 10.40769440424944, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 10.40769440424944, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 10.40769440424944, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 14:00:00+00:00", "gain_pct": 10.40769440424944, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 12.831424808443458, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-20 01:00:00+00:00", "gain_pct": 12.831424808443458, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 12.831424808443458, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 12.831424808443458, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 12.831424808443458, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 12.831424808443458, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 12.831424808443458, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-23 14:00:00+00:00", "gain_pct": 22.880797632769543, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-27 14:00:00+00:00", "gain_pct": 23.211001658254432, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 24.98752086600659, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 27.270781862757403, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 27.270781862757403, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 00:00:00+00:00", "gain_pct": 27.270781862757403, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 27.270781862757403, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 27.270781862757403, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 17.629480520015136, "drawdown_pct": -7.575423990982455, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 17.629480520015136, "drawdown_pct": -7.575423990982455, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 17.629480520015136, "drawdown_pct": -7.575423990982455, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 17.629480520015136, "drawdown_pct": -7.575423990982455, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 10:00:00+00:00", "gain_pct": 17.629480520015136, "drawdown_pct": -7.575423990982455, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 17.629480520015136, "drawdown_pct": -7.575423990982455, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 17.629480520015136, "drawdown_pct": -7.575423990982455, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 19:00:00+00:00", "gain_pct": 28.65712507738732, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 28.65712507738732, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": 28.65712507738732, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 25.452478971215328, "drawdown_pct": -2.490842309933783, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 25.452478971215328, "drawdown_pct": -2.490842309933783, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 30.41348109320225, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-10 03:00:00+00:00", "gain_pct": 30.41348109320225, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-18 16:00:00+00:00", "gain_pct": 34.6497418978542, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 39.522064124718696, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 39.522064124718696, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 39.522064124718696, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 39.522064124718696, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 39.522064124718696, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 39.522064124718696, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 44.1155395253993, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-26 17:00:00+00:00", "gain_pct": 45.1765212904553, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 45.1765212904553, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-28 03:00:00+00:00", "gain_pct": 51.12627433518304, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 62.993356506328894, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 64.72279259024478, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 16:00:00+00:00", "gain_pct": 64.72279259024478, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 64.72279259024478, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 64.72279259024478, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-03 06:00:00+00:00", "gain_pct": 81.90671213350555, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 81.90671213350555, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 77.76171072190951, "drawdown_pct": -2.2786412678130974, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 77.76171072190951, "drawdown_pct": -2.2786412678130974, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 05:00:00+00:00", "gain_pct": 77.76171072190951, "drawdown_pct": -2.2786412678130974, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 83.68224003163687, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 83.68224003163687, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 83.68224003163687, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 83.68224003163687, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 83.68224003163687, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 14:00:00+00:00", "gain_pct": 89.76676917433889, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 89.76676917433889, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 89.76676917433889, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 89.76676917433889, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-09 16:00:00+00:00", "gain_pct": 82.5392358260251, "drawdown_pct": -3.808640142718478, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 82.5392358260251, "drawdown_pct": -3.808640142718478, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 87.3107084754823, "drawdown_pct": -1.2942522600467576, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 87.3107084754823, "drawdown_pct": -1.2942522600467576, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 87.3107084754823, "drawdown_pct": -1.2942522600467576, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 74.8728090271967, "drawdown_pct": -7.8485607421914345, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 85.7936460402234, "drawdown_pct": -2.0936875046154046, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 85.7936460402234, "drawdown_pct": -2.0936875046154046, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 89.90141688736685, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 89.90141688736685, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 06:00:00+00:00", "gain_pct": 94.22450361957024, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 94.22450361957024, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 94.22450361957024, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 94.22450361957024, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 94.22450361957024, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 100.88366575565772, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-04-09 01:00:00+00:00", "gain_pct": 100.88366575565772, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-09 17:00:00+00:00", "gain_pct": 100.2757282732604, "drawdown_pct": -0.3026316152238917, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-10 15:00:00+00:00", "gain_pct": 97.39053991434176, "drawdown_pct": -1.7388799772126706, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-22 21:00:00+00:00", "gain_pct": 103.48115804201123, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 107.72852878516775, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 106.75440695098285, "drawdown_pct": -0.4689398417645041, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 112.32337961597796, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 112.32337961597796, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-08-14 12:00:00+00:00", "gain_pct": 121.39204497271987, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-08-24 19:00:00+00:00", "gain_pct": 119.62954015494199, "drawdown_pct": -0.7961012411241142, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-10 22:00:00+00:00", "gain_pct": 118.21330720575406, "drawdown_pct": -1.4357958378122815, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-11 05:00:00+00:00", "gain_pct": 118.21330720575406, "drawdown_pct": -1.4357958378122815, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 115.70290961668036, "drawdown_pct": -2.569710829827032, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 115.70290961668036, "drawdown_pct": -2.569710829827032, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 128.13295612162094, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 126.90600700085827, "drawdown_pct": -0.5378219533124229, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 126.90600700085827, "drawdown_pct": -0.5378219533124229, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-19 09:00:00+00:00", "gain_pct": 133.33519756468502, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-11-04 19:00:00+00:00", "gain_pct": 135.8948909473658, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 135.8948909473658, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-04 21:00:00+00:00", "gain_pct": 135.8948909473658, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 143.77320854904585, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 143.77320854904585, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 143.77320854904585, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 150.07928304388653, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 150.78844168056276, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 156.64404702508415, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 165.64059535372104, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 166.45222975976657, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 166.45222975976657, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 166.45222975976657, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 166.45222975976657, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 166.45222975976657, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 166.45222975976657, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 166.45222975976657, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 05:00:00+00:00", "gain_pct": 166.45222975976657, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 192.10500502789978, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 16:00:00+00:00", "gain_pct": 192.10500502789978, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-28 07:00:00+00:00", "gain_pct": 188.1341186815543, "drawdown_pct": -1.3594037342722687, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 195.82746612084986, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a10_H10_c8_p70_cap2", "variant": "ridge_a10_H10_c8_p70_cap2", "gain_pct": 18.281179952075604, "max_drawdown_pct": -1.3594037342722909, "capital_score": 16.242074350667167, "stability_score": 2.2420743506671688, "n_trades": 10, "skipped_by_capacity": 46, "avg_trade_ret_pct": 1.7080730211529191, "median_trade_ret_pct": 1.467412246808537, "positive_month_rate": 0.3333333333333333, "worst_month_pct": -1.5917157985415287, "month_gain_concentration": 1.0, "top_asset_trade_share": 0.6, "long_counts": { "XRP": 6, "ETH": 3, "SOL": 1 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 10, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.0, "max_open_trades": 2, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 17.089261888308798, "2026-03-31 00:00:00+00:00": -1.5917157985415287 } }, "selection_score": 2175.6348771042103 }, { "name": "ridge_a10_H10_c8_p70_cap3", "variant": { "name": "ridge_a10_H10_c8_p70_cap3", "threshold": 0.033562053253575586, "pred_percentile": 70, "horizon": 10, "cost_bps": 8, "cap": 3, "delay_bars": 1 }, "model_diag": { "alpha": 10.0, "ykey": "y_H10_c8", "n_train": 12794, "target_mean": 0.008213253534827653 }, "val": { "label": "Validation ridge_a10_H10_c8_p70_cap3", "variant": "ridge_a10_H10_c8_p70_cap3", "gain_pct": 1997.0267935948032, "max_drawdown_pct": -11.341555128305458, "capital_score": 1980.014460902345, "stability_score": 1955.994924896095, "n_trades": 271, "skipped_by_capacity": 1700, "avg_trade_ret_pct": 1.1405019280587003, "median_trade_ret_pct": 0.9684278940793202, "positive_month_rate": 0.7058823529411765, "worst_month_pct": -28.25385334942348, "month_gain_concentration": 0.17540514733734666, "top_asset_trade_share": 0.6088560885608856, "long_counts": { "SOL": 79, "XRP": 165, "BTC": 6, "BNB": 5, "ETH": 16 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 271, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.833976833976834, "max_open_trades": 3, "avg_exposure": 0.9446589446589446, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 41.84519409712419, "2024-10-31 00:00:00+00:00": 4.878729819616808, "2024-11-30 00:00:00+00:00": 126.3692232705032, "2024-12-31 00:00:00+00:00": 233.35222148863227, "2025-01-31 00:00:00+00:00": 143.09511864771525, "2025-02-28 00:00:00+00:00": 310.6460105037331, "2025-03-31 00:00:00+00:00": 249.90169364689552, "2025-04-30 00:00:00+00:00": 350.49048816760137, "2025-05-31 00:00:00+00:00": 30.372517760452865, "2025-07-31 00:00:00+00:00": -2.4897903439648417, "2025-08-31 00:00:00+00:00": 95.46701284055825, "2025-10-31 00:00:00+00:00": -4.477520890222877, "2025-11-30 00:00:00+00:00": 172.54614100108233, "2026-01-31 00:00:00+00:00": -10.450061674036306, "2026-02-28 00:00:00+00:00": 239.212404045501, "2026-03-31 00:00:00+00:00": -28.25385334942348 } }, "test": { "label": "Test ridge_a10_H10_c8_p70_cap3", "variant": "ridge_a10_H10_c8_p70_cap3", "gain_pct": 183.310018307983, "max_drawdown_pct": -8.59213979749197, "capital_score": 170.42180861174504, "stability_score": 170.42180861174504, "n_trades": 144, "skipped_by_capacity": 557, "avg_trade_ret_pct": 0.7335254993315051, "median_trade_ret_pct": 0.8142649739455267, "positive_month_rate": 1.0, "worst_month_pct": 0.675598960638581, "month_gain_concentration": 0.2021067255932416, "top_asset_trade_share": 0.4375, "long_counts": { "XRP": 63, "SOL": 48, "ETH": 20, "BNB": 9, "BTC": 4 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 144, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.737704918032787, "max_open_trades": 3, "avg_exposure": 0.912568306010929, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 23.957698157855432, "2025-02-28 00:00:00+00:00": 35.83254413095345, "2025-03-31 00:00:00+00:00": 24.48421716284122, "2025-04-30 00:00:00+00:00": 13.511554074811414, "2025-05-31 00:00:00+00:00": 4.135665916026625, "2025-07-31 00:00:00+00:00": 2.975014452463995, "2025-08-31 00:00:00+00:00": 5.93350768441158, "2025-10-31 00:00:00+00:00": 12.3311749108953, "2025-11-30 00:00:00+00:00": 15.027069820961941, "2025-12-31 00:00:00+00:00": 0.675598960638581, "2026-01-31 00:00:00+00:00": 5.588022692061628, "2026-02-28 00:00:00+00:00": 28.003224777319446, "2026-03-31 00:00:00+00:00": 4.8398666641408 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 0.8378364941528105, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 7.356137004907211, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 8.457965717753865, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 8.457965717753865, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 8.457965717753865, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-19 14:00:00+00:00", "gain_pct": 8.457965717753865, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 12.345548074408285, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-20 01:00:00+00:00", "gain_pct": 12.345548074408285, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 12.345548074408285, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 12.345548074408285, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 12.345548074408285, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 12.345548074408285, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 12.345548074408285, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-23 14:00:00+00:00", "gain_pct": 22.557961135915036, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-27 14:00:00+00:00", "gain_pct": 22.777518804278273, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 23.957698157855432, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 25.467330348812396, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 25.467330348812396, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 00:00:00+00:00", "gain_pct": 25.467330348812396, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 25.467330348812396, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 25.467330348812396, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 17.687692228103288, "drawdown_pct": -6.200528933771765, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 17.687692228103288, "drawdown_pct": -6.200528933771765, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 17.687692228103288, "drawdown_pct": -6.200528933771765, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 17.687692228103288, "drawdown_pct": -6.200528933771765, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 10:00:00+00:00", "gain_pct": 17.687692228103288, "drawdown_pct": -6.200528933771765, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 17.687692228103288, "drawdown_pct": -6.200528933771765, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 17.687692228103288, "drawdown_pct": -6.200528933771765, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 19:00:00+00:00", "gain_pct": 29.633199704247914, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 29.633199704247914, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": 29.633199704247914, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 26.48828501806223, "drawdown_pct": -2.4260102299107467, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 26.48828501806223, "drawdown_pct": -2.4260102299107467, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 31.804562372756465, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-10 03:00:00+00:00", "gain_pct": 31.804562372756465, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-18 16:00:00+00:00", "gain_pct": 36.21575666273225, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 39.492197447573915, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 39.492197447573915, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 39.492197447573915, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 39.492197447573915, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 39.492197447573915, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 39.492197447573915, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 44.78582244364367, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-26 17:00:00+00:00", "gain_pct": 45.54653047393742, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 45.54653047393742, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-28 03:00:00+00:00", "gain_pct": 51.88900856341667, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 59.790242288808884, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 60.91954783002586, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 16:00:00+00:00", "gain_pct": 60.91954783002586, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 60.91954783002586, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 60.91954783002586, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-03 06:00:00+00:00", "gain_pct": 77.85177456575556, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 77.85177456575556, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 73.806875649256, "drawdown_pct": -2.274309000500907, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 73.806875649256, "drawdown_pct": -2.274309000500907, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 05:00:00+00:00", "gain_pct": 73.806875649256, "drawdown_pct": -2.274309000500907, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 79.6117220243446, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 79.6117220243446, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 79.6117220243446, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 79.6117220243446, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 79.6117220243446, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 14:00:00+00:00", "gain_pct": 85.57780723585469, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 85.57780723585469, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 85.57780723585469, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 85.57780723585469, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-09 16:00:00+00:00", "gain_pct": 78.53229598273242, "drawdown_pct": -3.7965268358667426, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 78.53229598273242, "drawdown_pct": -3.7965268358667426, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 81.62615733251982, "drawdown_pct": -2.1293763312509872, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 81.62615733251982, "drawdown_pct": -2.1293763312509872, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 81.62615733251982, "drawdown_pct": -2.1293763312509872, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 69.63270260502989, "drawdown_pct": -8.59213979749197, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 80.28122967955792, "drawdown_pct": -2.854100732834519, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 80.28122967955792, "drawdown_pct": -2.854100732834519, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 84.2744594516501, "drawdown_pct": -0.7023187759450877, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 84.2744594516501, "drawdown_pct": -0.7023187759450877, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 06:00:00+00:00", "gain_pct": 88.47739712342656, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 88.47739712342656, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 88.47739712342656, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 88.47739712342656, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 88.47739712342656, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 94.95794222937576, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-04-09 01:00:00+00:00", "gain_pct": 94.95794222937576, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-09 17:00:00+00:00", "gain_pct": 94.6542925896982, "drawdown_pct": -0.1557513565260682, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-10 15:00:00+00:00", "gain_pct": 91.85345623549901, "drawdown_pct": -1.5923875469634363, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-22 21:00:00+00:00", "gain_pct": 97.78601352646152, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 101.92167944248814, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 101.29017137355459, "drawdown_pct": -0.3127490176771386, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 104.89669389495214, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 104.89669389495214, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-08-14 12:00:00+00:00", "gain_pct": 112.52096066547585, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-08-24 19:00:00+00:00", "gain_pct": 110.83020157936372, "drawdown_pct": -0.7955728605864576, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-10 22:00:00+00:00", "gain_pct": 109.47144002968827, "drawdown_pct": -1.4349269955483468, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-11 05:00:00+00:00", "gain_pct": 109.47144002968827, "drawdown_pct": -1.4349269955483468, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 107.06392351122904, "drawdown_pct": -2.5677642041326054, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 107.06392351122904, "drawdown_pct": -2.5677642041326054, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 117.94038049085196, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 116.7687747676656, "drawdown_pct": -0.5375808377261815, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 116.7687747676656, "drawdown_pct": -0.5375808377261815, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-19 09:00:00+00:00", "gain_pct": 123.16137649025902, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-11-04 19:00:00+00:00", "gain_pct": 124.79343401846708, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 124.79343401846708, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-04 21:00:00+00:00", "gain_pct": 124.79343401846708, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 132.3218451501083, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 132.3218451501083, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 132.3218451501083, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 138.18844631122096, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 138.86404527185954, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 144.45206796392117, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 153.04621464089996, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 151.772872904212, "drawdown_pct": -0.5032052103585039, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 151.772872904212, "drawdown_pct": -0.5032052103585039, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 151.772872904212, "drawdown_pct": -0.5032052103585039, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 151.772872904212, "drawdown_pct": -0.5032052103585039, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 151.772872904212, "drawdown_pct": -0.5032052103585039, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 151.772872904212, "drawdown_pct": -0.5032052103585039, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 151.772872904212, "drawdown_pct": -0.5032052103585039, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 05:00:00+00:00", "gain_pct": 151.772872904212, "drawdown_pct": -0.5032052103585039, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 176.20578781981743, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 16:00:00+00:00", "gain_pct": 176.20578781981743, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-28 07:00:00+00:00", "gain_pct": 172.4552927412406, "drawdown_pct": -1.3578625951978451, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 177.2951594053814, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a10_H10_c8_p70_cap3", "variant": "ridge_a10_H10_c8_p70_cap3", "gain_pct": 18.145624931994078, "max_drawdown_pct": 0.0, "capital_score": 18.145624931994078, "stability_score": 5.0517341849326645, "n_trades": 14, "skipped_by_capacity": 42, "avg_trade_ret_pct": 1.204464036822427, "median_trade_ret_pct": 0.9285916847808965, "positive_month_rate": 0.6666666666666666, "worst_month_pct": 0.0, "month_gain_concentration": 0.9980413441681709, "top_asset_trade_share": 0.5714285714285714, "long_counts": { "XRP": 8, "ETH": 3, "BTC": 1, "SOL": 2 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 14, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.8333333333333335, "max_open_trades": 3, "avg_exposure": 0.9444444444444443, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 15.606687124253625, "2026-03-31 00:00:00+00:00": 0.03062811869475013 } }, "selection_score": 1980.014460902345 }, { "name": "ridge_a10_H10_c8_p70_cap5", "variant": { "name": "ridge_a10_H10_c8_p70_cap5", "threshold": 0.033562053253575586, "pred_percentile": 70, "horizon": 10, "cost_bps": 8, "cap": 5, "delay_bars": 1 }, "model_diag": { "alpha": 10.0, "ykey": "y_H10_c8", "n_train": 12794, "target_mean": 0.008213253534827653 }, "val": { "label": "Validation ridge_a10_H10_c8_p70_cap5", "variant": "ridge_a10_H10_c8_p70_cap5", "gain_pct": 1612.9457257138906, "max_drawdown_pct": -11.255639059853117, "capital_score": 1596.062267124111, "stability_score": 1592.415172551172, "n_trades": 416, "skipped_by_capacity": 1555, "avg_trade_ret_pct": 0.6892667155754105, "median_trade_ret_pct": 0.610006010400939, "positive_month_rate": 0.7647058823529411, "worst_month_pct": -8.40670995755454, "month_gain_concentration": 0.16398528630435572, "top_asset_trade_share": 0.5913461538461539, "long_counts": { "SOL": 124, "XRP": 246, "BTC": 11, "BNB": 9, "ETH": 26 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 416, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.455598455598456, "max_open_trades": 5, "avg_exposure": 0.8911196911196911, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 28.600627611316014, "2024-10-31 00:00:00+00:00": 3.726471240639114, "2024-11-30 00:00:00+00:00": 112.9275197647047, "2024-12-31 00:00:00+00:00": 180.2318348823251, "2025-01-31 00:00:00+00:00": 113.36418002757182, "2025-02-28 00:00:00+00:00": 252.94477727654316, "2025-03-31 00:00:00+00:00": 210.2254847716797, "2025-04-30 00:00:00+00:00": 261.10727438062213, "2025-05-31 00:00:00+00:00": 14.721629251730747, "2025-07-31 00:00:00+00:00": -1.1998776944126348, "2025-08-31 00:00:00+00:00": 77.03401385245729, "2025-10-31 00:00:00+00:00": -2.159645752538836, "2025-11-30 00:00:00+00:00": 138.90343066614423, "2026-01-31 00:00:00+00:00": -8.40670995755454, "2026-02-28 00:00:00+00:00": 193.3038557652235, "2026-03-31 00:00:00+00:00": 5.169281089825745 } }, "test": { "label": "Test ridge_a10_H10_c8_p70_cap5", "variant": "ridge_a10_H10_c8_p70_cap5", "gain_pct": 120.75914635751604, "max_drawdown_pct": -9.70871604216159, "capital_score": 106.19607229427366, "stability_score": 106.19607229427366, "n_trades": 213, "skipped_by_capacity": 488, "avg_trade_ret_pct": 0.3758315325966472, "median_trade_ret_pct": 0.47441607224294735, "positive_month_rate": 1.0, "worst_month_pct": 0.3145895807197405, "month_gain_concentration": 0.2124107009756855, "top_asset_trade_share": 0.43661971830985913, "long_counts": { "XRP": 93, "SOL": 63, "ETH": 33, "BTC": 9, "BNB": 15 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 213, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.122950819672131, "max_open_trades": 5, "avg_exposure": 0.8245901639344262, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 14.990041928918501, "2025-02-28 00:00:00+00:00": 18.016317293154444, "2025-03-31 00:00:00+00:00": 10.135082475149318, "2025-04-30 00:00:00+00:00": 10.257987159161985, "2025-05-31 00:00:00+00:00": 1.9192194010618948, "2025-07-31 00:00:00+00:00": 1.3720699928192062, "2025-08-31 00:00:00+00:00": 5.868474831816968, "2025-10-31 00:00:00+00:00": 10.985914648522026, "2025-11-30 00:00:00+00:00": 11.377007002360841, "2025-12-31 00:00:00+00:00": 0.3145895807197405, "2026-01-31 00:00:00+00:00": 3.252367273929792, "2026-02-28 00:00:00+00:00": 24.47643140460673, "2026-03-31 00:00:00+00:00": 2.266127486736991 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 0.5027018964916863, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 4.3701210435237385, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 5.012830436786146, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 5.012830436786146, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 5.012830436786146, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-01-19 14:00:00+00:00", "gain_pct": 5.012830436786146, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 7.6917730267866915, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-01-20 01:00:00+00:00", "gain_pct": 6.199838689478, "drawdown_pct": -1.3853744769691922, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 6.199838689478, "drawdown_pct": -1.3853744769691922, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 6.199838689478, "drawdown_pct": -1.3853744769691922, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 6.199838689478, "drawdown_pct": -1.3853744769691922, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 6.199838689478, "drawdown_pct": -1.3853744769691922, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 6.199838689478, "drawdown_pct": -1.3853744769691922, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-23 14:00:00+00:00", "gain_pct": 14.207891508771354, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-27 14:00:00+00:00", "gain_pct": 14.330650821031156, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 14.990041928918501, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 15.830293102577713, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 15.830293102577713, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 00:00:00+00:00", "gain_pct": 15.830293102577713, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 15.830293102577713, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 15.830293102577713, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 4.584658854444953, "drawdown_pct": -9.70871604216159, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 4.584658854444953, "drawdown_pct": -9.70871604216159, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 4.584658854444953, "drawdown_pct": -9.70871604216159, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 4.584658854444953, "drawdown_pct": -9.70871604216159, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 10:00:00+00:00", "gain_pct": 4.584658854444953, "drawdown_pct": -9.70871604216159, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 4.584658854444953, "drawdown_pct": -9.70871604216159, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 4.584658854444953, "drawdown_pct": -9.70871604216159, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 19:00:00+00:00", "gain_pct": 15.250594812824076, "drawdown_pct": -0.5004720908719951, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 15.250594812824076, "drawdown_pct": -0.5004720908719951, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": 15.250594812824076, "drawdown_pct": -0.5004720908719951, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 13.567511654113346, "drawdown_pct": -1.953531660720631, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 11.750910238800031, "drawdown_pct": -3.521861815686711, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 15.024023496066661, "drawdown_pct": -0.6960783616398403, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-10 03:00:00+00:00", "gain_pct": 15.024023496066661, "drawdown_pct": -0.6960783616398403, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-18 16:00:00+00:00", "gain_pct": 18.77951636689869, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 20.489743251729323, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 20.489743251729323, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 20.489743251729323, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 20.489743251729323, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 20.489743251729323, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 20.489743251729323, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 24.928290768045983, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-26 17:00:00+00:00", "gain_pct": 25.348000352137277, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 25.348000352137277, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-28 03:00:00+00:00", "gain_pct": 29.000431587951994, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 33.006359222072945, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 33.569969491455566, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-02 16:00:00+00:00", "gain_pct": 33.569969491455566, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 33.569969491455566, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 33.569969491455566, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-03 06:00:00+00:00", "gain_pct": 41.94334082442569, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 41.94334082442569, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 37.49289598585864, "drawdown_pct": -3.135367120935917, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 37.49289598585864, "drawdown_pct": -3.135367120935917, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 05:00:00+00:00", "gain_pct": 37.49289598585864, "drawdown_pct": -3.135367120935917, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 41.41264097201204, "drawdown_pct": -0.37388147223481605, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 41.41264097201204, "drawdown_pct": -0.37388147223481605, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 41.41264097201204, "drawdown_pct": -0.37388147223481605, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 41.41264097201204, "drawdown_pct": -0.37388147223481605, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 41.41264097201204, "drawdown_pct": -0.37388147223481605, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-07 14:00:00+00:00", "gain_pct": 46.78471654008845, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 46.78471654008845, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 46.78471654008845, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 46.78471654008845, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-09 16:00:00+00:00", "gain_pct": 41.503057066393325, "drawdown_pct": -3.5982352919233573, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 41.503057066393325, "drawdown_pct": -3.5982352919233573, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 42.97192025152415, "drawdown_pct": -2.5975431083269385, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 42.97192025152415, "drawdown_pct": -2.5975431083269385, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 42.97192025152415, "drawdown_pct": -2.5975431083269385, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 34.696891719434234, "drawdown_pct": -8.23507045255144, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 39.72896292333172, "drawdown_pct": -4.806872120660966, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 39.72896292333172, "drawdown_pct": -4.806872120660966, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 43.14144169722226, "drawdown_pct": -2.4820532605458134, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 43.14144169722226, "drawdown_pct": -2.4820532605458134, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-04-07 06:00:00+00:00", "gain_pct": 45.671241503574066, "drawdown_pct": -0.7585769573021484, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 45.671241503574066, "drawdown_pct": -0.7585769573021484, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 45.671241503574066, "drawdown_pct": -0.7585769573021484, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 45.671241503574066, "drawdown_pct": -0.7585769573021484, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 45.671241503574066, "drawdown_pct": -0.7585769573021484, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 51.297604378147696, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-04-09 01:00:00+00:00", "gain_pct": 51.297604378147696, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-09 17:00:00+00:00", "gain_pct": 51.23981104858615, "drawdown_pct": -0.0381984432596183, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-10 15:00:00+00:00", "gain_pct": 48.50088767363155, "drawdown_pct": -1.8484871032895756, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-22 21:00:00+00:00", "gain_pct": 53.39942885638425, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 55.31864825744614, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 55.02710243449417, "drawdown_pct": -0.18770818972666525, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 56.69071825026535, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 56.69071825026535, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-08-14 12:00:00+00:00", "gain_pct": 63.33971525090311, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-08-24 19:00:00+00:00", "gain_pct": 62.55919308208232, "drawdown_pct": -0.4778520445084977, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-10 22:00:00+00:00", "gain_pct": 61.51197942701492, "drawdown_pct": -1.1189782111966085, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-10-11 05:00:00+00:00", "gain_pct": 61.51197942701492, "drawdown_pct": -1.1189782111966085, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 61.01689866771437, "drawdown_pct": -1.4220770371863978, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 61.01689866771437, "drawdown_pct": -1.4220770371863978, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 69.33110715817196, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 68.42114184922062, "drawdown_pct": -0.5373881528462188, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 68.42114184922062, "drawdown_pct": -0.5373881528462188, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-19 09:00:00+00:00", "gain_pct": 73.54510773060434, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-11-04 19:00:00+00:00", "gain_pct": 74.30662552730368, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 74.30662552730368, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-04 21:00:00+00:00", "gain_pct": 74.30662552730368, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 80.46777437160387, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 80.46777437160387, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 80.46777437160387, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 84.92211473296518, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 85.23670431368492, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 88.48907158761472, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 95.13125827615829, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 96.68429697219182, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 96.68429697219182, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 96.68429697219182, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 96.68429697219182, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 96.68429697219182, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 96.68429697219182, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 96.68429697219182, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 05:00:00+00:00", "gain_pct": 96.68429697219182, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 115.89439772388147, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 16:00:00+00:00", "gain_pct": 115.89439772388147, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-28 07:00:00+00:00", "gain_pct": 112.96550299222145, "drawdown_pct": -1.3566330402912663, "open_trades": 2, "exposure": 0.4 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 115.23163047895844, "drawdown_pct": -0.30698677312167577, "open_trades": 5, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a10_H10_c8_p70_cap5", "variant": "ridge_a10_H10_c8_p70_cap5", "gain_pct": 15.606764873735457, "max_drawdown_pct": 0.0, "capital_score": 15.606764873735457, "stability_score": 5.7424279913484035, "n_trades": 20, "skipped_by_capacity": 36, "avg_trade_ret_pct": 0.7297424073075437, "median_trade_ret_pct": 0.5654076974036664, "positive_month_rate": 0.6666666666666666, "worst_month_pct": 0.0, "month_gain_concentration": 0.8945734752954821, "top_asset_trade_share": 0.5, "long_counts": { "XRP": 10, "ETH": 5, "BTC": 1, "SOL": 4 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 20, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.333333333333333, "max_open_trades": 5, "avg_exposure": 0.8666666666666667, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 11.664589323837987, "2026-03-31 00:00:00+00:00": 1.374685421017503 } }, "selection_score": 1596.062267124111 }, { "name": "ridge_a10_H10_c8_p80_cap1", "variant": { "name": "ridge_a10_H10_c8_p80_cap1", "threshold": 0.052151359479987176, "pred_percentile": 80, "horizon": 10, "cost_bps": 8, "cap": 1, "delay_bars": 1 }, "model_diag": { "alpha": 10.0, "ykey": "y_H10_c8", "n_train": 12794, "target_mean": 0.008213253534827653 }, "val": { "label": "Validation ridge_a10_H10_c8_p80_cap1", "variant": "ridge_a10_H10_c8_p80_cap1", "gain_pct": 1392.8370454580627, "max_drawdown_pct": -11.799569996877501, "capital_score": 1375.1376904627464, "stability_score": 1358.1005135478315, "n_trades": 83, "skipped_by_capacity": 1231, "avg_trade_ret_pct": 3.409028382528867, "median_trade_ret_pct": 3.125137365567101, "positive_month_rate": 0.8125, "worst_month_pct": -20.019104625758246, "month_gain_concentration": 0.149445934224803, "top_asset_trade_share": 0.6506024096385542, "long_counts": { "SOL": 23, "ETH": 4, "XRP": 54, "BTC": 2 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 83, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 19.89753205190148, "2024-10-31 00:00:00+00:00": 9.012172622110754, "2024-11-30 00:00:00+00:00": 129.0117939483123, "2024-12-31 00:00:00+00:00": 181.06780099073808, "2025-01-31 00:00:00+00:00": 125.32094446775511, "2025-02-28 00:00:00+00:00": 205.16678358398394, "2025-03-31 00:00:00+00:00": 148.93698636936074, "2025-04-30 00:00:00+00:00": 72.48438522475408, "2025-05-31 00:00:00+00:00": 123.67371663530503, "2025-07-31 00:00:00+00:00": -5.2328146136799205, "2025-10-31 00:00:00+00:00": 65.37885199056313, "2025-11-30 00:00:00+00:00": 66.7459354646237, "2026-01-31 00:00:00+00:00": 50.973970576953434, "2026-02-28 00:00:00+00:00": 175.17867630203887, "2026-03-31 00:00:00+00:00": -20.019104625758246 } }, "test": { "label": "Test ridge_a10_H10_c8_p80_cap1", "variant": "ridge_a10_H10_c8_p80_cap1", "gain_pct": 152.95156366730407, "max_drawdown_pct": -11.799569996877501, "capital_score": 135.25220867198783, "stability_score": 133.89506581484497, "n_trades": 42, "skipped_by_capacity": 400, "avg_trade_ret_pct": 2.3307425669433135, "median_trade_ret_pct": 2.5716722576802433, "positive_month_rate": 0.8333333333333334, "worst_month_pct": -3.440689418059975, "month_gain_concentration": 0.19603578407962213, "top_asset_trade_share": 0.5952380952380952, "long_counts": { "XRP": 25, "SOL": 12, "ETH": 4, "BNB": 1 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 42, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 25.090494999873144, "2025-02-28 00:00:00+00:00": 22.412267895699713, "2025-03-31 00:00:00+00:00": 20.37702038641163, "2025-04-30 00:00:00+00:00": 13.113379932709421, "2025-05-31 00:00:00+00:00": -1.3445383975666516, "2025-07-31 00:00:00+00:00": 3.9407193382120624, "2025-10-31 00:00:00+00:00": 14.351678073217784, "2025-11-30 00:00:00+00:00": 18.53765682100729, "2025-12-31 00:00:00+00:00": 0.6134416380692471, "2026-01-31 00:00:00+00:00": 5.039589861169645, "2026-02-28 00:00:00+00:00": 30.10801077719796, "2026-03-31 00:00:00+00:00": -3.440689418059975 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 2.5135094824584314, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 12.260873674421276, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 15.717376229223746, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 15.717376229223746, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 15.717376229223746, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 14.038751242824617, "drawdown_pct": -1.4506248249821607, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 14.038751242824617, "drawdown_pct": -1.4506248249821607, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 14.038751242824617, "drawdown_pct": -1.4506248249821607, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 14.038751242824617, "drawdown_pct": -1.4506248249821607, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 14.038751242824617, "drawdown_pct": -1.4506248249821607, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 14.038751242824617, "drawdown_pct": -1.4506248249821607, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 25.090494999873144, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 29.66077923814774, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 29.66077923814774, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 29.66077923814774, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 29.66077923814774, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 14.361364833445691, "drawdown_pct": -11.799569996877501, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 14.361364833445691, "drawdown_pct": -11.799569996877501, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 14.361364833445691, "drawdown_pct": -11.799569996877501, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 14.361364833445691, "drawdown_pct": -11.799569996877501, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 14.361364833445691, "drawdown_pct": -11.799569996877501, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 14.361364833445691, "drawdown_pct": -11.799569996877501, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 19:00:00+00:00", "gain_pct": 27.104743163930735, "drawdown_pct": -1.9713255536759844, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 27.104743163930735, "drawdown_pct": -1.9713255536759844, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": 27.104743163930735, "drawdown_pct": -1.9713255536759844, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 23.91880013523358, "drawdown_pct": -4.4284625903472925, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 23.91880013523358, "drawdown_pct": -4.4284625903472925, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 30.778075566784565, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 35.33642000350994, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 35.33642000350994, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 35.33642000350994, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 35.33642000350994, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 35.33642000350994, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 35.33642000350994, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 39.75600984004589, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 40.78300991876944, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 47.50276289557286, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 49.06370684243569, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 16:00:00+00:00", "gain_pct": 49.06370684243569, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 49.06370684243569, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 49.06370684243569, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 64.2283806429462, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 56.841362853900534, "drawdown_pct": -4.498015361368024, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 56.841362853900534, "drawdown_pct": -4.498015361368024, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 62.02233332476973, "drawdown_pct": -1.3432801989156196, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 62.02233332476973, "drawdown_pct": -1.3432801989156196, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 62.02233332476973, "drawdown_pct": -1.3432801989156196, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 62.02233332476973, "drawdown_pct": -1.3432801989156196, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 62.02233332476973, "drawdown_pct": -1.3432801989156196, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 67.34564664296096, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 67.34564664296096, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 67.34564664296096, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 61.060521511230064, "drawdown_pct": -3.7557745049325852, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 65.95937083008283, "drawdown_pct": -0.8283907234442722, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 65.95937083008283, "drawdown_pct": -0.8283907234442722, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 65.95937083008283, "drawdown_pct": -0.8283907234442722, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 54.749974486956944, "drawdown_pct": -7.526740258070419, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 64.26778996651515, "drawdown_pct": -1.8392212395058838, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 64.26778996651515, "drawdown_pct": -1.8392212395058838, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 67.87978328198449, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 67.87978328198449, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 71.68004330560498, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 71.68004330560498, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 71.68004330560498, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 71.68004330560498, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 80.99316321469391, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 79.64862481712726, "drawdown_pct": -0.7428669534725763, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 78.80519087878909, "drawdown_pct": -1.2088701567746218, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 83.58934415533932, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 83.58934415533932, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 88.31309800667745, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 88.31309800667745, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 99.01279976211319, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 97.9410222285571, "drawdown_pct": -0.5385470355862676, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 97.9410222285571, "drawdown_pct": -0.5385470355862676, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 102.58600771831607, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 111.05386757016242, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 111.05386757016242, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 111.05386757016242, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 116.47867904956439, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 117.09212068763364, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 122.13171054880328, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 129.8513738753509, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 130.55312279581497, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 130.55312279581497, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 130.55312279581497, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 130.55312279581497, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 130.55312279581497, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 130.55312279581497, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 130.55312279581497, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 152.23972132600124, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 148.79903190794127, "drawdown_pct": -1.364055351779092, "open_trades": 1, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a10_H10_c8_p80_cap1", "variant": "ridge_a10_H10_c8_p80_cap1", "gain_pct": 16.643766426278845, "max_drawdown_pct": -1.364055351779092, "capital_score": 14.597683398610206, "stability_score": -5.402316601389794, "n_trades": 5, "skipped_by_capacity": 34, "avg_trade_ret_pct": 3.1862171048242445, "median_trade_ret_pct": 2.7445116216670473, "positive_month_rate": 0.3333333333333333, "worst_month_pct": -1.5866079932734323, "month_gain_concentration": 1.0, "top_asset_trade_share": 0.8, "long_counts": { "XRP": 4, "ETH": 1 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 5, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 16.31551397119432, "2026-03-31 00:00:00+00:00": -1.5866079932734323 } }, "selection_score": 1375.1376904627464 }, { "name": "ridge_a10_H10_c8_p80_cap2", "variant": { "name": "ridge_a10_H10_c8_p80_cap2", "threshold": 0.052151359479987176, "pred_percentile": 80, "horizon": 10, "cost_bps": 8, "cap": 2, "delay_bars": 1 }, "model_diag": { "alpha": 10.0, "ykey": "y_H10_c8", "n_train": 12794, "target_mean": 0.008213253534827653 }, "val": { "label": "Validation ridge_a10_H10_c8_p80_cap2", "variant": "ridge_a10_H10_c8_p80_cap2", "gain_pct": 1271.2118653520174, "max_drawdown_pct": -11.451495366599463, "capital_score": 1254.0346223021181, "stability_score": 1238.7150665301551, "n_trades": 158, "skipped_by_capacity": 1156, "avg_trade_ret_pct": 1.6951269574166605, "median_trade_ret_pct": 1.530152873845307, "positive_month_rate": 0.8125, "worst_month_pct": -18.452467164368045, "month_gain_concentration": 0.1450233667423962, "top_asset_trade_share": 0.6455696202531646, "long_counts": { "SOL": 43, "ETH": 10, "XRP": 102, "BTC": 3 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 158, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.9414634146341463, "max_open_trades": 2, "avg_exposure": 0.9707317073170731, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 12.512387434175821, "2024-10-31 00:00:00+00:00": 8.57997406329524, "2024-11-30 00:00:00+00:00": 107.422773537248, "2024-12-31 00:00:00+00:00": 171.6855467737051, "2025-01-31 00:00:00+00:00": 122.34709854412199, "2025-02-28 00:00:00+00:00": 182.70015167268264, "2025-03-31 00:00:00+00:00": 142.43620341252608, "2025-04-30 00:00:00+00:00": 61.28800023211954, "2025-05-31 00:00:00+00:00": 115.0520543181351, "2025-07-31 00:00:00+00:00": -2.4038501725084416, "2025-10-31 00:00:00+00:00": 61.096245321573974, "2025-11-30 00:00:00+00:00": 62.392378150301965, "2026-01-31 00:00:00+00:00": 47.500302656309714, "2026-02-28 00:00:00+00:00": 164.7849135158947, "2026-03-31 00:00:00+00:00": -18.452467164368045 } }, "test": { "label": "Test ridge_a10_H10_c8_p80_cap2", "variant": "ridge_a10_H10_c8_p80_cap2", "gain_pct": 149.66194121859476, "max_drawdown_pct": -8.38607464964145, "capital_score": 137.0828292441326, "stability_score": 137.0828292441326, "n_trades": 79, "skipped_by_capacity": 363, "avg_trade_ret_pct": 1.18591064690226, "median_trade_ret_pct": 1.2851722505389696, "positive_month_rate": 0.8333333333333334, "worst_month_pct": -3.3839713935452096, "month_gain_concentration": 0.20203671735866013, "top_asset_trade_share": 0.5443037974683544, "long_counts": { "XRP": 43, "SOL": 23, "ETH": 10, "BNB": 3 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 79, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.903225806451613, "max_open_trades": 2, "avg_exposure": 0.9516129032258065, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 20.841284532687197, "2025-02-28 00:00:00+00:00": 21.16044502227892, "2025-03-31 00:00:00+00:00": 18.82719495230623, "2025-04-30 00:00:00+00:00": 12.705358639985008, "2025-05-31 00:00:00+00:00": -0.6445644212232651, "2025-07-31 00:00:00+00:00": 3.824233832361216, "2025-10-31 00:00:00+00:00": 17.117845423831938, "2025-11-30 00:00:00+00:00": 19.28463651800365, "2025-12-31 00:00:00+00:00": 0.6043417843490602, "2026-01-31 00:00:00+00:00": 4.990120403719743, "2026-02-28 00:00:00+00:00": 30.219668104999556, "2026-03-31 00:00:00+00:00": -3.3839713935452096 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 1.2567547412292157, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 6.07068838930077, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 7.7036420329299204, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 7.7036420329299204, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 7.7036420329299204, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 10.267332503240638, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 10.267332503240638, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 10.267332503240638, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 10.267332503240638, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 10.267332503240638, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 10.267332503240638, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 20.841284532687197, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 23.048802450148287, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 23.048802450148287, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 23.048802450148287, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 23.048802450148287, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 13.727333948723157, "drawdown_pct": -7.5754239909824435, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 13.727333948723157, "drawdown_pct": -7.5754239909824435, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 13.727333948723157, "drawdown_pct": -7.5754239909824435, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 13.727333948723157, "drawdown_pct": -7.5754239909824435, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 13.727333948723157, "drawdown_pct": -7.5754239909824435, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 13.727333948723157, "drawdown_pct": -7.5754239909824435, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 19:00:00+00:00", "gain_pct": 24.38915622065514, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 24.38915622065514, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": 24.38915622065514, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 21.290818488541433, "drawdown_pct": -2.490842309933783, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 21.290818488541433, "drawdown_pct": -2.490842309933783, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 26.087248282784472, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 30.182978750135817, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 30.182978750135817, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 30.182978750135817, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 30.182978750135817, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 30.182978750135817, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 30.182978750135817, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 34.46898408002781, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 35.45894769217091, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 42.00172955496612, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 43.50843461543457, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 16:00:00+00:00", "gain_pct": 43.50843461543457, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 43.50843461543457, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 43.50843461543457, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 58.479267463960326, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 51.43100504568969, "drawdown_pct": -4.447435005890266, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 51.43100504568969, "drawdown_pct": -4.447435005890266, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 56.47456420212157, "drawdown_pct": -1.2649624735895815, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 56.47456420212157, "drawdown_pct": -1.2649624735895815, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 56.47456420212157, "drawdown_pct": -1.2649624735895815, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 56.47456420212157, "drawdown_pct": -1.2649624735895815, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 56.47456420212157, "drawdown_pct": -1.2649624735895815, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 61.657830944814975, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 61.657830944814975, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 61.657830944814975, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 56.272374733279406, "drawdown_pct": -3.3313921014899717, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 58.634834255473606, "drawdown_pct": -1.8699970621115947, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 58.634834255473606, "drawdown_pct": -1.8699970621115947, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 58.634834255473606, "drawdown_pct": -1.8699970621115947, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 48.10108456479162, "drawdown_pct": -8.38607464964145, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 57.35002277869677, "drawdown_pct": -2.6647692480723406, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 57.35002277869677, "drawdown_pct": -2.6647692480723406, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 60.82892450727235, "drawdown_pct": -0.5127536554821122, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 60.82892450727235, "drawdown_pct": -0.5127536554821122, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 64.49017886275885, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 64.49017886275885, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 64.49017886275885, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 64.49017886275885, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 73.53428314725736, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 72.88971872603409, "drawdown_pct": -0.3714334767362937, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 72.07896995261314, "drawdown_pct": -0.8386315189427229, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 76.7139525583953, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 76.7139525583953, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 84.26168330061384, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 84.26168330061384, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 94.879904893338, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 93.83179798222724, "drawdown_pct": -0.5378219533124229, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 93.83179798222724, "drawdown_pct": -0.5378219533124229, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 99.32385869506768, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 107.74242632300238, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 107.74242632300238, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 107.74242632300238, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 113.1164345002309, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 113.72077628457996, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 118.7108966882997, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 126.37771450411864, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 127.06938567587173, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 127.06938567587173, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 127.06938567587173, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 127.06938567587173, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 127.06938567587173, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 127.06938567587173, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 127.06938567587173, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 148.93056479329925, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 145.54659339975404, "drawdown_pct": -1.3594037342722909, "open_trades": 2, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a10_H10_c8_p80_cap2", "variant": "ridge_a10_H10_c8_p80_cap2", "gain_pct": 18.281179952075604, "max_drawdown_pct": -1.3594037342722909, "capital_score": 16.242074350667167, "stability_score": 2.2420743506671688, "n_trades": 10, "skipped_by_capacity": 29, "avg_trade_ret_pct": 1.7080730211529191, "median_trade_ret_pct": 1.467412246808537, "positive_month_rate": 0.3333333333333333, "worst_month_pct": -1.5917157985415287, "month_gain_concentration": 1.0, "top_asset_trade_share": 0.6, "long_counts": { "XRP": 6, "ETH": 3, "SOL": 1 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 10, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.0, "max_open_trades": 2, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 17.089261888308798, "2026-03-31 00:00:00+00:00": -1.5917157985415287 } }, "selection_score": 1254.0346223021181 }, { "name": "ridge_a10_H10_c8_p80_cap3", "variant": { "name": "ridge_a10_H10_c8_p80_cap3", "threshold": 0.052151359479987176, "pred_percentile": 80, "horizon": 10, "cost_bps": 8, "cap": 3, "delay_bars": 1 }, "model_diag": { "alpha": 10.0, "ykey": "y_H10_c8", "n_train": 12794, "target_mean": 0.008213253534827653 }, "val": { "label": "Validation ridge_a10_H10_c8_p80_cap3", "variant": "ridge_a10_H10_c8_p80_cap3", "gain_pct": 1166.7243335595517, "max_drawdown_pct": -11.341555128305469, "capital_score": 1149.7120008670936, "stability_score": 1135.4575546249878, "n_trades": 224, "skipped_by_capacity": 1090, "avg_trade_ret_pct": 1.1509834250083206, "median_trade_ret_pct": 1.0340214473882807, "positive_month_rate": 0.8125, "worst_month_pct": -17.066946242105814, "month_gain_concentration": 0.1450814682474086, "top_asset_trade_share": 0.65625, "long_counts": { "SOL": 61, "ETH": 12, "XRP": 147, "BTC": 4 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 224, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.8146341463414632, "max_open_trades": 3, "avg_exposure": 0.938211382113821, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 14.300952956685379, "2024-10-31 00:00:00+00:00": 6.14679275199417, "2024-11-30 00:00:00+00:00": 105.0607974801863, "2024-12-31 00:00:00+00:00": 157.75128750691616, "2025-01-31 00:00:00+00:00": 104.03314380405817, "2025-02-28 00:00:00+00:00": 168.06099256911818, "2025-03-31 00:00:00+00:00": 136.82542407483925, "2025-04-30 00:00:00+00:00": 52.88274307338497, "2025-05-31 00:00:00+00:00": 108.69517905091845, "2025-07-31 00:00:00+00:00": -1.492601251966903, "2025-10-31 00:00:00+00:00": 57.23139831140861, "2025-11-30 00:00:00+00:00": 58.451435036944304, "2026-01-31 00:00:00+00:00": 44.452341931195406, "2026-02-28 00:00:00+00:00": 144.49799784115953, "2026-03-31 00:00:00+00:00": -17.066946242105814 } }, "test": { "label": "Test ridge_a10_H10_c8_p80_cap3", "variant": "ridge_a10_H10_c8_p80_cap3", "gain_pct": 137.97699177231064, "max_drawdown_pct": -8.319235081150001, "capital_score": 125.49813915058564, "stability_score": 125.49813915058564, "n_trades": 111, "skipped_by_capacity": 331, "avg_trade_ret_pct": 0.7932711904517822, "median_trade_ret_pct": 0.8576666714275158, "positive_month_rate": 0.8333333333333334, "worst_month_pct": -3.206333389067339, "month_gain_concentration": 0.19880608442752676, "top_asset_trade_share": 0.5225225225225225, "long_counts": { "XRP": 58, "SOL": 33, "ETH": 14, "BNB": 5, "BTC": 1 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 111, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.7204301075268815, "max_open_trades": 3, "avg_exposure": 0.906810035842294, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 16.30377689766749, "2025-02-28 00:00:00+00:00": 21.62810707221763, "2025-03-31 00:00:00+00:00": 18.08907262997704, "2025-04-30 00:00:00+00:00": 12.372709202465956, "2025-05-31 00:00:00+00:00": -0.41698029832883776, "2025-07-31 00:00:00+00:00": 2.4748856508680603, "2025-10-31 00:00:00+00:00": 14.62869364953744, "2025-11-30 00:00:00+00:00": 18.549270042912212, "2025-12-31 00:00:00+00:00": 0.5775758825783157, "2026-01-31 00:00:00+00:00": 4.777252965553089, "2026-02-28 00:00:00+00:00": 27.14655267317039, "2026-03-31 00:00:00+00:00": -3.206333389067339 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 0.8378364941528105, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 4.033848159998328, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 5.10157921113867, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 5.10157921113867, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 5.10157921113867, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 7.481102751667635, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 7.481102751667635, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 7.481102751667635, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 7.481102751667635, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 7.481102751667635, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 7.481102751667635, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 16.30377689766749, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 17.720194983384175, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 17.720194983384175, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 17.720194983384175, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 17.720194983384175, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 10.420920232546905, "drawdown_pct": -6.200528933771765, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 10.420920232546905, "drawdown_pct": -6.200528933771765, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 10.420920232546905, "drawdown_pct": -6.200528933771765, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 10.420920232546905, "drawdown_pct": -6.200528933771765, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 10.420920232546905, "drawdown_pct": -6.200528933771765, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 10.420920232546905, "drawdown_pct": -6.200528933771765, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 19:00:00+00:00", "gain_pct": 21.628837587269928, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 21.628837587269928, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": 21.628837587269928, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 18.678109544881224, "drawdown_pct": -2.4260102299107578, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 18.678109544881224, "drawdown_pct": -2.4260102299107578, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 23.66612678443252, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 27.804946431601763, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 27.804946431601763, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 27.804946431601763, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 27.804946431601763, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 27.804946431601763, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 27.804946431601763, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 32.65504895655448, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 33.30572390701931, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 37.93188396988512, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 38.9067072046866, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 16:00:00+00:00", "gain_pct": 38.9067072046866, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 38.9067072046866, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 38.9067072046866, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 53.52270565372348, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 46.72024975668822, "drawdown_pct": -4.430911941050897, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 46.72024975668822, "drawdown_pct": -4.430911941050897, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 51.620450089791916, "drawdown_pct": -1.2390711561729328, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 51.620450089791916, "drawdown_pct": -1.2390711561729328, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 51.620450089791916, "drawdown_pct": -1.2390711561729328, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 51.620450089791916, "drawdown_pct": -1.2390711561729328, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 51.620450089791916, "drawdown_pct": -1.2390711561729328, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 56.65676127732456, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 56.65676127732456, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 56.65676127732456, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 52.24427777576199, "drawdown_pct": -2.8166569164233435, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 53.778699961467, "drawdown_pct": -1.837176571499921, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 53.778699961467, "drawdown_pct": -1.837176571499921, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 53.778699961467, "drawdown_pct": -1.837176571499921, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 43.624117036147965, "drawdown_pct": -8.319235081150001, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 52.63998057736384, "drawdown_pct": -2.564064689713541, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 52.63998057736384, "drawdown_pct": -2.564064689713541, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 56.02095659986216, "drawdown_pct": -0.4058584336087856, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 56.02095659986216, "drawdown_pct": -0.4058584336087856, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 59.57948748922948, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 59.57948748922948, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 59.57948748922948, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 59.57948748922948, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 68.39366580232812, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 67.97668550399928, "drawdown_pct": -0.24762231782418098, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 67.45134007015889, "drawdown_pct": -0.5595968991347844, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 70.45157115486734, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 70.45157115486734, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 76.79412468872712, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 76.79412468872712, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 86.0805984443679, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 85.08026480440478, "drawdown_pct": -0.5375808377261815, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 85.08026480440478, "drawdown_pct": -0.5375808377261815, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 90.53835913037389, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 98.61412253797599, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 98.61412253797599, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 98.61412253797599, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 103.62953484731699, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 104.2071107298953, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 108.9843636954484, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 116.33158022649792, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 115.24298844314734, "drawdown_pct": -0.5032052103584816, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 115.24298844314734, "drawdown_pct": -0.5032052103584816, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 115.24298844314734, "drawdown_pct": -0.5032052103584816, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 115.24298844314734, "drawdown_pct": -0.5032052103584816, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 115.24298844314734, "drawdown_pct": -0.5032052103584816, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 115.24298844314734, "drawdown_pct": -0.5032052103584816, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 115.24298844314734, "drawdown_pct": -0.5032052103584816, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 136.13091636861878, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 132.92458297955145, "drawdown_pct": -1.357862595197823, "open_trades": 3, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a10_H10_c8_p80_cap3", "variant": "ridge_a10_H10_c8_p80_cap3", "gain_pct": 18.145624931994078, "max_drawdown_pct": 0.0, "capital_score": 18.145624931994078, "stability_score": 5.0517341849326645, "n_trades": 14, "skipped_by_capacity": 25, "avg_trade_ret_pct": 1.204464036822427, "median_trade_ret_pct": 0.9285916847808965, "positive_month_rate": 0.6666666666666666, "worst_month_pct": 0.0, "month_gain_concentration": 0.9980413441681709, "top_asset_trade_share": 0.5714285714285714, "long_counts": { "XRP": 8, "ETH": 3, "BTC": 1, "SOL": 2 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 14, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.8181818181818183, "max_open_trades": 3, "avg_exposure": 0.9393939393939393, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 15.606687124253625, "2026-03-31 00:00:00+00:00": 0.03062811869475013 } }, "selection_score": 1149.7120008670936 }, { "name": "ridge_a10_H10_c8_p80_cap5", "variant": { "name": "ridge_a10_H10_c8_p80_cap5", "threshold": 0.052151359479987176, "pred_percentile": 80, "horizon": 10, "cost_bps": 8, "cap": 5, "delay_bars": 1 }, "model_diag": { "alpha": 10.0, "ykey": "y_H10_c8", "n_train": 12794, "target_mean": 0.008213253534827653 }, "val": { "label": "Validation ridge_a10_H10_c8_p80_cap5", "variant": "ridge_a10_H10_c8_p80_cap5", "gain_pct": 1052.1612498604636, "max_drawdown_pct": -11.255639059853117, "capital_score": 1035.277791270684, "stability_score": 1032.8628352589537, "n_trades": 341, "skipped_by_capacity": 973, "avg_trade_ret_pct": 0.7234258454194521, "median_trade_ret_pct": 0.657108586076312, "positive_month_rate": 0.875, "worst_month_pct": -0.8092410693016063, "month_gain_concentration": 0.14340841707742819, "top_asset_trade_share": 0.6304985337243402, "long_counts": { "SOL": 103, "BNB": 1, "ETH": 17, "XRP": 215, "BTC": 5 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 341, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.443902439024391, "max_open_trades": 5, "avg_exposure": 0.888780487804878, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 15.166806845111353, "2024-10-31 00:00:00+00:00": 3.9159586908690187, "2024-11-30 00:00:00+00:00": 98.75019803363153, "2024-12-31 00:00:00+00:00": 139.54228585625245, "2025-01-31 00:00:00+00:00": 88.31279328088124, "2025-02-28 00:00:00+00:00": 147.8745733550212, "2025-03-31 00:00:00+00:00": 124.16369552137121, "2025-04-30 00:00:00+00:00": 44.742408023881694, "2025-05-31 00:00:00+00:00": 99.35956733632304, "2025-07-31 00:00:00+00:00": -0.8092410693016063, "2025-10-31 00:00:00+00:00": 51.95453506040087, "2025-11-30 00:00:00+00:00": 53.06639181115327, "2026-01-31 00:00:00+00:00": 30.796736052951474, "2026-02-28 00:00:00+00:00": 130.02000513967653, "2026-03-31 00:00:00+00:00": 3.4769609287250205 } }, "test": { "label": "Test ridge_a10_H10_c8_p80_cap5", "variant": "ridge_a10_H10_c8_p80_cap5", "gain_pct": 96.64203366523077, "max_drawdown_pct": -9.70871604216159, "capital_score": 82.07895960198839, "stability_score": 82.07895960198839, "n_trades": 165, "skipped_by_capacity": 277, "avg_trade_ret_pct": 0.41469591347764306, "median_trade_ret_pct": 0.5212891053213391, "positive_month_rate": 0.75, "worst_month_pct": -2.6366850037607605, "month_gain_concentration": 0.26020405981716094, "top_asset_trade_share": 0.49696969696969695, "long_counts": { "XRP": 82, "SOL": 49, "ETH": 22, "BTC": 3, "BNB": 9 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 165, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.086021505376344, "max_open_trades": 5, "avg_exposure": 0.8172043010752689, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 11.01763104415312, "2025-02-28 00:00:00+00:00": 10.195413863452728, "2025-03-31 00:00:00+00:00": 7.724739660437308, "2025-04-30 00:00:00+00:00": 10.404033548797514, "2025-05-31 00:00:00+00:00": -0.20702486383157748, "2025-07-31 00:00:00+00:00": 1.229103375037937, "2025-10-31 00:00:00+00:00": 12.684607384804167, "2025-11-30 00:00:00+00:00": 13.841991229479277, "2025-12-31 00:00:00+00:00": -0.09390274814131772, "2026-01-31 00:00:00+00:00": 2.9285976601724144, "2026-02-28 00:00:00+00:00": 24.62987311275532, "2026-03-31 00:00:00+00:00": -2.6366850037607605 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 0.5027018964916863, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 2.413935728221958, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 3.044598966276965, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 3.044598966276965, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 3.044598966276965, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 4.444270102129096, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 4.444270102129096, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 4.444270102129096, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 4.444270102129096, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 4.444270102129096, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 4.444270102129096, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 11.01763104415312, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 11.828855157275697, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 11.828855157275697, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 11.828855157275697, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 11.828855157275697, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 0.9717091568556242, "drawdown_pct": -9.70871604216159, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 0.9717091568556242, "drawdown_pct": -9.70871604216159, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 0.9717091568556242, "drawdown_pct": -9.70871604216159, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 0.9717091568556242, "drawdown_pct": -9.70871604216159, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 0.9717091568556242, "drawdown_pct": -9.70871604216159, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 0.9717091568556242, "drawdown_pct": -9.70871604216159, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 19:00:00+00:00", "gain_pct": 11.269182947671865, "drawdown_pct": -0.5004720908719951, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 11.269182947671865, "drawdown_pct": -0.5004720908719951, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": 11.269182947671865, "drawdown_pct": -0.5004720908719951, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 9.644243065956914, "drawdown_pct": -1.95353166072062, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 7.890397408572028, "drawdown_pct": -3.5218618156866888, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 11.05043869445636, "drawdown_pct": -0.6960783616398292, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 13.941090298184534, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 13.941090298184534, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 13.941090298184534, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 13.941090298184534, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 13.941090298184534, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 13.941090298184534, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 18.220983207605116, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 18.568738355386316, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 21.21304490760585, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 21.72668137801699, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-02 16:00:00+00:00", "gain_pct": 21.72668137801699, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 21.72668137801699, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 21.72668137801699, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 28.554794348104565, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 22.133153253107295, "drawdown_pct": -4.99525601325187, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 22.133153253107295, "drawdown_pct": -4.99525601325187, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 25.871972713040066, "drawdown_pct": -2.086909048136998, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 25.871972713040066, "drawdown_pct": -2.086909048136998, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 25.871972713040066, "drawdown_pct": -2.086909048136998, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 25.871972713040066, "drawdown_pct": -2.086909048136998, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 25.871972713040066, "drawdown_pct": -2.086909048136998, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 30.6536792469781, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 30.6536792469781, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 30.6536792469781, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 27.214620888071067, "drawdown_pct": -2.6321940405567124, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 27.983932977923104, "drawdown_pct": -2.043376263448582, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 27.983932977923104, "drawdown_pct": -2.043376263448582, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 27.983932977923104, "drawdown_pct": -2.043376263448582, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 20.576389628304355, "drawdown_pct": -7.712978062886677, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 25.080940330055796, "drawdown_pct": -4.265275152633096, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 25.080940330055796, "drawdown_pct": -4.265275152633096, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 28.937784568043156, "drawdown_pct": -1.3133152382883484, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 28.937784568043156, "drawdown_pct": -1.3133152382883484, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 31.216557078394374, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 31.216557078394374, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 31.216557078394374, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 31.216557078394374, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 39.34181811684067, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 39.13479325300909, "drawdown_pct": -0.14857339069451747, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 38.87362585131393, "drawdown_pct": -0.3360026959990936, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 40.36389662804703, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 40.36389662804703, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 46.3200830448269, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 46.3200830448269, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 53.87541224841746, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 53.0485040128512, "drawdown_pct": -0.5373881528462077, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 53.0485040128512, "drawdown_pct": -0.5373881528462077, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 57.70477996578788, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 64.40779494898743, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 64.40779494898743, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 64.40779494898743, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 66.89049524233047, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 66.79659249418916, "drawdown_pct": -0.05626608513862319, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 69.72519015436157, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 75.7061544047468, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 77.10458979296956, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 77.10458979296956, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 77.10458979296956, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 77.10458979296956, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 77.10458979296956, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 77.10458979296956, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 77.10458979296956, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 94.35506326711689, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 91.71837826335613, "drawdown_pct": -1.3566330402912996, "open_trades": 5, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a10_H10_c8_p80_cap5", "variant": "ridge_a10_H10_c8_p80_cap5", "gain_pct": 16.875738773619887, "max_drawdown_pct": 0.0, "capital_score": 16.875738773619887, "stability_score": 5.838965151935264, "n_trades": 19, "skipped_by_capacity": 20, "avg_trade_ret_pct": 0.8266831845841457, "median_trade_ret_pct": 0.5654076974036664, "positive_month_rate": 0.6666666666666666, "worst_month_pct": 0.0, "month_gain_concentration": 0.9067341027621217, "top_asset_trade_share": 0.5789473684210527, "long_counts": { "XRP": 11, "ETH": 4, "BTC": 1, "SOL": 3 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 19, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.090909090909091, "max_open_trades": 5, "avg_exposure": 0.8181818181818182, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 13.595886715439917, "2026-03-31 00:00:00+00:00": 1.3984613233331942 } }, "selection_score": 1035.277791270684 }, { "name": "ridge_a10_H10_c8_p90_cap1", "variant": { "name": "ridge_a10_H10_c8_p90_cap1", "threshold": 0.06565539266108743, "pred_percentile": 90, "horizon": 10, "cost_bps": 8, "cap": 1, "delay_bars": 1 }, "model_diag": { "alpha": 10.0, "ykey": "y_H10_c8", "n_train": 12794, "target_mean": 0.008213253534827653 }, "val": { "label": "Validation ridge_a10_H10_c8_p90_cap1", "variant": "ridge_a10_H10_c8_p90_cap1", "gain_pct": 681.1391734601186, "max_drawdown_pct": -11.79956999687749, "capital_score": 663.4398184648024, "stability_score": 658.9398184648024, "n_trades": 60, "skipped_by_capacity": 597, "avg_trade_ret_pct": 3.600870302371014, "median_trade_ret_pct": 3.3855499917021104, "positive_month_rate": 0.9230769230769231, "worst_month_pct": 0.0, "month_gain_concentration": 0.14215155905727123, "top_asset_trade_share": 0.7, "long_counts": { "SOL": 14, "ETH": 3, "XRP": 42, "BTC": 1 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 60, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 5.152240821192876, "2024-10-31 00:00:00+00:00": 7.122175198274405, "2024-11-30 00:00:00+00:00": 82.39365558896344, "2024-12-31 00:00:00+00:00": 94.4646902739789, "2025-01-31 00:00:00+00:00": 93.80694056549078, "2025-02-28 00:00:00+00:00": 86.08680497139903, "2025-03-31 00:00:00+00:00": 75.24899540988423, "2025-04-30 00:00:00+00:00": 35.391113380748834, "2025-07-31 00:00:00+00:00": 40.099018626579436, "2025-10-31 00:00:00+00:00": 36.525854318909296, "2025-11-30 00:00:00+00:00": 37.28961645750633, "2026-02-28 00:00:00+00:00": 98.36059094201892 } }, "test": { "label": "Test ridge_a10_H10_c8_p90_cap1", "variant": "ridge_a10_H10_c8_p90_cap1", "gain_pct": 123.81730535885652, "max_drawdown_pct": -10.747643605950541, "capital_score": 107.6958399499307, "stability_score": 107.64411581199967, "n_trades": 29, "skipped_by_capacity": 170, "avg_trade_ret_pct": 2.9178695229843847, "median_trade_ret_pct": 3.230925877556148, "positive_month_rate": 1.0, "worst_month_pct": 3.1999102721526924, "month_gain_concentration": 0.2087928539404254, "top_asset_trade_share": 0.5517241379310345, "long_counts": { "XRP": 16, "SOL": 11, "ETH": 1, "BNB": 1 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 29, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 17.68554093536818, "2025-02-28 00:00:00+00:00": 26.34661690205536, "2025-03-31 00:00:00+00:00": 16.948306144323737, "2025-04-30 00:00:00+00:00": 3.1999102721526924, "2025-07-31 00:00:00+00:00": 16.05406975124214, "2025-10-31 00:00:00+00:00": 14.089416409040382, "2025-11-30 00:00:00+00:00": 6.0902305147906475, "2026-02-28 00:00:00+00:00": 26.498426771432435 }, "curve": [ { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 9.508370400323443, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 7.91981479386294, "drawdown_pct": -1.4506248249821607, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 7.91981479386294, "drawdown_pct": -1.4506248249821607, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 7.91981479386294, "drawdown_pct": -1.4506248249821607, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 7.91981479386294, "drawdown_pct": -1.4506248249821607, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 17.68554093536818, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 21.985279079423634, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 21.985279079423634, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 21.985279079423634, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 17.640904517932654, "drawdown_pct": -3.5613924846311984, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 17.640904517932654, "drawdown_pct": -3.5613924846311984, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 17.640904517932654, "drawdown_pct": -3.5613924846311984, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 17.640904517932654, "drawdown_pct": -3.5613924846311984, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 17.640904517932654, "drawdown_pct": -3.5613924846311984, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 17.640904517932654, "drawdown_pct": -3.5613924846311984, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 30.749724577887463, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 27.710373246416395, "drawdown_pct": -2.324556584178905, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 34.77952356587855, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 39.47734075555937, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 39.47734075555937, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 39.47734075555937, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 39.47734075555937, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 44.03215783742354, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 50.90699679662674, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 66.2591937137106, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 58.78082964078129, "drawdown_pct": -4.498015361368013, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 58.78082964078129, "drawdown_pct": -4.498015361368013, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 58.78082964078129, "drawdown_pct": -4.498015361368013, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 63.99764196384518, "drawdown_pct": -1.3602566566993546, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 63.99764196384518, "drawdown_pct": -1.3602566566993546, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 59.138974306816124, "drawdown_pct": -4.282601910818307, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 59.138974306816124, "drawdown_pct": -4.282601910818307, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 59.138974306816124, "drawdown_pct": -4.282601910818307, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 48.39024811123406, "drawdown_pct": -10.747643605950541, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 57.516911977712596, "drawdown_pct": -5.258224547300372, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 57.516911977712596, "drawdown_pct": -5.258224547300372, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 60.98046398174728, "drawdown_pct": -3.1750001994193533, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 64.18037425389997, "drawdown_pct": -1.250348575243454, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 64.18037425389997, "drawdown_pct": -1.250348575243454, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 64.18037425389997, "drawdown_pct": -1.250348575243454, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 75.53771604524033, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 80.23444400514211, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 84.87187627513651, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 95.37605235237166, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 94.32386041418249, "drawdown_pct": -0.5385470355862676, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 100.41409092897314, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 106.88932165506625, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 107.52096616377267, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 107.52096616377267, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 107.52096616377267, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 107.52096616377267, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 126.91251770040557, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a10_H10_c8_p90_cap1", "variant": "ridge_a10_H10_c8_p90_cap1", "gain_pct": 7.8528639762707115, "max_drawdown_pct": 0.0, "capital_score": 7.8528639762707115, "stability_score": -18.14713602372929, "n_trades": 2, "skipped_by_capacity": 8, "avg_trade_ret_pct": 3.9901632586229057, "median_trade_ret_pct": 3.9901632586229057, "positive_month_rate": 1.0, "worst_month_pct": 9.344381869024915, "month_gain_concentration": 1.0, "top_asset_trade_share": 1.0, "long_counts": { "XRP": 2 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 2, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2026-02-28 00:00:00+00:00": 9.344381869024915 } }, "selection_score": 563.4398184648024 }, { "name": "ridge_a10_H10_c8_p90_cap2", "variant": { "name": "ridge_a10_H10_c8_p90_cap2", "threshold": 0.06565539266108743, "pred_percentile": 90, "horizon": 10, "cost_bps": 8, "cap": 2, "delay_bars": 1 }, "model_diag": { "alpha": 10.0, "ykey": "y_H10_c8", "n_train": 12794, "target_mean": 0.008213253534827653 }, "val": { "label": "Validation ridge_a10_H10_c8_p90_cap2", "variant": "ridge_a10_H10_c8_p90_cap2", "gain_pct": 716.3366017267824, "max_drawdown_pct": -11.451495366599474, "capital_score": 699.1593586768832, "stability_score": 694.7110828148143, "n_trades": 116, "skipped_by_capacity": 541, "avg_trade_ret_pct": 1.8546816813194398, "median_trade_ret_pct": 1.7283063142351962, "positive_month_rate": 0.9230769230769231, "worst_month_pct": 0.0, "month_gain_concentration": 0.1444756946872382, "top_asset_trade_share": 0.6982758620689655, "long_counts": { "SOL": 26, "ETH": 7, "XRP": 81, "BTC": 2 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 116, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.9318181818181819, "max_open_trades": 2, "avg_exposure": 0.9659090909090909, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 1.4938014052498119, "2024-10-31 00:00:00+00:00": 6.962081607370493, "2024-11-30 00:00:00+00:00": 85.3367659222774, "2024-12-31 00:00:00+00:00": 105.11861534566609, "2025-01-31 00:00:00+00:00": 101.72573746585414, "2025-02-28 00:00:00+00:00": 94.4646204184279, "2025-03-31 00:00:00+00:00": 82.9823960384607, "2025-04-30 00:00:00+00:00": 24.590063077130367, "2025-07-31 00:00:00+00:00": 42.41158001895428, "2025-10-31 00:00:00+00:00": 38.578237218040385, "2025-11-30 00:00:00+00:00": 39.39665935625146, "2026-02-28 00:00:00+00:00": 104.52629037250438 } }, "test": { "label": "Test ridge_a10_H10_c8_p90_cap2", "variant": "ridge_a10_H10_c8_p90_cap2", "gain_pct": 89.25122117868563, "max_drawdown_pct": -11.138267371858069, "capital_score": 72.54382012089852, "stability_score": 71.64382012089852, "n_trades": 50, "skipped_by_capacity": 149, "avg_trade_ret_pct": 1.3095123882508533, "median_trade_ret_pct": 1.5670310639696772, "positive_month_rate": 1.0, "worst_month_pct": 1.3419596690797277, "month_gain_concentration": 0.2422704410080809, "top_asset_trade_share": 0.58, "long_counts": { "XRP": 29, "SOL": 16, "ETH": 3, "BNB": 2 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 50, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.7924528301886793, "max_open_trades": 2, "avg_exposure": 0.8962264150943396, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 8.458903338007389, "2025-02-28 00:00:00+00:00": 17.772885982829237, "2025-03-31 00:00:00+00:00": 8.79030305047202, "2025-04-30 00:00:00+00:00": 1.3419596690797277, "2025-07-31 00:00:00+00:00": 13.52772728350405, "2025-10-31 00:00:00+00:00": 14.51964755257029, "2025-11-30 00:00:00+00:00": 5.193128909391618, "2026-02-28 00:00:00+00:00": 22.254808759005186 }, "curve": [ { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 4.754185200161714, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 3.994390092301046, "drawdown_pct": -0.7253124124910859, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 3.994390092301046, "drawdown_pct": -0.7253124124910859, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 3.994390092301046, "drawdown_pct": -0.7253124124910859, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 3.994390092301046, "drawdown_pct": -0.7253124124910859, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 8.458903338007389, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 10.440221008973296, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 10.440221008973296, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 10.440221008973296, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 6.542030536891005, "drawdown_pct": -3.5296836935572284, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 6.542030536891005, "drawdown_pct": -3.5296836935572284, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 6.542030536891005, "drawdown_pct": -3.5296836935572284, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 6.542030536891005, "drawdown_pct": -3.5296836935572284, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 6.542030536891005, "drawdown_pct": -3.5296836935572284, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 6.542030536891005, "drawdown_pct": -3.5296836935572284, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 16.530237897728682, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 15.175832238923192, "drawdown_pct": -1.162278292089447, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 18.363495271177896, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 22.208332718316896, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 22.208332718316896, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 22.208332718316896, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 22.208332718316896, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 26.231789320836626, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 29.244391631816256, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 42.72719624127592, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 36.3794969527157, "drawdown_pct": -4.447435005890277, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 36.3794969527157, "drawdown_pct": -4.447435005890277, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 36.3794969527157, "drawdown_pct": -4.447435005890277, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 40.8971085820867, "drawdown_pct": -1.2822277094937884, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 40.8971085820867, "drawdown_pct": -1.2822277094937884, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 35.85068469542705, "drawdown_pct": -4.817940607636084, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 35.85068469542705, "drawdown_pct": -4.817940607636084, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 35.85068469542705, "drawdown_pct": -4.817940607636084, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 26.829859511566042, "drawdown_pct": -11.138267371858069, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 30.730161285868178, "drawdown_pct": -8.405570396777872, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 30.730161285868178, "drawdown_pct": -8.405570396777872, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 35.022092371308645, "drawdown_pct": -5.398483311437041, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 36.36405204038837, "drawdown_pct": -4.458256287842188, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 36.36405204038837, "drawdown_pct": -4.458256287842188, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 36.36405204038837, "drawdown_pct": -4.458256287842188, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 45.960308266526994, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 49.89177932389242, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 56.29389287763078, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 65.30044898000114, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 64.41142687646271, "drawdown_pct": -0.5378219533124118, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 69.60455578585433, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 74.58038962668627, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 75.11380000642575, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 75.11380000642575, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 75.11380000642575, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 75.11380000642575, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 91.85936454485952, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a10_H10_c8_p90_cap2", "variant": "ridge_a10_H10_c8_p90_cap2", "gain_pct": 8.868665927877103, "max_drawdown_pct": 0.0, "capital_score": 8.868665927877103, "stability_score": -17.131334072122897, "n_trades": 4, "skipped_by_capacity": 6, "avg_trade_ret_pct": 2.1876712367817226, "median_trade_ret_pct": 1.9950816293114528, "positive_month_rate": 1.0, "worst_month_pct": 10.369026596915546, "month_gain_concentration": 1.0, "top_asset_trade_share": 1.0, "long_counts": { "XRP": 4 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 4, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.75, "max_open_trades": 2, "avg_exposure": 0.875, "max_exposure": 1.0, "monthly_gain_pct": { "2026-02-28 00:00:00+00:00": 10.369026596915546 } }, "selection_score": 699.1593586768832 }, { "name": "ridge_a10_H10_c8_p90_cap3", "variant": { "name": "ridge_a10_H10_c8_p90_cap3", "threshold": 0.06565539266108743, "pred_percentile": 90, "horizon": 10, "cost_bps": 8, "cap": 3, "delay_bars": 1 }, "model_diag": { "alpha": 10.0, "ykey": "y_H10_c8", "n_train": 12794, "target_mean": 0.008213253534827653 }, "val": { "label": "Validation ridge_a10_H10_c8_p90_cap3", "variant": "ridge_a10_H10_c8_p90_cap3", "gain_pct": 733.074837033812, "max_drawdown_pct": -11.341555128305458, "capital_score": 716.0625043413538, "stability_score": 711.5986489196671, "n_trades": 166, "skipped_by_capacity": 491, "avg_trade_ret_pct": 1.2979606253951603, "median_trade_ret_pct": 1.2178607810500737, "positive_month_rate": 0.9230769230769231, "worst_month_pct": 0.0, "month_gain_concentration": 0.14937627198091663, "top_asset_trade_share": 0.6987951807228916, "long_counts": { "SOL": 38, "ETH": 9, "XRP": 116, "BTC": 3 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 166, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.787878787878788, "max_open_trades": 3, "avg_exposure": 0.9292929292929293, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 4.462028732940723, "2024-10-31 00:00:00+00:00": 7.415193021830788, "2024-11-30 00:00:00+00:00": 90.06508505286209, "2024-12-31 00:00:00+00:00": 111.21699263394203, "2025-01-31 00:00:00+00:00": 102.30240029958213, "2025-02-28 00:00:00+00:00": 99.482574708568, "2025-03-31 00:00:00+00:00": 84.01165777124561, "2025-04-30 00:00:00+00:00": 16.91113626545325, "2025-07-31 00:00:00+00:00": 43.59314539823481, "2025-10-31 00:00:00+00:00": 39.6337590746723, "2025-11-30 00:00:00+00:00": 40.478656160342325, "2026-02-28 00:00:00+00:00": 104.96993549962781 } }, "test": { "label": "Test ridge_a10_H10_c8_p90_cap3", "variant": "ridge_a10_H10_c8_p90_cap3", "gain_pct": 61.21478049701952, "max_drawdown_pct": -11.264725152320809, "capital_score": 44.31769276853831, "stability_score": 42.72945747442066, "n_trades": 68, "skipped_by_capacity": 131, "avg_trade_ret_pct": 0.7203664945903153, "median_trade_ret_pct": 1.0155979957741985, "positive_month_rate": 1.0, "worst_month_pct": 0.802270727586972, "month_gain_concentration": 0.2712965517974652, "top_asset_trade_share": 0.6029411764705882, "long_counts": { "XRP": 41, "SOL": 19, "ETH": 4, "BNB": 4 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 68, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.452830188679245, "max_open_trades": 3, "avg_exposure": 0.8176100628930818, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 3.1710473516892392, "2025-02-28 00:00:00+00:00": 13.37092966308147, "2025-03-31 00:00:00+00:00": 4.539462446070161, "2025-04-30 00:00:00+00:00": 0.802270727586972, "2025-07-31 00:00:00+00:00": 8.649430218098217, "2025-10-31 00:00:00+00:00": 11.202767502707133, "2025-11-30 00:00:00+00:00": 4.488658978776584, "2026-02-28 00:00:00+00:00": 17.209422620383748 }, "curve": [ { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 3.1694568001078096, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 2.670589549393938, "drawdown_pct": -0.4835416083273869, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 2.670589549393938, "drawdown_pct": -0.4835416083273869, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 2.670589549393938, "drawdown_pct": -0.4835416083273869, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 2.670589549393938, "drawdown_pct": -0.4835416083273869, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 3.1710473516892392, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 4.427527074784081, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 4.427527074784081, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 4.427527074784081, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": -3.385009143926254, "drawdown_pct": -7.481299651111639, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": -3.385009143926254, "drawdown_pct": -7.481299651111639, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": -3.385009143926254, "drawdown_pct": -7.481299651111639, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": -3.385009143926254, "drawdown_pct": -7.481299651111639, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": -3.385009143926254, "drawdown_pct": -7.481299651111639, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": -3.385009143926254, "drawdown_pct": -7.481299651111639, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 6.421582129373263, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 5.596972164581359, "drawdown_pct": -0.7748521947263054, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 7.545341354793635, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 11.144635545810331, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 11.144635545810331, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 11.144635545810331, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 11.144635545810331, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 16.54197701477071, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 18.396209513941884, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 30.854058738440926, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 25.05603062444959, "drawdown_pct": -4.430911941050897, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 25.05603062444959, "drawdown_pct": -4.430911941050897, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 25.05603062444959, "drawdown_pct": -4.430911941050897, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 29.209962931927606, "drawdown_pct": -1.2564347047114843, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 29.209962931927606, "drawdown_pct": -1.2564347047114843, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 24.323237180433665, "drawdown_pct": -4.99092012962431, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 24.323237180433665, "drawdown_pct": -4.99092012962431, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 24.323237180433665, "drawdown_pct": -4.99092012962431, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 16.11370867089913, "drawdown_pct": -11.264725152320809, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 18.494212787169474, "drawdown_pct": -9.445519741941721, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 18.494212787169474, "drawdown_pct": -9.445519741941721, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 21.08143946084087, "drawdown_pct": -7.46833485473627, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 21.88371018842784, "drawdown_pct": -6.855231420787311, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 21.88371018842784, "drawdown_pct": -6.855231420787311, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 21.88371018842784, "drawdown_pct": -6.855231420787311, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 28.235540080645507, "drawdown_pct": -2.00109853912096, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 30.53314040652606, "drawdown_pct": -0.24524904692206917, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 35.39031728886181, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 42.50197119978532, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 41.73590790923319, "drawdown_pct": -0.5375808377261815, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 46.224566888009775, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 49.077699994029786, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 48.32753324017719, "drawdown_pct": -0.503205210358515, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 48.32753324017719, "drawdown_pct": -0.503205210358515, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 48.32753324017719, "drawdown_pct": -0.503205210358515, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 48.32753324017719, "drawdown_pct": -0.503205210358515, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 63.43398950839352, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a10_H10_c8_p90_cap3", "variant": "ridge_a10_H10_c8_p90_cap3", "gain_pct": 10.762646758545287, "max_drawdown_pct": 0.0, "capital_score": 10.762646758545287, "stability_score": -10.237353241454713, "n_trades": 6, "skipped_by_capacity": 4, "avg_trade_ret_pct": 1.7340837283366206, "median_trade_ret_pct": 2.028570059340539, "positive_month_rate": 1.0, "worst_month_pct": 10.733309762224167, "month_gain_concentration": 1.0, "top_asset_trade_share": 0.8333333333333334, "long_counts": { "XRP": 5, "SOL": 1 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 6, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.5, "max_open_trades": 3, "avg_exposure": 0.8333333333333333, "max_exposure": 1.0, "monthly_gain_pct": { "2026-02-28 00:00:00+00:00": 10.733309762224167 } }, "selection_score": 716.0625043413538 }, { "name": "ridge_a10_H10_c8_p90_cap5", "variant": { "name": "ridge_a10_H10_c8_p90_cap5", "threshold": 0.06565539266108743, "pred_percentile": 90, "horizon": 10, "cost_bps": 8, "cap": 5, "delay_bars": 1 }, "model_diag": { "alpha": 10.0, "ykey": "y_H10_c8", "n_train": 12794, "target_mean": 0.008213253534827653 }, "val": { "label": "Validation ridge_a10_H10_c8_p90_cap5", "variant": "ridge_a10_H10_c8_p90_cap5", "gain_pct": 769.2526733896094, "max_drawdown_pct": -8.235321226960169, "capital_score": 756.8996915491691, "stability_score": 753.0090665491691, "n_trades": 256, "skipped_by_capacity": 401, "avg_trade_ret_pct": 0.8527291623944638, "median_trade_ret_pct": 0.7435086517906879, "positive_month_rate": 0.9230769230769231, "worst_month_pct": 0.0, "month_gain_concentration": 0.16251386988968125, "top_asset_trade_share": 0.6796875, "long_counts": { "SOL": 65, "BNB": 1, "ETH": 13, "XRP": 174, "BTC": 3 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 256, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.356060606060606, "max_open_trades": 5, "avg_exposure": 0.8712121212121212, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 6.752530083642981, "2024-10-31 00:00:00+00:00": 8.444340654917184, "2024-11-30 00:00:00+00:00": 90.21323227279254, "2024-12-31 00:00:00+00:00": 115.32104888077373, "2025-01-31 00:00:00+00:00": 101.3196604270284, "2025-02-28 00:00:00+00:00": 124.57968902428411, "2025-03-31 00:00:00+00:00": 76.83127393001416, "2025-04-30 00:00:00+00:00": 10.524881932814765, "2025-07-31 00:00:00+00:00": 46.69309098671556, "2025-10-31 00:00:00+00:00": 41.07272656959401, "2025-11-30 00:00:00+00:00": 41.95170639792116, "2026-02-28 00:00:00+00:00": 102.87462905952827 } }, "test": { "label": "Test ridge_a10_H10_c8_p90_cap5", "variant": "ridge_a10_H10_c8_p90_cap5", "gain_pct": 55.39808148895696, "max_drawdown_pct": -8.721654370524568, "capital_score": 42.315599933170105, "stability_score": 41.315599933170105, "n_trades": 96, "skipped_by_capacity": 103, "avg_trade_ret_pct": 0.46634096877732945, "median_trade_ret_pct": 0.6268124255878709, "positive_month_rate": 1.0, "worst_month_pct": 0.4709859261489129, "month_gain_concentration": 0.2991858435003523, "top_asset_trade_share": 0.5833333333333334, "long_counts": { "XRP": 56, "SOL": 25, "ETH": 7, "BTC": 1, "BNB": 7 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 96, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 3.5849056603773586, "max_open_trades": 5, "avg_exposure": 0.7169811320754715, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 1.4728320514690836, "2025-02-28 00:00:00+00:00": 15.344185464069284, "2025-03-31 00:00:00+00:00": 1.654324603247204, "2025-04-30 00:00:00+00:00": 0.4709859261489129, "2025-07-31 00:00:00+00:00": 5.790864127334501, "2025-10-31 00:00:00+00:00": 11.27206930391256, "2025-11-30 00:00:00+00:00": 4.316261010413484, "2026-02-28 00:00:00+00:00": 17.213734346669725 }, "curve": [ { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 1.9016740800646943, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 1.6060318838091234, "drawdown_pct": -0.290124964996441, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 1.6060318838091234, "drawdown_pct": -0.290124964996441, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 1.6060318838091234, "drawdown_pct": -0.290124964996441, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 1.6060318838091234, "drawdown_pct": -0.290124964996441, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 1.4728320514690836, "drawdown_pct": -0.4208390416222896, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 2.214310746454487, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 2.214310746454487, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 2.214310746454487, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": -5.478766619441231, "drawdown_pct": -7.526419059830691, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": -5.478766619441231, "drawdown_pct": -7.526419059830691, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": -5.478766619441231, "drawdown_pct": -7.526419059830691, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": -5.478766619441231, "drawdown_pct": -7.526419059830691, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": -3.0415804674099007, "drawdown_pct": -5.142030676019305, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": -3.0415804674099007, "drawdown_pct": -5.142030676019305, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 4.2696703737683634, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 6.529051482947324, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 7.708391671499797, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 10.512049529861287, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 10.512049529861287, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 10.512049529861287, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 10.512049529861287, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 16.817017515538367, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 17.932182621958887, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 25.278186979053984, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 21.92749226828964, "drawdown_pct": -2.674603449780577, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 21.92749226828964, "drawdown_pct": -2.674603449780577, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 21.92749226828964, "drawdown_pct": -2.674603449780577, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 26.55935330835706, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 26.55935330835706, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 22.618269685954743, "drawdown_pct": -3.1140200383293792, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 22.618269685954743, "drawdown_pct": -3.1140200383293792, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 22.618269685954743, "drawdown_pct": -3.1140200383293792, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 15.521283939231111, "drawdown_pct": -8.721654370524568, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 16.942299054923964, "drawdown_pct": -7.598849079136416, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 16.942299054923964, "drawdown_pct": -7.598849079136416, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 18.47134211878557, "drawdown_pct": -6.390686249688205, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 18.942328044934484, "drawdown_pct": -6.018539969040438, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 18.942328044934484, "drawdown_pct": -6.018539969040438, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 18.942328044934484, "drawdown_pct": -6.018539969040438, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 23.408875623295202, "drawdown_pct": -2.489328210603159, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 24.733192172268986, "drawdown_pct": -1.4429286246736006, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 30.026106965784408, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 36.74008650123079, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 36.005261476181545, "drawdown_pct": -0.5373881528461855, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 40.32152248659503, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 41.96115726335145, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 42.309875903047754, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 42.309875903047754, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 42.309875903047754, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 42.309875903047754, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 57.535256833264754, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a10_H10_c8_p90_cap5", "variant": "ridge_a10_H10_c8_p90_cap5", "gain_pct": 8.559571287803536, "max_drawdown_pct": 0.0, "capital_score": 8.559571287803536, "stability_score": -6.1904287121964625, "n_trades": 8, "skipped_by_capacity": 2, "avg_trade_ret_pct": 1.036199482885801, "median_trade_ret_pct": 1.0234472205372862, "positive_month_rate": 1.0, "worst_month_pct": 8.540631996014753, "month_gain_concentration": 1.0, "top_asset_trade_share": 0.625, "long_counts": { "XRP": 5, "ETH": 2, "SOL": 1 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 8, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 3.0, "max_open_trades": 5, "avg_exposure": 0.6, "max_exposure": 1.0, "monthly_gain_pct": { "2026-02-28 00:00:00+00:00": 8.540631996014753 } }, "selection_score": 756.8996915491691 }, { "name": "ridge_a100_H10_c8_p70_cap1", "variant": { "name": "ridge_a100_H10_c8_p70_cap1", "threshold": 0.03359261320213315, "pred_percentile": 70, "horizon": 10, "cost_bps": 8, "cap": 1, "delay_bars": 1 }, "model_diag": { "alpha": 100.0, "ykey": "y_H10_c8", "n_train": 12794, "target_mean": 0.008213253534827653 }, "val": { "label": "Validation ridge_a100_H10_c8_p70_cap1", "variant": "ridge_a100_H10_c8_p70_cap1", "gain_pct": 2152.6365009502983, "max_drawdown_pct": -11.799569996877501, "capital_score": 2134.937145954982, "stability_score": 2109.1678247854247, "n_trades": 98, "skipped_by_capacity": 1873, "avg_trade_ret_pct": 3.332274529705452, "median_trade_ret_pct": 2.763282723610374, "positive_month_rate": 0.7058823529411765, "worst_month_pct": -30.208096679761184, "month_gain_concentration": 0.18434233613539608, "top_asset_trade_share": 0.6020408163265306, "long_counts": { "SOL": 29, "XRP": 59, "ETH": 6, "BTC": 2, "BNB": 2 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 98, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 41.721526552720235, "2024-10-31 00:00:00+00:00": 5.437229735871142, "2024-11-30 00:00:00+00:00": 127.16860234952654, "2024-12-31 00:00:00+00:00": 267.0507922787984, "2025-01-31 00:00:00+00:00": 155.6596927329249, "2025-02-28 00:00:00+00:00": 329.5789759977673, "2025-03-31 00:00:00+00:00": 233.11599801368334, "2025-04-30 00:00:00+00:00": 395.9657780281841, "2025-05-31 00:00:00+00:00": 48.102741127609534, "2025-07-31 00:00:00+00:00": -7.999192162591271, "2025-08-31 00:00:00+00:00": 99.94200808775622, "2025-10-31 00:00:00+00:00": -14.324507851494673, "2025-11-30 00:00:00+00:00": 179.9099772654081, "2026-01-31 00:00:00+00:00": -11.087861688744397, "2026-02-28 00:00:00+00:00": 264.3382153643213, "2026-03-31 00:00:00+00:00": -30.208096679761184 } }, "test": { "label": "Test ridge_a100_H10_c8_p70_cap1", "variant": "ridge_a100_H10_c8_p70_cap1", "gain_pct": 200.11075431753568, "max_drawdown_pct": -11.799569996877501, "capital_score": 182.41139932221944, "stability_score": 182.41139932221944, "n_trades": 54, "skipped_by_capacity": 646, "avg_trade_ret_pct": 2.13436195359234, "median_trade_ret_pct": 2.334028709077204, "positive_month_rate": 1.0, "worst_month_pct": 0.7137779695117388, "month_gain_concentration": 0.20139887545225418, "top_asset_trade_share": 0.5, "long_counts": { "XRP": 27, "SOL": 17, "ETH": 6, "BTC": 1, "BNB": 3 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 54, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 29.389402873486546, "2025-02-28 00:00:00+00:00": 39.3098466811345, "2025-03-31 00:00:00+00:00": 25.865967818231383, "2025-04-30 00:00:00+00:00": 12.843093151578529, "2025-05-31 00:00:00+00:00": 4.306984870869627, "2025-07-31 00:00:00+00:00": 4.644124382298088, "2025-08-31 00:00:00+00:00": 3.796639130446124, "2025-10-31 00:00:00+00:00": 12.441756351418292, "2025-11-30 00:00:00+00:00": 19.28875778261755, "2025-12-31 00:00:00+00:00": 0.7137779695117388, "2026-01-31 00:00:00+00:00": 5.863880106996561, "2026-02-28 00:00:00+00:00": 31.029107433842057, "2026-03-31 00:00:00+00:00": 5.690704024081413 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 2.5135094824584314, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 12.260873674421276, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 15.717376229223746, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 15.717376229223746, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 15.717376229223746, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 14:00:00+00:00", "gain_pct": 15.717376229223746, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 14.038751242824617, "drawdown_pct": -1.4506248249821607, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 01:00:00+00:00", "gain_pct": 14.038751242824617, "drawdown_pct": -1.4506248249821607, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 14.038751242824617, "drawdown_pct": -1.4506248249821607, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 14.038751242824617, "drawdown_pct": -1.4506248249821607, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 14.038751242824617, "drawdown_pct": -1.4506248249821607, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 14.038751242824617, "drawdown_pct": -1.4506248249821607, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 14.038751242824617, "drawdown_pct": -1.4506248249821607, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-23 14:00:00+00:00", "gain_pct": 25.090494999873144, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-27 14:00:00+00:00", "gain_pct": 25.762778803275765, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 29.389402873486546, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 34.11675125077977, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 34.11675125077977, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 00:00:00+00:00", "gain_pct": 34.11675125077977, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 34.11675125077977, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 34.11675125077977, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 18.291551309405932, "drawdown_pct": -11.799569996877501, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 18.291551309405932, "drawdown_pct": -11.799569996877501, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 18.291551309405932, "drawdown_pct": -11.799569996877501, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 18.291551309405932, "drawdown_pct": -11.799569996877501, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 10:00:00+00:00", "gain_pct": 18.291551309405932, "drawdown_pct": -11.799569996877501, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 18.291551309405932, "drawdown_pct": -11.799569996877501, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 18.291551309405932, "drawdown_pct": -11.799569996877501, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 19:00:00+00:00", "gain_pct": 31.47287346161309, "drawdown_pct": -1.9713255536759844, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 31.47287346161309, "drawdown_pct": -1.9713255536759844, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": 31.47287346161309, "drawdown_pct": -1.9713255536759844, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 28.177441094249843, "drawdown_pct": -4.428462590347304, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 28.177441094249843, "drawdown_pct": -4.428462590347304, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 35.272445013085246, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-10 03:00:00+00:00", "gain_pct": 35.272445013085246, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-18 16:00:00+00:00", "gain_pct": 39.987443261035054, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 45.70074185740296, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 45.70074185740296, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 45.70074185740296, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 45.70074185740296, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 45.70074185740296, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 45.70074185740296, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 50.45879233540458, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-26 17:00:00+00:00", "gain_pct": 51.56444204413597, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 51.56444204413597, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-28 03:00:00+00:00", "gain_pct": 56.632228536174495, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 68.69924955462105, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 70.48450474078334, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 16:00:00+00:00", "gain_pct": 70.48450474078334, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 70.48450474078334, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 70.48450474078334, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-03 06:00:00+00:00", "gain_pct": 87.82837708368936, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 87.82837708368936, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 83.52377928102152, "drawdown_pct": -2.291771812919341, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 83.52377928102152, "drawdown_pct": -2.291771812919341, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 05:00:00+00:00", "gain_pct": 83.52377928102152, "drawdown_pct": -2.291771812919341, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 89.58615507179425, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 89.58615507179425, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 89.58615507179425, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 89.58615507179425, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 89.58615507179425, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 14:00:00+00:00", "gain_pct": 95.81508958673783, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 95.81508958673783, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 95.81508958673783, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 95.81508958673783, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-09 16:00:00+00:00", "gain_pct": 88.28480105997247, "drawdown_pct": -3.8456119713030423, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 88.28480105997247, "drawdown_pct": -3.8456119713030423, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 92.33954457982665, "drawdown_pct": -1.774911736499074, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 92.33954457982665, "drawdown_pct": -1.774911736499074, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 92.33954457982665, "drawdown_pct": -1.774911736499074, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 79.3483517543306, "drawdown_pct": -8.409330387744795, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 90.37907744084433, "drawdown_pct": -2.7760946091366367, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 90.37907744084433, "drawdown_pct": -2.7760946091366367, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 94.56521737285243, "drawdown_pct": -0.6382920828641003, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 94.56521737285243, "drawdown_pct": -0.6382920828641003, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 06:00:00+00:00", "gain_pct": 98.96955006327013, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 98.96955006327013, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 98.96955006327013, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 98.96955006327013, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 98.96955006327013, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 105.73390849887926, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-09 01:00:00+00:00", "gain_pct": 105.73390849887926, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-09 17:00:00+00:00", "gain_pct": 104.20557928055356, "drawdown_pct": -0.7428669534725874, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-10 15:00:00+00:00", "gain_pct": 101.253105199884, "drawdown_pct": -2.177960517879174, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-22 21:00:00+00:00", "gain_pct": 107.40831052443096, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 111.71529539530059, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 110.72131135794177, "drawdown_pct": -0.469490896018121, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 116.35941977759867, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 116.35941977759867, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-08-14 12:00:00+00:00", "gain_pct": 121.92634767937795, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-08-24 19:00:00+00:00", "gain_pct": 120.1560589080448, "drawdown_pct": -0.7976920225311601, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-10 22:00:00+00:00", "gain_pct": 118.73413486949568, "drawdown_pct": -1.438410915721522, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-11 05:00:00+00:00", "gain_pct": 118.73413486949568, "drawdown_pct": -1.438410915721522, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 116.21046623317315, "drawdown_pct": -2.5755758637828197, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 116.21046623317315, "drawdown_pct": -2.5755758637828197, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 128.49525964152454, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 127.26470519426996, "drawdown_pct": -0.5385470355862676, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 127.26470519426996, "drawdown_pct": -0.5385470355862676, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-19 09:00:00+00:00", "gain_pct": 132.5978152594631, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-04 19:00:00+00:00", "gain_pct": 137.70102381744846, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 137.70102381744846, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-04 21:00:00+00:00", "gain_pct": 137.70102381744846, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 145.5744633278808, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 145.5744633278808, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 145.5744633278808, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 151.88657304208064, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 152.60035101159238, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 158.46423111858894, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 167.44654544580038, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 168.26307449839686, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 168.26307449839686, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 168.26307449839686, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 168.26307449839686, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 168.26307449839686, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 168.26307449839686, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 168.26307449839686, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 05:00:00+00:00", "gain_pct": 168.26307449839686, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 193.49679732362415, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 16:00:00+00:00", "gain_pct": 193.49679732362415, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-28 07:00:00+00:00", "gain_pct": 189.493338552431, "drawdown_pct": -1.3640553517791032, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 195.1840425765124, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a100_H10_c8_p70_cap1", "variant": "ridge_a100_H10_c8_p70_cap1", "gain_pct": 16.643766426278845, "max_drawdown_pct": -1.364055351779092, "capital_score": 14.597683398610206, "stability_score": -5.402316601389794, "n_trades": 5, "skipped_by_capacity": 51, "avg_trade_ret_pct": 3.1862171048242445, "median_trade_ret_pct": 2.7445116216670473, "positive_month_rate": 0.3333333333333333, "worst_month_pct": -1.5866079932734323, "month_gain_concentration": 1.0, "top_asset_trade_share": 0.8, "long_counts": { "XRP": 4, "ETH": 1 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 5, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 16.31551397119432, "2026-03-31 00:00:00+00:00": -1.5866079932734323 } }, "selection_score": 2134.937145954982 }, { "name": "ridge_a100_H10_c8_p70_cap2", "variant": { "name": "ridge_a100_H10_c8_p70_cap2", "threshold": 0.03359261320213315, "pred_percentile": 70, "horizon": 10, "cost_bps": 8, "cap": 2, "delay_bars": 1 }, "model_diag": { "alpha": 100.0, "ykey": "y_H10_c8", "n_train": 12794, "target_mean": 0.008213253534827653 }, "val": { "label": "Validation ridge_a100_H10_c8_p70_cap2", "variant": "ridge_a100_H10_c8_p70_cap2", "gain_pct": 2170.3701742068533, "max_drawdown_pct": -11.451495366599474, "capital_score": 2153.1929311569543, "stability_score": 2126.9489559620306, "n_trades": 188, "skipped_by_capacity": 1783, "avg_trade_ret_pct": 1.7002648342404638, "median_trade_ret_pct": 1.4564806098937189, "positive_month_rate": 0.7058823529411765, "worst_month_pct": -30.552485833221454, "month_gain_concentration": 0.17568848194938724, "top_asset_trade_share": 0.6063829787234043, "long_counts": { "SOL": 54, "XRP": 114, "BTC": 4, "ETH": 13, "BNB": 3 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 188, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.942084942084942, "max_open_trades": 2, "avg_exposure": 0.971042471042471, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 46.034968679605015, "2024-10-31 00:00:00+00:00": 5.171122962568944, "2024-11-30 00:00:00+00:00": 127.32515614649057, "2024-12-31 00:00:00+00:00": 261.6105558108821, "2025-01-31 00:00:00+00:00": 162.32843481304417, "2025-02-28 00:00:00+00:00": 335.0135627669706, "2025-03-31 00:00:00+00:00": 243.37709999405683, "2025-04-30 00:00:00+00:00": 381.23214463764816, "2025-05-31 00:00:00+00:00": 48.63924765234492, "2025-07-31 00:00:00+00:00": -4.015866186526637, "2025-08-31 00:00:00+00:00": 102.06723718334797, "2025-10-31 00:00:00+00:00": -7.214261498123733, "2025-11-30 00:00:00+00:00": 184.29200320791392, "2026-01-31 00:00:00+00:00": -11.210679102481436, "2026-02-28 00:00:00+00:00": 272.84095350917846, "2026-03-31 00:00:00+00:00": -30.552485833221454 } }, "test": { "label": "Test ridge_a100_H10_c8_p70_cap2", "variant": "ridge_a100_H10_c8_p70_cap2", "gain_pct": 200.78551868674975, "max_drawdown_pct": -7.8485607421914345, "capital_score": 189.0126775734626, "stability_score": 189.0126775734626, "n_trades": 102, "skipped_by_capacity": 598, "avg_trade_ret_pct": 1.1026953203987655, "median_trade_ret_pct": 1.215040185308412, "positive_month_rate": 1.0, "worst_month_pct": 0.7091586366762215, "month_gain_concentration": 0.1940781668331856, "top_asset_trade_share": 0.47058823529411764, "long_counts": { "XRP": 48, "SOL": 33, "ETH": 13, "BNB": 6, "BTC": 2 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 102, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.9098360655737705, "max_open_trades": 2, "avg_exposure": 0.9549180327868853, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 24.98752086600659, "2025-02-28 00:00:00+00:00": 38.0058356403223, "2025-03-31 00:00:00+00:00": 26.908060381037956, "2025-04-30 00:00:00+00:00": 13.579741154644381, "2025-05-31 00:00:00+00:00": 4.247370743156523, "2025-07-31 00:00:00+00:00": 4.594850830810202, "2025-08-31 00:00:00+00:00": 7.306160538964036, "2025-10-31 00:00:00+00:00": 13.705657409743026, "2025-11-30 00:00:00+00:00": 16.744085479201516, "2025-12-31 00:00:00+00:00": 0.7091586366762215, "2026-01-31 00:00:00+00:00": 5.855605344521393, "2026-02-28 00:00:00+00:00": 31.49007165647015, "2026-03-31 00:00:00+00:00": 7.6933474392955645 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 1.2567547412292157, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 8.733743148200091, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 10.40769440424944, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 10.40769440424944, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 10.40769440424944, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 14:00:00+00:00", "gain_pct": 10.40769440424944, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 12.831424808443458, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-20 01:00:00+00:00", "gain_pct": 12.831424808443458, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 12.831424808443458, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 12.831424808443458, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 12.831424808443458, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 12.831424808443458, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 12.831424808443458, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-23 14:00:00+00:00", "gain_pct": 22.880797632769543, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-27 14:00:00+00:00", "gain_pct": 23.211001658254432, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 24.98752086600659, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 27.270781862757403, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 27.270781862757403, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 00:00:00+00:00", "gain_pct": 27.270781862757403, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 27.270781862757403, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 27.270781862757403, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 17.629480520015136, "drawdown_pct": -7.575423990982455, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 17.629480520015136, "drawdown_pct": -7.575423990982455, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 17.629480520015136, "drawdown_pct": -7.575423990982455, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 17.629480520015136, "drawdown_pct": -7.575423990982455, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 10:00:00+00:00", "gain_pct": 17.629480520015136, "drawdown_pct": -7.575423990982455, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 17.629480520015136, "drawdown_pct": -7.575423990982455, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 17.629480520015136, "drawdown_pct": -7.575423990982455, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 19:00:00+00:00", "gain_pct": 28.65712507738732, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 28.65712507738732, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": 28.65712507738732, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 25.452478971215328, "drawdown_pct": -2.490842309933783, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 25.452478971215328, "drawdown_pct": -2.490842309933783, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 30.41348109320225, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-10 03:00:00+00:00", "gain_pct": 30.41348109320225, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-18 16:00:00+00:00", "gain_pct": 34.6497418978542, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 39.522064124718696, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 39.522064124718696, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 39.522064124718696, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 39.522064124718696, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 39.522064124718696, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 39.522064124718696, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 44.1155395253993, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-26 17:00:00+00:00", "gain_pct": 45.1765212904553, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 45.1765212904553, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-28 03:00:00+00:00", "gain_pct": 51.12627433518304, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 62.993356506328894, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 64.72279259024478, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 16:00:00+00:00", "gain_pct": 64.72279259024478, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 64.72279259024478, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 64.72279259024478, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-03 06:00:00+00:00", "gain_pct": 81.90671213350555, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 81.90671213350555, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 77.76171072190951, "drawdown_pct": -2.2786412678130974, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 77.76171072190951, "drawdown_pct": -2.2786412678130974, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 05:00:00+00:00", "gain_pct": 77.76171072190951, "drawdown_pct": -2.2786412678130974, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 83.68224003163687, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 83.68224003163687, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 83.68224003163687, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 83.68224003163687, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 83.68224003163687, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 14:00:00+00:00", "gain_pct": 89.76676917433889, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 89.76676917433889, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 89.76676917433889, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 89.76676917433889, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-09 16:00:00+00:00", "gain_pct": 82.5392358260251, "drawdown_pct": -3.808640142718478, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 82.5392358260251, "drawdown_pct": -3.808640142718478, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 87.3107084754823, "drawdown_pct": -1.2942522600467576, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 87.3107084754823, "drawdown_pct": -1.2942522600467576, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 87.3107084754823, "drawdown_pct": -1.2942522600467576, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 74.8728090271967, "drawdown_pct": -7.8485607421914345, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 85.7936460402234, "drawdown_pct": -2.0936875046154046, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 85.7936460402234, "drawdown_pct": -2.0936875046154046, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 89.90141688736685, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 89.90141688736685, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 06:00:00+00:00", "gain_pct": 94.22450361957024, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 94.22450361957024, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 94.22450361957024, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 94.22450361957024, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 94.22450361957024, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 100.88366575565772, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-04-09 01:00:00+00:00", "gain_pct": 100.88366575565772, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-09 17:00:00+00:00", "gain_pct": 100.2757282732604, "drawdown_pct": -0.3026316152238917, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-10 15:00:00+00:00", "gain_pct": 97.39053991434176, "drawdown_pct": -1.7388799772126706, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-22 21:00:00+00:00", "gain_pct": 103.48115804201123, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 107.72852878516775, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 106.75440695098285, "drawdown_pct": -0.4689398417645041, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 112.32337961597796, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 112.32337961597796, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-08-14 12:00:00+00:00", "gain_pct": 121.39204497271987, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-08-24 19:00:00+00:00", "gain_pct": 119.62954015494199, "drawdown_pct": -0.7961012411241142, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-10 22:00:00+00:00", "gain_pct": 118.21330720575406, "drawdown_pct": -1.4357958378122815, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-11 05:00:00+00:00", "gain_pct": 118.21330720575406, "drawdown_pct": -1.4357958378122815, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 115.70290961668036, "drawdown_pct": -2.569710829827032, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 115.70290961668036, "drawdown_pct": -2.569710829827032, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 128.13295612162094, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 126.90600700085827, "drawdown_pct": -0.5378219533124229, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 126.90600700085827, "drawdown_pct": -0.5378219533124229, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-19 09:00:00+00:00", "gain_pct": 133.33519756468502, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-11-04 19:00:00+00:00", "gain_pct": 135.8948909473658, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 135.8948909473658, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-04 21:00:00+00:00", "gain_pct": 135.8948909473658, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 143.77320854904585, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 143.77320854904585, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 143.77320854904585, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 150.07928304388653, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 150.78844168056276, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 156.64404702508415, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 165.64059535372104, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 166.45222975976657, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 166.45222975976657, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 166.45222975976657, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 166.45222975976657, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 166.45222975976657, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 166.45222975976657, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 166.45222975976657, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 05:00:00+00:00", "gain_pct": 166.45222975976657, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 192.10500502789978, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 16:00:00+00:00", "gain_pct": 192.10500502789978, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-28 07:00:00+00:00", "gain_pct": 188.1341186815543, "drawdown_pct": -1.3594037342722687, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 195.82746612084986, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a100_H10_c8_p70_cap2", "variant": "ridge_a100_H10_c8_p70_cap2", "gain_pct": 18.281179952075604, "max_drawdown_pct": -1.3594037342722909, "capital_score": 16.242074350667167, "stability_score": 2.2420743506671688, "n_trades": 10, "skipped_by_capacity": 46, "avg_trade_ret_pct": 1.7080730211529191, "median_trade_ret_pct": 1.467412246808537, "positive_month_rate": 0.3333333333333333, "worst_month_pct": -1.5917157985415287, "month_gain_concentration": 1.0, "top_asset_trade_share": 0.6, "long_counts": { "XRP": 6, "ETH": 3, "SOL": 1 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 10, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.0, "max_open_trades": 2, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 17.089261888308798, "2026-03-31 00:00:00+00:00": -1.5917157985415287 } }, "selection_score": 2153.1929311569543 }, { "name": "ridge_a100_H10_c8_p70_cap3", "variant": { "name": "ridge_a100_H10_c8_p70_cap3", "threshold": 0.03359261320213315, "pred_percentile": 70, "horizon": 10, "cost_bps": 8, "cap": 3, "delay_bars": 1 }, "model_diag": { "alpha": 100.0, "ykey": "y_H10_c8", "n_train": 12794, "target_mean": 0.008213253534827653 }, "val": { "label": "Validation ridge_a100_H10_c8_p70_cap3", "variant": "ridge_a100_H10_c8_p70_cap3", "gain_pct": 1991.981253218008, "max_drawdown_pct": -11.341555128305448, "capital_score": 1974.96892052555, "stability_score": 1950.9066634487428, "n_trades": 271, "skipped_by_capacity": 1700, "avg_trade_ret_pct": 1.1396150830920992, "median_trade_ret_pct": 0.9684278940793202, "positive_month_rate": 0.7058823529411765, "worst_month_pct": -28.185873312969534, "month_gain_concentration": 0.17542632171976544, "top_asset_trade_share": 0.6125461254612546, "long_counts": { "SOL": 78, "XRP": 166, "BTC": 6, "BNB": 5, "ETH": 16 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 271, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.833976833976834, "max_open_trades": 3, "avg_exposure": 0.9446589446589446, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 41.84519409712419, "2024-10-31 00:00:00+00:00": 4.878729819616808, "2024-11-30 00:00:00+00:00": 126.3692232705032, "2024-12-31 00:00:00+00:00": 232.13369125139286, "2025-01-31 00:00:00+00:00": 142.75082538400295, "2025-02-28 00:00:00+00:00": 309.8985822907632, "2025-03-31 00:00:00+00:00": 249.3004189806037, "2025-04-30 00:00:00+00:00": 349.6471923570125, "2025-05-31 00:00:00+00:00": 30.299440122545093, "2025-07-31 00:00:00+00:00": -2.4837997968968466, "2025-08-31 00:00:00+00:00": 95.237314932353, "2025-10-31 00:00:00+00:00": -4.466747774443547, "2025-11-30 00:00:00+00:00": 172.13098725867894, "2026-01-31 00:00:00+00:00": -10.424918357662136, "2026-02-28 00:00:00+00:00": 238.6368482886894, "2026-03-31 00:00:00+00:00": -28.185873312969534 } }, "test": { "label": "Test ridge_a100_H10_c8_p70_cap3", "variant": "ridge_a100_H10_c8_p70_cap3", "gain_pct": 183.310018307983, "max_drawdown_pct": -8.59213979749197, "capital_score": 170.42180861174504, "stability_score": 170.42180861174504, "n_trades": 144, "skipped_by_capacity": 556, "avg_trade_ret_pct": 0.7335254993315051, "median_trade_ret_pct": 0.8142649739455267, "positive_month_rate": 1.0, "worst_month_pct": 0.675598960638581, "month_gain_concentration": 0.2021067255932416, "top_asset_trade_share": 0.4375, "long_counts": { "XRP": 63, "SOL": 48, "ETH": 20, "BNB": 9, "BTC": 4 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 144, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.737704918032787, "max_open_trades": 3, "avg_exposure": 0.912568306010929, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 23.957698157855432, "2025-02-28 00:00:00+00:00": 35.83254413095345, "2025-03-31 00:00:00+00:00": 24.48421716284122, "2025-04-30 00:00:00+00:00": 13.511554074811414, "2025-05-31 00:00:00+00:00": 4.135665916026625, "2025-07-31 00:00:00+00:00": 2.975014452463995, "2025-08-31 00:00:00+00:00": 5.93350768441158, "2025-10-31 00:00:00+00:00": 12.3311749108953, "2025-11-30 00:00:00+00:00": 15.027069820961941, "2025-12-31 00:00:00+00:00": 0.675598960638581, "2026-01-31 00:00:00+00:00": 5.588022692061628, "2026-02-28 00:00:00+00:00": 28.003224777319446, "2026-03-31 00:00:00+00:00": 4.8398666641408 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 0.8378364941528105, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 7.356137004907211, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 8.457965717753865, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 8.457965717753865, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 8.457965717753865, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-19 14:00:00+00:00", "gain_pct": 8.457965717753865, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 12.345548074408285, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-20 01:00:00+00:00", "gain_pct": 12.345548074408285, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 12.345548074408285, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 12.345548074408285, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 12.345548074408285, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 12.345548074408285, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 12.345548074408285, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-23 14:00:00+00:00", "gain_pct": 22.557961135915036, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-27 14:00:00+00:00", "gain_pct": 22.777518804278273, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 23.957698157855432, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 25.467330348812396, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 25.467330348812396, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 00:00:00+00:00", "gain_pct": 25.467330348812396, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 25.467330348812396, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 25.467330348812396, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 17.687692228103288, "drawdown_pct": -6.200528933771765, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 17.687692228103288, "drawdown_pct": -6.200528933771765, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 17.687692228103288, "drawdown_pct": -6.200528933771765, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 17.687692228103288, "drawdown_pct": -6.200528933771765, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 10:00:00+00:00", "gain_pct": 17.687692228103288, "drawdown_pct": -6.200528933771765, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 17.687692228103288, "drawdown_pct": -6.200528933771765, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 17.687692228103288, "drawdown_pct": -6.200528933771765, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 19:00:00+00:00", "gain_pct": 29.633199704247914, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 29.633199704247914, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": 29.633199704247914, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 26.48828501806223, "drawdown_pct": -2.4260102299107467, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 26.48828501806223, "drawdown_pct": -2.4260102299107467, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 31.804562372756465, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-10 03:00:00+00:00", "gain_pct": 31.804562372756465, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-18 16:00:00+00:00", "gain_pct": 36.21575666273225, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 39.492197447573915, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 39.492197447573915, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 39.492197447573915, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 39.492197447573915, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 39.492197447573915, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 39.492197447573915, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 44.78582244364367, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-26 17:00:00+00:00", "gain_pct": 45.54653047393742, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 45.54653047393742, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-28 03:00:00+00:00", "gain_pct": 51.88900856341667, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 59.790242288808884, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 60.91954783002586, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 16:00:00+00:00", "gain_pct": 60.91954783002586, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 60.91954783002586, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 60.91954783002586, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-03 06:00:00+00:00", "gain_pct": 77.85177456575556, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 77.85177456575556, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 73.806875649256, "drawdown_pct": -2.274309000500907, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 73.806875649256, "drawdown_pct": -2.274309000500907, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 05:00:00+00:00", "gain_pct": 73.806875649256, "drawdown_pct": -2.274309000500907, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 79.6117220243446, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 79.6117220243446, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 79.6117220243446, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 79.6117220243446, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 79.6117220243446, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 14:00:00+00:00", "gain_pct": 85.57780723585469, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 85.57780723585469, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 85.57780723585469, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 85.57780723585469, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-09 16:00:00+00:00", "gain_pct": 78.53229598273242, "drawdown_pct": -3.7965268358667426, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 78.53229598273242, "drawdown_pct": -3.7965268358667426, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 81.62615733251982, "drawdown_pct": -2.1293763312509872, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 81.62615733251982, "drawdown_pct": -2.1293763312509872, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 81.62615733251982, "drawdown_pct": -2.1293763312509872, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 69.63270260502989, "drawdown_pct": -8.59213979749197, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 80.28122967955792, "drawdown_pct": -2.854100732834519, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 80.28122967955792, "drawdown_pct": -2.854100732834519, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 84.2744594516501, "drawdown_pct": -0.7023187759450877, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 84.2744594516501, "drawdown_pct": -0.7023187759450877, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 06:00:00+00:00", "gain_pct": 88.47739712342656, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 88.47739712342656, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 88.47739712342656, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 88.47739712342656, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 88.47739712342656, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 94.95794222937576, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-04-09 01:00:00+00:00", "gain_pct": 94.95794222937576, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-09 17:00:00+00:00", "gain_pct": 94.6542925896982, "drawdown_pct": -0.1557513565260682, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-10 15:00:00+00:00", "gain_pct": 91.85345623549901, "drawdown_pct": -1.5923875469634363, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-22 21:00:00+00:00", "gain_pct": 97.78601352646152, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 101.92167944248814, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 101.29017137355459, "drawdown_pct": -0.3127490176771386, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 104.89669389495214, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 104.89669389495214, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-08-14 12:00:00+00:00", "gain_pct": 112.52096066547585, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-08-24 19:00:00+00:00", "gain_pct": 110.83020157936372, "drawdown_pct": -0.7955728605864576, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-10 22:00:00+00:00", "gain_pct": 109.47144002968827, "drawdown_pct": -1.4349269955483468, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-11 05:00:00+00:00", "gain_pct": 109.47144002968827, "drawdown_pct": -1.4349269955483468, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 107.06392351122904, "drawdown_pct": -2.5677642041326054, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 107.06392351122904, "drawdown_pct": -2.5677642041326054, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 117.94038049085196, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 116.7687747676656, "drawdown_pct": -0.5375808377261815, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 116.7687747676656, "drawdown_pct": -0.5375808377261815, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-19 09:00:00+00:00", "gain_pct": 123.16137649025902, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-11-04 19:00:00+00:00", "gain_pct": 124.79343401846708, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 124.79343401846708, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-04 21:00:00+00:00", "gain_pct": 124.79343401846708, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 132.3218451501083, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 132.3218451501083, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 132.3218451501083, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 138.18844631122096, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 138.86404527185954, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 144.45206796392117, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 153.04621464089996, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 151.772872904212, "drawdown_pct": -0.5032052103585039, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 151.772872904212, "drawdown_pct": -0.5032052103585039, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 151.772872904212, "drawdown_pct": -0.5032052103585039, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 151.772872904212, "drawdown_pct": -0.5032052103585039, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 151.772872904212, "drawdown_pct": -0.5032052103585039, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 151.772872904212, "drawdown_pct": -0.5032052103585039, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 151.772872904212, "drawdown_pct": -0.5032052103585039, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 05:00:00+00:00", "gain_pct": 151.772872904212, "drawdown_pct": -0.5032052103585039, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 176.20578781981743, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 16:00:00+00:00", "gain_pct": 176.20578781981743, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-28 07:00:00+00:00", "gain_pct": 172.4552927412406, "drawdown_pct": -1.3578625951978451, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 177.2951594053814, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a100_H10_c8_p70_cap3", "variant": "ridge_a100_H10_c8_p70_cap3", "gain_pct": 18.145624931994078, "max_drawdown_pct": 0.0, "capital_score": 18.145624931994078, "stability_score": 5.0517341849326645, "n_trades": 14, "skipped_by_capacity": 42, "avg_trade_ret_pct": 1.204464036822427, "median_trade_ret_pct": 0.9285916847808965, "positive_month_rate": 0.6666666666666666, "worst_month_pct": 0.0, "month_gain_concentration": 0.9980413441681709, "top_asset_trade_share": 0.5714285714285714, "long_counts": { "XRP": 8, "ETH": 3, "BTC": 1, "SOL": 2 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 14, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.8333333333333335, "max_open_trades": 3, "avg_exposure": 0.9444444444444443, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 15.606687124253625, "2026-03-31 00:00:00+00:00": 0.03062811869475013 } }, "selection_score": 1974.96892052555 }, { "name": "ridge_a100_H10_c8_p70_cap5", "variant": { "name": "ridge_a100_H10_c8_p70_cap5", "threshold": 0.03359261320213315, "pred_percentile": 70, "horizon": 10, "cost_bps": 8, "cap": 5, "delay_bars": 1 }, "model_diag": { "alpha": 100.0, "ykey": "y_H10_c8", "n_train": 12794, "target_mean": 0.008213253534827653 }, "val": { "label": "Validation ridge_a100_H10_c8_p70_cap5", "variant": "ridge_a100_H10_c8_p70_cap5", "gain_pct": 1612.9457257138906, "max_drawdown_pct": -11.255639059853117, "capital_score": 1596.062267124111, "stability_score": 1592.415172551172, "n_trades": 416, "skipped_by_capacity": 1555, "avg_trade_ret_pct": 0.6892667155754105, "median_trade_ret_pct": 0.610006010400939, "positive_month_rate": 0.7647058823529411, "worst_month_pct": -8.40670995755454, "month_gain_concentration": 0.16398528630435577, "top_asset_trade_share": 0.5913461538461539, "long_counts": { "SOL": 124, "XRP": 246, "BTC": 11, "BNB": 9, "ETH": 26 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 416, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.455598455598456, "max_open_trades": 5, "avg_exposure": 0.8911196911196911, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 28.600627611316014, "2024-10-31 00:00:00+00:00": 3.726471240639114, "2024-11-30 00:00:00+00:00": 112.9275197647047, "2024-12-31 00:00:00+00:00": 180.2318348823251, "2025-01-31 00:00:00+00:00": 113.36418002757182, "2025-02-28 00:00:00+00:00": 252.94477727654305, "2025-03-31 00:00:00+00:00": 210.2254847716797, "2025-04-30 00:00:00+00:00": 261.10727438062224, "2025-05-31 00:00:00+00:00": 14.721629251730747, "2025-07-31 00:00:00+00:00": -1.1998776944126348, "2025-08-31 00:00:00+00:00": 77.03401385245729, "2025-10-31 00:00:00+00:00": -2.159645752538836, "2025-11-30 00:00:00+00:00": 138.90343066614423, "2026-01-31 00:00:00+00:00": -8.40670995755454, "2026-02-28 00:00:00+00:00": 193.3038557652235, "2026-03-31 00:00:00+00:00": 5.169281089825745 } }, "test": { "label": "Test ridge_a100_H10_c8_p70_cap5", "variant": "ridge_a100_H10_c8_p70_cap5", "gain_pct": 119.92262160778003, "max_drawdown_pct": -9.70871604216159, "capital_score": 105.35954754453765, "stability_score": 105.35954754453765, "n_trades": 213, "skipped_by_capacity": 487, "avg_trade_ret_pct": 0.3740576583429338, "median_trade_ret_pct": 0.47441607224294735, "positive_month_rate": 1.0, "worst_month_pct": 0.3133975034055254, "month_gain_concentration": 0.21311417736486782, "top_asset_trade_share": 0.4413145539906103, "long_counts": { "XRP": 94, "SOL": 63, "ETH": 33, "BTC": 9, "BNB": 14 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 213, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.122950819672131, "max_open_trades": 5, "avg_exposure": 0.8245901639344262, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 14.990041928918501, "2025-02-28 00:00:00+00:00": 18.016317293154444, "2025-03-31 00:00:00+00:00": 10.135082475149318, "2025-04-30 00:00:00+00:00": 9.676709232738403, "2025-05-31 00:00:00+00:00": 1.9119468845856318, "2025-07-31 00:00:00+00:00": 1.3668707948412475, "2025-08-31 00:00:00+00:00": 5.846237363875019, "2025-10-31 00:00:00+00:00": 10.944285616821162, "2025-11-30 00:00:00+00:00": 11.333896000654107, "2025-12-31 00:00:00+00:00": 0.3133975034055254, "2026-01-31 00:00:00+00:00": 3.240043047437865, "2026-02-28 00:00:00+00:00": 24.383682628426925, "2026-03-31 00:00:00+00:00": 2.25754042812585 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 0.5027018964916863, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 4.3701210435237385, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 5.012830436786146, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 5.012830436786146, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 5.012830436786146, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-01-19 14:00:00+00:00", "gain_pct": 5.012830436786146, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 7.6917730267866915, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-01-20 01:00:00+00:00", "gain_pct": 6.199838689478, "drawdown_pct": -1.3853744769691922, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 6.199838689478, "drawdown_pct": -1.3853744769691922, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 6.199838689478, "drawdown_pct": -1.3853744769691922, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 6.199838689478, "drawdown_pct": -1.3853744769691922, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 6.199838689478, "drawdown_pct": -1.3853744769691922, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 6.199838689478, "drawdown_pct": -1.3853744769691922, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-23 14:00:00+00:00", "gain_pct": 14.207891508771354, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-27 14:00:00+00:00", "gain_pct": 14.330650821031156, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 14.990041928918501, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 15.830293102577713, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 15.830293102577713, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 00:00:00+00:00", "gain_pct": 15.830293102577713, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 15.830293102577713, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 15.830293102577713, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 4.584658854444953, "drawdown_pct": -9.70871604216159, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 4.584658854444953, "drawdown_pct": -9.70871604216159, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 4.584658854444953, "drawdown_pct": -9.70871604216159, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 4.584658854444953, "drawdown_pct": -9.70871604216159, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 10:00:00+00:00", "gain_pct": 4.584658854444953, "drawdown_pct": -9.70871604216159, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 4.584658854444953, "drawdown_pct": -9.70871604216159, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 4.584658854444953, "drawdown_pct": -9.70871604216159, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 19:00:00+00:00", "gain_pct": 15.250594812824076, "drawdown_pct": -0.5004720908719951, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 15.250594812824076, "drawdown_pct": -0.5004720908719951, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": 15.250594812824076, "drawdown_pct": -0.5004720908719951, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 13.567511654113346, "drawdown_pct": -1.953531660720631, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 11.750910238800031, "drawdown_pct": -3.521861815686711, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 15.024023496066661, "drawdown_pct": -0.6960783616398403, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-10 03:00:00+00:00", "gain_pct": 15.024023496066661, "drawdown_pct": -0.6960783616398403, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-18 16:00:00+00:00", "gain_pct": 18.77951636689869, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 20.489743251729323, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 20.489743251729323, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 20.489743251729323, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 20.489743251729323, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 20.489743251729323, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 20.489743251729323, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 24.928290768045983, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-26 17:00:00+00:00", "gain_pct": 25.348000352137277, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 25.348000352137277, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-28 03:00:00+00:00", "gain_pct": 29.000431587951994, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 33.006359222072945, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 33.569969491455566, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-02 16:00:00+00:00", "gain_pct": 33.569969491455566, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 33.569969491455566, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 33.569969491455566, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-03 06:00:00+00:00", "gain_pct": 41.94334082442569, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 41.94334082442569, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 37.49289598585864, "drawdown_pct": -3.135367120935917, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 37.49289598585864, "drawdown_pct": -3.135367120935917, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 05:00:00+00:00", "gain_pct": 37.49289598585864, "drawdown_pct": -3.135367120935917, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 41.41264097201204, "drawdown_pct": -0.37388147223481605, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 41.41264097201204, "drawdown_pct": -0.37388147223481605, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 41.41264097201204, "drawdown_pct": -0.37388147223481605, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 41.41264097201204, "drawdown_pct": -0.37388147223481605, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 41.41264097201204, "drawdown_pct": -0.37388147223481605, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-07 14:00:00+00:00", "gain_pct": 46.78471654008845, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 46.78471654008845, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 46.78471654008845, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 46.78471654008845, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-09 16:00:00+00:00", "gain_pct": 41.503057066393325, "drawdown_pct": -3.5982352919233573, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 41.503057066393325, "drawdown_pct": -3.5982352919233573, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 42.97192025152415, "drawdown_pct": -2.5975431083269385, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 42.97192025152415, "drawdown_pct": -2.5975431083269385, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 42.97192025152415, "drawdown_pct": -2.5975431083269385, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 34.696891719434234, "drawdown_pct": -8.23507045255144, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 39.72896292333172, "drawdown_pct": -4.806872120660966, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 39.72896292333172, "drawdown_pct": -4.806872120660966, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 43.14144169722226, "drawdown_pct": -2.4820532605458134, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 43.14144169722226, "drawdown_pct": -2.4820532605458134, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-04-07 06:00:00+00:00", "gain_pct": 45.671241503574066, "drawdown_pct": -0.7585769573021484, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 45.671241503574066, "drawdown_pct": -0.7585769573021484, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 45.671241503574066, "drawdown_pct": -0.7585769573021484, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 45.671241503574066, "drawdown_pct": -0.7585769573021484, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 45.671241503574066, "drawdown_pct": -0.7585769573021484, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 51.297604378147696, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-04-09 01:00:00+00:00", "gain_pct": 51.297604378147696, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-09 17:00:00+00:00", "gain_pct": 51.23981104858615, "drawdown_pct": -0.0381984432596183, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-10 15:00:00+00:00", "gain_pct": 47.93817183627468, "drawdown_pct": -2.2204135720989893, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-22 21:00:00+00:00", "gain_pct": 52.818150929960666, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 54.7300978145463, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 54.43965674897632, "drawdown_pct": -0.18770818972666525, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 56.096968609387545, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 56.096968609387545, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-08-14 12:00:00+00:00", "gain_pct": 62.72077050194608, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-08-24 19:00:00+00:00", "gain_pct": 61.943205973262565, "drawdown_pct": -0.4778520445084866, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-10 22:00:00+00:00", "gain_pct": 60.89996053493806, "drawdown_pct": -1.1189782111966085, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-10-11 05:00:00+00:00", "gain_pct": 60.89996053493806, "drawdown_pct": -1.1189782111966085, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 60.406755789905134, "drawdown_pct": -1.4220770371863978, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 60.406755789905134, "drawdown_pct": -1.4220770371863978, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 68.68945917042058, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 67.78294200173838, "drawdown_pct": -0.5373881528462188, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 67.78294200173838, "drawdown_pct": -0.5373881528462188, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-19 09:00:00+00:00", "gain_pct": 72.88749159008373, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-11-04 19:00:00+00:00", "gain_pct": 73.64612376009526, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 73.64612376009526, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-04 21:00:00+00:00", "gain_pct": 73.64612376009526, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 79.7839261040121, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 79.7839261040121, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 79.7839261040121, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 84.22138759073783, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 84.53478509414336, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 87.77482814158122, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 94.39184552842653, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 95.93899928004006, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 95.93899928004006, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 95.93899928004006, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 95.93899928004006, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 95.93899928004006, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 95.93899928004006, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 95.93899928004006, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 05:00:00+00:00", "gain_pct": 95.93899928004006, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 115.07630701278191, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 16:00:00+00:00", "gain_pct": 115.07630701278191, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-28 07:00:00+00:00", "gain_pct": 112.15851077000815, "drawdown_pct": -1.3566330402912996, "open_trades": 2, "exposure": 0.4 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 114.416051198134, "drawdown_pct": -0.3069867731217202, "open_trades": 5, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a100_H10_c8_p70_cap5", "variant": "ridge_a100_H10_c8_p70_cap5", "gain_pct": 15.606764873735457, "max_drawdown_pct": 0.0, "capital_score": 15.606764873735457, "stability_score": 5.7424279913484035, "n_trades": 20, "skipped_by_capacity": 36, "avg_trade_ret_pct": 0.7297424073075437, "median_trade_ret_pct": 0.5654076974036664, "positive_month_rate": 0.6666666666666666, "worst_month_pct": 0.0, "month_gain_concentration": 0.8945734752954821, "top_asset_trade_share": 0.5, "long_counts": { "XRP": 10, "ETH": 5, "BTC": 1, "SOL": 4 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 20, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.333333333333333, "max_open_trades": 5, "avg_exposure": 0.8666666666666667, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 11.664589323837987, "2026-03-31 00:00:00+00:00": 1.374685421017503 } }, "selection_score": 1596.062267124111 }, { "name": "ridge_a100_H10_c8_p80_cap1", "variant": { "name": "ridge_a100_H10_c8_p80_cap1", "threshold": 0.051936388813651105, "pred_percentile": 80, "horizon": 10, "cost_bps": 8, "cap": 1, "delay_bars": 1 }, "model_diag": { "alpha": 100.0, "ykey": "y_H10_c8", "n_train": 12794, "target_mean": 0.008213253534827653 }, "val": { "label": "Validation ridge_a100_H10_c8_p80_cap1", "variant": "ridge_a100_H10_c8_p80_cap1", "gain_pct": 1392.8370454580627, "max_drawdown_pct": -11.799569996877501, "capital_score": 1375.1376904627464, "stability_score": 1358.1005135478315, "n_trades": 83, "skipped_by_capacity": 1231, "avg_trade_ret_pct": 3.409028382528867, "median_trade_ret_pct": 3.125137365567101, "positive_month_rate": 0.8125, "worst_month_pct": -20.019104625758246, "month_gain_concentration": 0.149445934224803, "top_asset_trade_share": 0.6506024096385542, "long_counts": { "SOL": 23, "ETH": 4, "XRP": 54, "BTC": 2 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 83, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 19.89753205190148, "2024-10-31 00:00:00+00:00": 9.012172622110754, "2024-11-30 00:00:00+00:00": 129.0117939483123, "2024-12-31 00:00:00+00:00": 181.06780099073808, "2025-01-31 00:00:00+00:00": 125.32094446775511, "2025-02-28 00:00:00+00:00": 205.16678358398394, "2025-03-31 00:00:00+00:00": 148.93698636936074, "2025-04-30 00:00:00+00:00": 72.48438522475408, "2025-05-31 00:00:00+00:00": 123.67371663530503, "2025-07-31 00:00:00+00:00": -5.2328146136799205, "2025-10-31 00:00:00+00:00": 65.37885199056313, "2025-11-30 00:00:00+00:00": 66.7459354646237, "2026-01-31 00:00:00+00:00": 50.973970576953434, "2026-02-28 00:00:00+00:00": 175.17867630203887, "2026-03-31 00:00:00+00:00": -20.019104625758246 } }, "test": { "label": "Test ridge_a100_H10_c8_p80_cap1", "variant": "ridge_a100_H10_c8_p80_cap1", "gain_pct": 152.95156366730407, "max_drawdown_pct": -11.799569996877501, "capital_score": 135.25220867198783, "stability_score": 133.89506581484497, "n_trades": 42, "skipped_by_capacity": 400, "avg_trade_ret_pct": 2.3307425669433135, "median_trade_ret_pct": 2.5716722576802433, "positive_month_rate": 0.8333333333333334, "worst_month_pct": -3.440689418059975, "month_gain_concentration": 0.19603578407962213, "top_asset_trade_share": 0.5952380952380952, "long_counts": { "XRP": 25, "SOL": 12, "ETH": 4, "BNB": 1 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 42, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 25.090494999873144, "2025-02-28 00:00:00+00:00": 22.412267895699713, "2025-03-31 00:00:00+00:00": 20.37702038641163, "2025-04-30 00:00:00+00:00": 13.113379932709421, "2025-05-31 00:00:00+00:00": -1.3445383975666516, "2025-07-31 00:00:00+00:00": 3.9407193382120624, "2025-10-31 00:00:00+00:00": 14.351678073217784, "2025-11-30 00:00:00+00:00": 18.53765682100729, "2025-12-31 00:00:00+00:00": 0.6134416380692471, "2026-01-31 00:00:00+00:00": 5.039589861169645, "2026-02-28 00:00:00+00:00": 30.10801077719796, "2026-03-31 00:00:00+00:00": -3.440689418059975 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 2.5135094824584314, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 12.260873674421276, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 15.717376229223746, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 15.717376229223746, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 15.717376229223746, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 14.038751242824617, "drawdown_pct": -1.4506248249821607, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 14.038751242824617, "drawdown_pct": -1.4506248249821607, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 14.038751242824617, "drawdown_pct": -1.4506248249821607, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 14.038751242824617, "drawdown_pct": -1.4506248249821607, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 14.038751242824617, "drawdown_pct": -1.4506248249821607, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 14.038751242824617, "drawdown_pct": -1.4506248249821607, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 25.090494999873144, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 29.66077923814774, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 29.66077923814774, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 29.66077923814774, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 29.66077923814774, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 14.361364833445691, "drawdown_pct": -11.799569996877501, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 14.361364833445691, "drawdown_pct": -11.799569996877501, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 14.361364833445691, "drawdown_pct": -11.799569996877501, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 14.361364833445691, "drawdown_pct": -11.799569996877501, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 14.361364833445691, "drawdown_pct": -11.799569996877501, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 14.361364833445691, "drawdown_pct": -11.799569996877501, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 19:00:00+00:00", "gain_pct": 27.104743163930735, "drawdown_pct": -1.9713255536759844, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 27.104743163930735, "drawdown_pct": -1.9713255536759844, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": 27.104743163930735, "drawdown_pct": -1.9713255536759844, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 23.91880013523358, "drawdown_pct": -4.4284625903472925, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 23.91880013523358, "drawdown_pct": -4.4284625903472925, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 30.778075566784565, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 35.33642000350994, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 35.33642000350994, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 35.33642000350994, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 35.33642000350994, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 35.33642000350994, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 35.33642000350994, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 39.75600984004589, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 40.78300991876944, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 47.50276289557286, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 49.06370684243569, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 16:00:00+00:00", "gain_pct": 49.06370684243569, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 49.06370684243569, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 49.06370684243569, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 64.2283806429462, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 56.841362853900534, "drawdown_pct": -4.498015361368024, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 56.841362853900534, "drawdown_pct": -4.498015361368024, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 62.02233332476973, "drawdown_pct": -1.3432801989156196, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 62.02233332476973, "drawdown_pct": -1.3432801989156196, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 62.02233332476973, "drawdown_pct": -1.3432801989156196, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 62.02233332476973, "drawdown_pct": -1.3432801989156196, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 62.02233332476973, "drawdown_pct": -1.3432801989156196, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 67.34564664296096, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 67.34564664296096, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 67.34564664296096, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 61.060521511230064, "drawdown_pct": -3.7557745049325852, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 65.95937083008283, "drawdown_pct": -0.8283907234442722, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 65.95937083008283, "drawdown_pct": -0.8283907234442722, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 65.95937083008283, "drawdown_pct": -0.8283907234442722, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 54.749974486956944, "drawdown_pct": -7.526740258070419, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 64.26778996651515, "drawdown_pct": -1.8392212395058838, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 64.26778996651515, "drawdown_pct": -1.8392212395058838, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 67.87978328198449, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 67.87978328198449, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 71.68004330560498, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 71.68004330560498, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 71.68004330560498, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 71.68004330560498, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 80.99316321469391, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 79.64862481712726, "drawdown_pct": -0.7428669534725763, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 78.80519087878909, "drawdown_pct": -1.2088701567746218, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 83.58934415533932, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 83.58934415533932, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 88.31309800667745, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 88.31309800667745, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 99.01279976211319, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 97.9410222285571, "drawdown_pct": -0.5385470355862676, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 97.9410222285571, "drawdown_pct": -0.5385470355862676, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 102.58600771831607, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 111.05386757016242, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 111.05386757016242, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 111.05386757016242, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 116.47867904956439, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 117.09212068763364, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 122.13171054880328, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 129.8513738753509, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 130.55312279581497, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 130.55312279581497, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 130.55312279581497, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 130.55312279581497, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 130.55312279581497, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 130.55312279581497, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 130.55312279581497, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 152.23972132600124, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 148.79903190794127, "drawdown_pct": -1.364055351779092, "open_trades": 1, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a100_H10_c8_p80_cap1", "variant": "ridge_a100_H10_c8_p80_cap1", "gain_pct": 16.643766426278845, "max_drawdown_pct": -1.364055351779092, "capital_score": 14.597683398610206, "stability_score": -5.402316601389794, "n_trades": 5, "skipped_by_capacity": 34, "avg_trade_ret_pct": 3.1862171048242445, "median_trade_ret_pct": 2.7445116216670473, "positive_month_rate": 0.3333333333333333, "worst_month_pct": -1.5866079932734323, "month_gain_concentration": 1.0, "top_asset_trade_share": 0.8, "long_counts": { "XRP": 4, "ETH": 1 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 5, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 16.31551397119432, "2026-03-31 00:00:00+00:00": -1.5866079932734323 } }, "selection_score": 1375.1376904627464 }, { "name": "ridge_a100_H10_c8_p80_cap2", "variant": { "name": "ridge_a100_H10_c8_p80_cap2", "threshold": 0.051936388813651105, "pred_percentile": 80, "horizon": 10, "cost_bps": 8, "cap": 2, "delay_bars": 1 }, "model_diag": { "alpha": 100.0, "ykey": "y_H10_c8", "n_train": 12794, "target_mean": 0.008213253534827653 }, "val": { "label": "Validation ridge_a100_H10_c8_p80_cap2", "variant": "ridge_a100_H10_c8_p80_cap2", "gain_pct": 1270.5841465005217, "max_drawdown_pct": -11.451495366599463, "capital_score": 1253.4069034506224, "stability_score": 1238.095794922873, "n_trades": 158, "skipped_by_capacity": 1156, "avg_trade_ret_pct": 1.694842661637007, "median_trade_ret_pct": 1.530152873845307, "positive_month_rate": 0.8125, "worst_month_pct": -18.44401992015446, "month_gain_concentration": 0.14509506138798028, "top_asset_trade_share": 0.6455696202531646, "long_counts": { "SOL": 43, "ETH": 10, "XRP": 102, "BTC": 3 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 158, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.946341463414634, "max_open_trades": 2, "avg_exposure": 0.973170731707317, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 12.512387434175821, "2024-10-31 00:00:00+00:00": 8.57997406329524, "2024-11-30 00:00:00+00:00": 107.422773537248, "2024-12-31 00:00:00+00:00": 171.6855467737051, "2025-01-31 00:00:00+00:00": 122.34709854412199, "2025-02-28 00:00:00+00:00": 182.70015167268264, "2025-03-31 00:00:00+00:00": 142.04814717893203, "2025-04-30 00:00:00+00:00": 61.25994356626916, "2025-05-31 00:00:00+00:00": 114.99938532859119, "2025-07-31 00:00:00+00:00": -2.4027497283630055, "2025-10-31 00:00:00+00:00": 61.068276438053545, "2025-11-30 00:00:00+00:00": 62.36381591791155, "2026-01-31 00:00:00+00:00": 47.478557777795686, "2026-02-28 00:00:00+00:00": 164.70947761917478, "2026-03-31 00:00:00+00:00": -18.44401992015446 } }, "test": { "label": "Test ridge_a100_H10_c8_p80_cap2", "variant": "ridge_a100_H10_c8_p80_cap2", "gain_pct": 149.66194121859476, "max_drawdown_pct": -8.38607464964145, "capital_score": 137.0828292441326, "stability_score": 137.0828292441326, "n_trades": 79, "skipped_by_capacity": 363, "avg_trade_ret_pct": 1.18591064690226, "median_trade_ret_pct": 1.2851722505389696, "positive_month_rate": 0.8333333333333334, "worst_month_pct": -3.3839713935452096, "month_gain_concentration": 0.20203671735866013, "top_asset_trade_share": 0.5443037974683544, "long_counts": { "XRP": 43, "SOL": 23, "ETH": 10, "BNB": 3 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 79, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.903225806451613, "max_open_trades": 2, "avg_exposure": 0.9516129032258065, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 20.841284532687197, "2025-02-28 00:00:00+00:00": 21.16044502227892, "2025-03-31 00:00:00+00:00": 18.82719495230623, "2025-04-30 00:00:00+00:00": 12.705358639985008, "2025-05-31 00:00:00+00:00": -0.6445644212232651, "2025-07-31 00:00:00+00:00": 3.824233832361216, "2025-10-31 00:00:00+00:00": 17.117845423831938, "2025-11-30 00:00:00+00:00": 19.28463651800365, "2025-12-31 00:00:00+00:00": 0.6043417843490602, "2026-01-31 00:00:00+00:00": 4.990120403719743, "2026-02-28 00:00:00+00:00": 30.219668104999556, "2026-03-31 00:00:00+00:00": -3.3839713935452096 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 1.2567547412292157, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 6.07068838930077, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 7.7036420329299204, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 7.7036420329299204, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 7.7036420329299204, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 10.267332503240638, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 10.267332503240638, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 10.267332503240638, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 10.267332503240638, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 10.267332503240638, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 10.267332503240638, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 20.841284532687197, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 23.048802450148287, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 23.048802450148287, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 23.048802450148287, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 23.048802450148287, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 13.727333948723157, "drawdown_pct": -7.5754239909824435, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 13.727333948723157, "drawdown_pct": -7.5754239909824435, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 13.727333948723157, "drawdown_pct": -7.5754239909824435, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 13.727333948723157, "drawdown_pct": -7.5754239909824435, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 13.727333948723157, "drawdown_pct": -7.5754239909824435, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 13.727333948723157, "drawdown_pct": -7.5754239909824435, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 19:00:00+00:00", "gain_pct": 24.38915622065514, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 24.38915622065514, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": 24.38915622065514, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 21.290818488541433, "drawdown_pct": -2.490842309933783, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 21.290818488541433, "drawdown_pct": -2.490842309933783, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 26.087248282784472, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 30.182978750135817, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 30.182978750135817, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 30.182978750135817, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 30.182978750135817, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 30.182978750135817, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 30.182978750135817, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 34.46898408002781, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 35.45894769217091, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 42.00172955496612, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 43.50843461543457, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 16:00:00+00:00", "gain_pct": 43.50843461543457, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 43.50843461543457, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 43.50843461543457, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 58.479267463960326, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 51.43100504568969, "drawdown_pct": -4.447435005890266, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 51.43100504568969, "drawdown_pct": -4.447435005890266, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 56.47456420212157, "drawdown_pct": -1.2649624735895815, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 56.47456420212157, "drawdown_pct": -1.2649624735895815, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 56.47456420212157, "drawdown_pct": -1.2649624735895815, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 56.47456420212157, "drawdown_pct": -1.2649624735895815, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 56.47456420212157, "drawdown_pct": -1.2649624735895815, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 61.657830944814975, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 61.657830944814975, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 61.657830944814975, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 56.272374733279406, "drawdown_pct": -3.3313921014899717, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 58.634834255473606, "drawdown_pct": -1.8699970621115947, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 58.634834255473606, "drawdown_pct": -1.8699970621115947, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 58.634834255473606, "drawdown_pct": -1.8699970621115947, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 48.10108456479162, "drawdown_pct": -8.38607464964145, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 57.35002277869677, "drawdown_pct": -2.6647692480723406, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 57.35002277869677, "drawdown_pct": -2.6647692480723406, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 60.82892450727235, "drawdown_pct": -0.5127536554821122, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 60.82892450727235, "drawdown_pct": -0.5127536554821122, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 64.49017886275885, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 64.49017886275885, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 64.49017886275885, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 64.49017886275885, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 73.53428314725736, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 72.88971872603409, "drawdown_pct": -0.3714334767362937, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 72.07896995261314, "drawdown_pct": -0.8386315189427229, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 76.7139525583953, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 76.7139525583953, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 84.26168330061384, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 84.26168330061384, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 94.879904893338, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 93.83179798222724, "drawdown_pct": -0.5378219533124229, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 93.83179798222724, "drawdown_pct": -0.5378219533124229, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 99.32385869506768, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 107.74242632300238, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 107.74242632300238, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 107.74242632300238, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 113.1164345002309, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 113.72077628457996, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 118.7108966882997, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 126.37771450411864, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 127.06938567587173, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 127.06938567587173, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 127.06938567587173, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 127.06938567587173, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 127.06938567587173, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 127.06938567587173, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 127.06938567587173, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 148.93056479329925, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 145.54659339975404, "drawdown_pct": -1.3594037342722909, "open_trades": 2, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a100_H10_c8_p80_cap2", "variant": "ridge_a100_H10_c8_p80_cap2", "gain_pct": 18.281179952075604, "max_drawdown_pct": -1.3594037342722909, "capital_score": 16.242074350667167, "stability_score": 2.2420743506671688, "n_trades": 10, "skipped_by_capacity": 29, "avg_trade_ret_pct": 1.7080730211529191, "median_trade_ret_pct": 1.467412246808537, "positive_month_rate": 0.3333333333333333, "worst_month_pct": -1.5917157985415287, "month_gain_concentration": 1.0, "top_asset_trade_share": 0.6, "long_counts": { "XRP": 6, "ETH": 3, "SOL": 1 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 10, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.0, "max_open_trades": 2, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 17.089261888308798, "2026-03-31 00:00:00+00:00": -1.5917157985415287 } }, "selection_score": 1253.4069034506224 }, { "name": "ridge_a100_H10_c8_p80_cap3", "variant": { "name": "ridge_a100_H10_c8_p80_cap3", "threshold": 0.051936388813651105, "pred_percentile": 80, "horizon": 10, "cost_bps": 8, "cap": 3, "delay_bars": 1 }, "model_diag": { "alpha": 100.0, "ykey": "y_H10_c8", "n_train": 12794, "target_mean": 0.008213253534827653 }, "val": { "label": "Validation ridge_a100_H10_c8_p80_cap3", "variant": "ridge_a100_H10_c8_p80_cap3", "gain_pct": 1166.3401933977432, "max_drawdown_pct": -11.341555128305469, "capital_score": 1149.327860705285, "stability_score": 1135.0785900955702, "n_trades": 224, "skipped_by_capacity": 1090, "avg_trade_ret_pct": 1.1508497383024123, "median_trade_ret_pct": 1.0340214473882807, "positive_month_rate": 0.8125, "worst_month_pct": -17.061770609714813, "month_gain_concentration": 0.14512927872507703, "top_asset_trade_share": 0.65625, "long_counts": { "SOL": 61, "ETH": 12, "XRP": 147, "BTC": 4 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 224, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.819512195121951, "max_open_trades": 3, "avg_exposure": 0.9398373983739837, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 14.300952956685379, "2024-10-31 00:00:00+00:00": 6.14679275199417, "2024-11-30 00:00:00+00:00": 105.0607974801863, "2024-12-31 00:00:00+00:00": 157.75128750691616, "2025-01-31 00:00:00+00:00": 104.03314380405817, "2025-02-28 00:00:00+00:00": 168.06099256911818, "2025-03-31 00:00:00+00:00": 136.58519191742812, "2025-04-30 00:00:00+00:00": 52.86670613074239, "2025-05-31 00:00:00+00:00": 108.66221672236577, "2025-07-31 00:00:00+00:00": -1.4921486135583564, "2025-10-31 00:00:00+00:00": 57.214042618441, "2025-11-30 00:00:00+00:00": 58.43370936205372, "2026-01-31 00:00:00+00:00": 44.43886154768211, "2026-02-28 00:00:00+00:00": 144.45417813800782, "2026-03-31 00:00:00+00:00": -17.061770609714813 } }, "test": { "label": "Test ridge_a100_H10_c8_p80_cap3", "variant": "ridge_a100_H10_c8_p80_cap3", "gain_pct": 137.97699177231064, "max_drawdown_pct": -8.319235081150001, "capital_score": 125.49813915058564, "stability_score": 125.49813915058564, "n_trades": 111, "skipped_by_capacity": 331, "avg_trade_ret_pct": 0.7932711904517822, "median_trade_ret_pct": 0.8576666714275158, "positive_month_rate": 0.8333333333333334, "worst_month_pct": -3.206333389067339, "month_gain_concentration": 0.19880608442752676, "top_asset_trade_share": 0.5225225225225225, "long_counts": { "XRP": 58, "SOL": 33, "ETH": 14, "BNB": 5, "BTC": 1 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 111, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.7204301075268815, "max_open_trades": 3, "avg_exposure": 0.906810035842294, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 16.30377689766749, "2025-02-28 00:00:00+00:00": 21.62810707221763, "2025-03-31 00:00:00+00:00": 18.08907262997704, "2025-04-30 00:00:00+00:00": 12.372709202465956, "2025-05-31 00:00:00+00:00": -0.41698029832883776, "2025-07-31 00:00:00+00:00": 2.4748856508680603, "2025-10-31 00:00:00+00:00": 14.62869364953744, "2025-11-30 00:00:00+00:00": 18.549270042912212, "2025-12-31 00:00:00+00:00": 0.5775758825783157, "2026-01-31 00:00:00+00:00": 4.777252965553089, "2026-02-28 00:00:00+00:00": 27.14655267317039, "2026-03-31 00:00:00+00:00": -3.206333389067339 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 0.8378364941528105, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 4.033848159998328, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 5.10157921113867, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 5.10157921113867, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 5.10157921113867, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 7.481102751667635, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 7.481102751667635, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 7.481102751667635, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 7.481102751667635, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 7.481102751667635, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 7.481102751667635, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 16.30377689766749, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 17.720194983384175, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 17.720194983384175, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 17.720194983384175, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 17.720194983384175, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 10.420920232546905, "drawdown_pct": -6.200528933771765, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 10.420920232546905, "drawdown_pct": -6.200528933771765, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 10.420920232546905, "drawdown_pct": -6.200528933771765, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 10.420920232546905, "drawdown_pct": -6.200528933771765, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 10.420920232546905, "drawdown_pct": -6.200528933771765, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 10.420920232546905, "drawdown_pct": -6.200528933771765, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 19:00:00+00:00", "gain_pct": 21.628837587269928, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 21.628837587269928, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": 21.628837587269928, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 18.678109544881224, "drawdown_pct": -2.4260102299107578, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 18.678109544881224, "drawdown_pct": -2.4260102299107578, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 23.66612678443252, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 27.804946431601763, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 27.804946431601763, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 27.804946431601763, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 27.804946431601763, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 27.804946431601763, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 27.804946431601763, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 32.65504895655448, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 33.30572390701931, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 37.93188396988512, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 38.9067072046866, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 16:00:00+00:00", "gain_pct": 38.9067072046866, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 38.9067072046866, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 38.9067072046866, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 53.52270565372348, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 46.72024975668822, "drawdown_pct": -4.430911941050897, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 46.72024975668822, "drawdown_pct": -4.430911941050897, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 51.620450089791916, "drawdown_pct": -1.2390711561729328, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 51.620450089791916, "drawdown_pct": -1.2390711561729328, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 51.620450089791916, "drawdown_pct": -1.2390711561729328, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 51.620450089791916, "drawdown_pct": -1.2390711561729328, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 51.620450089791916, "drawdown_pct": -1.2390711561729328, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 56.65676127732456, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 56.65676127732456, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 56.65676127732456, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 52.24427777576199, "drawdown_pct": -2.8166569164233435, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 53.778699961467, "drawdown_pct": -1.837176571499921, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 53.778699961467, "drawdown_pct": -1.837176571499921, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 53.778699961467, "drawdown_pct": -1.837176571499921, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 43.624117036147965, "drawdown_pct": -8.319235081150001, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 52.63998057736384, "drawdown_pct": -2.564064689713541, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 52.63998057736384, "drawdown_pct": -2.564064689713541, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 56.02095659986216, "drawdown_pct": -0.4058584336087856, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 56.02095659986216, "drawdown_pct": -0.4058584336087856, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 59.57948748922948, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 59.57948748922948, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 59.57948748922948, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 59.57948748922948, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 68.39366580232812, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 67.97668550399928, "drawdown_pct": -0.24762231782418098, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 67.45134007015889, "drawdown_pct": -0.5595968991347844, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 70.45157115486734, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 70.45157115486734, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 76.79412468872712, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 76.79412468872712, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 86.0805984443679, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 85.08026480440478, "drawdown_pct": -0.5375808377261815, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 85.08026480440478, "drawdown_pct": -0.5375808377261815, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 90.53835913037389, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 98.61412253797599, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 98.61412253797599, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 98.61412253797599, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 103.62953484731699, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 104.2071107298953, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 108.9843636954484, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 116.33158022649792, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 115.24298844314734, "drawdown_pct": -0.5032052103584816, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 115.24298844314734, "drawdown_pct": -0.5032052103584816, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 115.24298844314734, "drawdown_pct": -0.5032052103584816, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 115.24298844314734, "drawdown_pct": -0.5032052103584816, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 115.24298844314734, "drawdown_pct": -0.5032052103584816, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 115.24298844314734, "drawdown_pct": -0.5032052103584816, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 115.24298844314734, "drawdown_pct": -0.5032052103584816, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 136.13091636861878, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 132.92458297955145, "drawdown_pct": -1.357862595197823, "open_trades": 3, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a100_H10_c8_p80_cap3", "variant": "ridge_a100_H10_c8_p80_cap3", "gain_pct": 18.145624931994078, "max_drawdown_pct": 0.0, "capital_score": 18.145624931994078, "stability_score": 5.0517341849326645, "n_trades": 14, "skipped_by_capacity": 25, "avg_trade_ret_pct": 1.204464036822427, "median_trade_ret_pct": 0.9285916847808965, "positive_month_rate": 0.6666666666666666, "worst_month_pct": 0.0, "month_gain_concentration": 0.9980413441681709, "top_asset_trade_share": 0.5714285714285714, "long_counts": { "XRP": 8, "ETH": 3, "BTC": 1, "SOL": 2 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 14, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.8181818181818183, "max_open_trades": 3, "avg_exposure": 0.9393939393939393, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 15.606687124253625, "2026-03-31 00:00:00+00:00": 0.03062811869475013 } }, "selection_score": 1149.327860705285 }, { "name": "ridge_a100_H10_c8_p80_cap5", "variant": { "name": "ridge_a100_H10_c8_p80_cap5", "threshold": 0.051936388813651105, "pred_percentile": 80, "horizon": 10, "cost_bps": 8, "cap": 5, "delay_bars": 1 }, "model_diag": { "alpha": 100.0, "ykey": "y_H10_c8", "n_train": 12794, "target_mean": 0.008213253534827653 }, "val": { "label": "Validation ridge_a100_H10_c8_p80_cap5", "variant": "ridge_a100_H10_c8_p80_cap5", "gain_pct": 1051.9526685970047, "max_drawdown_pct": -11.255639059853117, "capital_score": 1035.0692100072251, "stability_score": 1032.6542539954949, "n_trades": 341, "skipped_by_capacity": 973, "avg_trade_ret_pct": 0.7233731548233404, "median_trade_ret_pct": 0.657108586076312, "positive_month_rate": 0.875, "worst_month_pct": -0.8090945685190718, "month_gain_concentration": 0.14343690242641277, "top_asset_trade_share": 0.6304985337243402, "long_counts": { "SOL": 103, "BNB": 1, "ETH": 17, "XRP": 215, "BTC": 5 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 341, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.4487804878048784, "max_open_trades": 5, "avg_exposure": 0.8897560975609755, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 15.166806845111353, "2024-10-31 00:00:00+00:00": 3.9159586908690187, "2024-11-30 00:00:00+00:00": 98.75019803363153, "2024-12-31 00:00:00+00:00": 139.54228585625245, "2025-01-31 00:00:00+00:00": 88.31279328088124, "2025-02-28 00:00:00+00:00": 147.87457335502097, "2025-03-31 00:00:00+00:00": 124.03376209329838, "2025-04-30 00:00:00+00:00": 44.73430809169179, "2025-05-31 00:00:00+00:00": 99.34157979847271, "2025-07-31 00:00:00+00:00": -0.8090945685190718, "2025-10-31 00:00:00+00:00": 51.94512948234774, "2025-11-30 00:00:00+00:00": 53.05678494835297, "2026-01-31 00:00:00+00:00": 30.791160772479998, "2026-02-28 00:00:00+00:00": 129.99646699607854, "2026-03-31 00:00:00+00:00": 3.476331477852682 } }, "test": { "label": "Test ridge_a100_H10_c8_p80_cap5", "variant": "ridge_a100_H10_c8_p80_cap5", "gain_pct": 96.64203366523077, "max_drawdown_pct": -9.70871604216159, "capital_score": 82.07895960198839, "stability_score": 82.07895960198839, "n_trades": 165, "skipped_by_capacity": 277, "avg_trade_ret_pct": 0.41469591347764306, "median_trade_ret_pct": 0.5212891053213391, "positive_month_rate": 0.75, "worst_month_pct": -2.6366850037607605, "month_gain_concentration": 0.26020405981716094, "top_asset_trade_share": 0.49696969696969695, "long_counts": { "XRP": 82, "SOL": 49, "ETH": 22, "BTC": 3, "BNB": 9 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 165, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.086021505376344, "max_open_trades": 5, "avg_exposure": 0.8172043010752689, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 11.01763104415312, "2025-02-28 00:00:00+00:00": 10.195413863452728, "2025-03-31 00:00:00+00:00": 7.724739660437308, "2025-04-30 00:00:00+00:00": 10.404033548797514, "2025-05-31 00:00:00+00:00": -0.20702486383157748, "2025-07-31 00:00:00+00:00": 1.229103375037937, "2025-10-31 00:00:00+00:00": 12.684607384804167, "2025-11-30 00:00:00+00:00": 13.841991229479277, "2025-12-31 00:00:00+00:00": -0.09390274814131772, "2026-01-31 00:00:00+00:00": 2.9285976601724144, "2026-02-28 00:00:00+00:00": 24.62987311275532, "2026-03-31 00:00:00+00:00": -2.6366850037607605 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 0.5027018964916863, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 2.413935728221958, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 3.044598966276965, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 3.044598966276965, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 3.044598966276965, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 4.444270102129096, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 4.444270102129096, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 4.444270102129096, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 4.444270102129096, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 4.444270102129096, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 4.444270102129096, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 11.01763104415312, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 11.828855157275697, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 11.828855157275697, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 11.828855157275697, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 11.828855157275697, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 0.9717091568556242, "drawdown_pct": -9.70871604216159, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 0.9717091568556242, "drawdown_pct": -9.70871604216159, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 0.9717091568556242, "drawdown_pct": -9.70871604216159, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 0.9717091568556242, "drawdown_pct": -9.70871604216159, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 0.9717091568556242, "drawdown_pct": -9.70871604216159, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 0.9717091568556242, "drawdown_pct": -9.70871604216159, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 19:00:00+00:00", "gain_pct": 11.269182947671865, "drawdown_pct": -0.5004720908719951, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 11.269182947671865, "drawdown_pct": -0.5004720908719951, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": 11.269182947671865, "drawdown_pct": -0.5004720908719951, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 9.644243065956914, "drawdown_pct": -1.95353166072062, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 7.890397408572028, "drawdown_pct": -3.5218618156866888, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 11.05043869445636, "drawdown_pct": -0.6960783616398292, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 13.941090298184534, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 13.941090298184534, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 13.941090298184534, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 13.941090298184534, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 13.941090298184534, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 13.941090298184534, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 18.220983207605116, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 18.568738355386316, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 21.21304490760585, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 21.72668137801699, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-02 16:00:00+00:00", "gain_pct": 21.72668137801699, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 21.72668137801699, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 21.72668137801699, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 28.554794348104565, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 22.133153253107295, "drawdown_pct": -4.99525601325187, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 22.133153253107295, "drawdown_pct": -4.99525601325187, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 25.871972713040066, "drawdown_pct": -2.086909048136998, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 25.871972713040066, "drawdown_pct": -2.086909048136998, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 25.871972713040066, "drawdown_pct": -2.086909048136998, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 25.871972713040066, "drawdown_pct": -2.086909048136998, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 25.871972713040066, "drawdown_pct": -2.086909048136998, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 30.6536792469781, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 30.6536792469781, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 30.6536792469781, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 27.214620888071067, "drawdown_pct": -2.6321940405567124, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 27.983932977923104, "drawdown_pct": -2.043376263448582, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 27.983932977923104, "drawdown_pct": -2.043376263448582, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 27.983932977923104, "drawdown_pct": -2.043376263448582, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 20.576389628304355, "drawdown_pct": -7.712978062886677, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 25.080940330055796, "drawdown_pct": -4.265275152633096, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 25.080940330055796, "drawdown_pct": -4.265275152633096, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 28.937784568043156, "drawdown_pct": -1.3133152382883484, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 28.937784568043156, "drawdown_pct": -1.3133152382883484, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 31.216557078394374, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 31.216557078394374, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 31.216557078394374, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 31.216557078394374, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 39.34181811684067, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 39.13479325300909, "drawdown_pct": -0.14857339069451747, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 38.87362585131393, "drawdown_pct": -0.3360026959990936, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 40.36389662804703, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 40.36389662804703, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 46.3200830448269, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 46.3200830448269, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 53.87541224841746, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 53.0485040128512, "drawdown_pct": -0.5373881528462077, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 53.0485040128512, "drawdown_pct": -0.5373881528462077, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 57.70477996578788, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 64.40779494898743, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 64.40779494898743, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 64.40779494898743, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 66.89049524233047, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 66.79659249418916, "drawdown_pct": -0.05626608513862319, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 69.72519015436157, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 75.7061544047468, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 77.10458979296956, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 77.10458979296956, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 77.10458979296956, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 77.10458979296956, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 77.10458979296956, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 77.10458979296956, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 77.10458979296956, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 94.35506326711689, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 91.71837826335613, "drawdown_pct": -1.3566330402912996, "open_trades": 5, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a100_H10_c8_p80_cap5", "variant": "ridge_a100_H10_c8_p80_cap5", "gain_pct": 16.875738773619887, "max_drawdown_pct": 0.0, "capital_score": 16.875738773619887, "stability_score": 5.838965151935264, "n_trades": 19, "skipped_by_capacity": 20, "avg_trade_ret_pct": 0.8266831845841457, "median_trade_ret_pct": 0.5654076974036664, "positive_month_rate": 0.6666666666666666, "worst_month_pct": 0.0, "month_gain_concentration": 0.9067341027621217, "top_asset_trade_share": 0.5789473684210527, "long_counts": { "XRP": 11, "ETH": 4, "BTC": 1, "SOL": 3 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 19, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.090909090909091, "max_open_trades": 5, "avg_exposure": 0.8181818181818182, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 13.595886715439917, "2026-03-31 00:00:00+00:00": 1.3984613233331942 } }, "selection_score": 1035.0692100072251 }, { "name": "ridge_a100_H10_c8_p90_cap1", "variant": { "name": "ridge_a100_H10_c8_p90_cap1", "threshold": 0.06533222207483523, "pred_percentile": 90, "horizon": 10, "cost_bps": 8, "cap": 1, "delay_bars": 1 }, "model_diag": { "alpha": 100.0, "ykey": "y_H10_c8", "n_train": 12794, "target_mean": 0.008213253534827653 }, "val": { "label": "Validation ridge_a100_H10_c8_p90_cap1", "variant": "ridge_a100_H10_c8_p90_cap1", "gain_pct": 681.1391734601186, "max_drawdown_pct": -11.79956999687749, "capital_score": 663.4398184648024, "stability_score": 658.9398184648024, "n_trades": 60, "skipped_by_capacity": 597, "avg_trade_ret_pct": 3.600870302371014, "median_trade_ret_pct": 3.3855499917021104, "positive_month_rate": 0.9230769230769231, "worst_month_pct": 0.0, "month_gain_concentration": 0.14215155905727123, "top_asset_trade_share": 0.7, "long_counts": { "SOL": 14, "ETH": 3, "XRP": 42, "BTC": 1 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 60, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 5.152240821192876, "2024-10-31 00:00:00+00:00": 7.122175198274405, "2024-11-30 00:00:00+00:00": 82.39365558896344, "2024-12-31 00:00:00+00:00": 94.4646902739789, "2025-01-31 00:00:00+00:00": 93.80694056549078, "2025-02-28 00:00:00+00:00": 86.08680497139903, "2025-03-31 00:00:00+00:00": 75.24899540988423, "2025-04-30 00:00:00+00:00": 35.391113380748834, "2025-07-31 00:00:00+00:00": 40.099018626579436, "2025-10-31 00:00:00+00:00": 36.525854318909296, "2025-11-30 00:00:00+00:00": 37.28961645750633, "2026-02-28 00:00:00+00:00": 98.36059094201892 } }, "test": { "label": "Test ridge_a100_H10_c8_p90_cap1", "variant": "ridge_a100_H10_c8_p90_cap1", "gain_pct": 123.81730535885652, "max_drawdown_pct": -10.747643605950541, "capital_score": 107.6958399499307, "stability_score": 107.64411581199967, "n_trades": 29, "skipped_by_capacity": 170, "avg_trade_ret_pct": 2.9178695229843847, "median_trade_ret_pct": 3.230925877556148, "positive_month_rate": 1.0, "worst_month_pct": 3.1999102721526924, "month_gain_concentration": 0.2087928539404254, "top_asset_trade_share": 0.5517241379310345, "long_counts": { "XRP": 16, "SOL": 11, "ETH": 1, "BNB": 1 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 29, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 17.68554093536818, "2025-02-28 00:00:00+00:00": 26.34661690205536, "2025-03-31 00:00:00+00:00": 16.948306144323737, "2025-04-30 00:00:00+00:00": 3.1999102721526924, "2025-07-31 00:00:00+00:00": 16.05406975124214, "2025-10-31 00:00:00+00:00": 14.089416409040382, "2025-11-30 00:00:00+00:00": 6.0902305147906475, "2026-02-28 00:00:00+00:00": 26.498426771432435 }, "curve": [ { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 9.508370400323443, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 7.91981479386294, "drawdown_pct": -1.4506248249821607, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 7.91981479386294, "drawdown_pct": -1.4506248249821607, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 7.91981479386294, "drawdown_pct": -1.4506248249821607, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 7.91981479386294, "drawdown_pct": -1.4506248249821607, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 17.68554093536818, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 21.985279079423634, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 21.985279079423634, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 21.985279079423634, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 17.640904517932654, "drawdown_pct": -3.5613924846311984, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 17.640904517932654, "drawdown_pct": -3.5613924846311984, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 17.640904517932654, "drawdown_pct": -3.5613924846311984, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 17.640904517932654, "drawdown_pct": -3.5613924846311984, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 17.640904517932654, "drawdown_pct": -3.5613924846311984, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 17.640904517932654, "drawdown_pct": -3.5613924846311984, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 30.749724577887463, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 27.710373246416395, "drawdown_pct": -2.324556584178905, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 34.77952356587855, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 39.47734075555937, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 39.47734075555937, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 39.47734075555937, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 39.47734075555937, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 44.03215783742354, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 50.90699679662674, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 66.2591937137106, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 58.78082964078129, "drawdown_pct": -4.498015361368013, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 58.78082964078129, "drawdown_pct": -4.498015361368013, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 58.78082964078129, "drawdown_pct": -4.498015361368013, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 63.99764196384518, "drawdown_pct": -1.3602566566993546, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 63.99764196384518, "drawdown_pct": -1.3602566566993546, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 59.138974306816124, "drawdown_pct": -4.282601910818307, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 59.138974306816124, "drawdown_pct": -4.282601910818307, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 59.138974306816124, "drawdown_pct": -4.282601910818307, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 48.39024811123406, "drawdown_pct": -10.747643605950541, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 57.516911977712596, "drawdown_pct": -5.258224547300372, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 57.516911977712596, "drawdown_pct": -5.258224547300372, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 60.98046398174728, "drawdown_pct": -3.1750001994193533, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 64.18037425389997, "drawdown_pct": -1.250348575243454, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 64.18037425389997, "drawdown_pct": -1.250348575243454, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 64.18037425389997, "drawdown_pct": -1.250348575243454, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 75.53771604524033, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 80.23444400514211, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 84.87187627513651, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 95.37605235237166, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 94.32386041418249, "drawdown_pct": -0.5385470355862676, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 100.41409092897314, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 106.88932165506625, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 107.52096616377267, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 107.52096616377267, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 107.52096616377267, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 107.52096616377267, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 126.91251770040557, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a100_H10_c8_p90_cap1", "variant": "ridge_a100_H10_c8_p90_cap1", "gain_pct": 7.8528639762707115, "max_drawdown_pct": 0.0, "capital_score": 7.8528639762707115, "stability_score": -18.14713602372929, "n_trades": 2, "skipped_by_capacity": 8, "avg_trade_ret_pct": 3.9901632586229057, "median_trade_ret_pct": 3.9901632586229057, "positive_month_rate": 1.0, "worst_month_pct": 9.344381869024915, "month_gain_concentration": 1.0, "top_asset_trade_share": 1.0, "long_counts": { "XRP": 2 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 2, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2026-02-28 00:00:00+00:00": 9.344381869024915 } }, "selection_score": 563.4398184648024 }, { "name": "ridge_a100_H10_c8_p90_cap2", "variant": { "name": "ridge_a100_H10_c8_p90_cap2", "threshold": 0.06533222207483523, "pred_percentile": 90, "horizon": 10, "cost_bps": 8, "cap": 2, "delay_bars": 1 }, "model_diag": { "alpha": 100.0, "ykey": "y_H10_c8", "n_train": 12794, "target_mean": 0.008213253534827653 }, "val": { "label": "Validation ridge_a100_H10_c8_p90_cap2", "variant": "ridge_a100_H10_c8_p90_cap2", "gain_pct": 716.3366017267824, "max_drawdown_pct": -11.451495366599474, "capital_score": 699.1593586768832, "stability_score": 694.7110828148143, "n_trades": 116, "skipped_by_capacity": 541, "avg_trade_ret_pct": 1.8546816813194398, "median_trade_ret_pct": 1.7283063142351962, "positive_month_rate": 0.9230769230769231, "worst_month_pct": 0.0, "month_gain_concentration": 0.1444756946872382, "top_asset_trade_share": 0.6982758620689655, "long_counts": { "SOL": 26, "ETH": 7, "XRP": 81, "BTC": 2 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 116, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.9318181818181819, "max_open_trades": 2, "avg_exposure": 0.9659090909090909, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 1.4938014052498119, "2024-10-31 00:00:00+00:00": 6.962081607370493, "2024-11-30 00:00:00+00:00": 85.3367659222774, "2024-12-31 00:00:00+00:00": 105.11861534566609, "2025-01-31 00:00:00+00:00": 101.72573746585414, "2025-02-28 00:00:00+00:00": 94.4646204184279, "2025-03-31 00:00:00+00:00": 82.9823960384607, "2025-04-30 00:00:00+00:00": 24.590063077130367, "2025-07-31 00:00:00+00:00": 42.41158001895428, "2025-10-31 00:00:00+00:00": 38.578237218040385, "2025-11-30 00:00:00+00:00": 39.39665935625146, "2026-02-28 00:00:00+00:00": 104.52629037250438 } }, "test": { "label": "Test ridge_a100_H10_c8_p90_cap2", "variant": "ridge_a100_H10_c8_p90_cap2", "gain_pct": 89.25122117868563, "max_drawdown_pct": -11.138267371858069, "capital_score": 72.54382012089852, "stability_score": 71.64382012089852, "n_trades": 50, "skipped_by_capacity": 149, "avg_trade_ret_pct": 1.3095123882508533, "median_trade_ret_pct": 1.5670310639696772, "positive_month_rate": 1.0, "worst_month_pct": 1.3419596690797277, "month_gain_concentration": 0.2422704410080809, "top_asset_trade_share": 0.58, "long_counts": { "XRP": 29, "SOL": 16, "ETH": 3, "BNB": 2 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 50, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.7924528301886793, "max_open_trades": 2, "avg_exposure": 0.8962264150943396, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 8.458903338007389, "2025-02-28 00:00:00+00:00": 17.772885982829237, "2025-03-31 00:00:00+00:00": 8.79030305047202, "2025-04-30 00:00:00+00:00": 1.3419596690797277, "2025-07-31 00:00:00+00:00": 13.52772728350405, "2025-10-31 00:00:00+00:00": 14.51964755257029, "2025-11-30 00:00:00+00:00": 5.193128909391618, "2026-02-28 00:00:00+00:00": 22.254808759005186 }, "curve": [ { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 4.754185200161714, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 3.994390092301046, "drawdown_pct": -0.7253124124910859, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 3.994390092301046, "drawdown_pct": -0.7253124124910859, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 3.994390092301046, "drawdown_pct": -0.7253124124910859, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 3.994390092301046, "drawdown_pct": -0.7253124124910859, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 8.458903338007389, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 10.440221008973296, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 10.440221008973296, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 10.440221008973296, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 6.542030536891005, "drawdown_pct": -3.5296836935572284, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 6.542030536891005, "drawdown_pct": -3.5296836935572284, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 6.542030536891005, "drawdown_pct": -3.5296836935572284, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 6.542030536891005, "drawdown_pct": -3.5296836935572284, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 6.542030536891005, "drawdown_pct": -3.5296836935572284, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 6.542030536891005, "drawdown_pct": -3.5296836935572284, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 16.530237897728682, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 15.175832238923192, "drawdown_pct": -1.162278292089447, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 18.363495271177896, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 22.208332718316896, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 22.208332718316896, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 22.208332718316896, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 22.208332718316896, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 26.231789320836626, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 29.244391631816256, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 42.72719624127592, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 36.3794969527157, "drawdown_pct": -4.447435005890277, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 36.3794969527157, "drawdown_pct": -4.447435005890277, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 36.3794969527157, "drawdown_pct": -4.447435005890277, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 40.8971085820867, "drawdown_pct": -1.2822277094937884, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 40.8971085820867, "drawdown_pct": -1.2822277094937884, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 35.85068469542705, "drawdown_pct": -4.817940607636084, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 35.85068469542705, "drawdown_pct": -4.817940607636084, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 35.85068469542705, "drawdown_pct": -4.817940607636084, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 26.829859511566042, "drawdown_pct": -11.138267371858069, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 30.730161285868178, "drawdown_pct": -8.405570396777872, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 30.730161285868178, "drawdown_pct": -8.405570396777872, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 35.022092371308645, "drawdown_pct": -5.398483311437041, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 36.36405204038837, "drawdown_pct": -4.458256287842188, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 36.36405204038837, "drawdown_pct": -4.458256287842188, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 36.36405204038837, "drawdown_pct": -4.458256287842188, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 45.960308266526994, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 49.89177932389242, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 56.29389287763078, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 65.30044898000114, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 64.41142687646271, "drawdown_pct": -0.5378219533124118, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 69.60455578585433, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 74.58038962668627, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 75.11380000642575, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 75.11380000642575, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 75.11380000642575, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 75.11380000642575, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 91.85936454485952, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a100_H10_c8_p90_cap2", "variant": "ridge_a100_H10_c8_p90_cap2", "gain_pct": 8.868665927877103, "max_drawdown_pct": 0.0, "capital_score": 8.868665927877103, "stability_score": -17.131334072122897, "n_trades": 4, "skipped_by_capacity": 6, "avg_trade_ret_pct": 2.1876712367817226, "median_trade_ret_pct": 1.9950816293114528, "positive_month_rate": 1.0, "worst_month_pct": 10.369026596915546, "month_gain_concentration": 1.0, "top_asset_trade_share": 1.0, "long_counts": { "XRP": 4 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 4, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.75, "max_open_trades": 2, "avg_exposure": 0.875, "max_exposure": 1.0, "monthly_gain_pct": { "2026-02-28 00:00:00+00:00": 10.369026596915546 } }, "selection_score": 699.1593586768832 }, { "name": "ridge_a100_H10_c8_p90_cap3", "variant": { "name": "ridge_a100_H10_c8_p90_cap3", "threshold": 0.06533222207483523, "pred_percentile": 90, "horizon": 10, "cost_bps": 8, "cap": 3, "delay_bars": 1 }, "model_diag": { "alpha": 100.0, "ykey": "y_H10_c8", "n_train": 12794, "target_mean": 0.008213253534827653 }, "val": { "label": "Validation ridge_a100_H10_c8_p90_cap3", "variant": "ridge_a100_H10_c8_p90_cap3", "gain_pct": 733.074837033812, "max_drawdown_pct": -11.341555128305458, "capital_score": 716.0625043413538, "stability_score": 711.5986489196671, "n_trades": 166, "skipped_by_capacity": 491, "avg_trade_ret_pct": 1.2979606253951603, "median_trade_ret_pct": 1.2178607810500737, "positive_month_rate": 0.9230769230769231, "worst_month_pct": 0.0, "month_gain_concentration": 0.14937627198091663, "top_asset_trade_share": 0.6987951807228916, "long_counts": { "SOL": 38, "ETH": 9, "XRP": 116, "BTC": 3 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 166, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.787878787878788, "max_open_trades": 3, "avg_exposure": 0.9292929292929293, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 4.462028732940723, "2024-10-31 00:00:00+00:00": 7.415193021830788, "2024-11-30 00:00:00+00:00": 90.06508505286209, "2024-12-31 00:00:00+00:00": 111.21699263394203, "2025-01-31 00:00:00+00:00": 102.30240029958213, "2025-02-28 00:00:00+00:00": 99.482574708568, "2025-03-31 00:00:00+00:00": 84.01165777124561, "2025-04-30 00:00:00+00:00": 16.91113626545325, "2025-07-31 00:00:00+00:00": 43.59314539823481, "2025-10-31 00:00:00+00:00": 39.6337590746723, "2025-11-30 00:00:00+00:00": 40.478656160342325, "2026-02-28 00:00:00+00:00": 104.96993549962781 } }, "test": { "label": "Test ridge_a100_H10_c8_p90_cap3", "variant": "ridge_a100_H10_c8_p90_cap3", "gain_pct": 61.21478049701952, "max_drawdown_pct": -11.264725152320809, "capital_score": 44.31769276853831, "stability_score": 42.72945747442066, "n_trades": 68, "skipped_by_capacity": 131, "avg_trade_ret_pct": 0.7203664945903153, "median_trade_ret_pct": 1.0155979957741985, "positive_month_rate": 1.0, "worst_month_pct": 0.802270727586972, "month_gain_concentration": 0.2712965517974652, "top_asset_trade_share": 0.6029411764705882, "long_counts": { "XRP": 41, "SOL": 19, "ETH": 4, "BNB": 4 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 68, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.452830188679245, "max_open_trades": 3, "avg_exposure": 0.8176100628930818, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 3.1710473516892392, "2025-02-28 00:00:00+00:00": 13.37092966308147, "2025-03-31 00:00:00+00:00": 4.539462446070161, "2025-04-30 00:00:00+00:00": 0.802270727586972, "2025-07-31 00:00:00+00:00": 8.649430218098217, "2025-10-31 00:00:00+00:00": 11.202767502707133, "2025-11-30 00:00:00+00:00": 4.488658978776584, "2026-02-28 00:00:00+00:00": 17.209422620383748 }, "curve": [ { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 3.1694568001078096, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 2.670589549393938, "drawdown_pct": -0.4835416083273869, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 2.670589549393938, "drawdown_pct": -0.4835416083273869, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 2.670589549393938, "drawdown_pct": -0.4835416083273869, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 2.670589549393938, "drawdown_pct": -0.4835416083273869, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 3.1710473516892392, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 4.427527074784081, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 4.427527074784081, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 4.427527074784081, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": -3.385009143926254, "drawdown_pct": -7.481299651111639, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": -3.385009143926254, "drawdown_pct": -7.481299651111639, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": -3.385009143926254, "drawdown_pct": -7.481299651111639, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": -3.385009143926254, "drawdown_pct": -7.481299651111639, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": -3.385009143926254, "drawdown_pct": -7.481299651111639, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": -3.385009143926254, "drawdown_pct": -7.481299651111639, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 6.421582129373263, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 5.596972164581359, "drawdown_pct": -0.7748521947263054, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 7.545341354793635, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 11.144635545810331, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 11.144635545810331, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 11.144635545810331, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 11.144635545810331, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 16.54197701477071, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 18.396209513941884, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 30.854058738440926, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 25.05603062444959, "drawdown_pct": -4.430911941050897, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 25.05603062444959, "drawdown_pct": -4.430911941050897, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 25.05603062444959, "drawdown_pct": -4.430911941050897, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 29.209962931927606, "drawdown_pct": -1.2564347047114843, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 29.209962931927606, "drawdown_pct": -1.2564347047114843, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 24.323237180433665, "drawdown_pct": -4.99092012962431, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 24.323237180433665, "drawdown_pct": -4.99092012962431, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 24.323237180433665, "drawdown_pct": -4.99092012962431, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 16.11370867089913, "drawdown_pct": -11.264725152320809, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 18.494212787169474, "drawdown_pct": -9.445519741941721, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 18.494212787169474, "drawdown_pct": -9.445519741941721, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 21.08143946084087, "drawdown_pct": -7.46833485473627, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 21.88371018842784, "drawdown_pct": -6.855231420787311, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 21.88371018842784, "drawdown_pct": -6.855231420787311, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 21.88371018842784, "drawdown_pct": -6.855231420787311, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 28.235540080645507, "drawdown_pct": -2.00109853912096, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 30.53314040652606, "drawdown_pct": -0.24524904692206917, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 35.39031728886181, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 42.50197119978532, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 41.73590790923319, "drawdown_pct": -0.5375808377261815, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 46.224566888009775, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 49.077699994029786, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 48.32753324017719, "drawdown_pct": -0.503205210358515, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 48.32753324017719, "drawdown_pct": -0.503205210358515, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 48.32753324017719, "drawdown_pct": -0.503205210358515, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 48.32753324017719, "drawdown_pct": -0.503205210358515, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 63.43398950839352, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a100_H10_c8_p90_cap3", "variant": "ridge_a100_H10_c8_p90_cap3", "gain_pct": 10.762646758545287, "max_drawdown_pct": 0.0, "capital_score": 10.762646758545287, "stability_score": -10.237353241454713, "n_trades": 6, "skipped_by_capacity": 4, "avg_trade_ret_pct": 1.7340837283366206, "median_trade_ret_pct": 2.028570059340539, "positive_month_rate": 1.0, "worst_month_pct": 10.733309762224167, "month_gain_concentration": 1.0, "top_asset_trade_share": 0.8333333333333334, "long_counts": { "XRP": 5, "SOL": 1 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 6, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.5, "max_open_trades": 3, "avg_exposure": 0.8333333333333333, "max_exposure": 1.0, "monthly_gain_pct": { "2026-02-28 00:00:00+00:00": 10.733309762224167 } }, "selection_score": 716.0625043413538 }, { "name": "ridge_a100_H10_c8_p90_cap5", "variant": { "name": "ridge_a100_H10_c8_p90_cap5", "threshold": 0.06533222207483523, "pred_percentile": 90, "horizon": 10, "cost_bps": 8, "cap": 5, "delay_bars": 1 }, "model_diag": { "alpha": 100.0, "ykey": "y_H10_c8", "n_train": 12794, "target_mean": 0.008213253534827653 }, "val": { "label": "Validation ridge_a100_H10_c8_p90_cap5", "variant": "ridge_a100_H10_c8_p90_cap5", "gain_pct": 777.5507815817477, "max_drawdown_pct": -8.235321226960169, "capital_score": 765.1977997413074, "stability_score": 761.3865156946148, "n_trades": 257, "skipped_by_capacity": 400, "avg_trade_ret_pct": 0.8531256464278008, "median_trade_ret_pct": 0.7435086517906879, "positive_month_rate": 0.9230769230769231, "worst_month_pct": 0.0, "month_gain_concentration": 0.16077881532479868, "top_asset_trade_share": 0.6770428015564203, "long_counts": { "SOL": 66, "BNB": 1, "ETH": 13, "XRP": 174, "BTC": 3 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 257, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.363636363636363, "max_open_trades": 5, "avg_exposure": 0.8727272727272728, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 6.752530083642981, "2024-10-31 00:00:00+00:00": 8.444340654917184, "2024-11-30 00:00:00+00:00": 90.21323227279254, "2024-12-31 00:00:00+00:00": 115.32104888077373, "2025-01-31 00:00:00+00:00": 101.3196604270284, "2025-02-28 00:00:00+00:00": 124.579689024284, "2025-03-31 00:00:00+00:00": 82.78299938713326, "2025-04-30 00:00:00+00:00": 10.625355145795993, "2025-07-31 00:00:00+00:00": 47.138835167544244, "2025-10-31 00:00:00+00:00": 41.46481731518986, "2025-11-30 00:00:00+00:00": 42.35218810961646, "2026-02-28 00:00:00+00:00": 103.85669656221819 } }, "test": { "label": "Test ridge_a100_H10_c8_p90_cap5", "variant": "ridge_a100_H10_c8_p90_cap5", "gain_pct": 55.39808148895696, "max_drawdown_pct": -8.721654370524568, "capital_score": 42.315599933170105, "stability_score": 41.315599933170105, "n_trades": 96, "skipped_by_capacity": 103, "avg_trade_ret_pct": 0.46634096877732945, "median_trade_ret_pct": 0.6268124255878709, "positive_month_rate": 1.0, "worst_month_pct": 0.4709859261489129, "month_gain_concentration": 0.2991858435003523, "top_asset_trade_share": 0.5833333333333334, "long_counts": { "XRP": 56, "SOL": 25, "ETH": 7, "BTC": 1, "BNB": 7 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 96, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 3.5849056603773586, "max_open_trades": 5, "avg_exposure": 0.7169811320754715, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 1.4728320514690836, "2025-02-28 00:00:00+00:00": 15.344185464069284, "2025-03-31 00:00:00+00:00": 1.654324603247204, "2025-04-30 00:00:00+00:00": 0.4709859261489129, "2025-07-31 00:00:00+00:00": 5.790864127334501, "2025-10-31 00:00:00+00:00": 11.27206930391256, "2025-11-30 00:00:00+00:00": 4.316261010413484, "2026-02-28 00:00:00+00:00": 17.213734346669725 }, "curve": [ { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 1.9016740800646943, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 1.6060318838091234, "drawdown_pct": -0.290124964996441, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 1.6060318838091234, "drawdown_pct": -0.290124964996441, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 1.6060318838091234, "drawdown_pct": -0.290124964996441, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 1.6060318838091234, "drawdown_pct": -0.290124964996441, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 1.4728320514690836, "drawdown_pct": -0.4208390416222896, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 2.214310746454487, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 2.214310746454487, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 2.214310746454487, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": -5.478766619441231, "drawdown_pct": -7.526419059830691, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": -5.478766619441231, "drawdown_pct": -7.526419059830691, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": -5.478766619441231, "drawdown_pct": -7.526419059830691, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": -5.478766619441231, "drawdown_pct": -7.526419059830691, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": -3.0415804674099007, "drawdown_pct": -5.142030676019305, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": -3.0415804674099007, "drawdown_pct": -5.142030676019305, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 4.2696703737683634, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 6.529051482947324, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 7.708391671499797, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 10.512049529861287, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 10.512049529861287, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 10.512049529861287, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 10.512049529861287, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 16.817017515538367, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 17.932182621958887, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 25.278186979053984, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 21.92749226828964, "drawdown_pct": -2.674603449780577, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 21.92749226828964, "drawdown_pct": -2.674603449780577, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 21.92749226828964, "drawdown_pct": -2.674603449780577, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 26.55935330835706, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 26.55935330835706, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 22.618269685954743, "drawdown_pct": -3.1140200383293792, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 22.618269685954743, "drawdown_pct": -3.1140200383293792, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 22.618269685954743, "drawdown_pct": -3.1140200383293792, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 15.521283939231111, "drawdown_pct": -8.721654370524568, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 16.942299054923964, "drawdown_pct": -7.598849079136416, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 16.942299054923964, "drawdown_pct": -7.598849079136416, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 18.47134211878557, "drawdown_pct": -6.390686249688205, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 18.942328044934484, "drawdown_pct": -6.018539969040438, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 18.942328044934484, "drawdown_pct": -6.018539969040438, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 18.942328044934484, "drawdown_pct": -6.018539969040438, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 23.408875623295202, "drawdown_pct": -2.489328210603159, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 24.733192172268986, "drawdown_pct": -1.4429286246736006, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 30.026106965784408, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 36.74008650123079, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 36.005261476181545, "drawdown_pct": -0.5373881528461855, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 40.32152248659503, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 41.96115726335145, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 42.309875903047754, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 42.309875903047754, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 42.309875903047754, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 42.309875903047754, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 57.535256833264754, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a100_H10_c8_p90_cap5", "variant": "ridge_a100_H10_c8_p90_cap5", "gain_pct": 8.559571287803536, "max_drawdown_pct": 0.0, "capital_score": 8.559571287803536, "stability_score": -6.1904287121964625, "n_trades": 8, "skipped_by_capacity": 2, "avg_trade_ret_pct": 1.036199482885801, "median_trade_ret_pct": 1.0234472205372862, "positive_month_rate": 1.0, "worst_month_pct": 8.540631996014753, "month_gain_concentration": 1.0, "top_asset_trade_share": 0.625, "long_counts": { "XRP": 5, "ETH": 2, "SOL": 1 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 8, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 3.0, "max_open_trades": 5, "avg_exposure": 0.6, "max_exposure": 1.0, "monthly_gain_pct": { "2026-02-28 00:00:00+00:00": 8.540631996014753 } }, "selection_score": 765.1977997413074 }, { "name": "ridge_a1_H10_c12_p70_cap1", "variant": { "name": "ridge_a1_H10_c12_p70_cap1", "threshold": 0.03315845290699538, "pred_percentile": 70, "horizon": 10, "cost_bps": 12, "cap": 1, "delay_bars": 1 }, "model_diag": { "alpha": 1.0, "ykey": "y_H10_c12", "n_train": 12794, "target_mean": 0.007813253534827652 }, "val": { "label": "Validation ridge_a1_H10_c12_p70_cap1", "variant": "ridge_a1_H10_c12_p70_cap1", "gain_pct": 2068.6008374419375, "max_drawdown_pct": -11.839569996877497, "capital_score": 2050.8414824466213, "stability_score": 2025.3225388712365, "n_trades": 98, "skipped_by_capacity": 1873, "avg_trade_ret_pct": 3.292274529705453, "median_trade_ret_pct": 2.723282723610374, "positive_month_rate": 0.7058823529411765, "worst_month_pct": -29.957719085588906, "month_gain_concentration": 0.1836012750066816, "top_asset_trade_share": 0.6020408163265306, "long_counts": { "SOL": 29, "XRP": 59, "ETH": 6, "BTC": 2, "BNB": 2 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 98, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 41.34364075778066, "2024-10-31 00:00:00+00:00": 5.248857737008365, "2024-11-30 00:00:00+00:00": 124.89208986451462, "2024-12-31 00:00:00+00:00": 261.0022544995269, "2025-01-31 00:00:00+00:00": 150.70549656088576, "2025-02-28 00:00:00+00:00": 317.5583458010133, "2025-03-31 00:00:00+00:00": 220.9663902847892, "2025-04-30 00:00:00+00:00": 379.6944721884304, "2025-05-31 00:00:00+00:00": 45.88498376154894, "2025-07-31 00:00:00+00:00": -8.392825858187962, "2025-08-31 00:00:00+00:00": 95.93314016327759, "2025-10-31 00:00:00+00:00": -14.532589860867574, "2025-11-30 00:00:00+00:00": 172.29395391722005, "2026-01-31 00:00:00+00:00": -11.456345991865874, "2026-02-28 00:00:00+00:00": 252.5146937763975, "2026-03-31 00:00:00+00:00": -29.957719085588906 } }, "test": { "label": "Test ridge_a1_H10_c12_p70_cap1", "variant": "ridge_a1_H10_c12_p70_cap1", "gain_pct": 194.72115488937987, "max_drawdown_pct": -11.839569996877497, "capital_score": 176.96179989406363, "stability_score": 176.96179989406363, "n_trades": 54, "skipped_by_capacity": 648, "avg_trade_ret_pct": 2.100153435411616, "median_trade_ret_pct": 2.294028709077204, "positive_month_rate": 1.0, "worst_month_pct": 0.6020557808938918, "month_gain_concentration": 0.20253673731132094, "top_asset_trade_share": 0.5, "long_counts": { "XRP": 27, "SOL": 17, "ETH": 6, "BTC": 1, "BNB": 3 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 54, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 29.040363543740682, "2025-02-28 00:00:00+00:00": 38.48137552243918, "2025-03-31 00:00:00+00:00": 24.924092747790837, "2025-04-30 00:00:00+00:00": 12.298347842318634, "2025-05-31 00:00:00+00:00": 4.169764578066378, "2025-07-31 00:00:00+00:00": 4.4137334716512555, "2025-08-31 00:00:00+00:00": 3.5712957255129254, "2025-10-31 00:00:00+00:00": 11.804600646867868, "2025-11-30 00:00:00+00:00": 18.676513206038436, "2025-12-31 00:00:00+00:00": 0.6020557808938918, "2026-01-31 00:00:00+00:00": 5.657479886052698, "2026-02-28 00:00:00+00:00": 30.007979850595717, "2026-03-31 00:00:00+00:00": 6.349412224935634 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 2.473509482458411, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 12.176080922468117, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 15.585102283430004, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 15.585102283430004, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 15.585102283430004, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 14:00:00+00:00", "gain_pct": 15.585102283430004, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 13.862162054812174, "drawdown_pct": -1.4906248249821563, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 01:00:00+00:00", "gain_pct": 13.862162054812174, "drawdown_pct": -1.4906248249821563, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 13.862162054812174, "drawdown_pct": -1.4906248249821563, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 13.862162054812174, "drawdown_pct": -1.4906248249821563, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 13.862162054812174, "drawdown_pct": -1.4906248249821563, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 13.862162054812174, "drawdown_pct": -1.4906248249821563, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 13.862162054812174, "drawdown_pct": -1.4906248249821563, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-23 14:00:00+00:00", "gain_pct": 24.851247304220763, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-27 14:00:00+00:00", "gain_pct": 25.472304800768896, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 29.040363543740682, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 33.703343336294125, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 33.703343336294125, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 00:00:00+00:00", "gain_pct": 33.703343336294125, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 33.703343336294125, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 33.703343336294125, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 17.873442413828144, "drawdown_pct": -11.839569996877497, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 17.873442413828144, "drawdown_pct": -11.839569996877497, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 17.873442413828144, "drawdown_pct": -11.839569996877497, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 17.873442413828144, "drawdown_pct": -11.839569996877497, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 10:00:00+00:00", "gain_pct": 17.873442413828144, "drawdown_pct": -11.839569996877497, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 17.873442413828144, "drawdown_pct": -11.839569996877497, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 17.873442413828144, "drawdown_pct": -11.839569996877497, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 19:00:00+00:00", "gain_pct": 30.961024980501946, "drawdown_pct": -2.05104695766255, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 30.961024980501946, "drawdown_pct": -2.05104695766255, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": 30.961024980501946, "drawdown_pct": -2.05104695766255, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 27.626037937580904, "drawdown_pct": -4.545365319270611, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 27.626037937580904, "drawdown_pct": -4.545365319270611, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 34.63946963081952, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-10 03:00:00+00:00", "gain_pct": 34.63946963081952, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-18 16:00:00+00:00", "gain_pct": 39.27854937283652, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 44.90720450839453, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 44.90720450839453, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 44.90720450839453, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 44.90720450839453, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 44.90720450839453, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 44.90720450839453, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 49.581378092662334, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-26 17:00:00+00:00", "gain_pct": 50.62074755250558, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 50.62074755250558, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-28 03:00:00+00:00", "gain_pct": 55.59673189204142, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 67.52173906617986, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 69.22752458423474, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 16:00:00+00:00", "gain_pct": 69.22752458423474, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 69.22752458423474, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 69.22752458423474, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-03 06:00:00+00:00", "gain_pct": 86.37582975984691, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 86.37582975984691, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 82.02997069541226, "drawdown_pct": -2.3317718129193366, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 82.02997069541226, "drawdown_pct": -2.3317718129193366, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 05:00:00+00:00", "gain_pct": 82.02997069541226, "drawdown_pct": -2.3317718129193366, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 87.97018923572378, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 87.97018923572378, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 87.97018923572378, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 87.97018923572378, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 87.97018923572378, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 14:00:00+00:00", "gain_pct": 94.07084242368865, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 94.07084242368865, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 94.07084242368865, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 94.07084242368865, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-09 16:00:00+00:00", "gain_pct": 86.53000253766515, "drawdown_pct": -3.885611971303038, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 86.53000253766515, "drawdown_pct": -3.885611971303038, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 90.47234418766237, "drawdown_pct": -1.854218898153781, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 90.47234418766237, "drawdown_pct": -1.854218898153781, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 90.47234418766237, "drawdown_pct": -1.854218898153781, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 77.53107876937207, "drawdown_pct": -8.522539216997648, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 88.37902160887936, "drawdown_pct": -2.932857271976541, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 88.37902160887936, "drawdown_pct": -2.932857271976541, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 92.4458318139707, "drawdown_pct": -0.8373285700333466, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 92.4458318139707, "drawdown_pct": -0.8373285700333466, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 06:00:00+00:00", "gain_pct": 96.72521007795694, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 96.72521007795694, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 96.72521007795694, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 96.72521007795694, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 96.72521007795694, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 103.33457770860946, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-09 01:00:00+00:00", "gain_pct": 103.33457770860946, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-09 17:00:00+00:00", "gain_pct": 101.74273849474574, "drawdown_pct": -0.782866953472583, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-10 15:00:00+00:00", "gain_pct": 98.74517591277515, "drawdown_pct": -2.2570690374222435, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-22 21:00:00+00:00", "gain_pct": 104.74417965628933, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 108.91394423435571, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 107.8495467079693, "drawdown_pct": -0.5094908960181166, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 113.32767770600697, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 113.32767770600697, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-08-14 12:00:00+00:00", "gain_pct": 118.73126781276872, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-08-24 19:00:00+00:00", "gain_pct": 116.89897343151989, "drawdown_pct": -0.8376920225311557, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-10 22:00:00+00:00", "gain_pct": 115.41132637264676, "drawdown_pct": -1.5178174905307928, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-11 05:00:00+00:00", "gain_pct": 115.41132637264676, "drawdown_pct": -1.5178174905307928, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 112.83983046663758, "drawdown_pct": -2.6934591496877935, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 112.83983046663758, "drawdown_pct": -2.6934591496877935, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 124.84797286599732, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 123.54712158440529, "drawdown_pct": -0.5785470355862632, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 123.54712158440529, "drawdown_pct": -0.5785470355862632, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-19 09:00:00+00:00", "gain_pct": 128.70357407838776, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-04 19:00:00+00:00", "gain_pct": 133.6298613460967, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 133.6298613460967, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-04 21:00:00+00:00", "gain_pct": 133.6298613460967, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 141.27499862426131, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 141.27499862426131, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 141.27499862426131, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 147.3800872844262, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 147.9821430653201, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 153.6396229513728, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 162.35281355955556, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 163.04885004236644, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 163.04885004236644, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 163.04885004236644, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 163.04885004236644, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 163.04885004236644, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 163.04885004236644, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 163.04885004236644, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 05:00:00+00:00", "gain_pct": 163.04885004236644, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 187.6868859200962, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 16:00:00+00:00", "gain_pct": 187.6868859200962, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-28 06:00:00+00:00", "gain_pct": 183.6476028019685, "drawdown_pct": -1.4040553517790766, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-28 07:00:00+00:00", "gain_pct": 183.6476028019685, "drawdown_pct": -1.4040553517790766, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 189.99701502690414, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a1_H10_c12_p70_cap1", "variant": "ridge_a1_H10_c12_p70_cap1", "gain_pct": 19.023591747389176, "max_drawdown_pct": -1.4040553517790877, "capital_score": 16.917508719720544, "stability_score": -0.337079448315734, "n_trades": 6, "skipped_by_capacity": 51, "avg_trade_ret_pct": 2.9949286077355173, "median_trade_ret_pct": 2.471498871979464, "positive_month_rate": 0.6666666666666666, "worst_month_pct": 0.0, "month_gain_concentration": 0.8501835267214511, "top_asset_trade_share": 0.8333333333333334, "long_counts": { "XRP": 5, "ETH": 1 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 6, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 14.55152070335366, "2026-03-31 00:00:00+00:00": 2.5642198938188727 } }, "selection_score": 2050.8414824466213 }, { "name": "ridge_a1_H10_c12_p70_cap2", "variant": { "name": "ridge_a1_H10_c12_p70_cap2", "threshold": 0.03315845290699538, "pred_percentile": 70, "horizon": 10, "cost_bps": 12, "cap": 2, "delay_bars": 1 }, "model_diag": { "alpha": 1.0, "ykey": "y_H10_c12", "n_train": 12794, "target_mean": 0.007813253534827652 }, "val": { "label": "Validation ridge_a1_H10_c12_p70_cap2", "variant": "ridge_a1_H10_c12_p70_cap2", "gain_pct": 2109.546892409563, "max_drawdown_pct": -11.489131452600088, "capital_score": 2092.313195230663, "stability_score": 2066.1540048836428, "n_trades": 188, "skipped_by_capacity": 1783, "avg_trade_ret_pct": 1.68549486935013, "median_trade_ret_pct": 1.4364806098937188, "positive_month_rate": 0.7058823529411765, "worst_month_pct": -30.6272754534034, "month_gain_concentration": 0.17489020973664768, "top_asset_trade_share": 0.601063829787234, "long_counts": { "SOL": 54, "XRP": 113, "BTC": 4, "ETH": 14, "BNB": 3 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 188, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.942084942084942, "max_open_trades": 2, "avg_exposure": 0.971042471042471, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 45.63726888546975, "2024-10-31 00:00:00+00:00": 5.007348426532019, "2024-11-30 00:00:00+00:00": 125.1148463723662, "2024-12-31 00:00:00+00:00": 260.9181611964612, "2025-01-31 00:00:00+00:00": 158.95392441429613, "2025-02-28 00:00:00+00:00": 326.2961162551612, "2025-03-31 00:00:00+00:00": 233.23500657259478, "2025-04-30 00:00:00+00:00": 369.43675719365, "2025-05-31 00:00:00+00:00": 46.88282531410118, "2025-07-31 00:00:00+00:00": -4.258024957950738, "2025-08-31 00:00:00+00:00": 99.018999749248, "2025-10-31 00:00:00+00:00": -7.397839315682177, "2025-11-30 00:00:00+00:00": 178.40826783481748, "2026-01-31 00:00:00+00:00": -11.708909956312255, "2026-02-28 00:00:00+00:00": 263.48291959181256, "2026-03-31 00:00:00+00:00": -30.6272754534034 } }, "test": { "label": "Test ridge_a1_H10_c12_p70_cap2", "variant": "ridge_a1_H10_c12_p70_cap2", "gain_pct": 193.2332757417858, "max_drawdown_pct": -7.960624221703194, "capital_score": 181.292339409231, "stability_score": 181.292339409231, "n_trades": 102, "skipped_by_capacity": 600, "avg_trade_ret_pct": 1.0774843382368635, "median_trade_ret_pct": 1.147014354538602, "positive_month_rate": 1.0, "worst_month_pct": 0.598716346179998, "month_gain_concentration": 0.19764057213983846, "top_asset_trade_share": 0.4803921568627451, "long_counts": { "XRP": 49, "SOL": 32, "ETH": 13, "BNB": 6, "BTC": 2 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 102, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.9024390243902438, "max_open_trades": 2, "avg_exposure": 0.9512195121951219, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 24.74323836906933, "2025-02-28 00:00:00+00:00": 37.258044688335616, "2025-03-31 00:00:00+00:00": 25.996257342690598, "2025-04-30 00:00:00+00:00": 13.043825733001057, "2025-05-31 00:00:00+00:00": 4.115200206398953, "2025-07-31 00:00:00+00:00": 4.371164415927865, "2025-08-31 00:00:00+00:00": 7.038065962263147, "2025-10-31 00:00:00+00:00": 13.057455706401385, "2025-11-30 00:00:00+00:00": 16.235098762443812, "2025-12-31 00:00:00+00:00": 0.598716346179998, "2026-01-31 00:00:00+00:00": 5.65475579919854, "2026-02-28 00:00:00+00:00": 30.487819656386222, "2026-03-31 00:00:00+00:00": 5.914508154587679 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 1.2367547412292197, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 8.67030472335233, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 10.321545286660097, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 10.321545286660097, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 10.321545286660097, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 14:00:00+00:00", "gain_pct": 10.321545286660097, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 12.698771216885817, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-20 01:00:00+00:00", "gain_pct": 12.698771216885817, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 12.698771216885817, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 12.698771216885817, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 12.698771216885817, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 12.698771216885817, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 12.698771216885817, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-23 14:00:00+00:00", "gain_pct": 22.68928899074018, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-27 14:00:00+00:00", "gain_pct": 22.994440538358248, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 24.74323836906933, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 26.99708818705858, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 26.99708818705858, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 00:00:00+00:00", "gain_pct": 26.99708818705858, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 26.99708818705858, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 26.99708818705858, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 17.327677342802616, "drawdown_pct": -7.613883894734297, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 17.327677342802616, "drawdown_pct": -7.613883894734297, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 17.327677342802616, "drawdown_pct": -7.613883894734297, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 17.327677342802616, "drawdown_pct": -7.613883894734297, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 10:00:00+00:00", "gain_pct": 17.327677342802616, "drawdown_pct": -7.613883894734297, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 17.327677342802616, "drawdown_pct": -7.613883894734297, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 17.327677342802616, "drawdown_pct": -7.613883894734297, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 19:00:00+00:00", "gain_pct": 28.277949010824813, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 28.277949010824813, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": 28.277949010824813, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 25.03208460406381, "drawdown_pct": -2.530337000077154, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 25.03208460406381, "drawdown_pct": -2.530337000077154, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 29.92547356962956, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-10 03:00:00+00:00", "gain_pct": 29.92547356962956, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-18 16:00:00+00:00", "gain_pct": 34.093079904485336, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 38.89066538745533, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 38.89066538745533, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 38.89066538745533, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 38.89066538745533, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 38.89066538745533, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 38.89066538745533, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 43.40689544836269, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-26 17:00:00+00:00", "gain_pct": 44.4050923725284, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 44.4050923725284, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-28 03:00:00+00:00", "gain_pct": 50.26430166768614, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 62.00128305740495, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 63.65505586796979, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 16:00:00+00:00", "gain_pct": 63.65505586796979, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 63.65505586796979, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 63.65505586796979, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-03 06:00:00+00:00", "gain_pct": 80.65880357643954, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 80.65880357643954, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 76.47080928663851, "drawdown_pct": -2.3181789134505304, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 76.47080928663851, "drawdown_pct": -2.3181789134505304, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 05:00:00+00:00", "gain_pct": 76.47080928663851, "drawdown_pct": -2.3181789134505304, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 82.2765967057179, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 82.2765967057179, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 82.2765967057179, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 82.2765967057179, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 82.2765967057179, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 14:00:00+00:00", "gain_pct": 88.2404623900176, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 88.2404623900176, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 88.2404623900176, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 88.2404623900176, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-09 16:00:00+00:00", "gain_pct": 80.99721971880632, "drawdown_pct": -3.8478670203242027, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 80.99721971880632, "drawdown_pct": -3.8478670203242027, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 85.65505298388905, "drawdown_pct": -1.3734610366456734, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 85.65505298388905, "drawdown_pct": -1.3734610366456734, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 85.65505298388905, "drawdown_pct": -1.3734610366456734, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 73.25534654595177, "drawdown_pct": -7.960624221703194, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 84.00374634458981, "drawdown_pct": -2.250693603083953, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 84.00374634458981, "drawdown_pct": -2.250693603083953, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 87.99754040009555, "drawdown_pct": -0.12904876392554332, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 87.99754040009555, "drawdown_pct": -0.12904876392554332, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 06:00:00+00:00", "gain_pct": 92.20124294621885, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 92.20124294621885, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 92.20124294621885, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 92.20124294621885, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 92.20124294621885, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 98.71285610636446, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-04-09 01:00:00+00:00", "gain_pct": 98.71285610636446, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-09 17:00:00+00:00", "gain_pct": 98.0321311579871, "drawdown_pct": -0.3425671402020325, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-10 15:00:00+00:00", "gain_pct": 95.10063195286077, "drawdown_pct": -1.8178109983836066, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-22 21:00:00+00:00", "gain_pct": 101.0413661330966, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 105.15656633949555, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 104.11264367994079, "drawdown_pct": -0.5088419435853031, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 109.52773075542342, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 109.52773075542342, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-08-14 12:00:00+00:00", "gain_pct": 118.39141287743112, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-08-24 19:00:00+00:00", "gain_pct": 116.56579671768657, "drawdown_pct": -0.8359377027196357, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-10 22:00:00+00:00", "gain_pct": 115.08298173757356, "drawdown_pct": -1.5149089866982823, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-11 05:00:00+00:00", "gain_pct": 115.08298173757356, "drawdown_pct": -1.5149089866982823, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 112.52306816052032, "drawdown_pct": -2.687076675585376, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 112.52306816052032, "drawdown_pct": -2.687076675585376, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 124.68245806702546, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 123.38444449051403, "drawdown_pct": -0.577710243905305, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 123.38444449051403, "drawdown_pct": -0.577710243905305, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-19 09:00:00+00:00", "gain_pct": 129.62325242408795, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-11-04 19:00:00+00:00", "gain_pct": 132.09630101842035, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 132.09630101842035, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-04 21:00:00+00:00", "gain_pct": 132.09630101842035, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 139.75338812831035, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 139.75338812831035, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 139.75338812831035, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 145.85835118653176, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 146.45706753271176, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 152.1118233319103, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 160.84690952414428, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 161.5394097663917, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 161.5394097663917, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 161.5394097663917, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 161.5394097663917, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 161.5394097663917, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 161.5394097663917, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 161.5394097663917, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 05:00:00+00:00", "gain_pct": 161.5394097663917, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 186.60967613155503, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 16:00:00+00:00", "gain_pct": 186.60967613155503, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-28 06:00:00+00:00", "gain_pct": 182.59964298829652, "drawdown_pct": -1.3991269232019543, "open_trades": 1, "exposure": 0.5 }, { "t": "2026-02-28 07:00:00+00:00", "gain_pct": 182.59964298829652, "drawdown_pct": -1.3991269232019543, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 188.5141511428842, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a1_H10_c12_p70_cap2", "variant": "ridge_a1_H10_c12_p70_cap2", "gain_pct": 19.369980172485313, "max_drawdown_pct": -1.3991269232019543, "capital_score": 17.27128978768238, "stability_score": 4.123360713379447, "n_trades": 11, "skipped_by_capacity": 46, "avg_trade_ret_pct": 1.6363612066068303, "median_trade_ret_pct": 1.3522558108335236, "positive_month_rate": 0.6666666666666666, "worst_month_pct": 0.0, "month_gain_concentration": 0.9222807993357538, "top_asset_trade_share": 0.6363636363636364, "long_counts": { "XRP": 7, "ETH": 3, "SOL": 1 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 11, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.9230769230769231, "max_open_trades": 2, "avg_exposure": 0.9615384615384616, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 15.316140892055003, "2026-03-31 00:00:00+00:00": 1.2906679053156154 } }, "selection_score": 2092.313195230663 }, { "name": "ridge_a1_H10_c12_p70_cap3", "variant": { "name": "ridge_a1_H10_c12_p70_cap3", "threshold": 0.03315845290699538, "pred_percentile": 70, "horizon": 10, "cost_bps": 12, "cap": 3, "delay_bars": 1 }, "model_diag": { "alpha": 1.0, "ykey": "y_H10_c12", "n_train": 12794, "target_mean": 0.007813253534827652 }, "val": { "label": "Validation ridge_a1_H10_c12_p70_cap3", "variant": "ridge_a1_H10_c12_p70_cap3", "gain_pct": 1923.4102718897514, "max_drawdown_pct": -11.378465332914377, "capital_score": 1906.3425738903798, "stability_score": 1882.4967742738831, "n_trades": 271, "skipped_by_capacity": 1700, "avg_trade_ret_pct": 1.1271685947253667, "median_trade_ret_pct": 0.9550945607459868, "positive_month_rate": 0.7058823529411765, "worst_month_pct": -28.080116959670022, "month_gain_concentration": 0.17474939120766053, "top_asset_trade_share": 0.6088560885608856, "long_counts": { "SOL": 79, "XRP": 165, "BTC": 6, "BNB": 5, "ETH": 16 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 271, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.833976833976834, "max_open_trades": 3, "avg_exposure": 0.9446589446589446, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 41.4927288632901, "2024-10-31 00:00:00+00:00": 4.730716316084397, "2024-11-30 00:00:00+00:00": 124.25993060874629, "2024-12-31 00:00:00+00:00": 228.02894214409702, "2025-01-31 00:00:00+00:00": 138.83167734837002, "2025-02-28 00:00:00+00:00": 299.84910605326843, "2025-03-31 00:00:00+00:00": 237.98344671734708, "2025-04-30 00:00:00+00:00": 336.7960474354902, "2025-05-31 00:00:00+00:00": 29.019459028810388, "2025-07-31 00:00:00+00:00": -2.6170714087063516, "2025-08-31 00:00:00+00:00": 91.81712265751253, "2025-10-31 00:00:00+00:00": -4.551996407306888, "2025-11-30 00:00:00+00:00": 165.6071594869734, "2026-01-31 00:00:00+00:00": -10.820981311156402, "2026-02-28 00:00:00+00:00": 228.8925089271413, "2026-03-31 00:00:00+00:00": -28.080116959670022 } }, "test": { "label": "Test ridge_a1_H10_c12_p70_cap3", "variant": "ridge_a1_H10_c12_p70_cap3", "gain_pct": 180.0340802444975, "max_drawdown_pct": -8.702878026253458, "capital_score": 166.9797632051173, "stability_score": 166.9797632051173, "n_trades": 145, "skipped_by_capacity": 557, "avg_trade_ret_pct": 0.7203712685827635, "median_trade_ret_pct": 0.7773601204049123, "positive_month_rate": 1.0, "worst_month_pct": 0.5709359502135385, "month_gain_concentration": 0.201846159558141, "top_asset_trade_share": 0.4413793103448276, "long_counts": { "XRP": 64, "SOL": 48, "ETH": 20, "BNB": 9, "BTC": 4 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 145, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.731707317073171, "max_open_trades": 3, "avg_exposure": 0.9105691056910568, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 23.746512187250886, "2025-02-28 00:00:00+00:00": 35.161127636216946, "2025-03-31 00:00:00+00:00": 23.64508255870595, "2025-04-30 00:00:00+00:00": 12.995633624331617, "2025-05-31 00:00:00+00:00": 4.009581501992415, "2025-07-31 00:00:00+00:00": 2.832603395257877, "2025-08-31 00:00:00+00:00": 5.69517212142523, "2025-10-31 00:00:00+00:00": 11.732199668758227, "2025-11-30 00:00:00+00:00": 14.585066545737845, "2025-12-31 00:00:00+00:00": 0.5709359502135385, "2026-01-31 00:00:00+00:00": 5.401579230897738, "2026-02-28 00:00:00+00:00": 27.11169698122771, "2026-03-31 00:00:00+00:00": 6.710463451500914 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 0.8245031608194751, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 7.299896568260834, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 8.386841415511071, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 8.386841415511071, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 8.386841415511071, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-19 14:00:00+00:00", "gain_pct": 8.386841415511071, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 12.227492512598857, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-20 01:00:00+00:00", "gain_pct": 12.227492512598857, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 12.227492512598857, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 12.227492512598857, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 12.227492512598857, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 12.227492512598857, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 12.227492512598857, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-23 14:00:00+00:00", "gain_pct": 22.381608296688327, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-27 14:00:00+00:00", "gain_pct": 22.58453248824533, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 23.746512187250886, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 25.237072892138457, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 25.237072892138457, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 00:00:00+00:00", "gain_pct": 25.237072892138457, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 25.237072892138457, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 25.237072892138457, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 17.42371218568907, "drawdown_pct": -6.238856055968922, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 17.42371218568907, "drawdown_pct": -6.238856055968922, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 17.42371218568907, "drawdown_pct": -6.238856055968922, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 17.42371218568907, "drawdown_pct": -6.238856055968922, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 10:00:00+00:00", "gain_pct": 17.42371218568907, "drawdown_pct": -6.238856055968922, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 17.42371218568907, "drawdown_pct": -6.238856055968922, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 17.42371218568907, "drawdown_pct": -6.238856055968922, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 19:00:00+00:00", "gain_pct": 29.292334455348822, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 29.292334455348822, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": 29.292334455348822, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 26.104818955881967, "drawdown_pct": -2.4653553614716883, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 26.104818955881967, "drawdown_pct": -2.4653553614716883, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 31.35314002735231, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-10 03:00:00+00:00", "gain_pct": 31.35314002735231, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-18 16:00:00+00:00", "gain_pct": 35.69552621644044, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 38.92283801917063, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 38.92283801917063, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 38.92283801917063, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 38.92283801917063, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 38.92283801917063, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 38.92283801917063, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 44.137897345205374, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-26 17:00:00+00:00", "gain_pct": 44.83735190410334, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 44.83735190410334, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-28 03:00:00+00:00", "gain_pct": 51.089327788336334, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 58.90763982346783, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 59.98818561369416, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 16:00:00+00:00", "gain_pct": 59.98818561369416, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 59.98818561369416, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 59.98818561369416, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-03 06:00:00+00:00", "gain_pct": 76.75401251863977, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 76.75401251863977, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 72.6644639395891, "drawdown_pct": -2.31369490331621, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 72.6644639395891, "drawdown_pct": -2.31369490331621, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 05:00:00+00:00", "gain_pct": 72.6644639395891, "drawdown_pct": -2.31369490331621, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 78.36056993189055, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 78.36056993189055, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 78.36056993189055, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 78.36056993189055, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 78.36056993189055, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 14:00:00+00:00", "gain_pct": 84.21219029756136, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 84.21219029756136, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 84.21219029756136, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 84.21219029756136, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-09 16:00:00+00:00", "gain_pct": 77.14672686190042, "drawdown_pct": -3.8355026473807063, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 77.14672686190042, "drawdown_pct": -3.8355026473807063, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 80.1449109796173, "drawdown_pct": -2.207931685397213, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 80.1449109796173, "drawdown_pct": -2.207931685397213, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 80.1449109796173, "drawdown_pct": -2.207931685397213, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 68.18042806647469, "drawdown_pct": -8.702878026253458, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 78.66774037363984, "drawdown_pct": -3.0098170566049243, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 78.66774037363984, "drawdown_pct": -3.0098170566049243, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 82.55272238217378, "drawdown_pct": -0.9008458738300695, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 82.55272238217378, "drawdown_pct": -0.9008458738300695, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 06:00:00+00:00", "gain_pct": 86.64227320781336, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 86.64227320781336, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 86.64227320781336, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 86.64227320781336, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 86.64227320781336, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 92.98337151212237, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-04-09 01:00:00+00:00", "gain_pct": 92.98337151212237, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-09 17:00:00+00:00", "gain_pct": 92.60569433105394, "drawdown_pct": -0.19570452008851325, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-10 15:00:00+00:00", "gain_pct": 89.75804354890914, "drawdown_pct": -1.6712983807574466, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-22 21:00:00+00:00", "gain_pct": 95.5483560065054, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 99.55793750849782, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 98.880693397502, "drawdown_pct": -0.33937217404192976, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 102.39054090375569, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 102.39054090375569, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-08-14 12:00:00+00:00", "gain_pct": 109.83861057424025, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-08-24 19:00:00+00:00", "gain_pct": 108.08571302518092, "drawdown_pct": -0.8353551066042519, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-10 22:00:00+00:00", "gain_pct": 106.66177398849143, "drawdown_pct": -1.5139428235133368, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-11 05:00:00+00:00", "gain_pct": 106.66177398849143, "drawdown_pct": -1.5139428235133368, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 104.20453066565065, "drawdown_pct": -2.6849586418683846, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 104.20453066565065, "drawdown_pct": -2.6849586418683846, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 114.84628533449722, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 113.60569406649734, "drawdown_pct": -0.5774320305647285, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 113.60569406649734, "drawdown_pct": -0.5774320305647285, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-19 09:00:00+00:00", "gain_pct": 119.81791269393915, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-11-04 19:00:00+00:00", "gain_pct": 121.39620924203965, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 121.39620924203965, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-04 21:00:00+00:00", "gain_pct": 121.39620924203965, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 128.72033321432437, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 128.72033321432437, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 128.72033321432437, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 134.402979239677, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 134.97391518989053, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 140.37549442078827, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 148.7279441321406, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 147.37718754360733, "drawdown_pct": -0.5430658759498552, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 147.37718754360733, "drawdown_pct": -0.5430658759498552, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 147.37718754360733, "drawdown_pct": -0.5430658759498552, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 147.37718754360733, "drawdown_pct": -0.5430658759498552, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 147.37718754360733, "drawdown_pct": -0.5430658759498552, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 147.37718754360733, "drawdown_pct": -0.5430658759498552, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 147.37718754360733, "drawdown_pct": -0.5430658759498552, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 05:00:00+00:00", "gain_pct": 147.37718754360733, "drawdown_pct": -0.5430658759498552, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 171.27829022191014, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 16:00:00+00:00", "gain_pct": 171.27829022191014, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-28 06:00:00+00:00", "gain_pct": 167.48719140201598, "drawdown_pct": -1.3974943652118155, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2026-02-28 07:00:00+00:00", "gain_pct": 167.48719140201598, "drawdown_pct": -1.3974943652118155, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 174.1976548535169, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a1_H10_c12_p70_cap3", "variant": "ridge_a1_H10_c12_p70_cap3", "gain_pct": 18.807803667263144, "max_drawdown_pct": -0.013509213160267652, "capital_score": 18.787539847522744, "stability_score": 6.106443041212698, "n_trades": 15, "skipped_by_capacity": 42, "avg_trade_ret_pct": 1.1614661259740844, "median_trade_ret_pct": 0.9015038738890159, "positive_month_rate": 0.6666666666666666, "worst_month_pct": 0.0, "month_gain_concentration": 0.9472438722524019, "top_asset_trade_share": 0.6, "long_counts": { "XRP": 9, "ETH": 3, "BTC": 1, "SOL": 2 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 15, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.6923076923076925, "max_open_trades": 3, "avg_exposure": 0.8974358974358974, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 15.470036892860705, "2026-03-31 00:00:00+00:00": 0.8615935837506754 } }, "selection_score": 1906.3425738903798 }, { "name": "ridge_a1_H10_c12_p70_cap5", "variant": { "name": "ridge_a1_H10_c12_p70_cap5", "threshold": 0.03315845290699538, "pred_percentile": 70, "horizon": 10, "cost_bps": 12, "cap": 5, "delay_bars": 1 }, "model_diag": { "alpha": 1.0, "ykey": "y_H10_c12", "n_train": 12794, "target_mean": 0.007813253534827652 }, "val": { "label": "Validation ridge_a1_H10_c12_p70_cap5", "variant": "ridge_a1_H10_c12_p70_cap5", "gain_pct": 1557.2479789749343, "max_drawdown_pct": -11.291988810650333, "capital_score": 1540.3099957589588, "stability_score": 1536.342032654739, "n_trades": 416, "skipped_by_capacity": 1555, "avg_trade_ret_pct": 0.6812667155754106, "median_trade_ret_pct": 0.602006010400939, "positive_month_rate": 0.7647058823529411, "worst_month_pct": -8.727578488835434, "month_gain_concentration": 0.16351272522480337, "top_asset_trade_share": 0.5913461538461539, "long_counts": { "SOL": 124, "XRP": 246, "BTC": 11, "BNB": 9, "ETH": 26 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 416, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.455598455598456, "max_open_trades": 5, "avg_exposure": 0.8911196911196911, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 28.315415639689974, "2024-10-31 00:00:00+00:00": 3.612918622011705, "2024-11-30 00:00:00+00:00": 111.23359739719368, "2024-12-31 00:00:00+00:00": 176.15510362775643, "2025-01-31 00:00:00+00:00": 110.16074689870032, "2025-02-28 00:00:00+00:00": 244.65705120400355, "2025-03-31 00:00:00+00:00": 201.01938732027133, "2025-04-30 00:00:00+00:00": 251.57456882248357, "2025-05-31 00:00:00+00:00": 14.099988972966912, "2025-07-31 00:00:00+00:00": -1.2643819323311618, "2025-08-31 00:00:00+00:00": 74.27670811730854, "2025-10-31 00:00:00+00:00": -2.2011884245446254, "2025-11-30 00:00:00+00:00": 133.65881579060988, "2026-01-31 00:00:00+00:00": -8.727578488835434, "2026-02-28 00:00:00+00:00": 185.44384631001026, "2026-03-31 00:00:00+00:00": 4.354482880188698 } }, "test": { "label": "Test ridge_a1_H10_c12_p70_cap5", "variant": "ridge_a1_H10_c12_p70_cap5", "gain_pct": 118.0144271429269, "max_drawdown_pct": -9.745574157577519, "capital_score": 103.39606590656062, "stability_score": 103.39606590656062, "n_trades": 214, "skipped_by_capacity": 488, "avg_trade_ret_pct": 0.3682047367642253, "median_trade_ret_pct": 0.4638731619989962, "positive_month_rate": 1.0, "worst_month_pct": 0.266354458039018, "month_gain_concentration": 0.21113827780900873, "top_asset_trade_share": 0.4392523364485981, "long_counts": { "XRP": 94, "SOL": 63, "ETH": 33, "BTC": 9, "BNB": 15 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 214, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.105691056910569, "max_open_trades": 5, "avg_exposure": 0.8211382113821137, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 14.835028387800833, "2025-02-28 00:00:00+00:00": 17.537377979643992, "2025-03-31 00:00:00+00:00": 9.598352018947224, "2025-04-30 00:00:00+00:00": 9.883079416137491, "2025-05-31 00:00:00+00:00": 1.863136772740006, "2025-07-31 00:00:00+00:00": 1.308411671945322, "2025-08-31 00:00:00+00:00": 5.703670754152796, "2025-10-31 00:00:00+00:00": 10.520269572899991, "2025-11-30 00:00:00+00:00": 11.066912565075512, "2025-12-31 00:00:00+00:00": 0.266354458039018, "2026-01-31 00:00:00+00:00": 3.131721304867284, "2026-02-28 00:00:00+00:00": 23.7826679394598, "2026-03-31 00:00:00+00:00": 3.143264991386644 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 0.4947018964916765, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 4.337081343271208, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 4.971240312125673, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 4.971240312125673, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 4.971240312125673, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-01-19 14:00:00+00:00", "gain_pct": 4.971240312125673, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 7.614893861153988, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-01-20 01:00:00+00:00", "gain_pct": 6.115415396675189, "drawdown_pct": -1.3933744769691891, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 6.115415396675189, "drawdown_pct": -1.3933744769691891, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 6.115415396675189, "drawdown_pct": -1.3933744769691891, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 6.115415396675189, "drawdown_pct": -1.3933744769691891, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 6.115415396675189, "drawdown_pct": -1.3933744769691891, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 6.115415396675189, "drawdown_pct": -1.3933744769691891, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-23 14:00:00+00:00", "gain_pct": 14.07212103932963, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-27 14:00:00+00:00", "gain_pct": 14.185608645498263, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 14.835028387800833, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 15.66496004971546, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 15.66496004971546, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 00:00:00+00:00", "gain_pct": 15.66496004971546, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 15.66496004971546, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 15.66496004971546, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 4.392745593738027, "drawdown_pct": -9.745574157577519, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 4.392745593738027, "drawdown_pct": -9.745574157577519, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 4.392745593738027, "drawdown_pct": -9.745574157577519, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 4.392745593738027, "drawdown_pct": -9.745574157577519, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 10:00:00+00:00", "gain_pct": 4.392745593738027, "drawdown_pct": -9.745574157577519, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 4.392745593738027, "drawdown_pct": -9.745574157577519, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 4.392745593738027, "drawdown_pct": -9.745574157577519, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 19:00:00+00:00", "gain_pct": 14.993985655367098, "drawdown_pct": -0.5801016955004901, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 14.993985655367098, "drawdown_pct": -0.5801016955004901, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": 14.993985655367098, "drawdown_pct": -0.5801016955004901, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 13.287322927505684, "drawdown_pct": -2.055624383726773, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 11.466140364780955, "drawdown_pct": -3.630157035570458, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 14.685291359031552, "drawdown_pct": -0.846988310256469, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-10 03:00:00+00:00", "gain_pct": 14.685291359031552, "drawdown_pct": -0.846988310256469, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-18 16:00:00+00:00", "gain_pct": 18.382663751493695, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 20.068100269270317, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 20.068100269270317, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 20.068100269270317, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 20.068100269270317, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 20.068100269270317, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 20.068100269270317, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 24.441685783979764, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-26 17:00:00+00:00", "gain_pct": 24.819843711105733, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 24.819843711105733, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-28 03:00:00+00:00", "gain_pct": 28.40580470314086, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 32.372406367444825, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 32.91210671720782, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-02 16:00:00+00:00", "gain_pct": 32.91210671720782, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 32.91210671720782, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 32.91210671720782, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-03 06:00:00+00:00", "gain_pct": 41.18842839970861, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 41.18842839970861, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 36.70660726593641, "drawdown_pct": -3.1743544315714245, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 36.70660726593641, "drawdown_pct": -3.1743544315714245, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 05:00:00+00:00", "gain_pct": 36.70660726593641, "drawdown_pct": -3.1743544315714245, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 40.54801876145433, "drawdown_pct": -0.4535850745793879, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 40.54801876145433, "drawdown_pct": -0.4535850745793879, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 40.54801876145433, "drawdown_pct": -0.4535850745793879, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 40.54801876145433, "drawdown_pct": -0.4535850745793879, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 40.54801876145433, "drawdown_pct": -0.4535850745793879, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-07 14:00:00+00:00", "gain_pct": 45.82933629089928, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 45.82933629089928, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 45.82933629089928, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 45.82933629089928, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-09 16:00:00+00:00", "gain_pct": 40.52541628869457, "drawdown_pct": -3.637073401763613, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 40.52541628869457, "drawdown_pct": -3.637073401763613, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 41.95017464138269, "drawdown_pct": -2.6600694676265024, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 41.95017464138269, "drawdown_pct": -2.6600694676265024, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 41.95017464138269, "drawdown_pct": -2.6600694676265024, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 33.680156661335104, "drawdown_pct": -8.331094372759873, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 38.641369389331174, "drawdown_pct": -4.92902668584434, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 38.641369389331174, "drawdown_pct": -4.92902668584434, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 41.97075838639205, "drawdown_pct": -2.64595451275329, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 41.97075838639205, "drawdown_pct": -2.64595451275329, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-04-07 06:00:00+00:00", "gain_pct": 44.43384219646791, "drawdown_pct": -0.9569364641745626, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 44.43384219646791, "drawdown_pct": -0.9569364641745626, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 44.43384219646791, "drawdown_pct": -0.9569364641745626, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 44.43384219646791, "drawdown_pct": -0.9569364641745626, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 44.43384219646791, "drawdown_pct": -0.9569364641745626, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 49.95286961701581, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-04-09 01:00:00+00:00", "gain_pct": 49.95286961701581, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-09 17:00:00+00:00", "gain_pct": 49.83563671664828, "drawdown_pct": -0.07817983121426453, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-10 15:00:00+00:00", "gain_pct": 47.06308772741957, "drawdown_pct": -1.9271267678816817, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-22 21:00:00+00:00", "gain_pct": 51.85383780252954, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 53.716974575269546, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 53.40386458683875, "drawdown_pct": -0.2036925260179845, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 55.02538624721487, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 55.02538624721487, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-08-14 12:00:00+00:00", "gain_pct": 61.5396201855969, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-08-24 19:00:00+00:00", "gain_pct": 60.729057001367664, "drawdown_pct": -0.5017736102746584, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-10 22:00:00+00:00", "gain_pct": 59.629683338345814, "drawdown_pct": -1.1823333774443112, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-10-11 05:00:00+00:00", "gain_pct": 59.629683338345814, "drawdown_pct": -1.1823333774443112, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 59.07668694408625, "drawdown_pct": -1.5246620232738706, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 59.07668694408625, "drawdown_pct": -1.5246620232738706, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 67.22447594029458, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 66.2592400156382, "drawdown_pct": -0.5772097171953483, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 66.2592400156382, "drawdown_pct": -0.5772097171953483, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-19 09:00:00+00:00", "gain_pct": 71.24932657426766, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-11-04 19:00:00+00:00", "gain_pct": 71.98707051246896, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 71.98707051246896, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-04 21:00:00+00:00", "gain_pct": 71.98707051246896, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 77.99550878571148, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 77.99550878571148, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 77.99550878571148, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 82.31623913934317, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 82.58259359738219, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 85.71431490224947, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 92.18236111715126, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 93.63457953459516, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 93.63457953459516, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 93.63457953459516, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 93.63457953459516, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 93.63457953459516, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 93.63457953459516, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 93.63457953459516, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 05:00:00+00:00", "gain_pct": 93.63457953459516, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 112.4633795031564, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 16:00:00+00:00", "gain_pct": 112.4633795031564, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-28 06:00:00+00:00", "gain_pct": 109.49698284170927, "drawdown_pct": -1.3961919782995214, "open_trades": 1, "exposure": 0.2 }, { "t": "2026-02-28 07:00:00+00:00", "gain_pct": 109.49698284170927, "drawdown_pct": -1.3961919782995214, "open_trades": 3, "exposure": 0.6 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 112.64024783309591, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a1_H10_c12_p70_cap5", "variant": "ridge_a1_H10_c12_p70_cap5", "gain_pct": 15.940012101278057, "max_drawdown_pct": 0.0, "capital_score": 15.940012101278057, "stability_score": 4.382333724490657, "n_trades": 21, "skipped_by_capacity": 36, "avg_trade_ret_pct": 0.7086926366956786, "median_trade_ret_pct": 0.5574076974036664, "positive_month_rate": 0.6666666666666666, "worst_month_pct": 0.0, "month_gain_concentration": 0.962307135071496, "top_asset_trade_share": 0.5238095238095238, "long_counts": { "XRP": 11, "ETH": 5, "BTC": 1, "SOL": 4 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 21, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.076923076923077, "max_open_trades": 5, "avg_exposure": 0.8153846153846154, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 12.904802926514265, "2026-03-31 00:00:00+00:00": 0.5054716689821959 } }, "selection_score": 1540.3099957589588 }, { "name": "ridge_a1_H10_c12_p80_cap1", "variant": { "name": "ridge_a1_H10_c12_p80_cap1", "threshold": 0.05177790571961474, "pred_percentile": 80, "horizon": 10, "cost_bps": 12, "cap": 1, "delay_bars": 1 }, "model_diag": { "alpha": 1.0, "ykey": "y_H10_c12", "n_train": 12794, "target_mean": 0.007813253534827652 }, "val": { "label": "Validation ridge_a1_H10_c12_p80_cap1", "variant": "ridge_a1_H10_c12_p80_cap1", "gain_pct": 1345.5717274188291, "max_drawdown_pct": -11.839569996877497, "capital_score": 1327.812372423513, "stability_score": 1310.824727596901, "n_trades": 83, "skipped_by_capacity": 1231, "avg_trade_ret_pct": 3.3690283825288687, "median_trade_ret_pct": 3.085137365567101, "positive_month_rate": 0.8125, "worst_month_pct": -19.96957253745518, "month_gain_concentration": 0.14919856959090513, "top_asset_trade_share": 0.6506024096385542, "long_counts": { "SOL": 23, "ETH": 4, "XRP": 54, "BTC": 2 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 83, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 19.666322065451553, "2024-10-31 00:00:00+00:00": 8.895511282929405, "2024-11-30 00:00:00+00:00": 127.09057704216096, "2024-12-31 00:00:00+00:00": 177.13185071887855, "2025-01-31 00:00:00+00:00": 121.825363258153, "2025-02-28 00:00:00+00:00": 198.10529578584033, "2025-03-31 00:00:00+00:00": 141.44834748386643, "2025-04-30 00:00:00+00:00": 69.05650978816197, "2025-05-31 00:00:00+00:00": 119.8338686644446, "2025-07-31 00:00:00+00:00": -5.518059725820194, "2025-10-31 00:00:00+00:00": 63.07348752982966, "2025-11-30 00:00:00+00:00": 64.3516589507276, "2026-01-31 00:00:00+00:00": 48.99317451307161, "2026-02-28 00:00:00+00:00": 168.3242465734579, "2026-03-31 00:00:00+00:00": -19.96957253745518 } }, "test": { "label": "Test ridge_a1_H10_c12_p80_cap1", "variant": "ridge_a1_H10_c12_p80_cap1", "gain_pct": 148.82406167934104, "max_drawdown_pct": -11.839569996877497, "capital_score": 131.0647066840248, "stability_score": 129.70756382688194, "n_trades": 42, "skipped_by_capacity": 401, "avg_trade_ret_pct": 2.290742566943314, "median_trade_ret_pct": 2.5316722576802433, "positive_month_rate": 0.8333333333333334, "worst_month_pct": -3.486581081016709, "month_gain_concentration": 0.19628359339917129, "top_asset_trade_share": 0.5952380952380952, "long_counts": { "XRP": 25, "SOL": 12, "ETH": 4, "BNB": 1 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 42, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 24.851247304220763, "2025-02-28 00:00:00+00:00": 21.848861681375453, "2025-03-31 00:00:00+00:00": 19.607259065523266, "2025-04-30 00:00:00+00:00": 12.852422043281251, "2025-05-31 00:00:00+00:00": -1.4025827905599044, "2025-07-31 00:00:00+00:00": 3.7554838121484977, "2025-10-31 00:00:00+00:00": 13.960335837787909, "2025-11-30 00:00:00+00:00": 18.057618688594175, "2025-12-31 00:00:00+00:00": 0.5196754557661052, "2026-01-31 00:00:00+00:00": 4.883357209703803, "2026-02-28 00:00:00+00:00": 29.38851757986589, "2026-03-31 00:00:00+00:00": -3.486581081016709 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 2.473509482458411, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 12.176080922468117, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 15.585102283430004, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 15.585102283430004, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 15.585102283430004, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 13.862162054812174, "drawdown_pct": -1.4906248249821563, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 13.862162054812174, "drawdown_pct": -1.4906248249821563, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 13.862162054812174, "drawdown_pct": -1.4906248249821563, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 13.862162054812174, "drawdown_pct": -1.4906248249821563, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 13.862162054812174, "drawdown_pct": -1.4906248249821563, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 13.862162054812174, "drawdown_pct": -1.4906248249821563, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 24.851247304220763, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 29.362849932008885, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 29.362849932008885, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 29.362849932008885, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 29.362849932008885, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 14.046844764353096, "drawdown_pct": -11.839569996877497, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 14.046844764353096, "drawdown_pct": -11.839569996877497, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 14.046844764353096, "drawdown_pct": -11.839569996877497, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 14.046844764353096, "drawdown_pct": -11.839569996877497, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 14.046844764353096, "drawdown_pct": -11.839569996877497, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 14.046844764353096, "drawdown_pct": -11.839569996877497, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 19:00:00+00:00", "gain_pct": 26.70955713413285, "drawdown_pct": -2.05104695766255, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 26.70955713413285, "drawdown_pct": -2.05104695766255, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": 26.70955713413285, "drawdown_pct": -2.05104695766255, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 23.48283581517927, "drawdown_pct": -4.545365319270611, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 23.48283581517927, "drawdown_pct": -4.545365319270611, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 30.26858618612411, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 34.757064645333, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 34.757064645333, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 34.757064645333, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 34.757064645333, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 34.757064645333, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 34.757064645333, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 39.10383204033991, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 40.07039804349793, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 46.700108985596216, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 48.193878825854654, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 16:00:00+00:00", "gain_pct": 48.193878825854654, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 48.193878825854654, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 48.193878825854654, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 63.210785002949365, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 55.8042545081062, "drawdown_pct": -4.53801536136802, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 55.8042545081062, "drawdown_pct": -4.53801536136802, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 60.88864428058554, "drawdown_pct": -1.4227863203536861, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 60.88864428058554, "drawdown_pct": -1.4227863203536861, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 60.88864428058554, "drawdown_pct": -1.4227863203536861, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 60.88864428058554, "drawdown_pct": -1.4227863203536861, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 60.88864428058554, "drawdown_pct": -1.4227863203536861, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 66.1103543008208, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 66.1103543008208, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 66.1103543008208, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 59.80517982221707, "drawdown_pct": -3.795774504932581, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 64.60192434304244, "drawdown_pct": -0.9080890617129356, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 64.60192434304244, "drawdown_pct": -0.9080890617129356, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 64.60192434304244, "drawdown_pct": -0.9080890617129356, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 53.418373259185785, "drawdown_pct": -7.640692294623741, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 62.792921958953855, "drawdown_pct": -1.9971255589878445, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 62.792921958953855, "drawdown_pct": -1.9971255589878445, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 66.30736805111948, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 66.30736805111948, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 70.00551068829898, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 70.00551068829898, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 70.00551068829898, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 70.00551068829898, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 79.15979009440073, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 77.75720730384083, "drawdown_pct": -0.782866953472583, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 76.8515505156117, "drawdown_pct": -1.2883692136348213, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 81.51269111598933, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 81.51269111598933, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 86.11040760788197, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 86.11040760788197, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 96.6105112381968, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 95.47302695377724, "drawdown_pct": -0.5785470355862521, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 95.47302695377724, "drawdown_pct": -0.5785470355862521, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 99.98190799057258, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 108.26092673484237, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 108.26092673484237, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 108.26092673484237, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 113.53064564237141, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 114.05032109813752, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 118.93367830784132, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 126.45462810050253, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 127.05542471754944, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 127.05542471754944, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 127.05542471754944, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 127.05542471754944, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 127.05542471754944, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 127.05542471754944, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 127.05542471754944, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 148.3221958877072, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 144.8356148066905, "drawdown_pct": -1.4040553517790877, "open_trades": 1, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a1_H10_c12_p80_cap1", "variant": "ridge_a1_H10_c12_p80_cap1", "gain_pct": 16.417599929071642, "max_drawdown_pct": -1.4040553517790877, "capital_score": 14.31151690140301, "stability_score": -5.68848309859699, "n_trades": 5, "skipped_by_capacity": 34, "avg_trade_ret_pct": 3.146217104824245, "median_trade_ret_pct": 2.7045116216670473, "positive_month_rate": 0.3333333333333333, "worst_month_pct": -1.6312707005528893, "month_gain_concentration": 1.0, "top_asset_trade_share": 0.8, "long_counts": { "XRP": 4, "ETH": 1 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 5, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 16.18279140390655, "2026-03-31 00:00:00+00:00": -1.6312707005528893 } }, "selection_score": 1327.812372423513 }, { "name": "ridge_a1_H10_c12_p80_cap2", "variant": { "name": "ridge_a1_H10_c12_p80_cap2", "threshold": 0.05177790571961474, "pred_percentile": 80, "horizon": 10, "cost_bps": 12, "cap": 2, "delay_bars": 1 }, "model_diag": { "alpha": 1.0, "ykey": "y_H10_c12", "n_train": 12794, "target_mean": 0.007813253534827652 }, "val": { "label": "Validation ridge_a1_H10_c12_p80_cap2", "variant": "ridge_a1_H10_c12_p80_cap2", "gain_pct": 1229.2352391706365, "max_drawdown_pct": -11.489131452600088, "capital_score": 1212.0015419917363, "stability_score": 1196.7094749633152, "n_trades": 158, "skipped_by_capacity": 1156, "avg_trade_ret_pct": 1.6751269574166603, "median_trade_ret_pct": 1.510152873845307, "positive_month_rate": 0.8125, "worst_month_pct": -18.424978420826164, "month_gain_concentration": 0.1447396981504632, "top_asset_trade_share": 0.6455696202531646, "long_counts": { "SOL": 43, "ETH": 10, "XRP": 102, "BTC": 3 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 158, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.9414634146341463, "max_open_trades": 2, "avg_exposure": 0.9707317073170731, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 12.33509554611615, "2024-10-31 00:00:00+00:00": 8.471512815986515, "2024-11-30 00:00:00+00:00": 105.8335596001185, "2024-12-31 00:00:00+00:00": 168.1034280124804, "2025-01-31 00:00:00+00:00": 119.05880467927517, "2025-02-28 00:00:00+00:00": 176.49969845611088, "2025-03-31 00:00:00+00:00": 135.47343696813016, "2025-04-30 00:00:00+00:00": 58.654173144711876, "2025-05-31 00:00:00+00:00": 111.57016731512579, "2025-07-31 00:00:00+00:00": -2.53726434765656, "2025-10-31 00:00:00+00:00": 59.00326566551939, "2025-11-30 00:00:00+00:00": 60.216253618531255, "2026-01-31 00:00:00+00:00": 45.701038583588115, "2026-02-28 00:00:00+00:00": 158.5079650692844, "2026-03-31 00:00:00+00:00": -18.424978420826164 } }, "test": { "label": "Test ridge_a1_H10_c12_p80_cap2", "variant": "ridge_a1_H10_c12_p80_cap2", "gain_pct": 145.79181209876214, "max_drawdown_pct": -8.497588916508715, "capital_score": 133.04542872399907, "stability_score": 133.04542872399907, "n_trades": 79, "skipped_by_capacity": 364, "avg_trade_ret_pct": 1.16591064690226, "median_trade_ret_pct": 1.2651722505389695, "positive_month_rate": 0.8333333333333334, "worst_month_pct": -3.4316076882886364, "month_gain_concentration": 0.20228583810614698, "top_asset_trade_share": 0.5443037974683544, "long_counts": { "XRP": 43, "SOL": 23, "ETH": 10, "BNB": 3 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 79, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.903225806451613, "max_open_trades": 2, "avg_exposure": 0.9516129032258065, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 20.676685837391034, "2025-02-28 00:00:00+00:00": 20.654638290096585, "2025-03-31 00:00:00+00:00": 18.103021495191143, "2025-04-30 00:00:00+00:00": 12.460191372278302, "2025-05-31 00:00:00+00:00": -0.6728527624791241, "2025-07-31 00:00:00+00:00": 3.6481315061284363, "2025-10-31 00:00:00+00:00": 16.71264680788562, "2025-11-30 00:00:00+00:00": 18.812159647602925, "2025-12-31 00:00:00+00:00": 0.5123547719572628, "2026-01-31 00:00:00+00:00": 4.839088053061943, "2026-02-28 00:00:00+00:00": 29.521725299385935, "2026-03-31 00:00:00+00:00": -3.4316076882886364 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 1.2367547412292197, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 6.029490201312498, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 7.640603702585565, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 7.640603702585565, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 7.640603702585565, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 10.159224400814182, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 10.159224400814182, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 10.159224400814182, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 10.159224400814182, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 10.159224400814182, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 10.159224400814182, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 20.676685837391034, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 22.857061543250452, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 22.857061543250452, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 22.857061543250452, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 22.857061543250452, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 13.502867520865095, "drawdown_pct": -7.6138838947343075, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 13.502867520865095, "drawdown_pct": -7.6138838947343075, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 13.502867520865095, "drawdown_pct": -7.6138838947343075, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 13.502867520865095, "drawdown_pct": -7.6138838947343075, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 13.502867520865095, "drawdown_pct": -7.6138838947343075, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 13.502867520865095, "drawdown_pct": -7.6138838947343075, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 19:00:00+00:00", "gain_pct": 24.096167095198226, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 24.096167095198226, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": 24.096167095198226, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 20.95611586351086, "drawdown_pct": -2.530337000077154, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 20.95611586351086, "drawdown_pct": -2.530337000077154, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 25.68998337086711, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 29.721728313044395, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 29.721728313044395, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 29.721728313044395, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 29.721728313044395, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 29.721728313044395, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 29.721728313044395, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 33.93981717687055, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 34.87211762944821, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 41.33132412748762, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 42.77408986805489, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 16:00:00+00:00", "gain_pct": 42.77408986805489, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 42.77408986805489, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 42.77408986805489, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 57.60830681630094, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 50.53716063753788, "drawdown_pct": -4.486531402817984, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 50.53716063753788, "drawdown_pct": -4.486531402817984, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 55.48974603603148, "drawdown_pct": -1.3441936044264025, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 55.48974603603148, "drawdown_pct": -1.3441936044264025, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 55.48974603603148, "drawdown_pct": -1.3441936044264025, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 55.48974603603148, "drawdown_pct": -1.3441936044264025, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 55.48974603603148, "drawdown_pct": -1.3441936044264025, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 60.57717896710548, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 60.57717896710548, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 60.57717896710548, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 55.164577886523745, "drawdown_pct": -3.3707162595567275, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 57.44776139643085, "drawdown_pct": -1.9488557407747797, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 57.44776139643085, "drawdown_pct": -1.9488557407747797, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 57.44776139643085, "drawdown_pct": -1.9488557407747797, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 46.93199040475437, "drawdown_pct": -8.497588916508715, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 56.04734417342485, "drawdown_pct": -2.8209704659269086, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 56.04734417342485, "drawdown_pct": -2.8209704659269086, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 59.43434562267876, "drawdown_pct": -0.7117034635792385, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 59.43434562267876, "drawdown_pct": -0.7117034635792385, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 62.999363352204426, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 62.999363352204426, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 62.999363352204426, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 62.999363352204426, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 71.89453699495706, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 71.22168423247794, "drawdown_pct": -0.3914334767363026, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 70.3504364865899, "drawdown_pct": -0.8982836426107421, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 74.86981573860638, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 74.86981573860638, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 82.26735903205395, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 82.26735903205395, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 92.69568525980137, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 91.582462546492, "drawdown_pct": -0.5777102439052939, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 91.582462546492, "drawdown_pct": -0.5777102439052939, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 96.93308662416558, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 105.17026682872077, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 105.17026682872077, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 105.17026682872077, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 110.39462219409492, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 110.90697696605218, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 115.74606501911413, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 123.22116257174346, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 123.81377342321062, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 123.81377342321062, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 123.81377342321062, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 123.81377342321062, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 123.81377342321062, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 123.81377342321062, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 123.81377342321062, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 145.26779031850006, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 141.83618263021143, "drawdown_pct": -1.3991269232019432, "open_trades": 2, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a1_H10_c12_p80_cap2", "variant": "ridge_a1_H10_c12_p80_cap2", "gain_pct": 18.0487279758446, "max_drawdown_pct": -1.3991269232019543, "capital_score": 15.950037591041667, "stability_score": 1.9500375910416692, "n_trades": 10, "skipped_by_capacity": 29, "avg_trade_ret_pct": 1.6880730211529194, "median_trade_ret_pct": 1.447412246808537, "positive_month_rate": 0.3333333333333333, "worst_month_pct": -1.636313273576775, "month_gain_concentration": 1.0, "top_asset_trade_share": 0.6, "long_counts": { "XRP": 6, "ETH": 3, "SOL": 1 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 10, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.0, "max_open_trades": 2, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 16.952454165631778, "2026-03-31 00:00:00+00:00": -1.636313273576775 } }, "selection_score": 1212.0015419917363 }, { "name": "ridge_a1_H10_c12_p80_cap3", "variant": { "name": "ridge_a1_H10_c12_p80_cap3", "threshold": 0.05177790571961474, "pred_percentile": 80, "horizon": 10, "cost_bps": 12, "cap": 3, "delay_bars": 1 }, "model_diag": { "alpha": 1.0, "ykey": "y_H10_c12", "n_train": 12794, "target_mean": 0.007813253534827652 }, "val": { "label": "Validation ridge_a1_H10_c12_p80_cap3", "variant": "ridge_a1_H10_c12_p80_cap3", "gain_pct": 1129.8584464857165, "max_drawdown_pct": -11.37846533291439, "capital_score": 1112.790748486345, "stability_score": 1098.5357414656835, "n_trades": 224, "skipped_by_capacity": 1090, "avg_trade_ret_pct": 1.137650091674987, "median_trade_ret_pct": 1.0206881140549473, "positive_month_rate": 0.8125, "worst_month_pct": -17.067507020661424, "month_gain_concentration": 0.1447490484299859, "top_asset_trade_share": 0.65625, "long_counts": { "SOL": 61, "ETH": 12, "XRP": 147, "BTC": 4 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 224, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.8146341463414632, "max_open_trades": 3, "avg_exposure": 0.938211382113821, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 14.150651505770071, "2024-10-31 00:00:00+00:00": 6.059370530727207, "2024-11-30 00:00:00+00:00": 103.58513174024522, "2024-12-31 00:00:00+00:00": 154.50538565554592, "2025-01-31 00:00:00+00:00": 101.35715600174115, "2025-02-28 00:00:00+00:00": 162.53454659329776, "2025-03-31 00:00:00+00:00": 130.48222489131092, "2025-04-30 00:00:00+00:00": 50.818717490860536, "2025-05-31 00:00:00+00:00": 105.5638729235211, "2025-07-31 00:00:00+00:00": -1.5778203753085336, "2025-10-31 00:00:00+00:00": 55.356123050091696, "2025-11-30 00:00:00+00:00": 56.49962173564609, "2026-01-31 00:00:00+00:00": 42.83423449879888, "2026-02-28 00:00:00+00:00": 139.12422475667358, "2026-03-31 00:00:00+00:00": -17.067507020661424 } }, "test": { "label": "Test ridge_a1_H10_c12_p80_cap3", "variant": "ridge_a1_H10_c12_p80_cap3", "gain_pct": 134.50732867006414, "max_drawdown_pct": -8.418055025060179, "capital_score": 121.88024613247387, "stability_score": 121.88024613247387, "n_trades": 111, "skipped_by_capacity": 332, "avg_trade_ret_pct": 0.779937857118449, "median_trade_ret_pct": 0.8443333380941824, "positive_month_rate": 0.8333333333333334, "worst_month_pct": -3.2544033745588763, "month_gain_concentration": 0.19899502824390142, "top_asset_trade_share": 0.5225225225225225, "long_counts": { "XRP": 58, "SOL": 33, "ETH": 14, "BNB": 5, "BTC": 1 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 111, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.7204301075268815, "max_open_trades": 3, "avg_exposure": 0.906810035842294, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 16.16659698272855, "2025-02-28 00:00:00+00:00": 21.165466088244642, "2025-03-31 00:00:00+00:00": 17.43396648886653, "2025-04-30 00:00:00+00:00": 12.141290652628527, "2025-05-31 00:00:00+00:00": -0.4355540842900325, "2025-07-31 00:00:00+00:00": 2.362965341477178, "2025-10-31 00:00:00+00:00": 14.27205222892627, "2025-11-30 00:00:00+00:00": 18.112409702861243, "2025-12-31 00:00:00+00:00": 0.49011011617042755, "2026-01-31 00:00:00+00:00": 4.636892497957035, "2026-02-28 00:00:00+00:00": 26.527971893194632, "2026-03-31 00:00:00+00:00": -3.2544033745588763 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 0.8245031608194751, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 4.006648965336865, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 5.060233309667694, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 5.060233309667694, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 5.060233309667694, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 7.396168084852135, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 7.396168084852135, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 7.396168084852135, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 7.396168084852135, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 7.396168084852135, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 7.396168084852135, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 16.16659698272855, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 17.565855528463985, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 17.565855528463985, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 17.565855528463985, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 17.565855528463985, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 10.23109103107474, "drawdown_pct": -6.238856055968922, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 10.23109103107474, "drawdown_pct": -6.238856055968922, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 10.23109103107474, "drawdown_pct": -6.238856055968922, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 10.23109103107474, "drawdown_pct": -6.238856055968922, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 10.23109103107474, "drawdown_pct": -6.238856055968922, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 10.23109103107474, "drawdown_pct": -6.238856055968922, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 19:00:00+00:00", "gain_pct": 21.37271785812844, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 21.37271785812844, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": 21.37271785812844, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 18.38044905104914, "drawdown_pct": -2.4653553614717105, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 18.38044905104914, "drawdown_pct": -2.4653553614717105, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 23.307291739131557, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 27.3836912873294, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 27.3836912873294, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 27.3836912873294, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 27.3836912873294, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 27.3836912873294, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 27.3836912873294, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 32.165579684549186, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 32.7785256453094, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 37.33206307097319, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 38.2658984912166, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 16:00:00+00:00", "gain_pct": 38.2658984912166, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 38.2658984912166, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 38.2658984912166, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 52.75535664756998, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 45.92762571104251, "drawdown_pct": -4.469716209219488, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 45.92762571104251, "drawdown_pct": -4.469716209219488, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 50.74169807016912, "drawdown_pct": -1.3182245268469894, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 50.74169807016912, "drawdown_pct": -1.3182245268469894, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 50.74169807016912, "drawdown_pct": -1.3182245268469894, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 50.74169807016912, "drawdown_pct": -1.3182245268469894, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 50.74169807016912, "drawdown_pct": -1.3182245268469894, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 55.68720363073126, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 55.68720363073126, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 55.68720363073126, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 51.24093730290781, "drawdown_pct": -2.855897096314597, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 52.72471565424675, "drawdown_pct": -1.902846160376237, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 52.72471565424675, "drawdown_pct": -1.902846160376237, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 52.72471565424675, "drawdown_pct": -1.902846160376237, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 42.58136916211882, "drawdown_pct": -8.418055025060179, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 51.472387961258306, "drawdown_pct": -2.7072332029740354, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 51.472387961258306, "drawdown_pct": -2.7072332029740354, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 54.76602955983972, "drawdown_pct": -0.5916825849582641, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 54.76602955983972, "drawdown_pct": -0.5916825849582641, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 58.233102171566514, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 58.233102171566514, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 58.233102171566514, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 58.233102171566514, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 66.90732021246825, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 66.47176612817822, "drawdown_pct": -0.26095565115753505, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 65.90680727630303, "drawdown_pct": -0.5994422143328348, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 68.8347314696554, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 68.8347314696554, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 75.04793114375249, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 75.04793114375249, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 84.17024166472225, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 83.10678369858167, "drawdown_pct": -0.5774320305647396, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 83.10678369858167, "drawdown_pct": -0.5774320305647396, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 88.43201333477842, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 96.34102396299821, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 96.34102396299821, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 96.34102396299821, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 101.21919340144291, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 101.70930351761334, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 106.34619601557037, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 113.51621236645448, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 112.35667867747165, "drawdown_pct": -0.5430658759498552, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 112.35667867747165, "drawdown_pct": -0.5430658759498552, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 112.35667867747165, "drawdown_pct": -0.5430658759498552, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 112.35667867747165, "drawdown_pct": -0.5430658759498552, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 112.35667867747165, "drawdown_pct": -0.5430658759498552, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 112.35667867747165, "drawdown_pct": -0.5430658759498552, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 112.35667867747165, "drawdown_pct": -0.5430658759498552, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 132.874167908765, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 129.61976453420613, "drawdown_pct": -1.3974943652118044, "open_trades": 3, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a1_H10_c12_p80_cap3", "variant": "ridge_a1_H10_c12_p80_cap3", "gain_pct": 17.9278706609102, "max_drawdown_pct": -0.013509213160267652, "capital_score": 17.9076068411698, "stability_score": 4.764749698312661, "n_trades": 14, "skipped_by_capacity": 25, "avg_trade_ret_pct": 1.1911307034890934, "median_trade_ret_pct": 0.9152583514475633, "positive_month_rate": 0.3333333333333333, "worst_month_pct": -0.015601201019592281, "month_gain_concentration": 1.0, "top_asset_trade_share": 0.5714285714285714, "long_counts": { "XRP": 8, "ETH": 3, "BTC": 1, "SOL": 2 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 14, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.8181818181818183, "max_open_trades": 3, "avg_exposure": 0.9393939393939393, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 15.485638093880297, "2026-03-31 00:00:00+00:00": -0.015601201019592281 } }, "selection_score": 1112.790748486345 }, { "name": "ridge_a1_H10_c12_p80_cap5", "variant": { "name": "ridge_a1_H10_c12_p80_cap5", "threshold": 0.05177790571961474, "pred_percentile": 80, "horizon": 10, "cost_bps": 12, "cap": 5, "delay_bars": 1 }, "model_diag": { "alpha": 1.0, "ykey": "y_H10_c12", "n_train": 12794, "target_mean": 0.007813253534827652 }, "val": { "label": "Validation ridge_a1_H10_c12_p80_cap5", "variant": "ridge_a1_H10_c12_p80_cap5", "gain_pct": 1021.3711667372452, "max_drawdown_pct": -11.291988810650333, "capital_score": 1004.4331835212697, "stability_score": 1002.0182275095395, "n_trades": 341, "skipped_by_capacity": 973, "avg_trade_ret_pct": 0.7154258454194521, "median_trade_ret_pct": 0.6491085860763119, "positive_month_rate": 0.875, "worst_month_pct": -0.8573700705657075, "month_gain_concentration": 0.1431361194665631, "top_asset_trade_share": 0.6304985337243402, "long_counts": { "SOL": 103, "BNB": 1, "ETH": 17, "XRP": 215, "BTC": 5 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 341, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.443902439024391, "max_open_trades": 5, "avg_exposure": 0.888780487804878, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 15.039176606895694, "2024-10-31 00:00:00+00:00": 3.8548503924949102, "2024-11-30 00:00:00+00:00": 97.47600082004209, "2024-12-31 00:00:00+00:00": 136.7213598454753, "2025-01-31 00:00:00+00:00": 86.17113078036442, "2025-02-28 00:00:00+00:00": 143.32716441054384, "2025-03-31 00:00:00+00:00": 118.89816516682163, "2025-04-30 00:00:00+00:00": 43.197317112419, "2025-05-31 00:00:00+00:00": 96.71364813764183, "2025-07-31 00:00:00+00:00": -0.8573700705657075, "2025-10-31 00:00:00+00:00": 50.36660588981522, "2025-11-30 00:00:00+00:00": 51.41105662712846, "2026-01-31 00:00:00+00:00": 29.731843212073954, "2026-02-28 00:00:00+00:00": 125.47994321859017, "2026-03-31 00:00:00+00:00": 2.946445921095801 } }, "test": { "label": "Test ridge_a1_H10_c12_p80_cap5", "variant": "ridge_a1_H10_c12_p80_cap5", "gain_pct": 95.28575909710824, "max_drawdown_pct": -9.745574157577519, "capital_score": 80.66739786074196, "stability_score": 80.66739786074196, "n_trades": 165, "skipped_by_capacity": 278, "avg_trade_ret_pct": 0.4104742051369482, "median_trade_ret_pct": 0.5132891053213391, "positive_month_rate": 0.75, "worst_month_pct": -2.697008162960259, "month_gain_concentration": 0.25953690389124406, "top_asset_trade_share": 0.49696969696969695, "long_counts": { "XRP": 82, "SOL": 48, "ETH": 22, "BTC": 4, "BNB": 9 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 165, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.096774193548387, "max_open_trades": 5, "avg_exposure": 0.8193548387096776, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 10.920895492488427, "2025-02-28 00:00:00+00:00": 9.848709796729963, "2025-03-31 00:00:00+00:00": 8.065791162096218, "2025-04-30 00:00:00+00:00": 10.296416753816231, "2025-05-31 00:00:00+00:00": -0.217843397470034, "2025-07-31 00:00:00+00:00": 1.1824111162401607, "2025-10-31 00:00:00+00:00": 12.478277125581684, "2025-11-30 00:00:00+00:00": 13.62733731075943, "2025-12-31 00:00:00+00:00": -0.15995561825647542, "2026-01-31 00:00:00+00:00": 2.8480118674962966, "2026-02-28 00:00:00+00:00": 24.278810902180737, "2026-03-31 00:00:00+00:00": -2.697008162960259 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 0.4947018964916765, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 2.397744018143811, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 3.020115728407845, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 3.020115728407845, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 3.020115728407845, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 4.39450758236849, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 4.39450758236849, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 4.39450758236849, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 4.39450758236849, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 4.39450758236849, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 4.39450758236849, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 10.920895492488427, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 11.722539071364565, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 11.722539071364565, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 11.722539071364565, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 11.722539071364565, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 0.8345361754362131, "drawdown_pct": -9.745574157577519, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 0.8345361754362131, "drawdown_pct": -9.745574157577519, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 0.8345361754362131, "drawdown_pct": -9.745574157577519, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 0.8345361754362131, "drawdown_pct": -9.745574157577519, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 0.8345361754362131, "drawdown_pct": -9.745574157577519, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 0.8345361754362131, "drawdown_pct": -9.745574157577519, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 19:00:00+00:00", "gain_pct": 11.074434727955364, "drawdown_pct": -0.5801016955005012, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 11.074434727955364, "drawdown_pct": -0.5801016955005012, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": 11.074434727955364, "drawdown_pct": -0.5801016955005012, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 9.425943316094902, "drawdown_pct": -2.055624383726795, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 7.666835458947446, "drawdown_pct": -3.6301570355704804, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 10.776262225508361, "drawdown_pct": -0.8469883102564912, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 13.623643078177281, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 13.623643078177281, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 13.623643078177281, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 13.623643078177281, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 13.623643078177281, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 13.623643078177281, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 17.84480914203975, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 18.172575621170964, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 20.76960528921839, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 21.261999436941295, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-02 16:00:00+00:00", "gain_pct": 21.261999436941295, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 21.261999436941295, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 21.261999436941295, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 28.812879036936522, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 22.32889828609339, "drawdown_pct": -5.033643219001327, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 22.32889828609339, "drawdown_pct": -5.033643219001327, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 26.02359170517782, "drawdown_pct": -2.16537923273874, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 26.02359170517782, "drawdown_pct": -2.16537923273874, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 26.02359170517782, "drawdown_pct": -2.16537923273874, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 26.02359170517782, "drawdown_pct": -2.16537923273874, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 26.02359170517782, "drawdown_pct": -2.16537923273874, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 30.759130561302243, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 30.759130561302243, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 30.759130561302243, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 27.26610536031511, "drawdown_pct": -2.671343244630664, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 28.01530546065635, "drawdown_pct": -2.098381267042415, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 28.01530546065635, "drawdown_pct": -2.098381267042415, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 28.01530546065635, "drawdown_pct": -2.098381267042415, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 20.557133038145807, "drawdown_pct": -7.8021301299289085, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 25.031316775039627, "drawdown_pct": -4.380431226236481, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 25.031316775039627, "drawdown_pct": -4.380431226236481, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 28.835396451314608, "drawdown_pct": -1.4712044212360054, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 28.835396451314608, "drawdown_pct": -1.4712044212360054, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 31.070591802601484, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 31.070591802601484, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 31.070591802601484, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 31.070591802601484, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 39.13181320513084, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 38.913969807660806, "drawdown_pct": -0.15657339069451437, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 38.63101243356772, "drawdown_pct": -0.35994698841792516, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 40.096380923900966, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 40.096380923900966, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 45.98329158641428, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 45.98329158641428, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 53.46044665965354, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 52.57465804948265, "drawdown_pct": -0.5772097171953372, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 52.57465804948265, "drawdown_pct": -0.5772097171953372, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 57.15401706885862, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 63.76864283166688, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 63.76864283166688, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 63.76864283166688, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 66.20199536024208, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 66.0420397419856, "drawdown_pct": -0.09624169548011485, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 68.8900516094819, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 74.77214346450265, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 76.09280226024185, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 76.09280226024185, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 76.09280226024185, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 76.09280226024185, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 76.09280226024185, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 76.09280226024185, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 76.09280226024185, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 93.16886251166264, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 90.47185434870238, "drawdown_pct": -1.3961919782995214, "open_trades": 5, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a1_H10_c12_p80_cap5", "variant": "ridge_a1_H10_c12_p80_cap5", "gain_pct": 16.69966105040659, "max_drawdown_pct": 0.0, "capital_score": 16.69966105040659, "stability_score": 5.605337553920297, "n_trades": 19, "skipped_by_capacity": 20, "avg_trade_ret_pct": 0.8186831845841456, "median_trade_ret_pct": 0.5574076974036664, "positive_month_rate": 0.6666666666666666, "worst_month_pct": 0.0, "month_gain_concentration": 0.9090360977541886, "top_asset_trade_share": 0.5789473684210527, "long_counts": { "XRP": 11, "ETH": 4, "BTC": 1, "SOL": 3 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 19, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.090909090909091, "max_open_trades": 5, "avg_exposure": 0.8181818181818182, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 13.506191091232964, "2026-03-31 00:00:00+00:00": 1.3515149169228948 } }, "selection_score": 1004.4331835212697 }, { "name": "ridge_a1_H10_c12_p90_cap1", "variant": { "name": "ridge_a1_H10_c12_p90_cap1", "threshold": 0.06528395684989366, "pred_percentile": 90, "horizon": 10, "cost_bps": 12, "cap": 1, "delay_bars": 1 }, "model_diag": { "alpha": 1.0, "ykey": "y_H10_c12", "n_train": 12794, "target_mean": 0.007813253534827652 }, "val": { "label": "Validation ridge_a1_H10_c12_p90_cap1", "variant": "ridge_a1_H10_c12_p90_cap1", "gain_pct": 663.2079811176883, "max_drawdown_pct": -11.839569996877497, "capital_score": 645.448626122372, "stability_score": 640.948626122372, "n_trades": 60, "skipped_by_capacity": 597, "avg_trade_ret_pct": 3.560870302371013, "median_trade_ret_pct": 3.3455499917021103, "positive_month_rate": 0.9230769230769231, "worst_month_pct": 0.0, "month_gain_concentration": 0.14147100223528, "top_asset_trade_share": 0.7, "long_counts": { "SOL": 14, "ETH": 3, "XRP": 42, "BTC": 1 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 60, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 5.070130186267946, "2024-10-31 00:00:00+00:00": 7.02975073469959, "2024-11-30 00:00:00+00:00": 81.37537728028556, "2024-12-31 00:00:00+00:00": 92.55253998468294, "2025-01-31 00:00:00+00:00": 91.93210820921263, "2025-02-28 00:00:00+00:00": 83.52215656746614, "2025-03-31 00:00:00+00:00": 72.14296692649714, "2025-04-30 00:00:00+00:00": 34.258080429986876, "2025-07-31 00:00:00+00:00": 39.0567295630176, "2025-10-31 00:00:00+00:00": 35.52719084790135, "2025-11-30 00:00:00+00:00": 36.24714215842789, "2026-02-28 00:00:00+00:00": 95.36226995180232 } }, "test": { "label": "Test ridge_a1_H10_c12_p90_cap1", "variant": "ridge_a1_H10_c12_p90_cap1", "gain_pct": 121.30340190536825, "max_drawdown_pct": -10.89457843036894, "capital_score": 104.96153425981484, "stability_score": 104.90981012188381, "n_trades": 29, "skipped_by_capacity": 170, "avg_trade_ret_pct": 2.8778695229843847, "median_trade_ret_pct": 3.1909258775561478, "positive_month_rate": 1.0, "worst_month_pct": 3.11357546832582, "month_gain_concentration": 0.20877334142966567, "top_asset_trade_share": 0.5517241379310345, "long_counts": { "XRP": 16, "SOL": 11, "ETH": 1, "BNB": 1 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 29, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 17.551669735860642, "2025-02-28 00:00:00+00:00": 25.925352006872075, "2025-03-31 00:00:00+00:00": 16.376887466633065, "2025-04-30 00:00:00+00:00": 3.11357546832582, "2025-07-31 00:00:00+00:00": 15.798868173577318, "2025-10-31 00:00:00+00:00": 13.749112015013054, "2025-11-30 00:00:00+00:00": 5.956548088854021, "2026-02-28 00:00:00+00:00": 25.982859600681138 }, "curve": [ { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 9.468370400323423, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 7.836607695632779, "drawdown_pct": -1.4906248249821563, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 7.836607695632779, "drawdown_pct": -1.4906248249821563, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 7.836607695632779, "drawdown_pct": -1.4906248249821563, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 7.836607695632779, "drawdown_pct": -1.4906248249821563, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 17.551669735860642, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 21.799496117513954, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 21.799496117513954, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 21.799496117513954, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 17.413018218019147, "drawdown_pct": -3.601392484631194, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 17.413018218019147, "drawdown_pct": -3.601392484631194, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 17.413018218019147, "drawdown_pct": -3.601392484631194, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 17.413018218019147, "drawdown_pct": -3.601392484631194, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 17.413018218019147, "drawdown_pct": -3.601392484631194, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 17.413018218019147, "drawdown_pct": -3.601392484631194, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 30.44947951806202, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 27.364927761090584, "drawdown_pct": -2.3645565841789007, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 34.36401067083003, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 38.99359931722293, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 38.99359931722293, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 38.99359931722293, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 38.99359931722293, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 43.47702174273272, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 50.267972538004074, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 65.49505251528964, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 57.984861609841715, "drawdown_pct": -4.53801536136803, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 57.984861609841715, "drawdown_pct": -4.53801536136803, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 57.984861609841715, "drawdown_pct": -4.53801536136803, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 63.112328116892996, "drawdown_pct": -1.439755667726994, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 63.112328116892996, "drawdown_pct": -1.439755667726994, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 58.21464423351196, "drawdown_pct": -4.399169746240639, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 58.21464423351196, "drawdown_pct": -4.399169746240639, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 58.21464423351196, "drawdown_pct": -4.399169746240639, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 47.46506422063115, "drawdown_pct": -10.89457843036894, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 56.475839114686806, "drawdown_pct": -5.449838689147269, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 56.475839114686806, "drawdown_pct": -5.449838689147269, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 59.85390920936578, "drawdown_pct": -3.408647702868761, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 62.9674846776916, "drawdown_pct": -1.5272769784852147, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 62.9674846776916, "drawdown_pct": -1.5272769784852147, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 62.9674846776916, "drawdown_pct": -1.5272769784852147, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 74.17573662419741, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 78.76635285126892, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 83.29450459452394, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 93.63573869232198, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 92.51546486628197, "drawdown_pct": -0.5785470355862743, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 98.472012955136, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 104.805107776228, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 105.34846702190998, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 105.34846702190998, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 105.34846702190998, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 105.34846702190998, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 124.45487255581713, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a1_H10_c12_p90_cap1", "variant": "ridge_a1_H10_c12_p90_cap1", "gain_pct": 7.769687845663796, "max_drawdown_pct": 0.0, "capital_score": 7.769687845663796, "stability_score": -18.230312154336204, "n_trades": 2, "skipped_by_capacity": 8, "avg_trade_ret_pct": 3.9501632586229047, "median_trade_ret_pct": 3.9501632586229047, "positive_month_rate": 1.0, "worst_month_pct": 9.304381869024894, "month_gain_concentration": 1.0, "top_asset_trade_share": 1.0, "long_counts": { "XRP": 2 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 2, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2026-02-28 00:00:00+00:00": 9.304381869024894 } }, "selection_score": 545.448626122372 }, { "name": "ridge_a1_H10_c12_p90_cap2", "variant": { "name": "ridge_a1_H10_c12_p90_cap2", "threshold": 0.06528395684989366, "pred_percentile": 90, "horizon": 10, "cost_bps": 12, "cap": 2, "delay_bars": 1 }, "model_diag": { "alpha": 1.0, "ykey": "y_H10_c12", "n_train": 12794, "target_mean": 0.007813253534827652 }, "val": { "label": "Validation ridge_a1_H10_c12_p90_cap2", "variant": "ridge_a1_H10_c12_p90_cap2", "gain_pct": 697.9407278895056, "max_drawdown_pct": -11.489131452600098, "capital_score": 680.7070307106055, "stability_score": 676.2587548485366, "n_trades": 116, "skipped_by_capacity": 541, "avg_trade_ret_pct": 1.8346816813194402, "median_trade_ret_pct": 1.7083063142351962, "positive_month_rate": 0.9230769230769231, "worst_month_pct": 0.0, "month_gain_concentration": 0.14545288335904588, "top_asset_trade_share": 0.6982758620689655, "long_counts": { "SOL": 26, "ETH": 7, "XRP": 81, "BTC": 2 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 116, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.9318181818181819, "max_open_trades": 2, "avg_exposure": 0.9659090909090909, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 1.4332020886702566, "2024-10-31 00:00:00+00:00": 6.872657392943012, "2024-11-30 00:00:00+00:00": 84.35233938035297, "2024-12-31 00:00:00+00:00": 103.16439921498119, "2025-01-31 00:00:00+00:00": 99.74674920021084, "2025-02-28 00:00:00+00:00": 91.72756716099201, "2025-03-31 00:00:00+00:00": 79.6463229759716, "2025-04-30 00:00:00+00:00": 23.76648550491211, "2025-07-31 00:00:00+00:00": 41.32518738233921, "2025-10-31 00:00:00+00:00": 37.53752105494186, "2025-11-30 00:00:00+00:00": 38.309216660464585, "2026-02-28 00:00:00+00:00": 101.38170127223441 } }, "test": { "label": "Test ridge_a1_H10_c12_p90_cap2", "variant": "ridge_a1_H10_c12_p90_cap2", "gain_pct": 87.39124384353804, "max_drawdown_pct": -11.2824836811531, "capital_score": 70.46751832180838, "stability_score": 69.5675183218084, "n_trades": 50, "skipped_by_capacity": 149, "avg_trade_ret_pct": 1.2895123882508523, "median_trade_ret_pct": 1.5470310639696772, "positive_month_rate": 1.0, "worst_month_pct": 1.3074253936758282, "month_gain_concentration": 0.24261209184220242, "top_asset_trade_share": 0.58, "long_counts": { "XRP": 29, "SOL": 16, "ETH": 3, "BNB": 2 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 50, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.7924528301886793, "max_open_trades": 2, "avg_exposure": 0.8962264150943396, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 8.373878017013126, "2025-02-28 00:00:00+00:00": 17.48547043986943, "2025-03-31 00:00:00+00:00": 8.389563962160096, "2025-04-30 00:00:00+00:00": 1.3074253936758282, "2025-07-31 00:00:00+00:00": 13.331209951539137, "2025-10-31 00:00:00+00:00": 14.229471160395804, "2025-11-30 00:00:00+00:00": 5.085980786310472, "2026-02-28 00:00:00+00:00": 21.84728888798503 }, "curve": [ { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 4.734185200161704, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 3.9535883177434954, "drawdown_pct": -0.7453124124910837, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 3.9535883177434954, "drawdown_pct": -0.7453124124910837, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 3.9535883177434954, "drawdown_pct": -0.7453124124910837, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 3.9535883177434954, "drawdown_pct": -0.7453124124910837, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 8.373878017013126, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 10.331967677318104, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 10.331967677318104, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 10.331967677318104, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 6.394255702519743, "drawdown_pct": -3.568967415060309, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 6.394255702519743, "drawdown_pct": -3.568967415060309, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 6.394255702519743, "drawdown_pct": -3.568967415060309, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 6.394255702519743, "drawdown_pct": -3.568967415060309, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 6.394255702519743, "drawdown_pct": -3.568967415060309, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 6.394255702519743, "drawdown_pct": -3.568967415060309, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 16.32410371660454, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 14.948829089895497, "drawdown_pct": -1.182278292089456, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 18.107219705429713, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 21.895733100939935, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 21.895733100939935, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 21.895733100939935, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 21.895733100939935, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 25.859348456882557, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 28.837890358972516, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 42.22413725086716, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 35.843206670720036, "drawdown_pct": -4.486531402817995, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 35.843206670720036, "drawdown_pct": -4.486531402817995, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 35.843206670720036, "drawdown_pct": -4.486531402817995, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 40.287829037774145, "drawdown_pct": -1.361448380367103, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 40.287829037774145, "drawdown_pct": -1.361448380367103, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 35.20813159754479, "drawdown_pct": -4.933062551082267, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 35.20813159754479, "drawdown_pct": -4.933062551082267, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 35.20813159754479, "drawdown_pct": -4.933062551082267, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 26.17772217487729, "drawdown_pct": -11.2824836811531, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 30.03273372344799, "drawdown_pct": -8.571965183318298, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 30.03273372344799, "drawdown_pct": -8.571965183318298, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 34.248912419042654, "drawdown_pct": -5.607504454575896, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 35.55633781271848, "drawdown_pct": -4.688233352674476, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 35.55633781271848, "drawdown_pct": -4.688233352674476, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 35.55633781271848, "drawdown_pct": -4.688233352674476, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 45.03966074380571, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 48.88754776425762, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 55.18595939001068, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 64.06483830217172, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 63.11701892465342, "drawdown_pct": -0.5777102439052939, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 68.2029997109639, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 73.06946053883684, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 73.52892790828895, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 73.52892790828895, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 73.52892790828895, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 73.52892790828895, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 90.05028859894892, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a1_H10_c12_p90_cap2", "variant": "ridge_a1_H10_c12_p90_cap2", "gain_pct": 8.783392781277556, "max_drawdown_pct": 0.0, "capital_score": 8.783392781277556, "stability_score": -17.216607218722444, "n_trades": 4, "skipped_by_capacity": 6, "avg_trade_ret_pct": 2.167671236781722, "median_trade_ret_pct": 1.9750816293114524, "positive_month_rate": 1.0, "worst_month_pct": 10.32700764885577, "month_gain_concentration": 1.0, "top_asset_trade_share": 1.0, "long_counts": { "XRP": 4 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 4, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.75, "max_open_trades": 2, "avg_exposure": 0.875, "max_exposure": 1.0, "monthly_gain_pct": { "2026-02-28 00:00:00+00:00": 10.32700764885577 } }, "selection_score": 680.7070307106055 }, { "name": "ridge_a1_H10_c12_p90_cap3", "variant": { "name": "ridge_a1_H10_c12_p90_cap3", "threshold": 0.06528395684989366, "pred_percentile": 90, "horizon": 10, "cost_bps": 12, "cap": 3, "delay_bars": 1 }, "model_diag": { "alpha": 1.0, "ykey": "y_H10_c12", "n_train": 12794, "target_mean": 0.007813253534827652 }, "val": { "label": "Validation ridge_a1_H10_c12_p90_cap3", "variant": "ridge_a1_H10_c12_p90_cap3", "gain_pct": 715.0641421771558, "max_drawdown_pct": -11.37846533291439, "capital_score": 697.9964441777842, "stability_score": 693.5325887560974, "n_trades": 166, "skipped_by_capacity": 491, "avg_trade_ret_pct": 1.2846272920618274, "median_trade_ret_pct": 1.2045274477167405, "positive_month_rate": 0.9230769230769231, "worst_month_pct": 0.0, "month_gain_concentration": 0.15032344873442896, "top_asset_trade_share": 0.6987951807228916, "long_counts": { "SOL": 38, "ETH": 9, "XRP": 116, "BTC": 3 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 166, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.787878787878788, "max_open_trades": 3, "avg_exposure": 0.9292929292929293, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 4.4069218334148985, "2024-10-31 00:00:00+00:00": 7.3228694349713805, "2024-11-30 00:00:00+00:00": 89.04972029268767, "2024-12-31 00:00:00+00:00": 109.22743128848384, "2025-01-31 00:00:00+00:00": 100.4113185866176, "2025-02-28 00:00:00+00:00": 96.66371088692392, "2025-03-31 00:00:00+00:00": 80.77759964757149, "2025-04-30 00:00:00+00:00": 16.35831875553413, "2025-07-31 00:00:00+00:00": 42.51564869833453, "2025-10-31 00:00:00+00:00": 38.59995993704217, "2025-11-30 00:00:00+00:00": 39.397324366095745, "2026-02-28 00:00:00+00:00": 101.88523123958214 } }, "test": { "label": "Test ridge_a1_H10_c12_p90_cap3", "variant": "ridge_a1_H10_c12_p90_cap3", "gain_pct": 59.76952417567492, "max_drawdown_pct": -11.40802787463545, "capital_score": 42.65748236372174, "stability_score": 41.069247069604096, "n_trades": 68, "skipped_by_capacity": 131, "avg_trade_ret_pct": 0.7070331612569819, "median_trade_ret_pct": 1.0022646624408653, "positive_month_rate": 1.0, "worst_month_pct": 0.7820680290808468, "month_gain_concentration": 0.27258288369421513, "top_asset_trade_share": 0.6029411764705882, "long_counts": { "XRP": 41, "SOL": 19, "ETH": 4, "BNB": 4 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 68, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.452830188679245, "max_open_trades": 3, "avg_exposure": 0.8176100628930818, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 3.102697604108826, "2025-02-28 00:00:00+00:00": 13.131184431414951, "2025-03-31 00:00:00+00:00": 4.222454727167076, "2025-04-30 00:00:00+00:00": 0.7820680290808468, "2025-07-31 00:00:00+00:00": 8.518273867436022, "2025-10-31 00:00:00+00:00": 10.968679718657597, "2025-11-30 00:00:00+00:00": 4.399190895592795, "2026-02-28 00:00:00+00:00": 16.90939007433292 }, "curve": [ { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 3.156123466774474, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 2.643566538479476, "drawdown_pct": -0.49687494166071877, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 2.643566538479476, "drawdown_pct": -0.49687494166071877, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 2.643566538479476, "drawdown_pct": -0.49687494166071877, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 2.643566538479476, "drawdown_pct": -0.49687494166071877, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 3.102697604108826, "drawdown_pct": -0.05179126635449505, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 4.344597896086697, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 4.344597896086697, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 4.344597896086697, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": -3.50136578930136, "drawdown_pct": -7.519281154546775, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": -3.50136578930136, "drawdown_pct": -7.519281154546775, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": -3.50136578930136, "drawdown_pct": -7.519281154546775, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": -3.50136578930136, "drawdown_pct": -7.519281154546775, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": -3.50136578930136, "drawdown_pct": -7.519281154546775, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": -3.50136578930136, "drawdown_pct": -7.519281154546775, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 6.252250560126498, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 5.414785697973912, "drawdown_pct": -0.7881855280596373, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 7.345738061868261, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 10.894466705281445, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 10.894466705281445, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 10.894466705281445, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 10.894466705281445, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 16.233882035523777, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 18.06771476139393, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 30.44052129806977, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 24.610200174219543, "drawdown_pct": -4.469716209219488, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 24.610200174219543, "drawdown_pct": -4.469716209219488, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 24.610200174219543, "drawdown_pct": -4.469716209219488, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 28.698388417777096, "drawdown_pct": -1.3355764473769072, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 28.698388417777096, "drawdown_pct": -1.3355764473769072, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 23.7808440368712, "drawdown_pct": -5.105527940953669, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 23.7808440368712, "drawdown_pct": -5.105527940953669, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 23.7808440368712, "drawdown_pct": -5.105527940953669, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 15.559830268566174, "drawdown_pct": -11.40802787463545, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 17.91357107456345, "drawdown_pct": -9.603572646632541, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 17.91357107456345, "drawdown_pct": -9.603572646632541, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 20.456336762690853, "drawdown_pct": -7.654204717998669, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 21.2384047917717, "drawdown_pct": -7.054645607610155, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 21.2384047917717, "drawdown_pct": -7.054645607610155, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 21.2384047917717, "drawdown_pct": -7.054645607610155, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 27.506444270890384, "drawdown_pct": -2.249360089933039, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 29.756678659207722, "drawdown_pct": -0.5242562909568593, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 34.531787113135096, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 41.54267109770035, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 40.72535837786532, "drawdown_pct": -0.5774320305647507, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 45.124549273458115, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 47.917145787284284, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 47.113858243834585, "drawdown_pct": -0.5430658759498219, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 47.113858243834585, "drawdown_pct": -0.5430658759498219, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 47.113858243834585, "drawdown_pct": -0.5430658759498219, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 47.113858243834585, "drawdown_pct": -0.5430658759498219, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 62.03393934779103, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a1_H10_c12_p90_cap3", "variant": "ridge_a1_H10_c12_p90_cap3", "gain_pct": 10.675548432451592, "max_drawdown_pct": 0.0, "capital_score": 10.675548432451592, "stability_score": -10.324451567548408, "n_trades": 6, "skipped_by_capacity": 4, "avg_trade_ret_pct": 1.7207503950032872, "median_trade_ret_pct": 2.0152367260072053, "positive_month_rate": 1.0, "worst_month_pct": 10.690501848294446, "month_gain_concentration": 1.0, "top_asset_trade_share": 0.8333333333333334, "long_counts": { "XRP": 5, "SOL": 1 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 6, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.5, "max_open_trades": 3, "avg_exposure": 0.8333333333333333, "max_exposure": 1.0, "monthly_gain_pct": { "2026-02-28 00:00:00+00:00": 10.690501848294446 } }, "selection_score": 697.9964441777842 }, { "name": "ridge_a1_H10_c12_p90_cap5", "variant": { "name": "ridge_a1_H10_c12_p90_cap5", "threshold": 0.06528395684989366, "pred_percentile": 90, "horizon": 10, "cost_bps": 12, "cap": 5, "delay_bars": 1 }, "model_diag": { "alpha": 1.0, "ykey": "y_H10_c12", "n_train": 12794, "target_mean": 0.007813253534827652 }, "val": { "label": "Validation ridge_a1_H10_c12_p90_cap5", "variant": "ridge_a1_H10_c12_p90_cap5", "gain_pct": 751.7767077216537, "max_drawdown_pct": -8.272658647739062, "capital_score": 739.3677197500451, "stability_score": 735.4770947500451, "n_trades": 256, "skipped_by_capacity": 401, "avg_trade_ret_pct": 0.8447291623944638, "median_trade_ret_pct": 0.7355086517906879, "positive_month_rate": 0.9230769230769231, "worst_month_pct": 0.0, "month_gain_concentration": 0.1621011713128857, "top_asset_trade_share": 0.6796875, "long_counts": { "SOL": 65, "BNB": 1, "ETH": 13, "XRP": 174, "BTC": 3 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 256, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.356060606060606, "max_open_trades": 5, "avg_exposure": 0.8712121212121212, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 6.701850865657605, "2024-10-31 00:00:00+00:00": 8.358152240808607, "2024-11-30 00:00:00+00:00": 89.26366505613865, "2024-12-31 00:00:00+00:00": 113.37243880221911, "2025-01-31 00:00:00+00:00": 99.56803236560233, "2025-02-28 00:00:00+00:00": 121.49420205436405, "2025-03-31 00:00:00+00:00": 73.96391596990009, "2025-04-30 00:00:00+00:00": 10.194892143958782, "2025-07-31 00:00:00+00:00": 45.61412098569747, "2025-10-31 00:00:00+00:00": 40.059477492539486, "2025-11-30 00:00:00+00:00": 40.89018962936689, "2026-02-28 00:00:00+00:00": 100.01520156634695 } }, "test": { "label": "Test ridge_a1_H10_c12_p90_cap5", "variant": "ridge_a1_H10_c12_p90_cap5", "gain_pct": 54.21450246719672, "max_drawdown_pct": -8.788023320898631, "capital_score": 41.03246748584878, "stability_score": 40.03246748584878, "n_trades": 96, "skipped_by_capacity": 103, "avg_trade_ret_pct": 0.4583409687773293, "median_trade_ret_pct": 0.6188124255878709, "positive_month_rate": 1.0, "worst_month_pct": 0.4595983070297791, "month_gain_concentration": 0.3008630170082979, "top_asset_trade_share": 0.5833333333333334, "long_counts": { "XRP": 56, "SOL": 25, "ETH": 7, "BTC": 1, "BNB": 7 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 96, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 3.5849056603773586, "max_open_trades": 5, "avg_exposure": 0.7169811320754715, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 1.4242498357856732, "2025-02-28 00:00:00+00:00": 15.13279771104608, "2025-03-31 00:00:00+00:00": 1.4240111943289264, "2025-04-30 00:00:00+00:00": 0.4595983070297791, "2025-07-31 00:00:00+00:00": 5.697370176813408, "2025-10-31 00:00:00+00:00": 11.056878809581889, "2025-11-30 00:00:00+00:00": 4.235105763884661, "2026-02-28 00:00:00+00:00": 16.968108681072863 }, "curve": [ { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 1.8936740800646845, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 1.5899035998799178, "drawdown_pct": -0.2981249649964268, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 1.5899035998799178, "drawdown_pct": -0.2981249649964268, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 1.5899035998799178, "drawdown_pct": -0.2981249649964268, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 1.5899035998799178, "drawdown_pct": -0.2981249649964268, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 1.4242498357856732, "drawdown_pct": -0.46070008616054814, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 2.1572595925333786, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 2.1572595925333786, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 2.1572595925333786, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": -5.562349552785037, "drawdown_pct": -7.556593800684364, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": -5.562349552785037, "drawdown_pct": -7.556593800684364, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": -5.562349552785037, "drawdown_pct": -7.556593800684364, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": -5.562349552785037, "drawdown_pct": -7.556593800684364, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": -3.134873559949625, "drawdown_pct": -5.180378931063068, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": -3.134873559949625, "drawdown_pct": -5.180378931063068, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 4.1366122036223345, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 6.376267388889687, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 7.545406064930916, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 10.309741346422967, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 10.309741346422967, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 10.309741346422967, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 10.309741346422967, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 16.557047546831754, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 17.66040634968165, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 24.96008474694436, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 21.58844712910438, "drawdown_pct": -2.698171679915118, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 21.58844712910438, "drawdown_pct": -2.698171679915118, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 21.58844712910438, "drawdown_pct": -2.698171679915118, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 26.157328304802874, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 26.157328304802874, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 22.189344793329084, "drawdown_pct": -3.1452659665453075, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 22.189344793329084, "drawdown_pct": -3.1452659665453075, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 22.189344793329084, "drawdown_pct": -3.1452659665453075, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 15.070592872354155, "drawdown_pct": -8.788023320898631, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 16.476858437392636, "drawdown_pct": -7.673331385095361, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 16.476858437392636, "drawdown_pct": -7.673331385095361, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 17.98105874116068, "drawdown_pct": -6.481010396707109, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 18.44065704819046, "drawdown_pct": -6.116704721241817, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 18.44065704819046, "drawdown_pct": -6.116704721241817, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 18.44065704819046, "drawdown_pct": -6.116704721241817, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 22.839578597366142, "drawdown_pct": -2.6298509583374097, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 24.138027225003867, "drawdown_pct": -1.6006213090691501, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 29.354360946652235, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 35.97979462256947, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 35.194906034585756, "drawdown_pct": -0.5772097171953261, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 39.43001179847042, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 41.03679154106726, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 41.3380297947667, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 41.3380297947667, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 41.3380297947667, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 41.3380297947667, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 56.39812047954328, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a1_H10_c12_p90_cap5", "variant": "ridge_a1_H10_c12_p90_cap5", "gain_pct": 8.49081890998879, "max_drawdown_pct": 0.0, "capital_score": 8.49081890998879, "stability_score": -6.259181090011209, "n_trades": 8, "skipped_by_capacity": 2, "avg_trade_ret_pct": 1.0281994828858008, "median_trade_ret_pct": 1.0154472205372862, "positive_month_rate": 1.0, "worst_month_pct": 8.497927720629932, "month_gain_concentration": 1.0, "top_asset_trade_share": 0.625, "long_counts": { "XRP": 5, "ETH": 2, "SOL": 1 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 8, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 3.0, "max_open_trades": 5, "avg_exposure": 0.6, "max_exposure": 1.0, "monthly_gain_pct": { "2026-02-28 00:00:00+00:00": 8.497927720629932 } }, "selection_score": 739.3677197500451 }, { "name": "ridge_a10_H10_c12_p70_cap1", "variant": { "name": "ridge_a10_H10_c12_p70_cap1", "threshold": 0.03316205325357566, "pred_percentile": 70, "horizon": 10, "cost_bps": 12, "cap": 1, "delay_bars": 1 }, "model_diag": { "alpha": 10.0, "ykey": "y_H10_c12", "n_train": 12794, "target_mean": 0.007813253534827652 }, "val": { "label": "Validation ridge_a10_H10_c12_p70_cap1", "variant": "ridge_a10_H10_c12_p70_cap1", "gain_pct": 2068.6008374419375, "max_drawdown_pct": -11.839569996877497, "capital_score": 2050.8414824466213, "stability_score": 2025.3225388712365, "n_trades": 98, "skipped_by_capacity": 1873, "avg_trade_ret_pct": 3.292274529705453, "median_trade_ret_pct": 2.723282723610374, "positive_month_rate": 0.7058823529411765, "worst_month_pct": -29.957719085588906, "month_gain_concentration": 0.1836012750066816, "top_asset_trade_share": 0.6020408163265306, "long_counts": { "SOL": 29, "XRP": 59, "ETH": 6, "BTC": 2, "BNB": 2 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 98, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 41.34364075778066, "2024-10-31 00:00:00+00:00": 5.248857737008365, "2024-11-30 00:00:00+00:00": 124.89208986451462, "2024-12-31 00:00:00+00:00": 261.0022544995269, "2025-01-31 00:00:00+00:00": 150.70549656088576, "2025-02-28 00:00:00+00:00": 317.5583458010133, "2025-03-31 00:00:00+00:00": 220.9663902847892, "2025-04-30 00:00:00+00:00": 379.6944721884304, "2025-05-31 00:00:00+00:00": 45.88498376154894, "2025-07-31 00:00:00+00:00": -8.392825858187962, "2025-08-31 00:00:00+00:00": 95.93314016327759, "2025-10-31 00:00:00+00:00": -14.532589860867574, "2025-11-30 00:00:00+00:00": 172.29395391722005, "2026-01-31 00:00:00+00:00": -11.456345991865874, "2026-02-28 00:00:00+00:00": 252.5146937763975, "2026-03-31 00:00:00+00:00": -29.957719085588906 } }, "test": { "label": "Test ridge_a10_H10_c12_p70_cap1", "variant": "ridge_a10_H10_c12_p70_cap1", "gain_pct": 193.81962452784995, "max_drawdown_pct": -11.839569996877497, "capital_score": 176.0602695325337, "stability_score": 176.0602695325337, "n_trades": 54, "skipped_by_capacity": 647, "avg_trade_ret_pct": 2.094361953592339, "median_trade_ret_pct": 2.294028709077204, "positive_month_rate": 1.0, "worst_month_pct": 0.6020557808938918, "month_gain_concentration": 0.20348679950842072, "top_asset_trade_share": 0.5, "long_counts": { "XRP": 27, "SOL": 17, "ETH": 6, "BTC": 1, "BNB": 3 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 54, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 29.040363543740682, "2025-02-28 00:00:00+00:00": 38.48137552243918, "2025-03-31 00:00:00+00:00": 24.924092747790837, "2025-04-30 00:00:00+00:00": 12.298347842318634, "2025-05-31 00:00:00+00:00": 4.169764578066378, "2025-07-31 00:00:00+00:00": 4.4137334716512555, "2025-08-31 00:00:00+00:00": 3.5712957255129254, "2025-10-31 00:00:00+00:00": 11.804600646867868, "2025-11-30 00:00:00+00:00": 18.676513206038436, "2025-12-31 00:00:00+00:00": 0.6020557808938918, "2026-01-31 00:00:00+00:00": 5.657479886052698, "2026-02-28 00:00:00+00:00": 30.007979850595717, "2026-03-31 00:00:00+00:00": 5.462332660192715 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 2.473509482458411, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 12.176080922468117, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 15.585102283430004, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 15.585102283430004, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 15.585102283430004, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 14:00:00+00:00", "gain_pct": 15.585102283430004, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 13.862162054812174, "drawdown_pct": -1.4906248249821563, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 01:00:00+00:00", "gain_pct": 13.862162054812174, "drawdown_pct": -1.4906248249821563, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 13.862162054812174, "drawdown_pct": -1.4906248249821563, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 13.862162054812174, "drawdown_pct": -1.4906248249821563, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 13.862162054812174, "drawdown_pct": -1.4906248249821563, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 13.862162054812174, "drawdown_pct": -1.4906248249821563, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 13.862162054812174, "drawdown_pct": -1.4906248249821563, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-23 14:00:00+00:00", "gain_pct": 24.851247304220763, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-27 14:00:00+00:00", "gain_pct": 25.472304800768896, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 29.040363543740682, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 33.703343336294125, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 33.703343336294125, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 00:00:00+00:00", "gain_pct": 33.703343336294125, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 33.703343336294125, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 33.703343336294125, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 17.873442413828144, "drawdown_pct": -11.839569996877497, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 17.873442413828144, "drawdown_pct": -11.839569996877497, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 17.873442413828144, "drawdown_pct": -11.839569996877497, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 17.873442413828144, "drawdown_pct": -11.839569996877497, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 10:00:00+00:00", "gain_pct": 17.873442413828144, "drawdown_pct": -11.839569996877497, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 17.873442413828144, "drawdown_pct": -11.839569996877497, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 17.873442413828144, "drawdown_pct": -11.839569996877497, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 19:00:00+00:00", "gain_pct": 30.961024980501946, "drawdown_pct": -2.05104695766255, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 30.961024980501946, "drawdown_pct": -2.05104695766255, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": 30.961024980501946, "drawdown_pct": -2.05104695766255, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 27.626037937580904, "drawdown_pct": -4.545365319270611, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 27.626037937580904, "drawdown_pct": -4.545365319270611, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 34.63946963081952, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-10 03:00:00+00:00", "gain_pct": 34.63946963081952, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-18 16:00:00+00:00", "gain_pct": 39.27854937283652, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 44.90720450839453, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 44.90720450839453, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 44.90720450839453, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 44.90720450839453, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 44.90720450839453, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 44.90720450839453, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 49.581378092662334, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-26 17:00:00+00:00", "gain_pct": 50.62074755250558, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 50.62074755250558, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-28 03:00:00+00:00", "gain_pct": 55.59673189204142, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 67.52173906617986, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 69.22752458423474, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 16:00:00+00:00", "gain_pct": 69.22752458423474, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 69.22752458423474, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 69.22752458423474, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-03 06:00:00+00:00", "gain_pct": 86.37582975984691, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 86.37582975984691, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 82.02997069541226, "drawdown_pct": -2.3317718129193366, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 82.02997069541226, "drawdown_pct": -2.3317718129193366, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 05:00:00+00:00", "gain_pct": 82.02997069541226, "drawdown_pct": -2.3317718129193366, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 87.97018923572378, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 87.97018923572378, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 87.97018923572378, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 87.97018923572378, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 87.97018923572378, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 14:00:00+00:00", "gain_pct": 94.07084242368865, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 94.07084242368865, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 94.07084242368865, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 94.07084242368865, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-09 16:00:00+00:00", "gain_pct": 86.53000253766515, "drawdown_pct": -3.885611971303038, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 86.53000253766515, "drawdown_pct": -3.885611971303038, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 90.47234418766237, "drawdown_pct": -1.854218898153781, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 90.47234418766237, "drawdown_pct": -1.854218898153781, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 90.47234418766237, "drawdown_pct": -1.854218898153781, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 77.53107876937207, "drawdown_pct": -8.522539216997648, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 88.37902160887936, "drawdown_pct": -2.932857271976541, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 88.37902160887936, "drawdown_pct": -2.932857271976541, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 92.4458318139707, "drawdown_pct": -0.8373285700333466, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 92.4458318139707, "drawdown_pct": -0.8373285700333466, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 06:00:00+00:00", "gain_pct": 96.72521007795694, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 96.72521007795694, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 96.72521007795694, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 96.72521007795694, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 96.72521007795694, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 103.33457770860946, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-09 01:00:00+00:00", "gain_pct": 103.33457770860946, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-09 17:00:00+00:00", "gain_pct": 101.74273849474574, "drawdown_pct": -0.782866953472583, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-10 15:00:00+00:00", "gain_pct": 98.74517591277515, "drawdown_pct": -2.2570690374222435, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-22 21:00:00+00:00", "gain_pct": 104.74417965628933, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 108.91394423435571, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 107.8495467079693, "drawdown_pct": -0.5094908960181166, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 113.32767770600697, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 113.32767770600697, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-08-14 12:00:00+00:00", "gain_pct": 118.73126781276872, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-08-24 19:00:00+00:00", "gain_pct": 116.89897343151989, "drawdown_pct": -0.8376920225311557, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-10 22:00:00+00:00", "gain_pct": 115.41132637264676, "drawdown_pct": -1.5178174905307928, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-11 05:00:00+00:00", "gain_pct": 115.41132637264676, "drawdown_pct": -1.5178174905307928, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 112.83983046663758, "drawdown_pct": -2.6934591496877935, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 112.83983046663758, "drawdown_pct": -2.6934591496877935, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 124.84797286599732, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 123.54712158440529, "drawdown_pct": -0.5785470355862632, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 123.54712158440529, "drawdown_pct": -0.5785470355862632, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-19 09:00:00+00:00", "gain_pct": 128.70357407838776, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-04 19:00:00+00:00", "gain_pct": 133.6298613460967, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 133.6298613460967, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-04 21:00:00+00:00", "gain_pct": 133.6298613460967, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 141.27499862426131, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 141.27499862426131, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 141.27499862426131, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 147.3800872844262, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 147.9821430653201, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 153.6396229513728, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 162.35281355955556, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 163.04885004236644, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 163.04885004236644, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 163.04885004236644, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 163.04885004236644, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 163.04885004236644, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 163.04885004236644, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 163.04885004236644, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 05:00:00+00:00", "gain_pct": 163.04885004236644, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 187.6868859200962, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 16:00:00+00:00", "gain_pct": 187.6868859200962, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-28 07:00:00+00:00", "gain_pct": 183.6476028019685, "drawdown_pct": -1.4040553517790766, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 189.10993546216122, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a10_H10_c12_p70_cap1", "variant": "ridge_a10_H10_c12_p70_cap1", "gain_pct": 16.417599929071642, "max_drawdown_pct": -1.4040553517790877, "capital_score": 14.31151690140301, "stability_score": -5.68848309859699, "n_trades": 5, "skipped_by_capacity": 51, "avg_trade_ret_pct": 3.146217104824245, "median_trade_ret_pct": 2.7045116216670473, "positive_month_rate": 0.3333333333333333, "worst_month_pct": -1.6312707005528893, "month_gain_concentration": 1.0, "top_asset_trade_share": 0.8, "long_counts": { "XRP": 4, "ETH": 1 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 5, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 16.18279140390655, "2026-03-31 00:00:00+00:00": -1.6312707005528893 } }, "selection_score": 2050.8414824466213 }, { "name": "ridge_a10_H10_c12_p70_cap2", "variant": { "name": "ridge_a10_H10_c12_p70_cap2", "threshold": 0.03316205325357566, "pred_percentile": 70, "horizon": 10, "cost_bps": 12, "cap": 2, "delay_bars": 1 }, "model_diag": { "alpha": 10.0, "ykey": "y_H10_c12", "n_train": 12794, "target_mean": 0.007813253534827652 }, "val": { "label": "Validation ridge_a10_H10_c12_p70_cap2", "variant": "ridge_a10_H10_c12_p70_cap2", "gain_pct": 2109.546892409563, "max_drawdown_pct": -11.489131452600088, "capital_score": 2092.313195230663, "stability_score": 2066.1540048836428, "n_trades": 188, "skipped_by_capacity": 1783, "avg_trade_ret_pct": 1.68549486935013, "median_trade_ret_pct": 1.4364806098937188, "positive_month_rate": 0.7058823529411765, "worst_month_pct": -30.6272754534034, "month_gain_concentration": 0.17489020973664768, "top_asset_trade_share": 0.601063829787234, "long_counts": { "SOL": 54, "XRP": 113, "BTC": 4, "ETH": 14, "BNB": 3 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 188, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.942084942084942, "max_open_trades": 2, "avg_exposure": 0.971042471042471, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 45.63726888546975, "2024-10-31 00:00:00+00:00": 5.007348426532019, "2024-11-30 00:00:00+00:00": 125.1148463723662, "2024-12-31 00:00:00+00:00": 260.9181611964612, "2025-01-31 00:00:00+00:00": 158.95392441429613, "2025-02-28 00:00:00+00:00": 326.2961162551612, "2025-03-31 00:00:00+00:00": 233.23500657259478, "2025-04-30 00:00:00+00:00": 369.43675719365, "2025-05-31 00:00:00+00:00": 46.88282531410118, "2025-07-31 00:00:00+00:00": -4.258024957950738, "2025-08-31 00:00:00+00:00": 99.018999749248, "2025-10-31 00:00:00+00:00": -7.397839315682177, "2025-11-30 00:00:00+00:00": 178.40826783481748, "2026-01-31 00:00:00+00:00": -11.708909956312255, "2026-02-28 00:00:00+00:00": 263.48291959181256, "2026-03-31 00:00:00+00:00": -30.6272754534034 } }, "test": { "label": "Test ridge_a10_H10_c12_p70_cap2", "variant": "ridge_a10_H10_c12_p70_cap2", "gain_pct": 194.77461840750124, "max_drawdown_pct": -7.960624221703194, "capital_score": 182.83368207494644, "stability_score": 182.83368207494644, "n_trades": 102, "skipped_by_capacity": 599, "avg_trade_ret_pct": 1.0826953203987657, "median_trade_ret_pct": 1.195040185308412, "positive_month_rate": 1.0, "worst_month_pct": 0.598716346179998, "month_gain_concentration": 0.19606330437107905, "top_asset_trade_share": 0.47058823529411764, "long_counts": { "XRP": 48, "SOL": 33, "ETH": 13, "BNB": 6, "BTC": 2 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 102, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.9098360655737705, "max_open_trades": 2, "avg_exposure": 0.9549180327868853, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 24.74323836906933, "2025-02-28 00:00:00+00:00": 37.258044688335616, "2025-03-31 00:00:00+00:00": 25.996257342690598, "2025-04-30 00:00:00+00:00": 13.043825733001057, "2025-05-31 00:00:00+00:00": 4.115200206398953, "2025-07-31 00:00:00+00:00": 4.371164415927865, "2025-08-31 00:00:00+00:00": 7.038065962263147, "2025-10-31 00:00:00+00:00": 13.057455706401385, "2025-11-30 00:00:00+00:00": 16.235098762443812, "2025-12-31 00:00:00+00:00": 0.598716346179998, "2026-01-31 00:00:00+00:00": 5.65475579919854, "2026-02-28 00:00:00+00:00": 30.487819656386222, "2026-03-31 00:00:00+00:00": 7.431045354174785 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 1.2367547412292197, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 8.67030472335233, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 10.321545286660097, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 10.321545286660097, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 10.321545286660097, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 14:00:00+00:00", "gain_pct": 10.321545286660097, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 12.698771216885817, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-20 01:00:00+00:00", "gain_pct": 12.698771216885817, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 12.698771216885817, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 12.698771216885817, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 12.698771216885817, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 12.698771216885817, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 12.698771216885817, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-23 14:00:00+00:00", "gain_pct": 22.68928899074018, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-27 14:00:00+00:00", "gain_pct": 22.994440538358248, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 24.74323836906933, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 26.99708818705858, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 26.99708818705858, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 00:00:00+00:00", "gain_pct": 26.99708818705858, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 26.99708818705858, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 26.99708818705858, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 17.327677342802616, "drawdown_pct": -7.613883894734297, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 17.327677342802616, "drawdown_pct": -7.613883894734297, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 17.327677342802616, "drawdown_pct": -7.613883894734297, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 17.327677342802616, "drawdown_pct": -7.613883894734297, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 10:00:00+00:00", "gain_pct": 17.327677342802616, "drawdown_pct": -7.613883894734297, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 17.327677342802616, "drawdown_pct": -7.613883894734297, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 17.327677342802616, "drawdown_pct": -7.613883894734297, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 19:00:00+00:00", "gain_pct": 28.277949010824813, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 28.277949010824813, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": 28.277949010824813, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 25.03208460406381, "drawdown_pct": -2.530337000077154, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 25.03208460406381, "drawdown_pct": -2.530337000077154, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 29.92547356962956, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-10 03:00:00+00:00", "gain_pct": 29.92547356962956, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-18 16:00:00+00:00", "gain_pct": 34.093079904485336, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 38.89066538745533, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 38.89066538745533, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 38.89066538745533, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 38.89066538745533, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 38.89066538745533, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 38.89066538745533, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 43.40689544836269, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-26 17:00:00+00:00", "gain_pct": 44.4050923725284, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 44.4050923725284, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-28 03:00:00+00:00", "gain_pct": 50.26430166768614, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 62.00128305740495, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 63.65505586796979, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 16:00:00+00:00", "gain_pct": 63.65505586796979, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 63.65505586796979, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 63.65505586796979, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-03 06:00:00+00:00", "gain_pct": 80.65880357643954, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 80.65880357643954, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 76.47080928663851, "drawdown_pct": -2.3181789134505304, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 76.47080928663851, "drawdown_pct": -2.3181789134505304, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 05:00:00+00:00", "gain_pct": 76.47080928663851, "drawdown_pct": -2.3181789134505304, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 82.2765967057179, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 82.2765967057179, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 82.2765967057179, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 82.2765967057179, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 82.2765967057179, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 14:00:00+00:00", "gain_pct": 88.2404623900176, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 88.2404623900176, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 88.2404623900176, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 88.2404623900176, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-09 16:00:00+00:00", "gain_pct": 80.99721971880632, "drawdown_pct": -3.8478670203242027, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 80.99721971880632, "drawdown_pct": -3.8478670203242027, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 85.65505298388905, "drawdown_pct": -1.3734610366456734, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 85.65505298388905, "drawdown_pct": -1.3734610366456734, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 85.65505298388905, "drawdown_pct": -1.3734610366456734, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 73.25534654595177, "drawdown_pct": -7.960624221703194, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 84.00374634458981, "drawdown_pct": -2.250693603083953, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 84.00374634458981, "drawdown_pct": -2.250693603083953, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 87.99754040009555, "drawdown_pct": -0.12904876392554332, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 87.99754040009555, "drawdown_pct": -0.12904876392554332, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 06:00:00+00:00", "gain_pct": 92.20124294621885, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 92.20124294621885, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 92.20124294621885, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 92.20124294621885, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 92.20124294621885, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 98.71285610636446, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-04-09 01:00:00+00:00", "gain_pct": 98.71285610636446, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-09 17:00:00+00:00", "gain_pct": 98.0321311579871, "drawdown_pct": -0.3425671402020325, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-10 15:00:00+00:00", "gain_pct": 95.10063195286077, "drawdown_pct": -1.8178109983836066, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-22 21:00:00+00:00", "gain_pct": 101.0413661330966, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 105.15656633949555, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 104.11264367994079, "drawdown_pct": -0.5088419435853031, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 109.52773075542342, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 109.52773075542342, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-08-14 12:00:00+00:00", "gain_pct": 118.39141287743112, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-08-24 19:00:00+00:00", "gain_pct": 116.56579671768657, "drawdown_pct": -0.8359377027196357, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-10 22:00:00+00:00", "gain_pct": 115.08298173757356, "drawdown_pct": -1.5149089866982823, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-11 05:00:00+00:00", "gain_pct": 115.08298173757356, "drawdown_pct": -1.5149089866982823, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 112.52306816052032, "drawdown_pct": -2.687076675585376, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 112.52306816052032, "drawdown_pct": -2.687076675585376, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 124.68245806702546, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 123.38444449051403, "drawdown_pct": -0.577710243905305, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 123.38444449051403, "drawdown_pct": -0.577710243905305, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-19 09:00:00+00:00", "gain_pct": 129.62325242408795, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-11-04 19:00:00+00:00", "gain_pct": 132.09630101842035, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 132.09630101842035, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-04 21:00:00+00:00", "gain_pct": 132.09630101842035, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 139.75338812831035, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 139.75338812831035, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 139.75338812831035, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 145.85835118653176, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 146.45706753271176, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 152.1118233319103, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 160.84690952414428, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 161.5394097663917, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 161.5394097663917, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 161.5394097663917, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 161.5394097663917, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 161.5394097663917, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 161.5394097663917, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 161.5394097663917, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 05:00:00+00:00", "gain_pct": 161.5394097663917, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 186.60967613155503, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 16:00:00+00:00", "gain_pct": 186.60967613155503, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-28 07:00:00+00:00", "gain_pct": 182.59964298829652, "drawdown_pct": -1.3991269232019543, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 190.0306883424713, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a10_H10_c12_p70_cap2", "variant": "ridge_a10_H10_c12_p70_cap2", "gain_pct": 18.0487279758446, "max_drawdown_pct": -1.3991269232019543, "capital_score": 15.950037591041667, "stability_score": 1.9500375910416692, "n_trades": 10, "skipped_by_capacity": 46, "avg_trade_ret_pct": 1.6880730211529194, "median_trade_ret_pct": 1.447412246808537, "positive_month_rate": 0.3333333333333333, "worst_month_pct": -1.636313273576775, "month_gain_concentration": 1.0, "top_asset_trade_share": 0.6, "long_counts": { "XRP": 6, "ETH": 3, "SOL": 1 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 10, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.0, "max_open_trades": 2, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 16.952454165631778, "2026-03-31 00:00:00+00:00": -1.636313273576775 } }, "selection_score": 2092.313195230663 }, { "name": "ridge_a10_H10_c12_p70_cap3", "variant": { "name": "ridge_a10_H10_c12_p70_cap3", "threshold": 0.03316205325357566, "pred_percentile": 70, "horizon": 10, "cost_bps": 12, "cap": 3, "delay_bars": 1 }, "model_diag": { "alpha": 10.0, "ykey": "y_H10_c12", "n_train": 12794, "target_mean": 0.007813253534827652 }, "val": { "label": "Validation ridge_a10_H10_c12_p70_cap3", "variant": "ridge_a10_H10_c12_p70_cap3", "gain_pct": 1923.4102718897514, "max_drawdown_pct": -11.378465332914377, "capital_score": 1906.3425738903798, "stability_score": 1882.4967742738831, "n_trades": 271, "skipped_by_capacity": 1700, "avg_trade_ret_pct": 1.1271685947253667, "median_trade_ret_pct": 0.9550945607459868, "positive_month_rate": 0.7058823529411765, "worst_month_pct": -28.080116959670022, "month_gain_concentration": 0.17474939120766053, "top_asset_trade_share": 0.6088560885608856, "long_counts": { "SOL": 79, "XRP": 165, "BTC": 6, "BNB": 5, "ETH": 16 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 271, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.833976833976834, "max_open_trades": 3, "avg_exposure": 0.9446589446589446, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 41.4927288632901, "2024-10-31 00:00:00+00:00": 4.730716316084397, "2024-11-30 00:00:00+00:00": 124.25993060874629, "2024-12-31 00:00:00+00:00": 228.02894214409702, "2025-01-31 00:00:00+00:00": 138.83167734837002, "2025-02-28 00:00:00+00:00": 299.84910605326843, "2025-03-31 00:00:00+00:00": 237.98344671734708, "2025-04-30 00:00:00+00:00": 336.7960474354902, "2025-05-31 00:00:00+00:00": 29.019459028810388, "2025-07-31 00:00:00+00:00": -2.6170714087063516, "2025-08-31 00:00:00+00:00": 91.81712265751253, "2025-10-31 00:00:00+00:00": -4.551996407306888, "2025-11-30 00:00:00+00:00": 165.6071594869734, "2026-01-31 00:00:00+00:00": -10.820981311156402, "2026-02-28 00:00:00+00:00": 228.8925089271413, "2026-03-31 00:00:00+00:00": -28.080116959670022 } }, "test": { "label": "Test ridge_a10_H10_c12_p70_cap3", "variant": "ridge_a10_H10_c12_p70_cap3", "gain_pct": 177.96004787873704, "max_drawdown_pct": -8.702878026253458, "capital_score": 164.90573083935686, "stability_score": 164.90573083935686, "n_trades": 144, "skipped_by_capacity": 557, "avg_trade_ret_pct": 0.7201921659981718, "median_trade_ret_pct": 0.8009316406121934, "positive_month_rate": 1.0, "worst_month_pct": 0.5709359502135385, "month_gain_concentration": 0.20422704958777077, "top_asset_trade_share": 0.4375, "long_counts": { "XRP": 63, "SOL": 48, "ETH": 20, "BNB": 9, "BTC": 4 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 144, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.737704918032787, "max_open_trades": 3, "avg_exposure": 0.912568306010929, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 23.746512187250886, "2025-02-28 00:00:00+00:00": 35.161127636216946, "2025-03-31 00:00:00+00:00": 23.64508255870595, "2025-04-30 00:00:00+00:00": 12.995633624331617, "2025-05-31 00:00:00+00:00": 4.009581501992415, "2025-07-31 00:00:00+00:00": 2.832603395257877, "2025-08-31 00:00:00+00:00": 5.69517212142523, "2025-10-31 00:00:00+00:00": 11.732199668758227, "2025-11-30 00:00:00+00:00": 14.585066545737845, "2025-12-31 00:00:00+00:00": 0.5709359502135385, "2026-01-31 00:00:00+00:00": 5.401579230897738, "2026-02-28 00:00:00+00:00": 27.11169698122771, "2026-03-31 00:00:00+00:00": 4.679657735692047 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 0.8245031608194751, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 7.299896568260834, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 8.386841415511071, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 8.386841415511071, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 8.386841415511071, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-19 14:00:00+00:00", "gain_pct": 8.386841415511071, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 12.227492512598857, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-20 01:00:00+00:00", "gain_pct": 12.227492512598857, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 12.227492512598857, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 12.227492512598857, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 12.227492512598857, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 12.227492512598857, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 12.227492512598857, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-23 14:00:00+00:00", "gain_pct": 22.381608296688327, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-27 14:00:00+00:00", "gain_pct": 22.58453248824533, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 23.746512187250886, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 25.237072892138457, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 25.237072892138457, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 00:00:00+00:00", "gain_pct": 25.237072892138457, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 25.237072892138457, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 25.237072892138457, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 17.42371218568907, "drawdown_pct": -6.238856055968922, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 17.42371218568907, "drawdown_pct": -6.238856055968922, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 17.42371218568907, "drawdown_pct": -6.238856055968922, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 17.42371218568907, "drawdown_pct": -6.238856055968922, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 10:00:00+00:00", "gain_pct": 17.42371218568907, "drawdown_pct": -6.238856055968922, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 17.42371218568907, "drawdown_pct": -6.238856055968922, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 17.42371218568907, "drawdown_pct": -6.238856055968922, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 19:00:00+00:00", "gain_pct": 29.292334455348822, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 29.292334455348822, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": 29.292334455348822, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 26.104818955881967, "drawdown_pct": -2.4653553614716883, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 26.104818955881967, "drawdown_pct": -2.4653553614716883, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 31.35314002735231, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-10 03:00:00+00:00", "gain_pct": 31.35314002735231, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-18 16:00:00+00:00", "gain_pct": 35.69552621644044, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 38.92283801917063, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 38.92283801917063, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 38.92283801917063, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 38.92283801917063, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 38.92283801917063, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 38.92283801917063, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 44.137897345205374, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-26 17:00:00+00:00", "gain_pct": 44.83735190410334, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 44.83735190410334, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-28 03:00:00+00:00", "gain_pct": 51.089327788336334, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 58.90763982346783, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 59.98818561369416, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 16:00:00+00:00", "gain_pct": 59.98818561369416, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 59.98818561369416, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 59.98818561369416, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-03 06:00:00+00:00", "gain_pct": 76.75401251863977, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 76.75401251863977, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 72.6644639395891, "drawdown_pct": -2.31369490331621, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 72.6644639395891, "drawdown_pct": -2.31369490331621, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 05:00:00+00:00", "gain_pct": 72.6644639395891, "drawdown_pct": -2.31369490331621, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 78.36056993189055, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 78.36056993189055, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 78.36056993189055, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 78.36056993189055, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 78.36056993189055, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 14:00:00+00:00", "gain_pct": 84.21219029756136, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 84.21219029756136, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 84.21219029756136, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 84.21219029756136, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-09 16:00:00+00:00", "gain_pct": 77.14672686190042, "drawdown_pct": -3.8355026473807063, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 77.14672686190042, "drawdown_pct": -3.8355026473807063, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 80.1449109796173, "drawdown_pct": -2.207931685397213, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 80.1449109796173, "drawdown_pct": -2.207931685397213, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 80.1449109796173, "drawdown_pct": -2.207931685397213, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 68.18042806647469, "drawdown_pct": -8.702878026253458, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 78.66774037363984, "drawdown_pct": -3.0098170566049243, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 78.66774037363984, "drawdown_pct": -3.0098170566049243, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 82.55272238217378, "drawdown_pct": -0.9008458738300695, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 82.55272238217378, "drawdown_pct": -0.9008458738300695, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 06:00:00+00:00", "gain_pct": 86.64227320781336, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 86.64227320781336, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 86.64227320781336, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 86.64227320781336, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 86.64227320781336, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 92.98337151212237, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-04-09 01:00:00+00:00", "gain_pct": 92.98337151212237, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-09 17:00:00+00:00", "gain_pct": 92.60569433105394, "drawdown_pct": -0.19570452008851325, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-10 15:00:00+00:00", "gain_pct": 89.75804354890914, "drawdown_pct": -1.6712983807574466, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-22 21:00:00+00:00", "gain_pct": 95.5483560065054, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 99.55793750849782, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 98.880693397502, "drawdown_pct": -0.33937217404192976, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 102.39054090375569, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 102.39054090375569, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-08-14 12:00:00+00:00", "gain_pct": 109.83861057424025, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-08-24 19:00:00+00:00", "gain_pct": 108.08571302518092, "drawdown_pct": -0.8353551066042519, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-10 22:00:00+00:00", "gain_pct": 106.66177398849143, "drawdown_pct": -1.5139428235133368, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-11 05:00:00+00:00", "gain_pct": 106.66177398849143, "drawdown_pct": -1.5139428235133368, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 104.20453066565065, "drawdown_pct": -2.6849586418683846, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 104.20453066565065, "drawdown_pct": -2.6849586418683846, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 114.84628533449722, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 113.60569406649734, "drawdown_pct": -0.5774320305647285, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 113.60569406649734, "drawdown_pct": -0.5774320305647285, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-19 09:00:00+00:00", "gain_pct": 119.81791269393915, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-11-04 19:00:00+00:00", "gain_pct": 121.39620924203965, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 121.39620924203965, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-04 21:00:00+00:00", "gain_pct": 121.39620924203965, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 128.72033321432437, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 128.72033321432437, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 128.72033321432437, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 134.402979239677, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 134.97391518989053, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 140.37549442078827, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 148.7279441321406, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 147.37718754360733, "drawdown_pct": -0.5430658759498552, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 147.37718754360733, "drawdown_pct": -0.5430658759498552, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 147.37718754360733, "drawdown_pct": -0.5430658759498552, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 147.37718754360733, "drawdown_pct": -0.5430658759498552, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 147.37718754360733, "drawdown_pct": -0.5430658759498552, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 147.37718754360733, "drawdown_pct": -0.5430658759498552, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 147.37718754360733, "drawdown_pct": -0.5430658759498552, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 05:00:00+00:00", "gain_pct": 147.37718754360733, "drawdown_pct": -0.5430658759498552, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 171.27829022191014, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 16:00:00+00:00", "gain_pct": 171.27829022191014, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-28 07:00:00+00:00", "gain_pct": 167.48719140201598, "drawdown_pct": -1.3974943652118155, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 172.16684913770803, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a10_H10_c12_p70_cap3", "variant": "ridge_a10_H10_c12_p70_cap3", "gain_pct": 17.9278706609102, "max_drawdown_pct": -0.013509213160267652, "capital_score": 17.9076068411698, "stability_score": 4.764749698312661, "n_trades": 14, "skipped_by_capacity": 42, "avg_trade_ret_pct": 1.1911307034890934, "median_trade_ret_pct": 0.9152583514475633, "positive_month_rate": 0.3333333333333333, "worst_month_pct": -0.015601201019592281, "month_gain_concentration": 1.0, "top_asset_trade_share": 0.5714285714285714, "long_counts": { "XRP": 8, "ETH": 3, "BTC": 1, "SOL": 2 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 14, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.8333333333333335, "max_open_trades": 3, "avg_exposure": 0.9444444444444443, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 15.485638093880297, "2026-03-31 00:00:00+00:00": -0.015601201019592281 } }, "selection_score": 1906.3425738903798 }, { "name": "ridge_a10_H10_c12_p70_cap5", "variant": { "name": "ridge_a10_H10_c12_p70_cap5", "threshold": 0.03316205325357566, "pred_percentile": 70, "horizon": 10, "cost_bps": 12, "cap": 5, "delay_bars": 1 }, "model_diag": { "alpha": 10.0, "ykey": "y_H10_c12", "n_train": 12794, "target_mean": 0.007813253534827652 }, "val": { "label": "Validation ridge_a10_H10_c12_p70_cap5", "variant": "ridge_a10_H10_c12_p70_cap5", "gain_pct": 1557.2479789749343, "max_drawdown_pct": -11.291988810650333, "capital_score": 1540.3099957589588, "stability_score": 1536.342032654739, "n_trades": 416, "skipped_by_capacity": 1555, "avg_trade_ret_pct": 0.6812667155754106, "median_trade_ret_pct": 0.602006010400939, "positive_month_rate": 0.7647058823529411, "worst_month_pct": -8.727578488835434, "month_gain_concentration": 0.16351272522480337, "top_asset_trade_share": 0.5913461538461539, "long_counts": { "SOL": 124, "XRP": 246, "BTC": 11, "BNB": 9, "ETH": 26 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 416, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.455598455598456, "max_open_trades": 5, "avg_exposure": 0.8911196911196911, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 28.315415639689974, "2024-10-31 00:00:00+00:00": 3.612918622011705, "2024-11-30 00:00:00+00:00": 111.23359739719368, "2024-12-31 00:00:00+00:00": 176.15510362775643, "2025-01-31 00:00:00+00:00": 110.16074689870032, "2025-02-28 00:00:00+00:00": 244.65705120400355, "2025-03-31 00:00:00+00:00": 201.01938732027133, "2025-04-30 00:00:00+00:00": 251.57456882248357, "2025-05-31 00:00:00+00:00": 14.099988972966912, "2025-07-31 00:00:00+00:00": -1.2643819323311618, "2025-08-31 00:00:00+00:00": 74.27670811730854, "2025-10-31 00:00:00+00:00": -2.2011884245446254, "2025-11-30 00:00:00+00:00": 133.65881579060988, "2026-01-31 00:00:00+00:00": -8.727578488835434, "2026-02-28 00:00:00+00:00": 185.44384631001026, "2026-03-31 00:00:00+00:00": 4.354482880188698 } }, "test": { "label": "Test ridge_a10_H10_c12_p70_cap5", "variant": "ridge_a10_H10_c12_p70_cap5", "gain_pct": 117.04273285205966, "max_drawdown_pct": -9.745574157577519, "capital_score": 102.42437161569337, "stability_score": 102.42437161569337, "n_trades": 213, "skipped_by_capacity": 488, "avg_trade_ret_pct": 0.3678315325966471, "median_trade_ret_pct": 0.46641607224294734, "positive_month_rate": 1.0, "worst_month_pct": 0.266354458039018, "month_gain_concentration": 0.2129298438633386, "top_asset_trade_share": 0.43661971830985913, "long_counts": { "XRP": 93, "SOL": 63, "ETH": 33, "BTC": 9, "BNB": 15 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 213, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.122950819672131, "max_open_trades": 5, "avg_exposure": 0.8245901639344262, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 14.835028387800833, "2025-02-28 00:00:00+00:00": 17.537377979643992, "2025-03-31 00:00:00+00:00": 9.598352018947224, "2025-04-30 00:00:00+00:00": 9.883079416137491, "2025-05-31 00:00:00+00:00": 1.863136772740006, "2025-07-31 00:00:00+00:00": 1.308411671945322, "2025-08-31 00:00:00+00:00": 5.703670754152796, "2025-10-31 00:00:00+00:00": 10.520269572899991, "2025-11-30 00:00:00+00:00": 11.066912565075512, "2025-12-31 00:00:00+00:00": 0.266354458039018, "2026-01-31 00:00:00+00:00": 3.131721304867284, "2026-02-28 00:00:00+00:00": 23.7826679394598, "2026-03-31 00:00:00+00:00": 2.1955235160366726 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 0.4947018964916765, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 4.337081343271208, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 4.971240312125673, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 4.971240312125673, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 4.971240312125673, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-01-19 14:00:00+00:00", "gain_pct": 4.971240312125673, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 7.614893861153988, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-01-20 01:00:00+00:00", "gain_pct": 6.115415396675189, "drawdown_pct": -1.3933744769691891, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 6.115415396675189, "drawdown_pct": -1.3933744769691891, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 6.115415396675189, "drawdown_pct": -1.3933744769691891, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 6.115415396675189, "drawdown_pct": -1.3933744769691891, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 6.115415396675189, "drawdown_pct": -1.3933744769691891, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 6.115415396675189, "drawdown_pct": -1.3933744769691891, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-23 14:00:00+00:00", "gain_pct": 14.07212103932963, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-27 14:00:00+00:00", "gain_pct": 14.185608645498263, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 14.835028387800833, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 15.66496004971546, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 15.66496004971546, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 00:00:00+00:00", "gain_pct": 15.66496004971546, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 15.66496004971546, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 15.66496004971546, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 4.392745593738027, "drawdown_pct": -9.745574157577519, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 4.392745593738027, "drawdown_pct": -9.745574157577519, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 4.392745593738027, "drawdown_pct": -9.745574157577519, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 4.392745593738027, "drawdown_pct": -9.745574157577519, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 10:00:00+00:00", "gain_pct": 4.392745593738027, "drawdown_pct": -9.745574157577519, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 4.392745593738027, "drawdown_pct": -9.745574157577519, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 4.392745593738027, "drawdown_pct": -9.745574157577519, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 19:00:00+00:00", "gain_pct": 14.993985655367098, "drawdown_pct": -0.5801016955004901, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 14.993985655367098, "drawdown_pct": -0.5801016955004901, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": 14.993985655367098, "drawdown_pct": -0.5801016955004901, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 13.287322927505684, "drawdown_pct": -2.055624383726773, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 11.466140364780955, "drawdown_pct": -3.630157035570458, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 14.685291359031552, "drawdown_pct": -0.846988310256469, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-10 03:00:00+00:00", "gain_pct": 14.685291359031552, "drawdown_pct": -0.846988310256469, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-18 16:00:00+00:00", "gain_pct": 18.382663751493695, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 20.068100269270317, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 20.068100269270317, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 20.068100269270317, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 20.068100269270317, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 20.068100269270317, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 20.068100269270317, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 24.441685783979764, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-26 17:00:00+00:00", "gain_pct": 24.819843711105733, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 24.819843711105733, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-28 03:00:00+00:00", "gain_pct": 28.40580470314086, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 32.372406367444825, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 32.91210671720782, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-02 16:00:00+00:00", "gain_pct": 32.91210671720782, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 32.91210671720782, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 32.91210671720782, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-03 06:00:00+00:00", "gain_pct": 41.18842839970861, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 41.18842839970861, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 36.70660726593641, "drawdown_pct": -3.1743544315714245, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 36.70660726593641, "drawdown_pct": -3.1743544315714245, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 05:00:00+00:00", "gain_pct": 36.70660726593641, "drawdown_pct": -3.1743544315714245, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 40.54801876145433, "drawdown_pct": -0.4535850745793879, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 40.54801876145433, "drawdown_pct": -0.4535850745793879, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 40.54801876145433, "drawdown_pct": -0.4535850745793879, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 40.54801876145433, "drawdown_pct": -0.4535850745793879, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 40.54801876145433, "drawdown_pct": -0.4535850745793879, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-07 14:00:00+00:00", "gain_pct": 45.82933629089928, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 45.82933629089928, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 45.82933629089928, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 45.82933629089928, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-09 16:00:00+00:00", "gain_pct": 40.52541628869457, "drawdown_pct": -3.637073401763613, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 40.52541628869457, "drawdown_pct": -3.637073401763613, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 41.95017464138269, "drawdown_pct": -2.6600694676265024, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 41.95017464138269, "drawdown_pct": -2.6600694676265024, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 41.95017464138269, "drawdown_pct": -2.6600694676265024, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 33.680156661335104, "drawdown_pct": -8.331094372759873, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 38.641369389331174, "drawdown_pct": -4.92902668584434, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 38.641369389331174, "drawdown_pct": -4.92902668584434, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 41.97075838639205, "drawdown_pct": -2.64595451275329, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 41.97075838639205, "drawdown_pct": -2.64595451275329, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-04-07 06:00:00+00:00", "gain_pct": 44.43384219646791, "drawdown_pct": -0.9569364641745626, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 44.43384219646791, "drawdown_pct": -0.9569364641745626, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 44.43384219646791, "drawdown_pct": -0.9569364641745626, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 44.43384219646791, "drawdown_pct": -0.9569364641745626, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 44.43384219646791, "drawdown_pct": -0.9569364641745626, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 49.95286961701581, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-04-09 01:00:00+00:00", "gain_pct": 49.95286961701581, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-09 17:00:00+00:00", "gain_pct": 49.83563671664828, "drawdown_pct": -0.07817983121426453, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-10 15:00:00+00:00", "gain_pct": 47.06308772741957, "drawdown_pct": -1.9271267678816817, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-22 21:00:00+00:00", "gain_pct": 51.85383780252954, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 53.716974575269546, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 53.40386458683875, "drawdown_pct": -0.2036925260179845, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 55.02538624721487, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 55.02538624721487, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-08-14 12:00:00+00:00", "gain_pct": 61.5396201855969, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-08-24 19:00:00+00:00", "gain_pct": 60.729057001367664, "drawdown_pct": -0.5017736102746584, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-10 22:00:00+00:00", "gain_pct": 59.629683338345814, "drawdown_pct": -1.1823333774443112, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-10-11 05:00:00+00:00", "gain_pct": 59.629683338345814, "drawdown_pct": -1.1823333774443112, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 59.07668694408625, "drawdown_pct": -1.5246620232738706, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 59.07668694408625, "drawdown_pct": -1.5246620232738706, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 67.22447594029458, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 66.2592400156382, "drawdown_pct": -0.5772097171953483, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 66.2592400156382, "drawdown_pct": -0.5772097171953483, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-19 09:00:00+00:00", "gain_pct": 71.24932657426766, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-11-04 19:00:00+00:00", "gain_pct": 71.98707051246896, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 71.98707051246896, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-04 21:00:00+00:00", "gain_pct": 71.98707051246896, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 77.99550878571148, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 77.99550878571148, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 77.99550878571148, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 82.31623913934317, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 82.58259359738219, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 85.71431490224947, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 92.18236111715126, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 93.63457953459516, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 93.63457953459516, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 93.63457953459516, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 93.63457953459516, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 93.63457953459516, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 93.63457953459516, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 93.63457953459516, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 05:00:00+00:00", "gain_pct": 93.63457953459516, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 112.4633795031564, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 16:00:00+00:00", "gain_pct": 112.4633795031564, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-28 07:00:00+00:00", "gain_pct": 109.49698284170927, "drawdown_pct": -1.3961919782995214, "open_trades": 2, "exposure": 0.4 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 111.69250635774594, "drawdown_pct": -0.3628263596357817, "open_trades": 5, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a10_H10_c12_p70_cap5", "variant": "ridge_a10_H10_c12_p70_cap5", "gain_pct": 15.423265345945012, "max_drawdown_pct": 0.0, "capital_score": 15.423265345945012, "stability_score": 5.496988054139443, "n_trades": 20, "skipped_by_capacity": 36, "avg_trade_ret_pct": 0.7217424073075437, "median_trade_ret_pct": 0.5574076974036664, "positive_month_rate": 0.6666666666666666, "worst_month_pct": 0.0, "month_gain_concentration": 0.8970510916722227, "top_asset_trade_share": 0.5, "long_counts": { "XRP": 10, "ETH": 5, "BTC": 1, "SOL": 4 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 20, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.333333333333333, "max_open_trades": 5, "avg_exposure": 0.8666666666666667, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 11.576267553044516, "2026-03-31 00:00:00+00:00": 1.328535373469748 } }, "selection_score": 1540.3099957589588 }, { "name": "ridge_a10_H10_c12_p80_cap1", "variant": { "name": "ridge_a10_H10_c12_p80_cap1", "threshold": 0.051751359479987186, "pred_percentile": 80, "horizon": 10, "cost_bps": 12, "cap": 1, "delay_bars": 1 }, "model_diag": { "alpha": 10.0, "ykey": "y_H10_c12", "n_train": 12794, "target_mean": 0.007813253534827652 }, "val": { "label": "Validation ridge_a10_H10_c12_p80_cap1", "variant": "ridge_a10_H10_c12_p80_cap1", "gain_pct": 1345.5717274188291, "max_drawdown_pct": -11.839569996877497, "capital_score": 1327.812372423513, "stability_score": 1310.824727596901, "n_trades": 83, "skipped_by_capacity": 1231, "avg_trade_ret_pct": 3.3690283825288687, "median_trade_ret_pct": 3.085137365567101, "positive_month_rate": 0.8125, "worst_month_pct": -19.96957253745518, "month_gain_concentration": 0.14919856959090513, "top_asset_trade_share": 0.6506024096385542, "long_counts": { "SOL": 23, "ETH": 4, "XRP": 54, "BTC": 2 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 83, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 19.666322065451553, "2024-10-31 00:00:00+00:00": 8.895511282929405, "2024-11-30 00:00:00+00:00": 127.09057704216096, "2024-12-31 00:00:00+00:00": 177.13185071887855, "2025-01-31 00:00:00+00:00": 121.825363258153, "2025-02-28 00:00:00+00:00": 198.10529578584033, "2025-03-31 00:00:00+00:00": 141.44834748386643, "2025-04-30 00:00:00+00:00": 69.05650978816197, "2025-05-31 00:00:00+00:00": 119.8338686644446, "2025-07-31 00:00:00+00:00": -5.518059725820194, "2025-10-31 00:00:00+00:00": 63.07348752982966, "2025-11-30 00:00:00+00:00": 64.3516589507276, "2026-01-31 00:00:00+00:00": 48.99317451307161, "2026-02-28 00:00:00+00:00": 168.3242465734579, "2026-03-31 00:00:00+00:00": -19.96957253745518 } }, "test": { "label": "Test ridge_a10_H10_c12_p80_cap1", "variant": "ridge_a10_H10_c12_p80_cap1", "gain_pct": 148.82406167934104, "max_drawdown_pct": -11.839569996877497, "capital_score": 131.0647066840248, "stability_score": 129.70756382688194, "n_trades": 42, "skipped_by_capacity": 400, "avg_trade_ret_pct": 2.290742566943314, "median_trade_ret_pct": 2.5316722576802433, "positive_month_rate": 0.8333333333333334, "worst_month_pct": -3.486581081016709, "month_gain_concentration": 0.19628359339917129, "top_asset_trade_share": 0.5952380952380952, "long_counts": { "XRP": 25, "SOL": 12, "ETH": 4, "BNB": 1 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 42, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 24.851247304220763, "2025-02-28 00:00:00+00:00": 21.848861681375453, "2025-03-31 00:00:00+00:00": 19.607259065523266, "2025-04-30 00:00:00+00:00": 12.852422043281251, "2025-05-31 00:00:00+00:00": -1.4025827905599044, "2025-07-31 00:00:00+00:00": 3.7554838121484977, "2025-10-31 00:00:00+00:00": 13.960335837787909, "2025-11-30 00:00:00+00:00": 18.057618688594175, "2025-12-31 00:00:00+00:00": 0.5196754557661052, "2026-01-31 00:00:00+00:00": 4.883357209703803, "2026-02-28 00:00:00+00:00": 29.38851757986589, "2026-03-31 00:00:00+00:00": -3.486581081016709 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 2.473509482458411, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 12.176080922468117, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 15.585102283430004, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 15.585102283430004, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 15.585102283430004, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 13.862162054812174, "drawdown_pct": -1.4906248249821563, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 13.862162054812174, "drawdown_pct": -1.4906248249821563, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 13.862162054812174, "drawdown_pct": -1.4906248249821563, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 13.862162054812174, "drawdown_pct": -1.4906248249821563, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 13.862162054812174, "drawdown_pct": -1.4906248249821563, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 13.862162054812174, "drawdown_pct": -1.4906248249821563, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 24.851247304220763, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 29.362849932008885, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 29.362849932008885, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 29.362849932008885, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 29.362849932008885, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 14.046844764353096, "drawdown_pct": -11.839569996877497, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 14.046844764353096, "drawdown_pct": -11.839569996877497, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 14.046844764353096, "drawdown_pct": -11.839569996877497, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 14.046844764353096, "drawdown_pct": -11.839569996877497, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 14.046844764353096, "drawdown_pct": -11.839569996877497, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 14.046844764353096, "drawdown_pct": -11.839569996877497, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 19:00:00+00:00", "gain_pct": 26.70955713413285, "drawdown_pct": -2.05104695766255, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 26.70955713413285, "drawdown_pct": -2.05104695766255, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": 26.70955713413285, "drawdown_pct": -2.05104695766255, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 23.48283581517927, "drawdown_pct": -4.545365319270611, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 23.48283581517927, "drawdown_pct": -4.545365319270611, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 30.26858618612411, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 34.757064645333, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 34.757064645333, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 34.757064645333, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 34.757064645333, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 34.757064645333, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 34.757064645333, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 39.10383204033991, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 40.07039804349793, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 46.700108985596216, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 48.193878825854654, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 16:00:00+00:00", "gain_pct": 48.193878825854654, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 48.193878825854654, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 48.193878825854654, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 63.210785002949365, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 55.8042545081062, "drawdown_pct": -4.53801536136802, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 55.8042545081062, "drawdown_pct": -4.53801536136802, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 60.88864428058554, "drawdown_pct": -1.4227863203536861, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 60.88864428058554, "drawdown_pct": -1.4227863203536861, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 60.88864428058554, "drawdown_pct": -1.4227863203536861, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 60.88864428058554, "drawdown_pct": -1.4227863203536861, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 60.88864428058554, "drawdown_pct": -1.4227863203536861, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 66.1103543008208, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 66.1103543008208, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 66.1103543008208, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 59.80517982221707, "drawdown_pct": -3.795774504932581, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 64.60192434304244, "drawdown_pct": -0.9080890617129356, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 64.60192434304244, "drawdown_pct": -0.9080890617129356, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 64.60192434304244, "drawdown_pct": -0.9080890617129356, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 53.418373259185785, "drawdown_pct": -7.640692294623741, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 62.792921958953855, "drawdown_pct": -1.9971255589878445, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 62.792921958953855, "drawdown_pct": -1.9971255589878445, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 66.30736805111948, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 66.30736805111948, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 70.00551068829898, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 70.00551068829898, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 70.00551068829898, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 70.00551068829898, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 79.15979009440073, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 77.75720730384083, "drawdown_pct": -0.782866953472583, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 76.8515505156117, "drawdown_pct": -1.2883692136348213, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 81.51269111598933, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 81.51269111598933, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 86.11040760788197, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 86.11040760788197, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 96.6105112381968, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 95.47302695377724, "drawdown_pct": -0.5785470355862521, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 95.47302695377724, "drawdown_pct": -0.5785470355862521, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 99.98190799057258, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 108.26092673484237, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 108.26092673484237, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 108.26092673484237, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 113.53064564237141, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 114.05032109813752, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 118.93367830784132, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 126.45462810050253, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 127.05542471754944, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 127.05542471754944, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 127.05542471754944, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 127.05542471754944, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 127.05542471754944, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 127.05542471754944, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 127.05542471754944, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 148.3221958877072, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 144.8356148066905, "drawdown_pct": -1.4040553517790877, "open_trades": 1, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a10_H10_c12_p80_cap1", "variant": "ridge_a10_H10_c12_p80_cap1", "gain_pct": 16.417599929071642, "max_drawdown_pct": -1.4040553517790877, "capital_score": 14.31151690140301, "stability_score": -5.68848309859699, "n_trades": 5, "skipped_by_capacity": 34, "avg_trade_ret_pct": 3.146217104824245, "median_trade_ret_pct": 2.7045116216670473, "positive_month_rate": 0.3333333333333333, "worst_month_pct": -1.6312707005528893, "month_gain_concentration": 1.0, "top_asset_trade_share": 0.8, "long_counts": { "XRP": 4, "ETH": 1 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 5, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 16.18279140390655, "2026-03-31 00:00:00+00:00": -1.6312707005528893 } }, "selection_score": 1327.812372423513 }, { "name": "ridge_a10_H10_c12_p80_cap2", "variant": { "name": "ridge_a10_H10_c12_p80_cap2", "threshold": 0.051751359479987186, "pred_percentile": 80, "horizon": 10, "cost_bps": 12, "cap": 2, "delay_bars": 1 }, "model_diag": { "alpha": 10.0, "ykey": "y_H10_c12", "n_train": 12794, "target_mean": 0.007813253534827652 }, "val": { "label": "Validation ridge_a10_H10_c12_p80_cap2", "variant": "ridge_a10_H10_c12_p80_cap2", "gain_pct": 1229.2352391706365, "max_drawdown_pct": -11.489131452600088, "capital_score": 1212.0015419917363, "stability_score": 1196.7094749633152, "n_trades": 158, "skipped_by_capacity": 1156, "avg_trade_ret_pct": 1.6751269574166603, "median_trade_ret_pct": 1.510152873845307, "positive_month_rate": 0.8125, "worst_month_pct": -18.424978420826164, "month_gain_concentration": 0.1447396981504632, "top_asset_trade_share": 0.6455696202531646, "long_counts": { "SOL": 43, "ETH": 10, "XRP": 102, "BTC": 3 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 158, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.9414634146341463, "max_open_trades": 2, "avg_exposure": 0.9707317073170731, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 12.33509554611615, "2024-10-31 00:00:00+00:00": 8.471512815986515, "2024-11-30 00:00:00+00:00": 105.8335596001185, "2024-12-31 00:00:00+00:00": 168.1034280124804, "2025-01-31 00:00:00+00:00": 119.05880467927517, "2025-02-28 00:00:00+00:00": 176.49969845611088, "2025-03-31 00:00:00+00:00": 135.47343696813016, "2025-04-30 00:00:00+00:00": 58.654173144711876, "2025-05-31 00:00:00+00:00": 111.57016731512579, "2025-07-31 00:00:00+00:00": -2.53726434765656, "2025-10-31 00:00:00+00:00": 59.00326566551939, "2025-11-30 00:00:00+00:00": 60.216253618531255, "2026-01-31 00:00:00+00:00": 45.701038583588115, "2026-02-28 00:00:00+00:00": 158.5079650692844, "2026-03-31 00:00:00+00:00": -18.424978420826164 } }, "test": { "label": "Test ridge_a10_H10_c12_p80_cap2", "variant": "ridge_a10_H10_c12_p80_cap2", "gain_pct": 145.79181209876214, "max_drawdown_pct": -8.497588916508715, "capital_score": 133.04542872399907, "stability_score": 133.04542872399907, "n_trades": 79, "skipped_by_capacity": 363, "avg_trade_ret_pct": 1.16591064690226, "median_trade_ret_pct": 1.2651722505389695, "positive_month_rate": 0.8333333333333334, "worst_month_pct": -3.4316076882886364, "month_gain_concentration": 0.20228583810614698, "top_asset_trade_share": 0.5443037974683544, "long_counts": { "XRP": 43, "SOL": 23, "ETH": 10, "BNB": 3 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 79, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.903225806451613, "max_open_trades": 2, "avg_exposure": 0.9516129032258065, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 20.676685837391034, "2025-02-28 00:00:00+00:00": 20.654638290096585, "2025-03-31 00:00:00+00:00": 18.103021495191143, "2025-04-30 00:00:00+00:00": 12.460191372278302, "2025-05-31 00:00:00+00:00": -0.6728527624791241, "2025-07-31 00:00:00+00:00": 3.6481315061284363, "2025-10-31 00:00:00+00:00": 16.71264680788562, "2025-11-30 00:00:00+00:00": 18.812159647602925, "2025-12-31 00:00:00+00:00": 0.5123547719572628, "2026-01-31 00:00:00+00:00": 4.839088053061943, "2026-02-28 00:00:00+00:00": 29.521725299385935, "2026-03-31 00:00:00+00:00": -3.4316076882886364 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 1.2367547412292197, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 6.029490201312498, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 7.640603702585565, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 7.640603702585565, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 7.640603702585565, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 10.159224400814182, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 10.159224400814182, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 10.159224400814182, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 10.159224400814182, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 10.159224400814182, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 10.159224400814182, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 20.676685837391034, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 22.857061543250452, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 22.857061543250452, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 22.857061543250452, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 22.857061543250452, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 13.502867520865095, "drawdown_pct": -7.6138838947343075, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 13.502867520865095, "drawdown_pct": -7.6138838947343075, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 13.502867520865095, "drawdown_pct": -7.6138838947343075, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 13.502867520865095, "drawdown_pct": -7.6138838947343075, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 13.502867520865095, "drawdown_pct": -7.6138838947343075, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 13.502867520865095, "drawdown_pct": -7.6138838947343075, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 19:00:00+00:00", "gain_pct": 24.096167095198226, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 24.096167095198226, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": 24.096167095198226, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 20.95611586351086, "drawdown_pct": -2.530337000077154, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 20.95611586351086, "drawdown_pct": -2.530337000077154, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 25.68998337086711, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 29.721728313044395, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 29.721728313044395, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 29.721728313044395, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 29.721728313044395, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 29.721728313044395, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 29.721728313044395, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 33.93981717687055, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 34.87211762944821, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 41.33132412748762, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 42.77408986805489, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 16:00:00+00:00", "gain_pct": 42.77408986805489, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 42.77408986805489, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 42.77408986805489, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 57.60830681630094, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 50.53716063753788, "drawdown_pct": -4.486531402817984, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 50.53716063753788, "drawdown_pct": -4.486531402817984, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 55.48974603603148, "drawdown_pct": -1.3441936044264025, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 55.48974603603148, "drawdown_pct": -1.3441936044264025, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 55.48974603603148, "drawdown_pct": -1.3441936044264025, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 55.48974603603148, "drawdown_pct": -1.3441936044264025, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 55.48974603603148, "drawdown_pct": -1.3441936044264025, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 60.57717896710548, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 60.57717896710548, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 60.57717896710548, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 55.164577886523745, "drawdown_pct": -3.3707162595567275, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 57.44776139643085, "drawdown_pct": -1.9488557407747797, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 57.44776139643085, "drawdown_pct": -1.9488557407747797, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 57.44776139643085, "drawdown_pct": -1.9488557407747797, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 46.93199040475437, "drawdown_pct": -8.497588916508715, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 56.04734417342485, "drawdown_pct": -2.8209704659269086, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 56.04734417342485, "drawdown_pct": -2.8209704659269086, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 59.43434562267876, "drawdown_pct": -0.7117034635792385, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 59.43434562267876, "drawdown_pct": -0.7117034635792385, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 62.999363352204426, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 62.999363352204426, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 62.999363352204426, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 62.999363352204426, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 71.89453699495706, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 71.22168423247794, "drawdown_pct": -0.3914334767363026, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 70.3504364865899, "drawdown_pct": -0.8982836426107421, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 74.86981573860638, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 74.86981573860638, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 82.26735903205395, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 82.26735903205395, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 92.69568525980137, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 91.582462546492, "drawdown_pct": -0.5777102439052939, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 91.582462546492, "drawdown_pct": -0.5777102439052939, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 96.93308662416558, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 105.17026682872077, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 105.17026682872077, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 105.17026682872077, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 110.39462219409492, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 110.90697696605218, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 115.74606501911413, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 123.22116257174346, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 123.81377342321062, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 123.81377342321062, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 123.81377342321062, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 123.81377342321062, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 123.81377342321062, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 123.81377342321062, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 123.81377342321062, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 145.26779031850006, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 141.83618263021143, "drawdown_pct": -1.3991269232019432, "open_trades": 2, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a10_H10_c12_p80_cap2", "variant": "ridge_a10_H10_c12_p80_cap2", "gain_pct": 18.0487279758446, "max_drawdown_pct": -1.3991269232019543, "capital_score": 15.950037591041667, "stability_score": 1.9500375910416692, "n_trades": 10, "skipped_by_capacity": 29, "avg_trade_ret_pct": 1.6880730211529194, "median_trade_ret_pct": 1.447412246808537, "positive_month_rate": 0.3333333333333333, "worst_month_pct": -1.636313273576775, "month_gain_concentration": 1.0, "top_asset_trade_share": 0.6, "long_counts": { "XRP": 6, "ETH": 3, "SOL": 1 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 10, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.0, "max_open_trades": 2, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 16.952454165631778, "2026-03-31 00:00:00+00:00": -1.636313273576775 } }, "selection_score": 1212.0015419917363 }, { "name": "ridge_a10_H10_c12_p80_cap3", "variant": { "name": "ridge_a10_H10_c12_p80_cap3", "threshold": 0.051751359479987186, "pred_percentile": 80, "horizon": 10, "cost_bps": 12, "cap": 3, "delay_bars": 1 }, "model_diag": { "alpha": 10.0, "ykey": "y_H10_c12", "n_train": 12794, "target_mean": 0.007813253534827652 }, "val": { "label": "Validation ridge_a10_H10_c12_p80_cap3", "variant": "ridge_a10_H10_c12_p80_cap3", "gain_pct": 1129.8584464857165, "max_drawdown_pct": -11.37846533291439, "capital_score": 1112.790748486345, "stability_score": 1098.5357414656835, "n_trades": 224, "skipped_by_capacity": 1090, "avg_trade_ret_pct": 1.137650091674987, "median_trade_ret_pct": 1.0206881140549473, "positive_month_rate": 0.8125, "worst_month_pct": -17.067507020661424, "month_gain_concentration": 0.1447490484299859, "top_asset_trade_share": 0.65625, "long_counts": { "SOL": 61, "ETH": 12, "XRP": 147, "BTC": 4 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 224, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.8146341463414632, "max_open_trades": 3, "avg_exposure": 0.938211382113821, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 14.150651505770071, "2024-10-31 00:00:00+00:00": 6.059370530727207, "2024-11-30 00:00:00+00:00": 103.58513174024522, "2024-12-31 00:00:00+00:00": 154.50538565554592, "2025-01-31 00:00:00+00:00": 101.35715600174115, "2025-02-28 00:00:00+00:00": 162.53454659329776, "2025-03-31 00:00:00+00:00": 130.48222489131092, "2025-04-30 00:00:00+00:00": 50.818717490860536, "2025-05-31 00:00:00+00:00": 105.5638729235211, "2025-07-31 00:00:00+00:00": -1.5778203753085336, "2025-10-31 00:00:00+00:00": 55.356123050091696, "2025-11-30 00:00:00+00:00": 56.49962173564609, "2026-01-31 00:00:00+00:00": 42.83423449879888, "2026-02-28 00:00:00+00:00": 139.12422475667358, "2026-03-31 00:00:00+00:00": -17.067507020661424 } }, "test": { "label": "Test ridge_a10_H10_c12_p80_cap3", "variant": "ridge_a10_H10_c12_p80_cap3", "gain_pct": 134.50732867006414, "max_drawdown_pct": -8.418055025060179, "capital_score": 121.88024613247387, "stability_score": 121.88024613247387, "n_trades": 111, "skipped_by_capacity": 331, "avg_trade_ret_pct": 0.779937857118449, "median_trade_ret_pct": 0.8443333380941824, "positive_month_rate": 0.8333333333333334, "worst_month_pct": -3.2544033745588763, "month_gain_concentration": 0.19899502824390142, "top_asset_trade_share": 0.5225225225225225, "long_counts": { "XRP": 58, "SOL": 33, "ETH": 14, "BNB": 5, "BTC": 1 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 111, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.7204301075268815, "max_open_trades": 3, "avg_exposure": 0.906810035842294, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 16.16659698272855, "2025-02-28 00:00:00+00:00": 21.165466088244642, "2025-03-31 00:00:00+00:00": 17.43396648886653, "2025-04-30 00:00:00+00:00": 12.141290652628527, "2025-05-31 00:00:00+00:00": -0.4355540842900325, "2025-07-31 00:00:00+00:00": 2.362965341477178, "2025-10-31 00:00:00+00:00": 14.27205222892627, "2025-11-30 00:00:00+00:00": 18.112409702861243, "2025-12-31 00:00:00+00:00": 0.49011011617042755, "2026-01-31 00:00:00+00:00": 4.636892497957035, "2026-02-28 00:00:00+00:00": 26.527971893194632, "2026-03-31 00:00:00+00:00": -3.2544033745588763 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 0.8245031608194751, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 4.006648965336865, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 5.060233309667694, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 5.060233309667694, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 5.060233309667694, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 7.396168084852135, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 7.396168084852135, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 7.396168084852135, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 7.396168084852135, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 7.396168084852135, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 7.396168084852135, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 16.16659698272855, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 17.565855528463985, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 17.565855528463985, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 17.565855528463985, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 17.565855528463985, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 10.23109103107474, "drawdown_pct": -6.238856055968922, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 10.23109103107474, "drawdown_pct": -6.238856055968922, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 10.23109103107474, "drawdown_pct": -6.238856055968922, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 10.23109103107474, "drawdown_pct": -6.238856055968922, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 10.23109103107474, "drawdown_pct": -6.238856055968922, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 10.23109103107474, "drawdown_pct": -6.238856055968922, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 19:00:00+00:00", "gain_pct": 21.37271785812844, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 21.37271785812844, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": 21.37271785812844, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 18.38044905104914, "drawdown_pct": -2.4653553614717105, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 18.38044905104914, "drawdown_pct": -2.4653553614717105, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 23.307291739131557, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 27.3836912873294, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 27.3836912873294, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 27.3836912873294, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 27.3836912873294, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 27.3836912873294, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 27.3836912873294, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 32.165579684549186, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 32.7785256453094, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 37.33206307097319, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 38.2658984912166, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 16:00:00+00:00", "gain_pct": 38.2658984912166, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 38.2658984912166, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 38.2658984912166, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 52.75535664756998, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 45.92762571104251, "drawdown_pct": -4.469716209219488, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 45.92762571104251, "drawdown_pct": -4.469716209219488, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 50.74169807016912, "drawdown_pct": -1.3182245268469894, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 50.74169807016912, "drawdown_pct": -1.3182245268469894, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 50.74169807016912, "drawdown_pct": -1.3182245268469894, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 50.74169807016912, "drawdown_pct": -1.3182245268469894, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 50.74169807016912, "drawdown_pct": -1.3182245268469894, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 55.68720363073126, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 55.68720363073126, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 55.68720363073126, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 51.24093730290781, "drawdown_pct": -2.855897096314597, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 52.72471565424675, "drawdown_pct": -1.902846160376237, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 52.72471565424675, "drawdown_pct": -1.902846160376237, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 52.72471565424675, "drawdown_pct": -1.902846160376237, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 42.58136916211882, "drawdown_pct": -8.418055025060179, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 51.472387961258306, "drawdown_pct": -2.7072332029740354, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 51.472387961258306, "drawdown_pct": -2.7072332029740354, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 54.76602955983972, "drawdown_pct": -0.5916825849582641, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 54.76602955983972, "drawdown_pct": -0.5916825849582641, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 58.233102171566514, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 58.233102171566514, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 58.233102171566514, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 58.233102171566514, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 66.90732021246825, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 66.47176612817822, "drawdown_pct": -0.26095565115753505, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 65.90680727630303, "drawdown_pct": -0.5994422143328348, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 68.8347314696554, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 68.8347314696554, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 75.04793114375249, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 75.04793114375249, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 84.17024166472225, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 83.10678369858167, "drawdown_pct": -0.5774320305647396, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 83.10678369858167, "drawdown_pct": -0.5774320305647396, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 88.43201333477842, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 96.34102396299821, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 96.34102396299821, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 96.34102396299821, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 101.21919340144291, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 101.70930351761334, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 106.34619601557037, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 113.51621236645448, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 112.35667867747165, "drawdown_pct": -0.5430658759498552, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 112.35667867747165, "drawdown_pct": -0.5430658759498552, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 112.35667867747165, "drawdown_pct": -0.5430658759498552, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 112.35667867747165, "drawdown_pct": -0.5430658759498552, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 112.35667867747165, "drawdown_pct": -0.5430658759498552, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 112.35667867747165, "drawdown_pct": -0.5430658759498552, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 112.35667867747165, "drawdown_pct": -0.5430658759498552, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 132.874167908765, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 129.61976453420613, "drawdown_pct": -1.3974943652118044, "open_trades": 3, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a10_H10_c12_p80_cap3", "variant": "ridge_a10_H10_c12_p80_cap3", "gain_pct": 17.9278706609102, "max_drawdown_pct": -0.013509213160267652, "capital_score": 17.9076068411698, "stability_score": 4.764749698312661, "n_trades": 14, "skipped_by_capacity": 25, "avg_trade_ret_pct": 1.1911307034890934, "median_trade_ret_pct": 0.9152583514475633, "positive_month_rate": 0.3333333333333333, "worst_month_pct": -0.015601201019592281, "month_gain_concentration": 1.0, "top_asset_trade_share": 0.5714285714285714, "long_counts": { "XRP": 8, "ETH": 3, "BTC": 1, "SOL": 2 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 14, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.8181818181818183, "max_open_trades": 3, "avg_exposure": 0.9393939393939393, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 15.485638093880297, "2026-03-31 00:00:00+00:00": -0.015601201019592281 } }, "selection_score": 1112.790748486345 }, { "name": "ridge_a10_H10_c12_p80_cap5", "variant": { "name": "ridge_a10_H10_c12_p80_cap5", "threshold": 0.051751359479987186, "pred_percentile": 80, "horizon": 10, "cost_bps": 12, "cap": 5, "delay_bars": 1 }, "model_diag": { "alpha": 10.0, "ykey": "y_H10_c12", "n_train": 12794, "target_mean": 0.007813253534827652 }, "val": { "label": "Validation ridge_a10_H10_c12_p80_cap5", "variant": "ridge_a10_H10_c12_p80_cap5", "gain_pct": 1021.3711667372452, "max_drawdown_pct": -11.291988810650333, "capital_score": 1004.4331835212697, "stability_score": 1002.0182275095395, "n_trades": 341, "skipped_by_capacity": 973, "avg_trade_ret_pct": 0.7154258454194521, "median_trade_ret_pct": 0.6491085860763119, "positive_month_rate": 0.875, "worst_month_pct": -0.8573700705657075, "month_gain_concentration": 0.1431361194665631, "top_asset_trade_share": 0.6304985337243402, "long_counts": { "SOL": 103, "BNB": 1, "ETH": 17, "XRP": 215, "BTC": 5 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 341, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.443902439024391, "max_open_trades": 5, "avg_exposure": 0.888780487804878, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 15.039176606895694, "2024-10-31 00:00:00+00:00": 3.8548503924949102, "2024-11-30 00:00:00+00:00": 97.47600082004209, "2024-12-31 00:00:00+00:00": 136.7213598454753, "2025-01-31 00:00:00+00:00": 86.17113078036442, "2025-02-28 00:00:00+00:00": 143.32716441054384, "2025-03-31 00:00:00+00:00": 118.89816516682163, "2025-04-30 00:00:00+00:00": 43.197317112419, "2025-05-31 00:00:00+00:00": 96.71364813764183, "2025-07-31 00:00:00+00:00": -0.8573700705657075, "2025-10-31 00:00:00+00:00": 50.36660588981522, "2025-11-30 00:00:00+00:00": 51.41105662712846, "2026-01-31 00:00:00+00:00": 29.731843212073954, "2026-02-28 00:00:00+00:00": 125.47994321859017, "2026-03-31 00:00:00+00:00": 2.946445921095801 } }, "test": { "label": "Test ridge_a10_H10_c12_p80_cap5", "variant": "ridge_a10_H10_c12_p80_cap5", "gain_pct": 94.07368767862954, "max_drawdown_pct": -9.745574157577519, "capital_score": 79.45532644226326, "stability_score": 79.45532644226326, "n_trades": 165, "skipped_by_capacity": 277, "avg_trade_ret_pct": 0.40669591347764306, "median_trade_ret_pct": 0.5132891053213391, "positive_month_rate": 0.75, "worst_month_pct": -2.680268762581818, "month_gain_concentration": 0.26128128575889814, "top_asset_trade_share": 0.49696969696969695, "long_counts": { "XRP": 82, "SOL": 49, "ETH": 22, "BTC": 3, "BNB": 9 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 165, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.086021505376344, "max_open_trades": 5, "avg_exposure": 0.8172043010752689, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 10.920895492488427, "2025-02-28 00:00:00+00:00": 9.848709796729963, "2025-03-31 00:00:00+00:00": 7.2661542482269965, "2025-04-30 00:00:00+00:00": 10.23251044278905, "2025-05-31 00:00:00+00:00": -0.21649131856270287, "2025-07-31 00:00:00+00:00": 1.175072297856758, "2025-10-31 00:00:00+00:00": 12.400828759015099, "2025-11-30 00:00:00+00:00": 13.54275712354709, "2025-12-31 00:00:00+00:00": -0.15896282884875745, "2026-01-31 00:00:00+00:00": 2.8303352391541523, "2026-02-28 00:00:00+00:00": 24.12812068848956, "2026-03-31 00:00:00+00:00": -2.680268762581818 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 0.4947018964916765, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 2.397744018143811, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 3.020115728407845, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 3.020115728407845, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 3.020115728407845, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 4.39450758236849, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 4.39450758236849, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 4.39450758236849, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 4.39450758236849, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 4.39450758236849, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 4.39450758236849, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 10.920895492488427, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 11.722539071364565, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 11.722539071364565, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 11.722539071364565, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 11.722539071364565, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 0.8345361754362131, "drawdown_pct": -9.745574157577519, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 0.8345361754362131, "drawdown_pct": -9.745574157577519, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 0.8345361754362131, "drawdown_pct": -9.745574157577519, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 0.8345361754362131, "drawdown_pct": -9.745574157577519, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 0.8345361754362131, "drawdown_pct": -9.745574157577519, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 0.8345361754362131, "drawdown_pct": -9.745574157577519, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 19:00:00+00:00", "gain_pct": 11.074434727955364, "drawdown_pct": -0.5801016955005012, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 11.074434727955364, "drawdown_pct": -0.5801016955005012, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": 11.074434727955364, "drawdown_pct": -0.5801016955005012, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 9.425943316094902, "drawdown_pct": -2.055624383726795, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 7.666835458947446, "drawdown_pct": -3.6301570355704804, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 10.776262225508361, "drawdown_pct": -0.8469883102564912, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 13.623643078177281, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 13.623643078177281, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 13.623643078177281, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 13.623643078177281, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 13.623643078177281, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 13.623643078177281, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 17.84480914203975, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 18.172575621170964, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 20.76960528921839, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 21.261999436941295, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-02 16:00:00+00:00", "gain_pct": 21.261999436941295, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 21.261999436941295, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 21.261999436941295, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 28.013381880899715, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 21.569644964437543, "drawdown_pct": -5.033643219001316, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 21.569644964437543, "drawdown_pct": -5.033643219001316, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 25.241406694524187, "drawdown_pct": -2.165379232738729, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 25.241406694524187, "drawdown_pct": -2.165379232738729, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 25.241406694524187, "drawdown_pct": -2.165379232738729, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 25.241406694524187, "drawdown_pct": -2.165379232738729, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 25.241406694524187, "drawdown_pct": -2.165379232738729, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 29.94755369265988, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 29.94755369265988, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 29.94755369265988, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 26.476208495528155, "drawdown_pct": -2.6713432446307084, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 27.220758568993176, "drawdown_pct": -2.0983812670424484, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 27.220758568993176, "drawdown_pct": -2.0983812670424484, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 27.220758568993176, "drawdown_pct": -2.0983812670424484, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 19.808876452899284, "drawdown_pct": -7.80213012992893, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 24.255290472976142, "drawdown_pct": -4.380431226236514, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 24.255290472976142, "drawdown_pct": -4.380431226236514, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 28.035759537445387, "drawdown_pct": -1.4712044212360387, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 28.035759537445387, "drawdown_pct": -1.4712044212360387, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 30.257081801352342, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 30.257081801352342, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 30.257081801352342, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 30.257081801352342, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 38.268269980234436, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 38.05177866167173, "drawdown_pct": -0.15657339069451437, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 37.77057750650303, "drawdown_pct": -0.35994698841791406, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 39.22685095952849, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 39.22685095952849, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 45.07722359597085, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 45.07722359597085, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 52.50797054402108, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 51.62767971854359, "drawdown_pct": -0.5772097171953372, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 51.62767971854359, "drawdown_pct": -0.5772097171953372, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 56.178616234363744, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 62.75218729421721, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 62.75218729421721, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 62.75218729421721, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 65.17043684209068, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 65.01147401324192, "drawdown_pct": -0.09624169548012595, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 67.84180925239608, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 73.6873929900236, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 74.99985491166774, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 74.99985491166774, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 74.99985491166774, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 74.99985491166774, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 74.99985491166774, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 74.99985491166774, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 74.99985491166774, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 91.96992994088563, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 89.28966117830382, "drawdown_pct": -1.3961919782994991, "open_trades": 5, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a10_H10_c12_p80_cap5", "variant": "ridge_a10_H10_c12_p80_cap5", "gain_pct": 16.69966105040659, "max_drawdown_pct": 0.0, "capital_score": 16.69966105040659, "stability_score": 5.605337553920297, "n_trades": 19, "skipped_by_capacity": 20, "avg_trade_ret_pct": 0.8186831845841456, "median_trade_ret_pct": 0.5574076974036664, "positive_month_rate": 0.6666666666666666, "worst_month_pct": 0.0, "month_gain_concentration": 0.9090360977541886, "top_asset_trade_share": 0.5789473684210527, "long_counts": { "XRP": 11, "ETH": 4, "BTC": 1, "SOL": 3 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 19, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.090909090909091, "max_open_trades": 5, "avg_exposure": 0.8181818181818182, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 13.506191091232964, "2026-03-31 00:00:00+00:00": 1.3515149169228948 } }, "selection_score": 1004.4331835212697 }, { "name": "ridge_a10_H10_c12_p90_cap1", "variant": { "name": "ridge_a10_H10_c12_p90_cap1", "threshold": 0.06525539266108744, "pred_percentile": 90, "horizon": 10, "cost_bps": 12, "cap": 1, "delay_bars": 1 }, "model_diag": { "alpha": 10.0, "ykey": "y_H10_c12", "n_train": 12794, "target_mean": 0.007813253534827652 }, "val": { "label": "Validation ridge_a10_H10_c12_p90_cap1", "variant": "ridge_a10_H10_c12_p90_cap1", "gain_pct": 663.2079811176883, "max_drawdown_pct": -11.839569996877497, "capital_score": 645.448626122372, "stability_score": 640.948626122372, "n_trades": 60, "skipped_by_capacity": 597, "avg_trade_ret_pct": 3.560870302371013, "median_trade_ret_pct": 3.3455499917021103, "positive_month_rate": 0.9230769230769231, "worst_month_pct": 0.0, "month_gain_concentration": 0.14147100223528, "top_asset_trade_share": 0.7, "long_counts": { "SOL": 14, "ETH": 3, "XRP": 42, "BTC": 1 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 60, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 5.070130186267946, "2024-10-31 00:00:00+00:00": 7.02975073469959, "2024-11-30 00:00:00+00:00": 81.37537728028556, "2024-12-31 00:00:00+00:00": 92.55253998468294, "2025-01-31 00:00:00+00:00": 91.93210820921263, "2025-02-28 00:00:00+00:00": 83.52215656746614, "2025-03-31 00:00:00+00:00": 72.14296692649714, "2025-04-30 00:00:00+00:00": 34.258080429986876, "2025-07-31 00:00:00+00:00": 39.0567295630176, "2025-10-31 00:00:00+00:00": 35.52719084790135, "2025-11-30 00:00:00+00:00": 36.24714215842789, "2026-02-28 00:00:00+00:00": 95.36226995180232 } }, "test": { "label": "Test ridge_a10_H10_c12_p90_cap1", "variant": "ridge_a10_H10_c12_p90_cap1", "gain_pct": 121.30340190536825, "max_drawdown_pct": -10.89457843036894, "capital_score": 104.96153425981484, "stability_score": 104.90981012188381, "n_trades": 29, "skipped_by_capacity": 170, "avg_trade_ret_pct": 2.8778695229843847, "median_trade_ret_pct": 3.1909258775561478, "positive_month_rate": 1.0, "worst_month_pct": 3.11357546832582, "month_gain_concentration": 0.20877334142966567, "top_asset_trade_share": 0.5517241379310345, "long_counts": { "XRP": 16, "SOL": 11, "ETH": 1, "BNB": 1 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 29, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 17.551669735860642, "2025-02-28 00:00:00+00:00": 25.925352006872075, "2025-03-31 00:00:00+00:00": 16.376887466633065, "2025-04-30 00:00:00+00:00": 3.11357546832582, "2025-07-31 00:00:00+00:00": 15.798868173577318, "2025-10-31 00:00:00+00:00": 13.749112015013054, "2025-11-30 00:00:00+00:00": 5.956548088854021, "2026-02-28 00:00:00+00:00": 25.982859600681138 }, "curve": [ { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 9.468370400323423, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 7.836607695632779, "drawdown_pct": -1.4906248249821563, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 7.836607695632779, "drawdown_pct": -1.4906248249821563, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 7.836607695632779, "drawdown_pct": -1.4906248249821563, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 7.836607695632779, "drawdown_pct": -1.4906248249821563, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 17.551669735860642, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 21.799496117513954, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 21.799496117513954, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 21.799496117513954, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 17.413018218019147, "drawdown_pct": -3.601392484631194, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 17.413018218019147, "drawdown_pct": -3.601392484631194, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 17.413018218019147, "drawdown_pct": -3.601392484631194, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 17.413018218019147, "drawdown_pct": -3.601392484631194, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 17.413018218019147, "drawdown_pct": -3.601392484631194, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 17.413018218019147, "drawdown_pct": -3.601392484631194, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 30.44947951806202, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 27.364927761090584, "drawdown_pct": -2.3645565841789007, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 34.36401067083003, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 38.99359931722293, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 38.99359931722293, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 38.99359931722293, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 38.99359931722293, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 43.47702174273272, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 50.267972538004074, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 65.49505251528964, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 57.984861609841715, "drawdown_pct": -4.53801536136803, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 57.984861609841715, "drawdown_pct": -4.53801536136803, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 57.984861609841715, "drawdown_pct": -4.53801536136803, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 63.112328116892996, "drawdown_pct": -1.439755667726994, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 63.112328116892996, "drawdown_pct": -1.439755667726994, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 58.21464423351196, "drawdown_pct": -4.399169746240639, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 58.21464423351196, "drawdown_pct": -4.399169746240639, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 58.21464423351196, "drawdown_pct": -4.399169746240639, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 47.46506422063115, "drawdown_pct": -10.89457843036894, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 56.475839114686806, "drawdown_pct": -5.449838689147269, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 56.475839114686806, "drawdown_pct": -5.449838689147269, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 59.85390920936578, "drawdown_pct": -3.408647702868761, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 62.9674846776916, "drawdown_pct": -1.5272769784852147, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 62.9674846776916, "drawdown_pct": -1.5272769784852147, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 62.9674846776916, "drawdown_pct": -1.5272769784852147, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 74.17573662419741, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 78.76635285126892, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 83.29450459452394, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 93.63573869232198, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 92.51546486628197, "drawdown_pct": -0.5785470355862743, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 98.472012955136, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 104.805107776228, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 105.34846702190998, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 105.34846702190998, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 105.34846702190998, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 105.34846702190998, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 124.45487255581713, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a10_H10_c12_p90_cap1", "variant": "ridge_a10_H10_c12_p90_cap1", "gain_pct": 7.769687845663796, "max_drawdown_pct": 0.0, "capital_score": 7.769687845663796, "stability_score": -18.230312154336204, "n_trades": 2, "skipped_by_capacity": 8, "avg_trade_ret_pct": 3.9501632586229047, "median_trade_ret_pct": 3.9501632586229047, "positive_month_rate": 1.0, "worst_month_pct": 9.304381869024894, "month_gain_concentration": 1.0, "top_asset_trade_share": 1.0, "long_counts": { "XRP": 2 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 2, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2026-02-28 00:00:00+00:00": 9.304381869024894 } }, "selection_score": 545.448626122372 }, { "name": "ridge_a10_H10_c12_p90_cap2", "variant": { "name": "ridge_a10_H10_c12_p90_cap2", "threshold": 0.06525539266108744, "pred_percentile": 90, "horizon": 10, "cost_bps": 12, "cap": 2, "delay_bars": 1 }, "model_diag": { "alpha": 10.0, "ykey": "y_H10_c12", "n_train": 12794, "target_mean": 0.007813253534827652 }, "val": { "label": "Validation ridge_a10_H10_c12_p90_cap2", "variant": "ridge_a10_H10_c12_p90_cap2", "gain_pct": 697.9407278895056, "max_drawdown_pct": -11.489131452600098, "capital_score": 680.7070307106055, "stability_score": 676.2587548485366, "n_trades": 116, "skipped_by_capacity": 541, "avg_trade_ret_pct": 1.8346816813194402, "median_trade_ret_pct": 1.7083063142351962, "positive_month_rate": 0.9230769230769231, "worst_month_pct": 0.0, "month_gain_concentration": 0.14545288335904588, "top_asset_trade_share": 0.6982758620689655, "long_counts": { "SOL": 26, "ETH": 7, "XRP": 81, "BTC": 2 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 116, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.9318181818181819, "max_open_trades": 2, "avg_exposure": 0.9659090909090909, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 1.4332020886702566, "2024-10-31 00:00:00+00:00": 6.872657392943012, "2024-11-30 00:00:00+00:00": 84.35233938035297, "2024-12-31 00:00:00+00:00": 103.16439921498119, "2025-01-31 00:00:00+00:00": 99.74674920021084, "2025-02-28 00:00:00+00:00": 91.72756716099201, "2025-03-31 00:00:00+00:00": 79.6463229759716, "2025-04-30 00:00:00+00:00": 23.76648550491211, "2025-07-31 00:00:00+00:00": 41.32518738233921, "2025-10-31 00:00:00+00:00": 37.53752105494186, "2025-11-30 00:00:00+00:00": 38.309216660464585, "2026-02-28 00:00:00+00:00": 101.38170127223441 } }, "test": { "label": "Test ridge_a10_H10_c12_p90_cap2", "variant": "ridge_a10_H10_c12_p90_cap2", "gain_pct": 87.39124384353804, "max_drawdown_pct": -11.2824836811531, "capital_score": 70.46751832180838, "stability_score": 69.5675183218084, "n_trades": 50, "skipped_by_capacity": 149, "avg_trade_ret_pct": 1.2895123882508523, "median_trade_ret_pct": 1.5470310639696772, "positive_month_rate": 1.0, "worst_month_pct": 1.3074253936758282, "month_gain_concentration": 0.24261209184220242, "top_asset_trade_share": 0.58, "long_counts": { "XRP": 29, "SOL": 16, "ETH": 3, "BNB": 2 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 50, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.7924528301886793, "max_open_trades": 2, "avg_exposure": 0.8962264150943396, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 8.373878017013126, "2025-02-28 00:00:00+00:00": 17.48547043986943, "2025-03-31 00:00:00+00:00": 8.389563962160096, "2025-04-30 00:00:00+00:00": 1.3074253936758282, "2025-07-31 00:00:00+00:00": 13.331209951539137, "2025-10-31 00:00:00+00:00": 14.229471160395804, "2025-11-30 00:00:00+00:00": 5.085980786310472, "2026-02-28 00:00:00+00:00": 21.84728888798503 }, "curve": [ { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 4.734185200161704, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 3.9535883177434954, "drawdown_pct": -0.7453124124910837, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 3.9535883177434954, "drawdown_pct": -0.7453124124910837, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 3.9535883177434954, "drawdown_pct": -0.7453124124910837, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 3.9535883177434954, "drawdown_pct": -0.7453124124910837, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 8.373878017013126, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 10.331967677318104, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 10.331967677318104, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 10.331967677318104, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 6.394255702519743, "drawdown_pct": -3.568967415060309, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 6.394255702519743, "drawdown_pct": -3.568967415060309, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 6.394255702519743, "drawdown_pct": -3.568967415060309, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 6.394255702519743, "drawdown_pct": -3.568967415060309, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 6.394255702519743, "drawdown_pct": -3.568967415060309, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 6.394255702519743, "drawdown_pct": -3.568967415060309, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 16.32410371660454, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 14.948829089895497, "drawdown_pct": -1.182278292089456, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 18.107219705429713, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 21.895733100939935, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 21.895733100939935, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 21.895733100939935, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 21.895733100939935, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 25.859348456882557, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 28.837890358972516, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 42.22413725086716, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 35.843206670720036, "drawdown_pct": -4.486531402817995, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 35.843206670720036, "drawdown_pct": -4.486531402817995, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 35.843206670720036, "drawdown_pct": -4.486531402817995, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 40.287829037774145, "drawdown_pct": -1.361448380367103, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 40.287829037774145, "drawdown_pct": -1.361448380367103, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 35.20813159754479, "drawdown_pct": -4.933062551082267, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 35.20813159754479, "drawdown_pct": -4.933062551082267, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 35.20813159754479, "drawdown_pct": -4.933062551082267, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 26.17772217487729, "drawdown_pct": -11.2824836811531, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 30.03273372344799, "drawdown_pct": -8.571965183318298, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 30.03273372344799, "drawdown_pct": -8.571965183318298, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 34.248912419042654, "drawdown_pct": -5.607504454575896, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 35.55633781271848, "drawdown_pct": -4.688233352674476, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 35.55633781271848, "drawdown_pct": -4.688233352674476, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 35.55633781271848, "drawdown_pct": -4.688233352674476, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 45.03966074380571, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 48.88754776425762, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 55.18595939001068, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 64.06483830217172, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 63.11701892465342, "drawdown_pct": -0.5777102439052939, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 68.2029997109639, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 73.06946053883684, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 73.52892790828895, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 73.52892790828895, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 73.52892790828895, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 73.52892790828895, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 90.05028859894892, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a10_H10_c12_p90_cap2", "variant": "ridge_a10_H10_c12_p90_cap2", "gain_pct": 8.783392781277556, "max_drawdown_pct": 0.0, "capital_score": 8.783392781277556, "stability_score": -17.216607218722444, "n_trades": 4, "skipped_by_capacity": 6, "avg_trade_ret_pct": 2.167671236781722, "median_trade_ret_pct": 1.9750816293114524, "positive_month_rate": 1.0, "worst_month_pct": 10.32700764885577, "month_gain_concentration": 1.0, "top_asset_trade_share": 1.0, "long_counts": { "XRP": 4 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 4, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.75, "max_open_trades": 2, "avg_exposure": 0.875, "max_exposure": 1.0, "monthly_gain_pct": { "2026-02-28 00:00:00+00:00": 10.32700764885577 } }, "selection_score": 680.7070307106055 }, { "name": "ridge_a10_H10_c12_p90_cap3", "variant": { "name": "ridge_a10_H10_c12_p90_cap3", "threshold": 0.06525539266108744, "pred_percentile": 90, "horizon": 10, "cost_bps": 12, "cap": 3, "delay_bars": 1 }, "model_diag": { "alpha": 10.0, "ykey": "y_H10_c12", "n_train": 12794, "target_mean": 0.007813253534827652 }, "val": { "label": "Validation ridge_a10_H10_c12_p90_cap3", "variant": "ridge_a10_H10_c12_p90_cap3", "gain_pct": 715.0641421771558, "max_drawdown_pct": -11.37846533291439, "capital_score": 697.9964441777842, "stability_score": 693.5325887560974, "n_trades": 166, "skipped_by_capacity": 491, "avg_trade_ret_pct": 1.2846272920618274, "median_trade_ret_pct": 1.2045274477167405, "positive_month_rate": 0.9230769230769231, "worst_month_pct": 0.0, "month_gain_concentration": 0.15032344873442896, "top_asset_trade_share": 0.6987951807228916, "long_counts": { "SOL": 38, "ETH": 9, "XRP": 116, "BTC": 3 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 166, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.787878787878788, "max_open_trades": 3, "avg_exposure": 0.9292929292929293, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 4.4069218334148985, "2024-10-31 00:00:00+00:00": 7.3228694349713805, "2024-11-30 00:00:00+00:00": 89.04972029268767, "2024-12-31 00:00:00+00:00": 109.22743128848384, "2025-01-31 00:00:00+00:00": 100.4113185866176, "2025-02-28 00:00:00+00:00": 96.66371088692392, "2025-03-31 00:00:00+00:00": 80.77759964757149, "2025-04-30 00:00:00+00:00": 16.35831875553413, "2025-07-31 00:00:00+00:00": 42.51564869833453, "2025-10-31 00:00:00+00:00": 38.59995993704217, "2025-11-30 00:00:00+00:00": 39.397324366095745, "2026-02-28 00:00:00+00:00": 101.88523123958214 } }, "test": { "label": "Test ridge_a10_H10_c12_p90_cap3", "variant": "ridge_a10_H10_c12_p90_cap3", "gain_pct": 59.76952417567492, "max_drawdown_pct": -11.40802787463545, "capital_score": 42.65748236372174, "stability_score": 41.069247069604096, "n_trades": 68, "skipped_by_capacity": 131, "avg_trade_ret_pct": 0.7070331612569819, "median_trade_ret_pct": 1.0022646624408653, "positive_month_rate": 1.0, "worst_month_pct": 0.7820680290808468, "month_gain_concentration": 0.27258288369421513, "top_asset_trade_share": 0.6029411764705882, "long_counts": { "XRP": 41, "SOL": 19, "ETH": 4, "BNB": 4 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 68, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.452830188679245, "max_open_trades": 3, "avg_exposure": 0.8176100628930818, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 3.102697604108826, "2025-02-28 00:00:00+00:00": 13.131184431414951, "2025-03-31 00:00:00+00:00": 4.222454727167076, "2025-04-30 00:00:00+00:00": 0.7820680290808468, "2025-07-31 00:00:00+00:00": 8.518273867436022, "2025-10-31 00:00:00+00:00": 10.968679718657597, "2025-11-30 00:00:00+00:00": 4.399190895592795, "2026-02-28 00:00:00+00:00": 16.90939007433292 }, "curve": [ { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 3.156123466774474, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 2.643566538479476, "drawdown_pct": -0.49687494166071877, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 2.643566538479476, "drawdown_pct": -0.49687494166071877, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 2.643566538479476, "drawdown_pct": -0.49687494166071877, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 2.643566538479476, "drawdown_pct": -0.49687494166071877, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 3.102697604108826, "drawdown_pct": -0.05179126635449505, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 4.344597896086697, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 4.344597896086697, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 4.344597896086697, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": -3.50136578930136, "drawdown_pct": -7.519281154546775, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": -3.50136578930136, "drawdown_pct": -7.519281154546775, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": -3.50136578930136, "drawdown_pct": -7.519281154546775, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": -3.50136578930136, "drawdown_pct": -7.519281154546775, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": -3.50136578930136, "drawdown_pct": -7.519281154546775, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": -3.50136578930136, "drawdown_pct": -7.519281154546775, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 6.252250560126498, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 5.414785697973912, "drawdown_pct": -0.7881855280596373, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 7.345738061868261, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 10.894466705281445, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 10.894466705281445, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 10.894466705281445, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 10.894466705281445, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 16.233882035523777, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 18.06771476139393, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 30.44052129806977, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 24.610200174219543, "drawdown_pct": -4.469716209219488, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 24.610200174219543, "drawdown_pct": -4.469716209219488, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 24.610200174219543, "drawdown_pct": -4.469716209219488, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 28.698388417777096, "drawdown_pct": -1.3355764473769072, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 28.698388417777096, "drawdown_pct": -1.3355764473769072, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 23.7808440368712, "drawdown_pct": -5.105527940953669, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 23.7808440368712, "drawdown_pct": -5.105527940953669, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 23.7808440368712, "drawdown_pct": -5.105527940953669, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 15.559830268566174, "drawdown_pct": -11.40802787463545, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 17.91357107456345, "drawdown_pct": -9.603572646632541, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 17.91357107456345, "drawdown_pct": -9.603572646632541, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 20.456336762690853, "drawdown_pct": -7.654204717998669, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 21.2384047917717, "drawdown_pct": -7.054645607610155, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 21.2384047917717, "drawdown_pct": -7.054645607610155, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 21.2384047917717, "drawdown_pct": -7.054645607610155, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 27.506444270890384, "drawdown_pct": -2.249360089933039, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 29.756678659207722, "drawdown_pct": -0.5242562909568593, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 34.531787113135096, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 41.54267109770035, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 40.72535837786532, "drawdown_pct": -0.5774320305647507, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 45.124549273458115, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 47.917145787284284, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 47.113858243834585, "drawdown_pct": -0.5430658759498219, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 47.113858243834585, "drawdown_pct": -0.5430658759498219, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 47.113858243834585, "drawdown_pct": -0.5430658759498219, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 47.113858243834585, "drawdown_pct": -0.5430658759498219, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 62.03393934779103, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a10_H10_c12_p90_cap3", "variant": "ridge_a10_H10_c12_p90_cap3", "gain_pct": 10.675548432451592, "max_drawdown_pct": 0.0, "capital_score": 10.675548432451592, "stability_score": -10.324451567548408, "n_trades": 6, "skipped_by_capacity": 4, "avg_trade_ret_pct": 1.7207503950032872, "median_trade_ret_pct": 2.0152367260072053, "positive_month_rate": 1.0, "worst_month_pct": 10.690501848294446, "month_gain_concentration": 1.0, "top_asset_trade_share": 0.8333333333333334, "long_counts": { "XRP": 5, "SOL": 1 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 6, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.5, "max_open_trades": 3, "avg_exposure": 0.8333333333333333, "max_exposure": 1.0, "monthly_gain_pct": { "2026-02-28 00:00:00+00:00": 10.690501848294446 } }, "selection_score": 697.9964441777842 }, { "name": "ridge_a10_H10_c12_p90_cap5", "variant": { "name": "ridge_a10_H10_c12_p90_cap5", "threshold": 0.06525539266108744, "pred_percentile": 90, "horizon": 10, "cost_bps": 12, "cap": 5, "delay_bars": 1 }, "model_diag": { "alpha": 10.0, "ykey": "y_H10_c12", "n_train": 12794, "target_mean": 0.007813253534827652 }, "val": { "label": "Validation ridge_a10_H10_c12_p90_cap5", "variant": "ridge_a10_H10_c12_p90_cap5", "gain_pct": 751.7767077216537, "max_drawdown_pct": -8.272658647739062, "capital_score": 739.3677197500451, "stability_score": 735.4770947500451, "n_trades": 256, "skipped_by_capacity": 401, "avg_trade_ret_pct": 0.8447291623944638, "median_trade_ret_pct": 0.7355086517906879, "positive_month_rate": 0.9230769230769231, "worst_month_pct": 0.0, "month_gain_concentration": 0.1621011713128857, "top_asset_trade_share": 0.6796875, "long_counts": { "SOL": 65, "BNB": 1, "ETH": 13, "XRP": 174, "BTC": 3 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 256, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.356060606060606, "max_open_trades": 5, "avg_exposure": 0.8712121212121212, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 6.701850865657605, "2024-10-31 00:00:00+00:00": 8.358152240808607, "2024-11-30 00:00:00+00:00": 89.26366505613865, "2024-12-31 00:00:00+00:00": 113.37243880221911, "2025-01-31 00:00:00+00:00": 99.56803236560233, "2025-02-28 00:00:00+00:00": 121.49420205436405, "2025-03-31 00:00:00+00:00": 73.96391596990009, "2025-04-30 00:00:00+00:00": 10.194892143958782, "2025-07-31 00:00:00+00:00": 45.61412098569747, "2025-10-31 00:00:00+00:00": 40.059477492539486, "2025-11-30 00:00:00+00:00": 40.89018962936689, "2026-02-28 00:00:00+00:00": 100.01520156634695 } }, "test": { "label": "Test ridge_a10_H10_c12_p90_cap5", "variant": "ridge_a10_H10_c12_p90_cap5", "gain_pct": 54.21450246719672, "max_drawdown_pct": -8.788023320898631, "capital_score": 41.03246748584878, "stability_score": 40.03246748584878, "n_trades": 96, "skipped_by_capacity": 103, "avg_trade_ret_pct": 0.4583409687773293, "median_trade_ret_pct": 0.6188124255878709, "positive_month_rate": 1.0, "worst_month_pct": 0.4595983070297791, "month_gain_concentration": 0.3008630170082979, "top_asset_trade_share": 0.5833333333333334, "long_counts": { "XRP": 56, "SOL": 25, "ETH": 7, "BTC": 1, "BNB": 7 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 96, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 3.5849056603773586, "max_open_trades": 5, "avg_exposure": 0.7169811320754715, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 1.4242498357856732, "2025-02-28 00:00:00+00:00": 15.13279771104608, "2025-03-31 00:00:00+00:00": 1.4240111943289264, "2025-04-30 00:00:00+00:00": 0.4595983070297791, "2025-07-31 00:00:00+00:00": 5.697370176813408, "2025-10-31 00:00:00+00:00": 11.056878809581889, "2025-11-30 00:00:00+00:00": 4.235105763884661, "2026-02-28 00:00:00+00:00": 16.968108681072863 }, "curve": [ { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 1.8936740800646845, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 1.5899035998799178, "drawdown_pct": -0.2981249649964268, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 1.5899035998799178, "drawdown_pct": -0.2981249649964268, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 1.5899035998799178, "drawdown_pct": -0.2981249649964268, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 1.5899035998799178, "drawdown_pct": -0.2981249649964268, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 1.4242498357856732, "drawdown_pct": -0.46070008616054814, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 2.1572595925333786, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 2.1572595925333786, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 2.1572595925333786, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": -5.562349552785037, "drawdown_pct": -7.556593800684364, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": -5.562349552785037, "drawdown_pct": -7.556593800684364, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": -5.562349552785037, "drawdown_pct": -7.556593800684364, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": -5.562349552785037, "drawdown_pct": -7.556593800684364, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": -3.134873559949625, "drawdown_pct": -5.180378931063068, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": -3.134873559949625, "drawdown_pct": -5.180378931063068, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 4.1366122036223345, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 6.376267388889687, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 7.545406064930916, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 10.309741346422967, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 10.309741346422967, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 10.309741346422967, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 10.309741346422967, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 16.557047546831754, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 17.66040634968165, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 24.96008474694436, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 21.58844712910438, "drawdown_pct": -2.698171679915118, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 21.58844712910438, "drawdown_pct": -2.698171679915118, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 21.58844712910438, "drawdown_pct": -2.698171679915118, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 26.157328304802874, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 26.157328304802874, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 22.189344793329084, "drawdown_pct": -3.1452659665453075, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 22.189344793329084, "drawdown_pct": -3.1452659665453075, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 22.189344793329084, "drawdown_pct": -3.1452659665453075, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 15.070592872354155, "drawdown_pct": -8.788023320898631, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 16.476858437392636, "drawdown_pct": -7.673331385095361, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 16.476858437392636, "drawdown_pct": -7.673331385095361, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 17.98105874116068, "drawdown_pct": -6.481010396707109, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 18.44065704819046, "drawdown_pct": -6.116704721241817, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 18.44065704819046, "drawdown_pct": -6.116704721241817, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 18.44065704819046, "drawdown_pct": -6.116704721241817, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 22.839578597366142, "drawdown_pct": -2.6298509583374097, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 24.138027225003867, "drawdown_pct": -1.6006213090691501, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 29.354360946652235, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 35.97979462256947, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 35.194906034585756, "drawdown_pct": -0.5772097171953261, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 39.43001179847042, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 41.03679154106726, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 41.3380297947667, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 41.3380297947667, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 41.3380297947667, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 41.3380297947667, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 56.39812047954328, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a10_H10_c12_p90_cap5", "variant": "ridge_a10_H10_c12_p90_cap5", "gain_pct": 8.49081890998879, "max_drawdown_pct": 0.0, "capital_score": 8.49081890998879, "stability_score": -6.259181090011209, "n_trades": 8, "skipped_by_capacity": 2, "avg_trade_ret_pct": 1.0281994828858008, "median_trade_ret_pct": 1.0154472205372862, "positive_month_rate": 1.0, "worst_month_pct": 8.497927720629932, "month_gain_concentration": 1.0, "top_asset_trade_share": 0.625, "long_counts": { "XRP": 5, "ETH": 2, "SOL": 1 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 8, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 3.0, "max_open_trades": 5, "avg_exposure": 0.6, "max_exposure": 1.0, "monthly_gain_pct": { "2026-02-28 00:00:00+00:00": 8.497927720629932 } }, "selection_score": 739.3677197500451 }, { "name": "ridge_a100_H10_c12_p70_cap1", "variant": { "name": "ridge_a100_H10_c12_p70_cap1", "threshold": 0.033192613202133216, "pred_percentile": 70, "horizon": 10, "cost_bps": 12, "cap": 1, "delay_bars": 1 }, "model_diag": { "alpha": 100.0, "ykey": "y_H10_c12", "n_train": 12794, "target_mean": 0.007813253534827652 }, "val": { "label": "Validation ridge_a100_H10_c12_p70_cap1", "variant": "ridge_a100_H10_c12_p70_cap1", "gain_pct": 2068.6008374419375, "max_drawdown_pct": -11.839569996877497, "capital_score": 2050.8414824466213, "stability_score": 2025.3225388712365, "n_trades": 98, "skipped_by_capacity": 1873, "avg_trade_ret_pct": 3.292274529705453, "median_trade_ret_pct": 2.723282723610374, "positive_month_rate": 0.7058823529411765, "worst_month_pct": -29.957719085588906, "month_gain_concentration": 0.1836012750066816, "top_asset_trade_share": 0.6020408163265306, "long_counts": { "SOL": 29, "XRP": 59, "ETH": 6, "BTC": 2, "BNB": 2 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 98, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 41.34364075778066, "2024-10-31 00:00:00+00:00": 5.248857737008365, "2024-11-30 00:00:00+00:00": 124.89208986451462, "2024-12-31 00:00:00+00:00": 261.0022544995269, "2025-01-31 00:00:00+00:00": 150.70549656088576, "2025-02-28 00:00:00+00:00": 317.5583458010133, "2025-03-31 00:00:00+00:00": 220.9663902847892, "2025-04-30 00:00:00+00:00": 379.6944721884304, "2025-05-31 00:00:00+00:00": 45.88498376154894, "2025-07-31 00:00:00+00:00": -8.392825858187962, "2025-08-31 00:00:00+00:00": 95.93314016327759, "2025-10-31 00:00:00+00:00": -14.532589860867574, "2025-11-30 00:00:00+00:00": 172.29395391722005, "2026-01-31 00:00:00+00:00": -11.456345991865874, "2026-02-28 00:00:00+00:00": 252.5146937763975, "2026-03-31 00:00:00+00:00": -29.957719085588906 } }, "test": { "label": "Test ridge_a100_H10_c12_p70_cap1", "variant": "ridge_a100_H10_c12_p70_cap1", "gain_pct": 193.81962452784995, "max_drawdown_pct": -11.839569996877497, "capital_score": 176.0602695325337, "stability_score": 176.0602695325337, "n_trades": 54, "skipped_by_capacity": 646, "avg_trade_ret_pct": 2.094361953592339, "median_trade_ret_pct": 2.294028709077204, "positive_month_rate": 1.0, "worst_month_pct": 0.6020557808938918, "month_gain_concentration": 0.20348679950842072, "top_asset_trade_share": 0.5, "long_counts": { "XRP": 27, "SOL": 17, "ETH": 6, "BTC": 1, "BNB": 3 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 54, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 29.040363543740682, "2025-02-28 00:00:00+00:00": 38.48137552243918, "2025-03-31 00:00:00+00:00": 24.924092747790837, "2025-04-30 00:00:00+00:00": 12.298347842318634, "2025-05-31 00:00:00+00:00": 4.169764578066378, "2025-07-31 00:00:00+00:00": 4.4137334716512555, "2025-08-31 00:00:00+00:00": 3.5712957255129254, "2025-10-31 00:00:00+00:00": 11.804600646867868, "2025-11-30 00:00:00+00:00": 18.676513206038436, "2025-12-31 00:00:00+00:00": 0.6020557808938918, "2026-01-31 00:00:00+00:00": 5.657479886052698, "2026-02-28 00:00:00+00:00": 30.007979850595717, "2026-03-31 00:00:00+00:00": 5.462332660192715 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 2.473509482458411, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 12.176080922468117, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 15.585102283430004, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 15.585102283430004, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 15.585102283430004, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 14:00:00+00:00", "gain_pct": 15.585102283430004, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 13.862162054812174, "drawdown_pct": -1.4906248249821563, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 01:00:00+00:00", "gain_pct": 13.862162054812174, "drawdown_pct": -1.4906248249821563, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 13.862162054812174, "drawdown_pct": -1.4906248249821563, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 13.862162054812174, "drawdown_pct": -1.4906248249821563, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 13.862162054812174, "drawdown_pct": -1.4906248249821563, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 13.862162054812174, "drawdown_pct": -1.4906248249821563, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 13.862162054812174, "drawdown_pct": -1.4906248249821563, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-23 14:00:00+00:00", "gain_pct": 24.851247304220763, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-27 14:00:00+00:00", "gain_pct": 25.472304800768896, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 29.040363543740682, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 33.703343336294125, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 33.703343336294125, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 00:00:00+00:00", "gain_pct": 33.703343336294125, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 33.703343336294125, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 33.703343336294125, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 17.873442413828144, "drawdown_pct": -11.839569996877497, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 17.873442413828144, "drawdown_pct": -11.839569996877497, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 17.873442413828144, "drawdown_pct": -11.839569996877497, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 17.873442413828144, "drawdown_pct": -11.839569996877497, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 10:00:00+00:00", "gain_pct": 17.873442413828144, "drawdown_pct": -11.839569996877497, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 17.873442413828144, "drawdown_pct": -11.839569996877497, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 17.873442413828144, "drawdown_pct": -11.839569996877497, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 19:00:00+00:00", "gain_pct": 30.961024980501946, "drawdown_pct": -2.05104695766255, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 30.961024980501946, "drawdown_pct": -2.05104695766255, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": 30.961024980501946, "drawdown_pct": -2.05104695766255, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 27.626037937580904, "drawdown_pct": -4.545365319270611, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 27.626037937580904, "drawdown_pct": -4.545365319270611, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 34.63946963081952, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-10 03:00:00+00:00", "gain_pct": 34.63946963081952, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-18 16:00:00+00:00", "gain_pct": 39.27854937283652, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 44.90720450839453, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 44.90720450839453, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 44.90720450839453, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 44.90720450839453, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 44.90720450839453, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 44.90720450839453, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 49.581378092662334, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-26 17:00:00+00:00", "gain_pct": 50.62074755250558, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 50.62074755250558, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-28 03:00:00+00:00", "gain_pct": 55.59673189204142, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 67.52173906617986, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 69.22752458423474, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 16:00:00+00:00", "gain_pct": 69.22752458423474, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 69.22752458423474, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 69.22752458423474, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-03 06:00:00+00:00", "gain_pct": 86.37582975984691, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 86.37582975984691, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 82.02997069541226, "drawdown_pct": -2.3317718129193366, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 82.02997069541226, "drawdown_pct": -2.3317718129193366, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 05:00:00+00:00", "gain_pct": 82.02997069541226, "drawdown_pct": -2.3317718129193366, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 87.97018923572378, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 87.97018923572378, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 87.97018923572378, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 87.97018923572378, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 87.97018923572378, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 14:00:00+00:00", "gain_pct": 94.07084242368865, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 94.07084242368865, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 94.07084242368865, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 94.07084242368865, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-09 16:00:00+00:00", "gain_pct": 86.53000253766515, "drawdown_pct": -3.885611971303038, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 86.53000253766515, "drawdown_pct": -3.885611971303038, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 90.47234418766237, "drawdown_pct": -1.854218898153781, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 90.47234418766237, "drawdown_pct": -1.854218898153781, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 90.47234418766237, "drawdown_pct": -1.854218898153781, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 77.53107876937207, "drawdown_pct": -8.522539216997648, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 88.37902160887936, "drawdown_pct": -2.932857271976541, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 88.37902160887936, "drawdown_pct": -2.932857271976541, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 92.4458318139707, "drawdown_pct": -0.8373285700333466, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 92.4458318139707, "drawdown_pct": -0.8373285700333466, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 06:00:00+00:00", "gain_pct": 96.72521007795694, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 96.72521007795694, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 96.72521007795694, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 96.72521007795694, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 96.72521007795694, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 103.33457770860946, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-09 01:00:00+00:00", "gain_pct": 103.33457770860946, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-09 17:00:00+00:00", "gain_pct": 101.74273849474574, "drawdown_pct": -0.782866953472583, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-10 15:00:00+00:00", "gain_pct": 98.74517591277515, "drawdown_pct": -2.2570690374222435, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-22 21:00:00+00:00", "gain_pct": 104.74417965628933, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 108.91394423435571, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 107.8495467079693, "drawdown_pct": -0.5094908960181166, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 113.32767770600697, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 113.32767770600697, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-08-14 12:00:00+00:00", "gain_pct": 118.73126781276872, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-08-24 19:00:00+00:00", "gain_pct": 116.89897343151989, "drawdown_pct": -0.8376920225311557, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-10 22:00:00+00:00", "gain_pct": 115.41132637264676, "drawdown_pct": -1.5178174905307928, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-11 05:00:00+00:00", "gain_pct": 115.41132637264676, "drawdown_pct": -1.5178174905307928, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 112.83983046663758, "drawdown_pct": -2.6934591496877935, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 112.83983046663758, "drawdown_pct": -2.6934591496877935, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 124.84797286599732, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 123.54712158440529, "drawdown_pct": -0.5785470355862632, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 123.54712158440529, "drawdown_pct": -0.5785470355862632, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-19 09:00:00+00:00", "gain_pct": 128.70357407838776, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-04 19:00:00+00:00", "gain_pct": 133.6298613460967, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 133.6298613460967, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-04 21:00:00+00:00", "gain_pct": 133.6298613460967, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 141.27499862426131, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 141.27499862426131, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 141.27499862426131, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 147.3800872844262, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 147.9821430653201, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 153.6396229513728, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 162.35281355955556, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 163.04885004236644, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 163.04885004236644, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 163.04885004236644, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 163.04885004236644, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 163.04885004236644, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 163.04885004236644, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 163.04885004236644, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 05:00:00+00:00", "gain_pct": 163.04885004236644, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 187.6868859200962, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 16:00:00+00:00", "gain_pct": 187.6868859200962, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-28 07:00:00+00:00", "gain_pct": 183.6476028019685, "drawdown_pct": -1.4040553517790766, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 189.10993546216122, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a100_H10_c12_p70_cap1", "variant": "ridge_a100_H10_c12_p70_cap1", "gain_pct": 16.417599929071642, "max_drawdown_pct": -1.4040553517790877, "capital_score": 14.31151690140301, "stability_score": -5.68848309859699, "n_trades": 5, "skipped_by_capacity": 51, "avg_trade_ret_pct": 3.146217104824245, "median_trade_ret_pct": 2.7045116216670473, "positive_month_rate": 0.3333333333333333, "worst_month_pct": -1.6312707005528893, "month_gain_concentration": 1.0, "top_asset_trade_share": 0.8, "long_counts": { "XRP": 4, "ETH": 1 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 5, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 16.18279140390655, "2026-03-31 00:00:00+00:00": -1.6312707005528893 } }, "selection_score": 2050.8414824466213 }, { "name": "ridge_a100_H10_c12_p70_cap2", "variant": { "name": "ridge_a100_H10_c12_p70_cap2", "threshold": 0.033192613202133216, "pred_percentile": 70, "horizon": 10, "cost_bps": 12, "cap": 2, "delay_bars": 1 }, "model_diag": { "alpha": 100.0, "ykey": "y_H10_c12", "n_train": 12794, "target_mean": 0.007813253534827652 }, "val": { "label": "Validation ridge_a100_H10_c12_p70_cap2", "variant": "ridge_a100_H10_c12_p70_cap2", "gain_pct": 2087.915636245799, "max_drawdown_pct": -11.489131452600088, "capital_score": 2070.681939066899, "stability_score": 2044.6630123965306, "n_trades": 188, "skipped_by_capacity": 1783, "avg_trade_ret_pct": 1.6802648342404647, "median_trade_ret_pct": 1.4364806098937188, "positive_month_rate": 0.7058823529411765, "worst_month_pct": -30.32743730866605, "month_gain_concentration": 0.1749721024713005, "top_asset_trade_share": 0.6063829787234043, "long_counts": { "SOL": 54, "XRP": 114, "BTC": 4, "ETH": 13, "BNB": 3 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 188, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.942084942084942, "max_open_trades": 2, "avg_exposure": 0.971042471042471, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 45.63726888546975, "2024-10-31 00:00:00+00:00": 5.007348426532019, "2024-11-30 00:00:00+00:00": 125.1148463723662, "2024-12-31 00:00:00+00:00": 255.66413774892152, "2025-01-31 00:00:00+00:00": 157.3977804514534, "2025-02-28 00:00:00+00:00": 323.10170798068475, "2025-03-31 00:00:00+00:00": 230.9516578050892, "2025-04-30 00:00:00+00:00": 365.82000610381374, "2025-05-31 00:00:00+00:00": 46.423846865834776, "2025-07-31 00:00:00+00:00": -4.216339294282079, "2025-08-31 00:00:00+00:00": 98.04961305914708, "2025-10-31 00:00:00+00:00": -7.3254151649000505, "2025-11-30 00:00:00+00:00": 176.66166768049357, "2026-01-31 00:00:00+00:00": -11.59428082961972, "2026-02-28 00:00:00+00:00": 260.9034466021035, "2026-03-31 00:00:00+00:00": -30.32743730866605 } }, "test": { "label": "Test ridge_a100_H10_c12_p70_cap2", "variant": "ridge_a100_H10_c12_p70_cap2", "gain_pct": 194.77461840750124, "max_drawdown_pct": -7.960624221703194, "capital_score": 182.83368207494644, "stability_score": 182.83368207494644, "n_trades": 102, "skipped_by_capacity": 598, "avg_trade_ret_pct": 1.0826953203987657, "median_trade_ret_pct": 1.195040185308412, "positive_month_rate": 1.0, "worst_month_pct": 0.598716346179998, "month_gain_concentration": 0.19606330437107905, "top_asset_trade_share": 0.47058823529411764, "long_counts": { "XRP": 48, "SOL": 33, "ETH": 13, "BNB": 6, "BTC": 2 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 102, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.9098360655737705, "max_open_trades": 2, "avg_exposure": 0.9549180327868853, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 24.74323836906933, "2025-02-28 00:00:00+00:00": 37.258044688335616, "2025-03-31 00:00:00+00:00": 25.996257342690598, "2025-04-30 00:00:00+00:00": 13.043825733001057, "2025-05-31 00:00:00+00:00": 4.115200206398953, "2025-07-31 00:00:00+00:00": 4.371164415927865, "2025-08-31 00:00:00+00:00": 7.038065962263147, "2025-10-31 00:00:00+00:00": 13.057455706401385, "2025-11-30 00:00:00+00:00": 16.235098762443812, "2025-12-31 00:00:00+00:00": 0.598716346179998, "2026-01-31 00:00:00+00:00": 5.65475579919854, "2026-02-28 00:00:00+00:00": 30.487819656386222, "2026-03-31 00:00:00+00:00": 7.431045354174785 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 1.2367547412292197, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 8.67030472335233, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 10.321545286660097, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 10.321545286660097, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 10.321545286660097, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 14:00:00+00:00", "gain_pct": 10.321545286660097, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 12.698771216885817, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-20 01:00:00+00:00", "gain_pct": 12.698771216885817, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 12.698771216885817, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 12.698771216885817, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 12.698771216885817, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 12.698771216885817, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 12.698771216885817, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-23 14:00:00+00:00", "gain_pct": 22.68928899074018, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-27 14:00:00+00:00", "gain_pct": 22.994440538358248, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 24.74323836906933, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 26.99708818705858, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 26.99708818705858, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 00:00:00+00:00", "gain_pct": 26.99708818705858, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 26.99708818705858, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 26.99708818705858, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 17.327677342802616, "drawdown_pct": -7.613883894734297, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 17.327677342802616, "drawdown_pct": -7.613883894734297, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 17.327677342802616, "drawdown_pct": -7.613883894734297, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 17.327677342802616, "drawdown_pct": -7.613883894734297, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 10:00:00+00:00", "gain_pct": 17.327677342802616, "drawdown_pct": -7.613883894734297, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 17.327677342802616, "drawdown_pct": -7.613883894734297, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 17.327677342802616, "drawdown_pct": -7.613883894734297, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 19:00:00+00:00", "gain_pct": 28.277949010824813, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 28.277949010824813, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": 28.277949010824813, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 25.03208460406381, "drawdown_pct": -2.530337000077154, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 25.03208460406381, "drawdown_pct": -2.530337000077154, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 29.92547356962956, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-10 03:00:00+00:00", "gain_pct": 29.92547356962956, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-18 16:00:00+00:00", "gain_pct": 34.093079904485336, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 38.89066538745533, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 38.89066538745533, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 38.89066538745533, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 38.89066538745533, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 38.89066538745533, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 38.89066538745533, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 43.40689544836269, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-26 17:00:00+00:00", "gain_pct": 44.4050923725284, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 44.4050923725284, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-28 03:00:00+00:00", "gain_pct": 50.26430166768614, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 62.00128305740495, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 63.65505586796979, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 16:00:00+00:00", "gain_pct": 63.65505586796979, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 63.65505586796979, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 63.65505586796979, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-03 06:00:00+00:00", "gain_pct": 80.65880357643954, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 80.65880357643954, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 76.47080928663851, "drawdown_pct": -2.3181789134505304, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 76.47080928663851, "drawdown_pct": -2.3181789134505304, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 05:00:00+00:00", "gain_pct": 76.47080928663851, "drawdown_pct": -2.3181789134505304, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 82.2765967057179, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 82.2765967057179, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 82.2765967057179, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 82.2765967057179, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 82.2765967057179, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 14:00:00+00:00", "gain_pct": 88.2404623900176, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 88.2404623900176, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 88.2404623900176, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 88.2404623900176, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-09 16:00:00+00:00", "gain_pct": 80.99721971880632, "drawdown_pct": -3.8478670203242027, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 80.99721971880632, "drawdown_pct": -3.8478670203242027, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 85.65505298388905, "drawdown_pct": -1.3734610366456734, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 85.65505298388905, "drawdown_pct": -1.3734610366456734, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 85.65505298388905, "drawdown_pct": -1.3734610366456734, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 73.25534654595177, "drawdown_pct": -7.960624221703194, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 84.00374634458981, "drawdown_pct": -2.250693603083953, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 84.00374634458981, "drawdown_pct": -2.250693603083953, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 87.99754040009555, "drawdown_pct": -0.12904876392554332, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 87.99754040009555, "drawdown_pct": -0.12904876392554332, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 06:00:00+00:00", "gain_pct": 92.20124294621885, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 92.20124294621885, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 92.20124294621885, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 92.20124294621885, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 92.20124294621885, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 98.71285610636446, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-04-09 01:00:00+00:00", "gain_pct": 98.71285610636446, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-09 17:00:00+00:00", "gain_pct": 98.0321311579871, "drawdown_pct": -0.3425671402020325, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-10 15:00:00+00:00", "gain_pct": 95.10063195286077, "drawdown_pct": -1.8178109983836066, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-22 21:00:00+00:00", "gain_pct": 101.0413661330966, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 105.15656633949555, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 104.11264367994079, "drawdown_pct": -0.5088419435853031, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 109.52773075542342, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 109.52773075542342, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-08-14 12:00:00+00:00", "gain_pct": 118.39141287743112, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-08-24 19:00:00+00:00", "gain_pct": 116.56579671768657, "drawdown_pct": -0.8359377027196357, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-10 22:00:00+00:00", "gain_pct": 115.08298173757356, "drawdown_pct": -1.5149089866982823, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-11 05:00:00+00:00", "gain_pct": 115.08298173757356, "drawdown_pct": -1.5149089866982823, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 112.52306816052032, "drawdown_pct": -2.687076675585376, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 112.52306816052032, "drawdown_pct": -2.687076675585376, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 124.68245806702546, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 123.38444449051403, "drawdown_pct": -0.577710243905305, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 123.38444449051403, "drawdown_pct": -0.577710243905305, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-19 09:00:00+00:00", "gain_pct": 129.62325242408795, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-11-04 19:00:00+00:00", "gain_pct": 132.09630101842035, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 132.09630101842035, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-04 21:00:00+00:00", "gain_pct": 132.09630101842035, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 139.75338812831035, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 139.75338812831035, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 139.75338812831035, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 145.85835118653176, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 146.45706753271176, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 152.1118233319103, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 160.84690952414428, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 161.5394097663917, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 161.5394097663917, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 161.5394097663917, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 161.5394097663917, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 161.5394097663917, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 161.5394097663917, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 161.5394097663917, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 05:00:00+00:00", "gain_pct": 161.5394097663917, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 186.60967613155503, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 16:00:00+00:00", "gain_pct": 186.60967613155503, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-28 07:00:00+00:00", "gain_pct": 182.59964298829652, "drawdown_pct": -1.3991269232019543, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 190.0306883424713, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a100_H10_c12_p70_cap2", "variant": "ridge_a100_H10_c12_p70_cap2", "gain_pct": 18.0487279758446, "max_drawdown_pct": -1.3991269232019543, "capital_score": 15.950037591041667, "stability_score": 1.9500375910416692, "n_trades": 10, "skipped_by_capacity": 46, "avg_trade_ret_pct": 1.6880730211529194, "median_trade_ret_pct": 1.447412246808537, "positive_month_rate": 0.3333333333333333, "worst_month_pct": -1.636313273576775, "month_gain_concentration": 1.0, "top_asset_trade_share": 0.6, "long_counts": { "XRP": 6, "ETH": 3, "SOL": 1 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 10, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.0, "max_open_trades": 2, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 16.952454165631778, "2026-03-31 00:00:00+00:00": -1.636313273576775 } }, "selection_score": 2070.681939066899 }, { "name": "ridge_a100_H10_c12_p70_cap3", "variant": { "name": "ridge_a100_H10_c12_p70_cap3", "threshold": 0.033192613202133216, "pred_percentile": 70, "horizon": 10, "cost_bps": 12, "cap": 3, "delay_bars": 1 }, "model_diag": { "alpha": 100.0, "ykey": "y_H10_c12", "n_train": 12794, "target_mean": 0.007813253534827652 }, "val": { "label": "Validation ridge_a100_H10_c12_p70_cap3", "variant": "ridge_a100_H10_c12_p70_cap3", "gain_pct": 1918.5412062242292, "max_drawdown_pct": -11.37846533291439, "capital_score": 1901.4735082248576, "stability_score": 1877.5845785398449, "n_trades": 271, "skipped_by_capacity": 1700, "avg_trade_ret_pct": 1.1262817497587658, "median_trade_ret_pct": 0.9550945607459868, "positive_month_rate": 0.7058823529411765, "worst_month_pct": -28.01254592117516, "month_gain_concentration": 0.17477126513310365, "top_asset_trade_share": 0.6125461254612546, "long_counts": { "SOL": 78, "XRP": 166, "BTC": 6, "BNB": 5, "ETH": 16 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 271, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.833976833976834, "max_open_trades": 3, "avg_exposure": 0.9446589446589446, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 41.4927288632901, "2024-10-31 00:00:00+00:00": 4.730716316084397, "2024-11-30 00:00:00+00:00": 124.25993060874629, "2024-12-31 00:00:00+00:00": 226.82933905578352, "2025-01-31 00:00:00+00:00": 138.49759752142887, "2025-02-28 00:00:00+00:00": 299.1275593618217, "2025-03-31 00:00:00+00:00": 237.41077144458006, "2025-04-30 00:00:00+00:00": 335.9855928808038, "2025-05-31 00:00:00+00:00": 28.949627589506008, "2025-07-31 00:00:00+00:00": -2.6107737770705626, "2025-08-31 00:00:00+00:00": 91.59617705609435, "2025-10-31 00:00:00+00:00": -4.541042637958071, "2025-11-30 00:00:00+00:00": 165.20864805040287, "2026-01-31 00:00:00+00:00": -10.794942069732315, "2026-02-28 00:00:00+00:00": 228.34170977790518, "2026-03-31 00:00:00+00:00": -28.01254592117516 } }, "test": { "label": "Test ridge_a100_H10_c12_p70_cap3", "variant": "ridge_a100_H10_c12_p70_cap3", "gain_pct": 177.96004787873704, "max_drawdown_pct": -8.702878026253458, "capital_score": 164.90573083935686, "stability_score": 164.90573083935686, "n_trades": 144, "skipped_by_capacity": 556, "avg_trade_ret_pct": 0.7201921659981718, "median_trade_ret_pct": 0.8009316406121934, "positive_month_rate": 1.0, "worst_month_pct": 0.5709359502135385, "month_gain_concentration": 0.20422704958777077, "top_asset_trade_share": 0.4375, "long_counts": { "XRP": 63, "SOL": 48, "ETH": 20, "BNB": 9, "BTC": 4 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 144, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.737704918032787, "max_open_trades": 3, "avg_exposure": 0.912568306010929, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 23.746512187250886, "2025-02-28 00:00:00+00:00": 35.161127636216946, "2025-03-31 00:00:00+00:00": 23.64508255870595, "2025-04-30 00:00:00+00:00": 12.995633624331617, "2025-05-31 00:00:00+00:00": 4.009581501992415, "2025-07-31 00:00:00+00:00": 2.832603395257877, "2025-08-31 00:00:00+00:00": 5.69517212142523, "2025-10-31 00:00:00+00:00": 11.732199668758227, "2025-11-30 00:00:00+00:00": 14.585066545737845, "2025-12-31 00:00:00+00:00": 0.5709359502135385, "2026-01-31 00:00:00+00:00": 5.401579230897738, "2026-02-28 00:00:00+00:00": 27.11169698122771, "2026-03-31 00:00:00+00:00": 4.679657735692047 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 0.8245031608194751, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 7.299896568260834, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 8.386841415511071, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 8.386841415511071, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 8.386841415511071, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-19 14:00:00+00:00", "gain_pct": 8.386841415511071, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 12.227492512598857, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-20 01:00:00+00:00", "gain_pct": 12.227492512598857, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 12.227492512598857, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 12.227492512598857, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 12.227492512598857, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 12.227492512598857, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 12.227492512598857, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-23 14:00:00+00:00", "gain_pct": 22.381608296688327, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-27 14:00:00+00:00", "gain_pct": 22.58453248824533, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 23.746512187250886, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 25.237072892138457, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 25.237072892138457, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 00:00:00+00:00", "gain_pct": 25.237072892138457, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 25.237072892138457, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 25.237072892138457, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 17.42371218568907, "drawdown_pct": -6.238856055968922, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 17.42371218568907, "drawdown_pct": -6.238856055968922, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 17.42371218568907, "drawdown_pct": -6.238856055968922, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 17.42371218568907, "drawdown_pct": -6.238856055968922, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 10:00:00+00:00", "gain_pct": 17.42371218568907, "drawdown_pct": -6.238856055968922, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 17.42371218568907, "drawdown_pct": -6.238856055968922, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 17.42371218568907, "drawdown_pct": -6.238856055968922, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 19:00:00+00:00", "gain_pct": 29.292334455348822, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 29.292334455348822, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": 29.292334455348822, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 26.104818955881967, "drawdown_pct": -2.4653553614716883, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 26.104818955881967, "drawdown_pct": -2.4653553614716883, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 31.35314002735231, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-10 03:00:00+00:00", "gain_pct": 31.35314002735231, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-18 16:00:00+00:00", "gain_pct": 35.69552621644044, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 38.92283801917063, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 38.92283801917063, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 38.92283801917063, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 38.92283801917063, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 38.92283801917063, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 38.92283801917063, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 44.137897345205374, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-26 17:00:00+00:00", "gain_pct": 44.83735190410334, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 44.83735190410334, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-28 03:00:00+00:00", "gain_pct": 51.089327788336334, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 58.90763982346783, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 59.98818561369416, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 16:00:00+00:00", "gain_pct": 59.98818561369416, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 59.98818561369416, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 59.98818561369416, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-03 06:00:00+00:00", "gain_pct": 76.75401251863977, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 76.75401251863977, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 72.6644639395891, "drawdown_pct": -2.31369490331621, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 72.6644639395891, "drawdown_pct": -2.31369490331621, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 05:00:00+00:00", "gain_pct": 72.6644639395891, "drawdown_pct": -2.31369490331621, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 78.36056993189055, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 78.36056993189055, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 78.36056993189055, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 78.36056993189055, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 78.36056993189055, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 14:00:00+00:00", "gain_pct": 84.21219029756136, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 84.21219029756136, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 84.21219029756136, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 84.21219029756136, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-09 16:00:00+00:00", "gain_pct": 77.14672686190042, "drawdown_pct": -3.8355026473807063, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 77.14672686190042, "drawdown_pct": -3.8355026473807063, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 80.1449109796173, "drawdown_pct": -2.207931685397213, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 80.1449109796173, "drawdown_pct": -2.207931685397213, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 80.1449109796173, "drawdown_pct": -2.207931685397213, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 68.18042806647469, "drawdown_pct": -8.702878026253458, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 78.66774037363984, "drawdown_pct": -3.0098170566049243, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 78.66774037363984, "drawdown_pct": -3.0098170566049243, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 82.55272238217378, "drawdown_pct": -0.9008458738300695, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 82.55272238217378, "drawdown_pct": -0.9008458738300695, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 06:00:00+00:00", "gain_pct": 86.64227320781336, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 86.64227320781336, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 86.64227320781336, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 86.64227320781336, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 86.64227320781336, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 92.98337151212237, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-04-09 01:00:00+00:00", "gain_pct": 92.98337151212237, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-09 17:00:00+00:00", "gain_pct": 92.60569433105394, "drawdown_pct": -0.19570452008851325, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-10 15:00:00+00:00", "gain_pct": 89.75804354890914, "drawdown_pct": -1.6712983807574466, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-22 21:00:00+00:00", "gain_pct": 95.5483560065054, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 99.55793750849782, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 98.880693397502, "drawdown_pct": -0.33937217404192976, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 102.39054090375569, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 102.39054090375569, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-08-14 12:00:00+00:00", "gain_pct": 109.83861057424025, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-08-24 19:00:00+00:00", "gain_pct": 108.08571302518092, "drawdown_pct": -0.8353551066042519, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-10 22:00:00+00:00", "gain_pct": 106.66177398849143, "drawdown_pct": -1.5139428235133368, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-11 05:00:00+00:00", "gain_pct": 106.66177398849143, "drawdown_pct": -1.5139428235133368, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 104.20453066565065, "drawdown_pct": -2.6849586418683846, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 104.20453066565065, "drawdown_pct": -2.6849586418683846, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 114.84628533449722, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 113.60569406649734, "drawdown_pct": -0.5774320305647285, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 113.60569406649734, "drawdown_pct": -0.5774320305647285, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-19 09:00:00+00:00", "gain_pct": 119.81791269393915, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-11-04 19:00:00+00:00", "gain_pct": 121.39620924203965, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 121.39620924203965, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-04 21:00:00+00:00", "gain_pct": 121.39620924203965, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 128.72033321432437, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 128.72033321432437, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 128.72033321432437, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 134.402979239677, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 134.97391518989053, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 140.37549442078827, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 148.7279441321406, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 147.37718754360733, "drawdown_pct": -0.5430658759498552, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 147.37718754360733, "drawdown_pct": -0.5430658759498552, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 147.37718754360733, "drawdown_pct": -0.5430658759498552, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 147.37718754360733, "drawdown_pct": -0.5430658759498552, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 147.37718754360733, "drawdown_pct": -0.5430658759498552, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 147.37718754360733, "drawdown_pct": -0.5430658759498552, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 147.37718754360733, "drawdown_pct": -0.5430658759498552, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 05:00:00+00:00", "gain_pct": 147.37718754360733, "drawdown_pct": -0.5430658759498552, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 171.27829022191014, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 16:00:00+00:00", "gain_pct": 171.27829022191014, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-28 07:00:00+00:00", "gain_pct": 167.48719140201598, "drawdown_pct": -1.3974943652118155, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 172.16684913770803, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a100_H10_c12_p70_cap3", "variant": "ridge_a100_H10_c12_p70_cap3", "gain_pct": 17.9278706609102, "max_drawdown_pct": -0.013509213160267652, "capital_score": 17.9076068411698, "stability_score": 4.764749698312661, "n_trades": 14, "skipped_by_capacity": 42, "avg_trade_ret_pct": 1.1911307034890934, "median_trade_ret_pct": 0.9152583514475633, "positive_month_rate": 0.3333333333333333, "worst_month_pct": -0.015601201019592281, "month_gain_concentration": 1.0, "top_asset_trade_share": 0.5714285714285714, "long_counts": { "XRP": 8, "ETH": 3, "BTC": 1, "SOL": 2 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 14, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.8333333333333335, "max_open_trades": 3, "avg_exposure": 0.9444444444444443, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 15.485638093880297, "2026-03-31 00:00:00+00:00": -0.015601201019592281 } }, "selection_score": 1901.4735082248576 }, { "name": "ridge_a100_H10_c12_p70_cap5", "variant": { "name": "ridge_a100_H10_c12_p70_cap5", "threshold": 0.033192613202133216, "pred_percentile": 70, "horizon": 10, "cost_bps": 12, "cap": 5, "delay_bars": 1 }, "model_diag": { "alpha": 100.0, "ykey": "y_H10_c12", "n_train": 12794, "target_mean": 0.007813253534827652 }, "val": { "label": "Validation ridge_a100_H10_c12_p70_cap5", "variant": "ridge_a100_H10_c12_p70_cap5", "gain_pct": 1557.2479789749345, "max_drawdown_pct": -11.291988810650333, "capital_score": 1540.309995758959, "stability_score": 1536.3420326547391, "n_trades": 416, "skipped_by_capacity": 1555, "avg_trade_ret_pct": 0.6812667155754106, "median_trade_ret_pct": 0.602006010400939, "positive_month_rate": 0.7647058823529411, "worst_month_pct": -8.727578488835434, "month_gain_concentration": 0.16351272522480326, "top_asset_trade_share": 0.5913461538461539, "long_counts": { "SOL": 124, "XRP": 246, "BTC": 11, "BNB": 9, "ETH": 26 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 416, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.455598455598456, "max_open_trades": 5, "avg_exposure": 0.8911196911196911, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 28.315415639689974, "2024-10-31 00:00:00+00:00": 3.612918622011705, "2024-11-30 00:00:00+00:00": 111.23359739719368, "2024-12-31 00:00:00+00:00": 176.15510362775638, "2025-01-31 00:00:00+00:00": 110.16074689870038, "2025-02-28 00:00:00+00:00": 244.65705120400366, "2025-03-31 00:00:00+00:00": 201.01938732027156, "2025-04-30 00:00:00+00:00": 251.57456882248346, "2025-05-31 00:00:00+00:00": 14.099988972966912, "2025-07-31 00:00:00+00:00": -1.2643819323311618, "2025-08-31 00:00:00+00:00": 74.27670811730854, "2025-10-31 00:00:00+00:00": -2.2011884245446254, "2025-11-30 00:00:00+00:00": 133.65881579060988, "2026-01-31 00:00:00+00:00": -8.727578488835434, "2026-02-28 00:00:00+00:00": 185.44384631001026, "2026-03-31 00:00:00+00:00": 4.354482880188698 } }, "test": { "label": "Test ridge_a100_H10_c12_p70_cap5", "variant": "ridge_a100_H10_c12_p70_cap5", "gain_pct": 116.2202247521762, "max_drawdown_pct": -9.745574157577519, "capital_score": 101.60186351580991, "stability_score": 101.60186351580991, "n_trades": 213, "skipped_by_capacity": 487, "avg_trade_ret_pct": 0.3660576583429337, "median_trade_ret_pct": 0.46641607224294734, "positive_month_rate": 1.0, "worst_month_pct": 0.2653450775529791, "month_gain_concentration": 0.21365751980268302, "top_asset_trade_share": 0.4413145539906103, "long_counts": { "XRP": 94, "SOL": 63, "ETH": 33, "BTC": 9, "BNB": 14 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 213, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.122950819672131, "max_open_trades": 5, "avg_exposure": 0.8245901639344262, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 14.835028387800833, "2025-02-28 00:00:00+00:00": 17.537377979643992, "2025-03-31 00:00:00+00:00": 9.598352018947224, "2025-04-30 00:00:00+00:00": 9.307612041811154, "2025-05-31 00:00:00+00:00": 1.8560762042213526, "2025-07-31 00:00:00+00:00": 1.3034532972326076, "2025-08-31 00:00:00+00:00": 5.682056045690956, "2025-10-31 00:00:00+00:00": 10.480401815878395, "2025-11-30 00:00:00+00:00": 11.024973242317031, "2025-12-31 00:00:00+00:00": 0.2653450775529791, "2026-01-31 00:00:00+00:00": 3.1198532911080576, "2026-02-28 00:00:00+00:00": 23.69254081674987, "2026-03-31 00:00:00+00:00": 2.1872033301834506 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 0.4947018964916765, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 4.337081343271208, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 4.971240312125673, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 4.971240312125673, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 4.971240312125673, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-01-19 14:00:00+00:00", "gain_pct": 4.971240312125673, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 7.614893861153988, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-01-20 01:00:00+00:00", "gain_pct": 6.115415396675189, "drawdown_pct": -1.3933744769691891, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 6.115415396675189, "drawdown_pct": -1.3933744769691891, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 6.115415396675189, "drawdown_pct": -1.3933744769691891, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 6.115415396675189, "drawdown_pct": -1.3933744769691891, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 6.115415396675189, "drawdown_pct": -1.3933744769691891, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 6.115415396675189, "drawdown_pct": -1.3933744769691891, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-23 14:00:00+00:00", "gain_pct": 14.07212103932963, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-27 14:00:00+00:00", "gain_pct": 14.185608645498263, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 14.835028387800833, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 15.66496004971546, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 15.66496004971546, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 00:00:00+00:00", "gain_pct": 15.66496004971546, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 15.66496004971546, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 15.66496004971546, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 4.392745593738027, "drawdown_pct": -9.745574157577519, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 4.392745593738027, "drawdown_pct": -9.745574157577519, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 4.392745593738027, "drawdown_pct": -9.745574157577519, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 4.392745593738027, "drawdown_pct": -9.745574157577519, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 10:00:00+00:00", "gain_pct": 4.392745593738027, "drawdown_pct": -9.745574157577519, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 4.392745593738027, "drawdown_pct": -9.745574157577519, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 4.392745593738027, "drawdown_pct": -9.745574157577519, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 19:00:00+00:00", "gain_pct": 14.993985655367098, "drawdown_pct": -0.5801016955004901, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 14.993985655367098, "drawdown_pct": -0.5801016955004901, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": 14.993985655367098, "drawdown_pct": -0.5801016955004901, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 13.287322927505684, "drawdown_pct": -2.055624383726773, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 11.466140364780955, "drawdown_pct": -3.630157035570458, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 14.685291359031552, "drawdown_pct": -0.846988310256469, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-10 03:00:00+00:00", "gain_pct": 14.685291359031552, "drawdown_pct": -0.846988310256469, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-18 16:00:00+00:00", "gain_pct": 18.382663751493695, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 20.068100269270317, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 20.068100269270317, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 20.068100269270317, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 20.068100269270317, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 20.068100269270317, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 20.068100269270317, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 24.441685783979764, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-26 17:00:00+00:00", "gain_pct": 24.819843711105733, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 24.819843711105733, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-28 03:00:00+00:00", "gain_pct": 28.40580470314086, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 32.372406367444825, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 32.91210671720782, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-02 16:00:00+00:00", "gain_pct": 32.91210671720782, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 32.91210671720782, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 32.91210671720782, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-03 06:00:00+00:00", "gain_pct": 41.18842839970861, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 41.18842839970861, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 36.70660726593641, "drawdown_pct": -3.1743544315714245, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 36.70660726593641, "drawdown_pct": -3.1743544315714245, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 05:00:00+00:00", "gain_pct": 36.70660726593641, "drawdown_pct": -3.1743544315714245, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 40.54801876145433, "drawdown_pct": -0.4535850745793879, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 40.54801876145433, "drawdown_pct": -0.4535850745793879, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 40.54801876145433, "drawdown_pct": -0.4535850745793879, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 40.54801876145433, "drawdown_pct": -0.4535850745793879, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 40.54801876145433, "drawdown_pct": -0.4535850745793879, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-07 14:00:00+00:00", "gain_pct": 45.82933629089928, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 45.82933629089928, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 45.82933629089928, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 45.82933629089928, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-09 16:00:00+00:00", "gain_pct": 40.52541628869457, "drawdown_pct": -3.637073401763613, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 40.52541628869457, "drawdown_pct": -3.637073401763613, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 41.95017464138269, "drawdown_pct": -2.6600694676265024, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 41.95017464138269, "drawdown_pct": -2.6600694676265024, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 41.95017464138269, "drawdown_pct": -2.6600694676265024, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 33.680156661335104, "drawdown_pct": -8.331094372759873, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 38.641369389331174, "drawdown_pct": -4.92902668584434, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 38.641369389331174, "drawdown_pct": -4.92902668584434, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 41.97075838639205, "drawdown_pct": -2.64595451275329, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 41.97075838639205, "drawdown_pct": -2.64595451275329, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-04-07 06:00:00+00:00", "gain_pct": 44.43384219646791, "drawdown_pct": -0.9569364641745626, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 44.43384219646791, "drawdown_pct": -0.9569364641745626, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 44.43384219646791, "drawdown_pct": -0.9569364641745626, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 44.43384219646791, "drawdown_pct": -0.9569364641745626, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 44.43384219646791, "drawdown_pct": -0.9569364641745626, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 49.95286961701581, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-04-09 01:00:00+00:00", "gain_pct": 49.95286961701581, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-09 17:00:00+00:00", "gain_pct": 49.83563671664828, "drawdown_pct": -0.07817983121426453, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-10 15:00:00+00:00", "gain_pct": 46.50577544490176, "drawdown_pct": -2.2987850655462827, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-22 21:00:00+00:00", "gain_pct": 51.2783704282032, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 53.134446632424556, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 52.8225232098753, "drawdown_pct": -0.2036925260179845, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 54.43789992965716, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 54.43789992965716, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-08-14 12:00:00+00:00", "gain_pct": 60.92744743828203, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-08-24 19:00:00+00:00", "gain_pct": 60.11995597534812, "drawdown_pct": -0.5017736102746473, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-10 22:00:00+00:00", "gain_pct": 59.0247485137501, "drawdown_pct": -1.1823333774443001, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-10-11 05:00:00+00:00", "gain_pct": 59.0247485137501, "drawdown_pct": -1.1823333774443001, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 58.4738477621666, "drawdown_pct": -1.5246620232738262, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 58.4738477621666, "drawdown_pct": -1.5246620232738262, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 66.59075978609647, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 65.62918173266155, "drawdown_pct": -0.5772097171953594, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 65.62918173266155, "drawdown_pct": -0.5772097171953594, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-19 09:00:00+00:00", "gain_pct": 70.60035779122651, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-11-04 19:00:00+00:00", "gain_pct": 71.33530596494018, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 71.33530596494018, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-04 21:00:00+00:00", "gain_pct": 71.33530596494018, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 77.32097457857492, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 77.32097457857492, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 77.32097457857492, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 81.62533103354355, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 81.89067611109652, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 85.01052940220458, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 91.45406422097588, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 92.9007792917034, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 92.9007792917034, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 92.9007792917034, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 92.9007792917034, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 92.9007792917034, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 92.9007792917034, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 92.9007792917034, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 05:00:00+00:00", "gain_pct": 92.9007792917034, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 111.6582253831653, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 16:00:00+00:00", "gain_pct": 111.6582253831653, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-28 07:00:00+00:00", "gain_pct": 108.70307021895445, "drawdown_pct": -1.3961919782995103, "open_trades": 2, "exposure": 0.4 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 110.8902735491379, "drawdown_pct": -0.3628263596357595, "open_trades": 5, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a100_H10_c12_p70_cap5", "variant": "ridge_a100_H10_c12_p70_cap5", "gain_pct": 15.423265345945012, "max_drawdown_pct": 0.0, "capital_score": 15.423265345945012, "stability_score": 5.496988054139443, "n_trades": 20, "skipped_by_capacity": 36, "avg_trade_ret_pct": 0.7217424073075437, "median_trade_ret_pct": 0.5574076974036664, "positive_month_rate": 0.6666666666666666, "worst_month_pct": 0.0, "month_gain_concentration": 0.8970510916722227, "top_asset_trade_share": 0.5, "long_counts": { "XRP": 10, "ETH": 5, "BTC": 1, "SOL": 4 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 20, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.333333333333333, "max_open_trades": 5, "avg_exposure": 0.8666666666666667, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 11.576267553044516, "2026-03-31 00:00:00+00:00": 1.328535373469748 } }, "selection_score": 1540.309995758959 }, { "name": "ridge_a100_H10_c12_p80_cap1", "variant": { "name": "ridge_a100_H10_c12_p80_cap1", "threshold": 0.0515363888136511, "pred_percentile": 80, "horizon": 10, "cost_bps": 12, "cap": 1, "delay_bars": 1 }, "model_diag": { "alpha": 100.0, "ykey": "y_H10_c12", "n_train": 12794, "target_mean": 0.007813253534827652 }, "val": { "label": "Validation ridge_a100_H10_c12_p80_cap1", "variant": "ridge_a100_H10_c12_p80_cap1", "gain_pct": 1345.5717274188291, "max_drawdown_pct": -11.839569996877497, "capital_score": 1327.812372423513, "stability_score": 1310.824727596901, "n_trades": 83, "skipped_by_capacity": 1231, "avg_trade_ret_pct": 3.3690283825288687, "median_trade_ret_pct": 3.085137365567101, "positive_month_rate": 0.8125, "worst_month_pct": -19.96957253745518, "month_gain_concentration": 0.14919856959090513, "top_asset_trade_share": 0.6506024096385542, "long_counts": { "SOL": 23, "ETH": 4, "XRP": 54, "BTC": 2 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 83, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 19.666322065451553, "2024-10-31 00:00:00+00:00": 8.895511282929405, "2024-11-30 00:00:00+00:00": 127.09057704216096, "2024-12-31 00:00:00+00:00": 177.13185071887855, "2025-01-31 00:00:00+00:00": 121.825363258153, "2025-02-28 00:00:00+00:00": 198.10529578584033, "2025-03-31 00:00:00+00:00": 141.44834748386643, "2025-04-30 00:00:00+00:00": 69.05650978816197, "2025-05-31 00:00:00+00:00": 119.8338686644446, "2025-07-31 00:00:00+00:00": -5.518059725820194, "2025-10-31 00:00:00+00:00": 63.07348752982966, "2025-11-30 00:00:00+00:00": 64.3516589507276, "2026-01-31 00:00:00+00:00": 48.99317451307161, "2026-02-28 00:00:00+00:00": 168.3242465734579, "2026-03-31 00:00:00+00:00": -19.96957253745518 } }, "test": { "label": "Test ridge_a100_H10_c12_p80_cap1", "variant": "ridge_a100_H10_c12_p80_cap1", "gain_pct": 148.82406167934104, "max_drawdown_pct": -11.839569996877497, "capital_score": 131.0647066840248, "stability_score": 129.70756382688194, "n_trades": 42, "skipped_by_capacity": 400, "avg_trade_ret_pct": 2.290742566943314, "median_trade_ret_pct": 2.5316722576802433, "positive_month_rate": 0.8333333333333334, "worst_month_pct": -3.486581081016709, "month_gain_concentration": 0.19628359339917129, "top_asset_trade_share": 0.5952380952380952, "long_counts": { "XRP": 25, "SOL": 12, "ETH": 4, "BNB": 1 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 42, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 24.851247304220763, "2025-02-28 00:00:00+00:00": 21.848861681375453, "2025-03-31 00:00:00+00:00": 19.607259065523266, "2025-04-30 00:00:00+00:00": 12.852422043281251, "2025-05-31 00:00:00+00:00": -1.4025827905599044, "2025-07-31 00:00:00+00:00": 3.7554838121484977, "2025-10-31 00:00:00+00:00": 13.960335837787909, "2025-11-30 00:00:00+00:00": 18.057618688594175, "2025-12-31 00:00:00+00:00": 0.5196754557661052, "2026-01-31 00:00:00+00:00": 4.883357209703803, "2026-02-28 00:00:00+00:00": 29.38851757986589, "2026-03-31 00:00:00+00:00": -3.486581081016709 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 2.473509482458411, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 12.176080922468117, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 15.585102283430004, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 15.585102283430004, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 15.585102283430004, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 13.862162054812174, "drawdown_pct": -1.4906248249821563, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 13.862162054812174, "drawdown_pct": -1.4906248249821563, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 13.862162054812174, "drawdown_pct": -1.4906248249821563, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 13.862162054812174, "drawdown_pct": -1.4906248249821563, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 13.862162054812174, "drawdown_pct": -1.4906248249821563, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 13.862162054812174, "drawdown_pct": -1.4906248249821563, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 24.851247304220763, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 29.362849932008885, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 29.362849932008885, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 29.362849932008885, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 29.362849932008885, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 14.046844764353096, "drawdown_pct": -11.839569996877497, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 14.046844764353096, "drawdown_pct": -11.839569996877497, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 14.046844764353096, "drawdown_pct": -11.839569996877497, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 14.046844764353096, "drawdown_pct": -11.839569996877497, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 14.046844764353096, "drawdown_pct": -11.839569996877497, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 14.046844764353096, "drawdown_pct": -11.839569996877497, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 19:00:00+00:00", "gain_pct": 26.70955713413285, "drawdown_pct": -2.05104695766255, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 26.70955713413285, "drawdown_pct": -2.05104695766255, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": 26.70955713413285, "drawdown_pct": -2.05104695766255, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 23.48283581517927, "drawdown_pct": -4.545365319270611, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 23.48283581517927, "drawdown_pct": -4.545365319270611, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 30.26858618612411, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 34.757064645333, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 34.757064645333, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 34.757064645333, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 34.757064645333, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 34.757064645333, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 34.757064645333, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 39.10383204033991, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 40.07039804349793, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 46.700108985596216, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 48.193878825854654, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 16:00:00+00:00", "gain_pct": 48.193878825854654, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 48.193878825854654, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 48.193878825854654, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 63.210785002949365, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 55.8042545081062, "drawdown_pct": -4.53801536136802, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 55.8042545081062, "drawdown_pct": -4.53801536136802, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 60.88864428058554, "drawdown_pct": -1.4227863203536861, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 60.88864428058554, "drawdown_pct": -1.4227863203536861, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 60.88864428058554, "drawdown_pct": -1.4227863203536861, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 60.88864428058554, "drawdown_pct": -1.4227863203536861, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 60.88864428058554, "drawdown_pct": -1.4227863203536861, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 66.1103543008208, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 66.1103543008208, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 66.1103543008208, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 59.80517982221707, "drawdown_pct": -3.795774504932581, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 64.60192434304244, "drawdown_pct": -0.9080890617129356, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 64.60192434304244, "drawdown_pct": -0.9080890617129356, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 64.60192434304244, "drawdown_pct": -0.9080890617129356, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 53.418373259185785, "drawdown_pct": -7.640692294623741, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 62.792921958953855, "drawdown_pct": -1.9971255589878445, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 62.792921958953855, "drawdown_pct": -1.9971255589878445, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 66.30736805111948, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 66.30736805111948, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 70.00551068829898, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 70.00551068829898, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 70.00551068829898, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 70.00551068829898, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 79.15979009440073, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 77.75720730384083, "drawdown_pct": -0.782866953472583, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 76.8515505156117, "drawdown_pct": -1.2883692136348213, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 81.51269111598933, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 81.51269111598933, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 86.11040760788197, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 86.11040760788197, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 96.6105112381968, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 95.47302695377724, "drawdown_pct": -0.5785470355862521, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 95.47302695377724, "drawdown_pct": -0.5785470355862521, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 99.98190799057258, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 108.26092673484237, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 108.26092673484237, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 108.26092673484237, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 113.53064564237141, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 114.05032109813752, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 118.93367830784132, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 126.45462810050253, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 127.05542471754944, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 127.05542471754944, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 127.05542471754944, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 127.05542471754944, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 127.05542471754944, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 127.05542471754944, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 127.05542471754944, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 148.3221958877072, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 144.8356148066905, "drawdown_pct": -1.4040553517790877, "open_trades": 1, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a100_H10_c12_p80_cap1", "variant": "ridge_a100_H10_c12_p80_cap1", "gain_pct": 16.417599929071642, "max_drawdown_pct": -1.4040553517790877, "capital_score": 14.31151690140301, "stability_score": -5.68848309859699, "n_trades": 5, "skipped_by_capacity": 34, "avg_trade_ret_pct": 3.146217104824245, "median_trade_ret_pct": 2.7045116216670473, "positive_month_rate": 0.3333333333333333, "worst_month_pct": -1.6312707005528893, "month_gain_concentration": 1.0, "top_asset_trade_share": 0.8, "long_counts": { "XRP": 4, "ETH": 1 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 5, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 16.18279140390655, "2026-03-31 00:00:00+00:00": -1.6312707005528893 } }, "selection_score": 1327.812372423513 }, { "name": "ridge_a100_H10_c12_p80_cap2", "variant": { "name": "ridge_a100_H10_c12_p80_cap2", "threshold": 0.0515363888136511, "pred_percentile": 80, "horizon": 10, "cost_bps": 12, "cap": 2, "delay_bars": 1 }, "model_diag": { "alpha": 100.0, "ykey": "y_H10_c12", "n_train": 12794, "target_mean": 0.007813253534827652 }, "val": { "label": "Validation ridge_a100_H10_c12_p80_cap2", "variant": "ridge_a100_H10_c12_p80_cap2", "gain_pct": 1228.6266124920007, "max_drawdown_pct": -11.489131452600088, "capital_score": 1211.3929153131005, "stability_score": 1196.1092846645538, "n_trades": 158, "skipped_by_capacity": 1156, "avg_trade_ret_pct": 1.6748426616370073, "median_trade_ret_pct": 1.510152873845307, "positive_month_rate": 0.8125, "worst_month_pct": -18.416542040951754, "month_gain_concentration": 0.1448114414816833, "top_asset_trade_share": 0.6455696202531646, "long_counts": { "SOL": 43, "ETH": 10, "XRP": 102, "BTC": 3 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 158, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.946341463414634, "max_open_trades": 2, "avg_exposure": 0.973170731707317, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 12.33509554611615, "2024-10-31 00:00:00+00:00": 8.471512815986515, "2024-11-30 00:00:00+00:00": 105.8335596001185, "2024-12-31 00:00:00+00:00": 168.1034280124804, "2025-01-31 00:00:00+00:00": 119.05880467927517, "2025-02-28 00:00:00+00:00": 176.49969845611088, "2025-03-31 00:00:00+00:00": 135.09533307273864, "2025-04-30 00:00:00+00:00": 58.62731672867881, "2025-05-31 00:00:00+00:00": 111.5190818651115, "2025-07-31 00:00:00+00:00": -2.536102591838471, "2025-10-31 00:00:00+00:00": 58.976249407935825, "2025-11-30 00:00:00+00:00": 60.18868196126573, "2026-01-31 00:00:00+00:00": 45.680113114187634, "2026-02-28 00:00:00+00:00": 158.43538786588624, "2026-03-31 00:00:00+00:00": -18.416542040951754 } }, "test": { "label": "Test ridge_a100_H10_c12_p80_cap2", "variant": "ridge_a100_H10_c12_p80_cap2", "gain_pct": 145.79181209876214, "max_drawdown_pct": -8.497588916508715, "capital_score": 133.04542872399907, "stability_score": 133.04542872399907, "n_trades": 79, "skipped_by_capacity": 363, "avg_trade_ret_pct": 1.16591064690226, "median_trade_ret_pct": 1.2651722505389695, "positive_month_rate": 0.8333333333333334, "worst_month_pct": -3.4316076882886364, "month_gain_concentration": 0.20228583810614698, "top_asset_trade_share": 0.5443037974683544, "long_counts": { "XRP": 43, "SOL": 23, "ETH": 10, "BNB": 3 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 79, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.903225806451613, "max_open_trades": 2, "avg_exposure": 0.9516129032258065, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 20.676685837391034, "2025-02-28 00:00:00+00:00": 20.654638290096585, "2025-03-31 00:00:00+00:00": 18.103021495191143, "2025-04-30 00:00:00+00:00": 12.460191372278302, "2025-05-31 00:00:00+00:00": -0.6728527624791241, "2025-07-31 00:00:00+00:00": 3.6481315061284363, "2025-10-31 00:00:00+00:00": 16.71264680788562, "2025-11-30 00:00:00+00:00": 18.812159647602925, "2025-12-31 00:00:00+00:00": 0.5123547719572628, "2026-01-31 00:00:00+00:00": 4.839088053061943, "2026-02-28 00:00:00+00:00": 29.521725299385935, "2026-03-31 00:00:00+00:00": -3.4316076882886364 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 1.2367547412292197, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 6.029490201312498, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 7.640603702585565, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 7.640603702585565, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 7.640603702585565, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 10.159224400814182, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 10.159224400814182, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 10.159224400814182, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 10.159224400814182, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 10.159224400814182, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 10.159224400814182, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 20.676685837391034, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 22.857061543250452, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 22.857061543250452, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 22.857061543250452, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 22.857061543250452, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 13.502867520865095, "drawdown_pct": -7.6138838947343075, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 13.502867520865095, "drawdown_pct": -7.6138838947343075, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 13.502867520865095, "drawdown_pct": -7.6138838947343075, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 13.502867520865095, "drawdown_pct": -7.6138838947343075, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 13.502867520865095, "drawdown_pct": -7.6138838947343075, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 13.502867520865095, "drawdown_pct": -7.6138838947343075, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 19:00:00+00:00", "gain_pct": 24.096167095198226, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 24.096167095198226, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": 24.096167095198226, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 20.95611586351086, "drawdown_pct": -2.530337000077154, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 20.95611586351086, "drawdown_pct": -2.530337000077154, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 25.68998337086711, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 29.721728313044395, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 29.721728313044395, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 29.721728313044395, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 29.721728313044395, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 29.721728313044395, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 29.721728313044395, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 33.93981717687055, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 34.87211762944821, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 41.33132412748762, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 42.77408986805489, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 16:00:00+00:00", "gain_pct": 42.77408986805489, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 42.77408986805489, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 42.77408986805489, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 57.60830681630094, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 50.53716063753788, "drawdown_pct": -4.486531402817984, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 50.53716063753788, "drawdown_pct": -4.486531402817984, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 55.48974603603148, "drawdown_pct": -1.3441936044264025, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 55.48974603603148, "drawdown_pct": -1.3441936044264025, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 55.48974603603148, "drawdown_pct": -1.3441936044264025, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 55.48974603603148, "drawdown_pct": -1.3441936044264025, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 55.48974603603148, "drawdown_pct": -1.3441936044264025, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 60.57717896710548, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 60.57717896710548, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 60.57717896710548, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 55.164577886523745, "drawdown_pct": -3.3707162595567275, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 57.44776139643085, "drawdown_pct": -1.9488557407747797, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 57.44776139643085, "drawdown_pct": -1.9488557407747797, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 57.44776139643085, "drawdown_pct": -1.9488557407747797, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 46.93199040475437, "drawdown_pct": -8.497588916508715, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 56.04734417342485, "drawdown_pct": -2.8209704659269086, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 56.04734417342485, "drawdown_pct": -2.8209704659269086, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 59.43434562267876, "drawdown_pct": -0.7117034635792385, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 59.43434562267876, "drawdown_pct": -0.7117034635792385, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 62.999363352204426, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 62.999363352204426, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 62.999363352204426, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 62.999363352204426, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 71.89453699495706, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 71.22168423247794, "drawdown_pct": -0.3914334767363026, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 70.3504364865899, "drawdown_pct": -0.8982836426107421, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 74.86981573860638, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 74.86981573860638, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 82.26735903205395, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 82.26735903205395, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 92.69568525980137, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 91.582462546492, "drawdown_pct": -0.5777102439052939, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 91.582462546492, "drawdown_pct": -0.5777102439052939, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 96.93308662416558, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 105.17026682872077, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 105.17026682872077, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 105.17026682872077, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 110.39462219409492, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 110.90697696605218, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 115.74606501911413, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 123.22116257174346, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 123.81377342321062, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 123.81377342321062, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 123.81377342321062, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 123.81377342321062, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 123.81377342321062, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 123.81377342321062, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 123.81377342321062, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 145.26779031850006, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 141.83618263021143, "drawdown_pct": -1.3991269232019432, "open_trades": 2, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a100_H10_c12_p80_cap2", "variant": "ridge_a100_H10_c12_p80_cap2", "gain_pct": 18.0487279758446, "max_drawdown_pct": -1.3991269232019543, "capital_score": 15.950037591041667, "stability_score": 1.9500375910416692, "n_trades": 10, "skipped_by_capacity": 29, "avg_trade_ret_pct": 1.6880730211529194, "median_trade_ret_pct": 1.447412246808537, "positive_month_rate": 0.3333333333333333, "worst_month_pct": -1.636313273576775, "month_gain_concentration": 1.0, "top_asset_trade_share": 0.6, "long_counts": { "XRP": 6, "ETH": 3, "SOL": 1 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 10, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.0, "max_open_trades": 2, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 16.952454165631778, "2026-03-31 00:00:00+00:00": -1.636313273576775 } }, "selection_score": 1211.3929153131005 }, { "name": "ridge_a100_H10_c12_p80_cap3", "variant": { "name": "ridge_a100_H10_c12_p80_cap3", "threshold": 0.0515363888136511, "pred_percentile": 80, "horizon": 10, "cost_bps": 12, "cap": 3, "delay_bars": 1 }, "model_diag": { "alpha": 100.0, "ykey": "y_H10_c12", "n_train": 12794, "target_mean": 0.007813253534827652 }, "val": { "label": "Validation ridge_a100_H10_c12_p80_cap3", "variant": "ridge_a100_H10_c12_p80_cap3", "gain_pct": 1129.4854357136983, "max_drawdown_pct": -11.37846533291439, "capital_score": 1112.4177377143267, "stability_score": 1098.1679071950653, "n_trades": 224, "skipped_by_capacity": 1090, "avg_trade_ret_pct": 1.1375164049690787, "median_trade_ret_pct": 1.0206881140549473, "positive_month_rate": 0.8125, "worst_month_pct": -17.062330519261423, "month_gain_concentration": 0.14479687576795613, "top_asset_trade_share": 0.65625, "long_counts": { "SOL": 61, "ETH": 12, "XRP": 147, "BTC": 4 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 224, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.819512195121951, "max_open_trades": 3, "avg_exposure": 0.9398373983739837, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 14.150651505770071, "2024-10-31 00:00:00+00:00": 6.059370530727207, "2024-11-30 00:00:00+00:00": 103.58513174024522, "2024-12-31 00:00:00+00:00": 154.50538565554592, "2025-01-31 00:00:00+00:00": 101.35715600174115, "2025-02-28 00:00:00+00:00": 162.53454659329776, "2025-03-31 00:00:00+00:00": 130.2478760520222, "2025-04-30 00:00:00+00:00": 50.803304392630935, "2025-05-31 00:00:00+00:00": 105.53185585533811, "2025-07-31 00:00:00+00:00": -1.5773418291814778, "2025-10-31 00:00:00+00:00": 55.339333776290346, "2025-11-30 00:00:00+00:00": 56.482485643616315, "2026-01-31 00:00:00+00:00": 42.821243059885774, "2026-02-28 00:00:00+00:00": 139.0820289782639, "2026-03-31 00:00:00+00:00": -17.062330519261423 } }, "test": { "label": "Test ridge_a100_H10_c12_p80_cap3", "variant": "ridge_a100_H10_c12_p80_cap3", "gain_pct": 134.50732867006414, "max_drawdown_pct": -8.418055025060179, "capital_score": 121.88024613247387, "stability_score": 121.88024613247387, "n_trades": 111, "skipped_by_capacity": 331, "avg_trade_ret_pct": 0.779937857118449, "median_trade_ret_pct": 0.8443333380941824, "positive_month_rate": 0.8333333333333334, "worst_month_pct": -3.2544033745588763, "month_gain_concentration": 0.19899502824390142, "top_asset_trade_share": 0.5225225225225225, "long_counts": { "XRP": 58, "SOL": 33, "ETH": 14, "BNB": 5, "BTC": 1 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 111, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.7204301075268815, "max_open_trades": 3, "avg_exposure": 0.906810035842294, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 16.16659698272855, "2025-02-28 00:00:00+00:00": 21.165466088244642, "2025-03-31 00:00:00+00:00": 17.43396648886653, "2025-04-30 00:00:00+00:00": 12.141290652628527, "2025-05-31 00:00:00+00:00": -0.4355540842900325, "2025-07-31 00:00:00+00:00": 2.362965341477178, "2025-10-31 00:00:00+00:00": 14.27205222892627, "2025-11-30 00:00:00+00:00": 18.112409702861243, "2025-12-31 00:00:00+00:00": 0.49011011617042755, "2026-01-31 00:00:00+00:00": 4.636892497957035, "2026-02-28 00:00:00+00:00": 26.527971893194632, "2026-03-31 00:00:00+00:00": -3.2544033745588763 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 0.8245031608194751, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 4.006648965336865, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 5.060233309667694, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 5.060233309667694, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 5.060233309667694, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 7.396168084852135, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 7.396168084852135, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 7.396168084852135, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 7.396168084852135, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 7.396168084852135, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 7.396168084852135, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 16.16659698272855, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 17.565855528463985, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 17.565855528463985, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 17.565855528463985, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 17.565855528463985, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 10.23109103107474, "drawdown_pct": -6.238856055968922, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 10.23109103107474, "drawdown_pct": -6.238856055968922, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 10.23109103107474, "drawdown_pct": -6.238856055968922, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 10.23109103107474, "drawdown_pct": -6.238856055968922, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 10.23109103107474, "drawdown_pct": -6.238856055968922, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 10.23109103107474, "drawdown_pct": -6.238856055968922, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 19:00:00+00:00", "gain_pct": 21.37271785812844, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 21.37271785812844, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": 21.37271785812844, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 18.38044905104914, "drawdown_pct": -2.4653553614717105, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 18.38044905104914, "drawdown_pct": -2.4653553614717105, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 23.307291739131557, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 27.3836912873294, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 27.3836912873294, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 27.3836912873294, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 27.3836912873294, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 27.3836912873294, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 27.3836912873294, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 32.165579684549186, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 32.7785256453094, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 37.33206307097319, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 38.2658984912166, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 16:00:00+00:00", "gain_pct": 38.2658984912166, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 38.2658984912166, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 38.2658984912166, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 52.75535664756998, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 45.92762571104251, "drawdown_pct": -4.469716209219488, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 45.92762571104251, "drawdown_pct": -4.469716209219488, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 50.74169807016912, "drawdown_pct": -1.3182245268469894, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 50.74169807016912, "drawdown_pct": -1.3182245268469894, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 50.74169807016912, "drawdown_pct": -1.3182245268469894, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 50.74169807016912, "drawdown_pct": -1.3182245268469894, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 50.74169807016912, "drawdown_pct": -1.3182245268469894, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 55.68720363073126, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 55.68720363073126, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 55.68720363073126, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 51.24093730290781, "drawdown_pct": -2.855897096314597, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 52.72471565424675, "drawdown_pct": -1.902846160376237, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 52.72471565424675, "drawdown_pct": -1.902846160376237, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 52.72471565424675, "drawdown_pct": -1.902846160376237, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 42.58136916211882, "drawdown_pct": -8.418055025060179, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 51.472387961258306, "drawdown_pct": -2.7072332029740354, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 51.472387961258306, "drawdown_pct": -2.7072332029740354, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 54.76602955983972, "drawdown_pct": -0.5916825849582641, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 54.76602955983972, "drawdown_pct": -0.5916825849582641, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 58.233102171566514, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 58.233102171566514, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 58.233102171566514, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 58.233102171566514, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 66.90732021246825, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 66.47176612817822, "drawdown_pct": -0.26095565115753505, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 65.90680727630303, "drawdown_pct": -0.5994422143328348, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 68.8347314696554, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 68.8347314696554, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 75.04793114375249, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 75.04793114375249, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 84.17024166472225, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 83.10678369858167, "drawdown_pct": -0.5774320305647396, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 83.10678369858167, "drawdown_pct": -0.5774320305647396, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 88.43201333477842, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 96.34102396299821, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 96.34102396299821, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 96.34102396299821, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 101.21919340144291, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 101.70930351761334, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 106.34619601557037, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 113.51621236645448, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 112.35667867747165, "drawdown_pct": -0.5430658759498552, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 112.35667867747165, "drawdown_pct": -0.5430658759498552, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 112.35667867747165, "drawdown_pct": -0.5430658759498552, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 112.35667867747165, "drawdown_pct": -0.5430658759498552, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 112.35667867747165, "drawdown_pct": -0.5430658759498552, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 112.35667867747165, "drawdown_pct": -0.5430658759498552, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 112.35667867747165, "drawdown_pct": -0.5430658759498552, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 132.874167908765, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 129.61976453420613, "drawdown_pct": -1.3974943652118044, "open_trades": 3, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a100_H10_c12_p80_cap3", "variant": "ridge_a100_H10_c12_p80_cap3", "gain_pct": 17.9278706609102, "max_drawdown_pct": -0.013509213160267652, "capital_score": 17.9076068411698, "stability_score": 4.764749698312661, "n_trades": 14, "skipped_by_capacity": 25, "avg_trade_ret_pct": 1.1911307034890934, "median_trade_ret_pct": 0.9152583514475633, "positive_month_rate": 0.3333333333333333, "worst_month_pct": -0.015601201019592281, "month_gain_concentration": 1.0, "top_asset_trade_share": 0.5714285714285714, "long_counts": { "XRP": 8, "ETH": 3, "BTC": 1, "SOL": 2 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 14, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.8181818181818183, "max_open_trades": 3, "avg_exposure": 0.9393939393939393, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 15.485638093880297, "2026-03-31 00:00:00+00:00": -0.015601201019592281 } }, "selection_score": 1112.4177377143267 }, { "name": "ridge_a100_H10_c12_p80_cap5", "variant": { "name": "ridge_a100_H10_c12_p80_cap5", "threshold": 0.0515363888136511, "pred_percentile": 80, "horizon": 10, "cost_bps": 12, "cap": 5, "delay_bars": 1 }, "model_diag": { "alpha": 100.0, "ykey": "y_H10_c12", "n_train": 12794, "target_mean": 0.007813253534827652 }, "val": { "label": "Validation ridge_a100_H10_c12_p80_cap5", "variant": "ridge_a100_H10_c12_p80_cap5", "gain_pct": 1021.1681431850366, "max_drawdown_pct": -11.291988810650333, "capital_score": 1004.2301599690611, "stability_score": 1001.8152039573309, "n_trades": 341, "skipped_by_capacity": 973, "avg_trade_ret_pct": 0.7153731548233403, "median_trade_ret_pct": 0.6491085860763119, "positive_month_rate": 0.875, "worst_month_pct": -0.8572148442477783, "month_gain_concentration": 0.14316462786513282, "top_asset_trade_share": 0.6304985337243402, "long_counts": { "SOL": 103, "BNB": 1, "ETH": 17, "XRP": 215, "BTC": 5 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 341, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.4487804878048784, "max_open_trades": 5, "avg_exposure": 0.8897560975609755, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 15.039176606895694, "2024-10-31 00:00:00+00:00": 3.8548503924949102, "2024-11-30 00:00:00+00:00": 97.47600082004209, "2024-12-31 00:00:00+00:00": 136.7213598454753, "2025-01-31 00:00:00+00:00": 86.17113078036442, "2025-02-28 00:00:00+00:00": 143.32716441054384, "2025-03-31 00:00:00+00:00": 118.77116122828568, "2025-04-30 00:00:00+00:00": 43.18949626502604, "2025-05-31 00:00:00+00:00": 96.69613819180552, "2025-07-31 00:00:00+00:00": -0.8572148442477783, "2025-10-31 00:00:00+00:00": 50.35748704714854, "2025-11-30 00:00:00+00:00": 51.4017486873056, "2026-01-31 00:00:00+00:00": 29.72646028035433, "2026-02-28 00:00:00+00:00": 125.45722515292312, "2026-03-31 00:00:00+00:00": 2.945912468894221 } }, "test": { "label": "Test ridge_a100_H10_c12_p80_cap5", "variant": "ridge_a100_H10_c12_p80_cap5", "gain_pct": 94.07368767862954, "max_drawdown_pct": -9.745574157577519, "capital_score": 79.45532644226326, "stability_score": 79.45532644226326, "n_trades": 165, "skipped_by_capacity": 277, "avg_trade_ret_pct": 0.40669591347764306, "median_trade_ret_pct": 0.5132891053213391, "positive_month_rate": 0.75, "worst_month_pct": -2.680268762581818, "month_gain_concentration": 0.26128128575889814, "top_asset_trade_share": 0.49696969696969695, "long_counts": { "XRP": 82, "SOL": 49, "ETH": 22, "BTC": 3, "BNB": 9 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 165, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.086021505376344, "max_open_trades": 5, "avg_exposure": 0.8172043010752689, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 10.920895492488427, "2025-02-28 00:00:00+00:00": 9.848709796729963, "2025-03-31 00:00:00+00:00": 7.2661542482269965, "2025-04-30 00:00:00+00:00": 10.23251044278905, "2025-05-31 00:00:00+00:00": -0.21649131856270287, "2025-07-31 00:00:00+00:00": 1.175072297856758, "2025-10-31 00:00:00+00:00": 12.400828759015099, "2025-11-30 00:00:00+00:00": 13.54275712354709, "2025-12-31 00:00:00+00:00": -0.15896282884875745, "2026-01-31 00:00:00+00:00": 2.8303352391541523, "2026-02-28 00:00:00+00:00": 24.12812068848956, "2026-03-31 00:00:00+00:00": -2.680268762581818 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 0.4947018964916765, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 2.397744018143811, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 3.020115728407845, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 3.020115728407845, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 3.020115728407845, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 4.39450758236849, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 4.39450758236849, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 4.39450758236849, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 4.39450758236849, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 4.39450758236849, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 4.39450758236849, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 10.920895492488427, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 11.722539071364565, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 11.722539071364565, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 11.722539071364565, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 11.722539071364565, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 0.8345361754362131, "drawdown_pct": -9.745574157577519, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 0.8345361754362131, "drawdown_pct": -9.745574157577519, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 0.8345361754362131, "drawdown_pct": -9.745574157577519, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 0.8345361754362131, "drawdown_pct": -9.745574157577519, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 0.8345361754362131, "drawdown_pct": -9.745574157577519, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 0.8345361754362131, "drawdown_pct": -9.745574157577519, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 19:00:00+00:00", "gain_pct": 11.074434727955364, "drawdown_pct": -0.5801016955005012, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 11.074434727955364, "drawdown_pct": -0.5801016955005012, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": 11.074434727955364, "drawdown_pct": -0.5801016955005012, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 9.425943316094902, "drawdown_pct": -2.055624383726795, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 7.666835458947446, "drawdown_pct": -3.6301570355704804, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 10.776262225508361, "drawdown_pct": -0.8469883102564912, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 13.623643078177281, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 13.623643078177281, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 13.623643078177281, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 13.623643078177281, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 13.623643078177281, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 13.623643078177281, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 17.84480914203975, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 18.172575621170964, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 20.76960528921839, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 21.261999436941295, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-02 16:00:00+00:00", "gain_pct": 21.261999436941295, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 21.261999436941295, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 21.261999436941295, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 28.013381880899715, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 21.569644964437543, "drawdown_pct": -5.033643219001316, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 21.569644964437543, "drawdown_pct": -5.033643219001316, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 25.241406694524187, "drawdown_pct": -2.165379232738729, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 25.241406694524187, "drawdown_pct": -2.165379232738729, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 25.241406694524187, "drawdown_pct": -2.165379232738729, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 25.241406694524187, "drawdown_pct": -2.165379232738729, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 25.241406694524187, "drawdown_pct": -2.165379232738729, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 29.94755369265988, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 29.94755369265988, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 29.94755369265988, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 26.476208495528155, "drawdown_pct": -2.6713432446307084, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 27.220758568993176, "drawdown_pct": -2.0983812670424484, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 27.220758568993176, "drawdown_pct": -2.0983812670424484, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 27.220758568993176, "drawdown_pct": -2.0983812670424484, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 19.808876452899284, "drawdown_pct": -7.80213012992893, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 24.255290472976142, "drawdown_pct": -4.380431226236514, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 24.255290472976142, "drawdown_pct": -4.380431226236514, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 28.035759537445387, "drawdown_pct": -1.4712044212360387, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 28.035759537445387, "drawdown_pct": -1.4712044212360387, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 30.257081801352342, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 30.257081801352342, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 30.257081801352342, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 30.257081801352342, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 38.268269980234436, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 38.05177866167173, "drawdown_pct": -0.15657339069451437, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 37.77057750650303, "drawdown_pct": -0.35994698841791406, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 39.22685095952849, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 39.22685095952849, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 45.07722359597085, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 45.07722359597085, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 52.50797054402108, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 51.62767971854359, "drawdown_pct": -0.5772097171953372, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 51.62767971854359, "drawdown_pct": -0.5772097171953372, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 56.178616234363744, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 62.75218729421721, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 62.75218729421721, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 62.75218729421721, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 65.17043684209068, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 65.01147401324192, "drawdown_pct": -0.09624169548012595, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 67.84180925239608, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 73.6873929900236, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 74.99985491166774, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 74.99985491166774, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 74.99985491166774, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 74.99985491166774, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 74.99985491166774, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 74.99985491166774, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 74.99985491166774, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 91.96992994088563, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 89.28966117830382, "drawdown_pct": -1.3961919782994991, "open_trades": 5, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a100_H10_c12_p80_cap5", "variant": "ridge_a100_H10_c12_p80_cap5", "gain_pct": 16.69966105040659, "max_drawdown_pct": 0.0, "capital_score": 16.69966105040659, "stability_score": 5.605337553920297, "n_trades": 19, "skipped_by_capacity": 20, "avg_trade_ret_pct": 0.8186831845841456, "median_trade_ret_pct": 0.5574076974036664, "positive_month_rate": 0.6666666666666666, "worst_month_pct": 0.0, "month_gain_concentration": 0.9090360977541886, "top_asset_trade_share": 0.5789473684210527, "long_counts": { "XRP": 11, "ETH": 4, "BTC": 1, "SOL": 3 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 19, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.090909090909091, "max_open_trades": 5, "avg_exposure": 0.8181818181818182, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 13.506191091232964, "2026-03-31 00:00:00+00:00": 1.3515149169228948 } }, "selection_score": 1004.2301599690611 }, { "name": "ridge_a100_H10_c12_p90_cap1", "variant": { "name": "ridge_a100_H10_c12_p90_cap1", "threshold": 0.06493222207483522, "pred_percentile": 90, "horizon": 10, "cost_bps": 12, "cap": 1, "delay_bars": 1 }, "model_diag": { "alpha": 100.0, "ykey": "y_H10_c12", "n_train": 12794, "target_mean": 0.007813253534827652 }, "val": { "label": "Validation ridge_a100_H10_c12_p90_cap1", "variant": "ridge_a100_H10_c12_p90_cap1", "gain_pct": 663.2079811176883, "max_drawdown_pct": -11.839569996877497, "capital_score": 645.448626122372, "stability_score": 640.948626122372, "n_trades": 60, "skipped_by_capacity": 597, "avg_trade_ret_pct": 3.560870302371013, "median_trade_ret_pct": 3.3455499917021103, "positive_month_rate": 0.9230769230769231, "worst_month_pct": 0.0, "month_gain_concentration": 0.14147100223528, "top_asset_trade_share": 0.7, "long_counts": { "SOL": 14, "ETH": 3, "XRP": 42, "BTC": 1 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 60, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 5.070130186267946, "2024-10-31 00:00:00+00:00": 7.02975073469959, "2024-11-30 00:00:00+00:00": 81.37537728028556, "2024-12-31 00:00:00+00:00": 92.55253998468294, "2025-01-31 00:00:00+00:00": 91.93210820921263, "2025-02-28 00:00:00+00:00": 83.52215656746614, "2025-03-31 00:00:00+00:00": 72.14296692649714, "2025-04-30 00:00:00+00:00": 34.258080429986876, "2025-07-31 00:00:00+00:00": 39.0567295630176, "2025-10-31 00:00:00+00:00": 35.52719084790135, "2025-11-30 00:00:00+00:00": 36.24714215842789, "2026-02-28 00:00:00+00:00": 95.36226995180232 } }, "test": { "label": "Test ridge_a100_H10_c12_p90_cap1", "variant": "ridge_a100_H10_c12_p90_cap1", "gain_pct": 121.30340190536825, "max_drawdown_pct": -10.89457843036894, "capital_score": 104.96153425981484, "stability_score": 104.90981012188381, "n_trades": 29, "skipped_by_capacity": 170, "avg_trade_ret_pct": 2.8778695229843847, "median_trade_ret_pct": 3.1909258775561478, "positive_month_rate": 1.0, "worst_month_pct": 3.11357546832582, "month_gain_concentration": 0.20877334142966567, "top_asset_trade_share": 0.5517241379310345, "long_counts": { "XRP": 16, "SOL": 11, "ETH": 1, "BNB": 1 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 29, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 17.551669735860642, "2025-02-28 00:00:00+00:00": 25.925352006872075, "2025-03-31 00:00:00+00:00": 16.376887466633065, "2025-04-30 00:00:00+00:00": 3.11357546832582, "2025-07-31 00:00:00+00:00": 15.798868173577318, "2025-10-31 00:00:00+00:00": 13.749112015013054, "2025-11-30 00:00:00+00:00": 5.956548088854021, "2026-02-28 00:00:00+00:00": 25.982859600681138 }, "curve": [ { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 9.468370400323423, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 7.836607695632779, "drawdown_pct": -1.4906248249821563, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 7.836607695632779, "drawdown_pct": -1.4906248249821563, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 7.836607695632779, "drawdown_pct": -1.4906248249821563, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 7.836607695632779, "drawdown_pct": -1.4906248249821563, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 17.551669735860642, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 21.799496117513954, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 21.799496117513954, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 21.799496117513954, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 17.413018218019147, "drawdown_pct": -3.601392484631194, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 17.413018218019147, "drawdown_pct": -3.601392484631194, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 17.413018218019147, "drawdown_pct": -3.601392484631194, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 17.413018218019147, "drawdown_pct": -3.601392484631194, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 17.413018218019147, "drawdown_pct": -3.601392484631194, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 17.413018218019147, "drawdown_pct": -3.601392484631194, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 30.44947951806202, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 27.364927761090584, "drawdown_pct": -2.3645565841789007, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 34.36401067083003, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 38.99359931722293, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 38.99359931722293, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 38.99359931722293, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 38.99359931722293, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 43.47702174273272, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 50.267972538004074, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 65.49505251528964, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 57.984861609841715, "drawdown_pct": -4.53801536136803, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 57.984861609841715, "drawdown_pct": -4.53801536136803, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 57.984861609841715, "drawdown_pct": -4.53801536136803, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 63.112328116892996, "drawdown_pct": -1.439755667726994, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 63.112328116892996, "drawdown_pct": -1.439755667726994, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 58.21464423351196, "drawdown_pct": -4.399169746240639, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 58.21464423351196, "drawdown_pct": -4.399169746240639, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 58.21464423351196, "drawdown_pct": -4.399169746240639, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 47.46506422063115, "drawdown_pct": -10.89457843036894, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 56.475839114686806, "drawdown_pct": -5.449838689147269, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 56.475839114686806, "drawdown_pct": -5.449838689147269, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 59.85390920936578, "drawdown_pct": -3.408647702868761, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 62.9674846776916, "drawdown_pct": -1.5272769784852147, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 62.9674846776916, "drawdown_pct": -1.5272769784852147, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 62.9674846776916, "drawdown_pct": -1.5272769784852147, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 74.17573662419741, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 78.76635285126892, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 83.29450459452394, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 93.63573869232198, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 92.51546486628197, "drawdown_pct": -0.5785470355862743, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 98.472012955136, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 104.805107776228, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 105.34846702190998, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 105.34846702190998, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 105.34846702190998, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 105.34846702190998, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 124.45487255581713, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a100_H10_c12_p90_cap1", "variant": "ridge_a100_H10_c12_p90_cap1", "gain_pct": 7.769687845663796, "max_drawdown_pct": 0.0, "capital_score": 7.769687845663796, "stability_score": -18.230312154336204, "n_trades": 2, "skipped_by_capacity": 8, "avg_trade_ret_pct": 3.9501632586229047, "median_trade_ret_pct": 3.9501632586229047, "positive_month_rate": 1.0, "worst_month_pct": 9.304381869024894, "month_gain_concentration": 1.0, "top_asset_trade_share": 1.0, "long_counts": { "XRP": 2 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 2, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2026-02-28 00:00:00+00:00": 9.304381869024894 } }, "selection_score": 545.448626122372 }, { "name": "ridge_a100_H10_c12_p90_cap2", "variant": { "name": "ridge_a100_H10_c12_p90_cap2", "threshold": 0.06493222207483522, "pred_percentile": 90, "horizon": 10, "cost_bps": 12, "cap": 2, "delay_bars": 1 }, "model_diag": { "alpha": 100.0, "ykey": "y_H10_c12", "n_train": 12794, "target_mean": 0.007813253534827652 }, "val": { "label": "Validation ridge_a100_H10_c12_p90_cap2", "variant": "ridge_a100_H10_c12_p90_cap2", "gain_pct": 697.9407278895056, "max_drawdown_pct": -11.489131452600098, "capital_score": 680.7070307106055, "stability_score": 676.2587548485366, "n_trades": 116, "skipped_by_capacity": 541, "avg_trade_ret_pct": 1.8346816813194402, "median_trade_ret_pct": 1.7083063142351962, "positive_month_rate": 0.9230769230769231, "worst_month_pct": 0.0, "month_gain_concentration": 0.14545288335904588, "top_asset_trade_share": 0.6982758620689655, "long_counts": { "SOL": 26, "ETH": 7, "XRP": 81, "BTC": 2 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 116, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.9318181818181819, "max_open_trades": 2, "avg_exposure": 0.9659090909090909, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 1.4332020886702566, "2024-10-31 00:00:00+00:00": 6.872657392943012, "2024-11-30 00:00:00+00:00": 84.35233938035297, "2024-12-31 00:00:00+00:00": 103.16439921498119, "2025-01-31 00:00:00+00:00": 99.74674920021084, "2025-02-28 00:00:00+00:00": 91.72756716099201, "2025-03-31 00:00:00+00:00": 79.6463229759716, "2025-04-30 00:00:00+00:00": 23.76648550491211, "2025-07-31 00:00:00+00:00": 41.32518738233921, "2025-10-31 00:00:00+00:00": 37.53752105494186, "2025-11-30 00:00:00+00:00": 38.309216660464585, "2026-02-28 00:00:00+00:00": 101.38170127223441 } }, "test": { "label": "Test ridge_a100_H10_c12_p90_cap2", "variant": "ridge_a100_H10_c12_p90_cap2", "gain_pct": 87.39124384353804, "max_drawdown_pct": -11.2824836811531, "capital_score": 70.46751832180838, "stability_score": 69.5675183218084, "n_trades": 50, "skipped_by_capacity": 149, "avg_trade_ret_pct": 1.2895123882508523, "median_trade_ret_pct": 1.5470310639696772, "positive_month_rate": 1.0, "worst_month_pct": 1.3074253936758282, "month_gain_concentration": 0.24261209184220242, "top_asset_trade_share": 0.58, "long_counts": { "XRP": 29, "SOL": 16, "ETH": 3, "BNB": 2 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 50, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.7924528301886793, "max_open_trades": 2, "avg_exposure": 0.8962264150943396, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 8.373878017013126, "2025-02-28 00:00:00+00:00": 17.48547043986943, "2025-03-31 00:00:00+00:00": 8.389563962160096, "2025-04-30 00:00:00+00:00": 1.3074253936758282, "2025-07-31 00:00:00+00:00": 13.331209951539137, "2025-10-31 00:00:00+00:00": 14.229471160395804, "2025-11-30 00:00:00+00:00": 5.085980786310472, "2026-02-28 00:00:00+00:00": 21.84728888798503 }, "curve": [ { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 4.734185200161704, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 3.9535883177434954, "drawdown_pct": -0.7453124124910837, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 3.9535883177434954, "drawdown_pct": -0.7453124124910837, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 3.9535883177434954, "drawdown_pct": -0.7453124124910837, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 3.9535883177434954, "drawdown_pct": -0.7453124124910837, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 8.373878017013126, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 10.331967677318104, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 10.331967677318104, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 10.331967677318104, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 6.394255702519743, "drawdown_pct": -3.568967415060309, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 6.394255702519743, "drawdown_pct": -3.568967415060309, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 6.394255702519743, "drawdown_pct": -3.568967415060309, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 6.394255702519743, "drawdown_pct": -3.568967415060309, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 6.394255702519743, "drawdown_pct": -3.568967415060309, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 6.394255702519743, "drawdown_pct": -3.568967415060309, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 16.32410371660454, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 14.948829089895497, "drawdown_pct": -1.182278292089456, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 18.107219705429713, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 21.895733100939935, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 21.895733100939935, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 21.895733100939935, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 21.895733100939935, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 25.859348456882557, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 28.837890358972516, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 42.22413725086716, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 35.843206670720036, "drawdown_pct": -4.486531402817995, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 35.843206670720036, "drawdown_pct": -4.486531402817995, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 35.843206670720036, "drawdown_pct": -4.486531402817995, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 40.287829037774145, "drawdown_pct": -1.361448380367103, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 40.287829037774145, "drawdown_pct": -1.361448380367103, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 35.20813159754479, "drawdown_pct": -4.933062551082267, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 35.20813159754479, "drawdown_pct": -4.933062551082267, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 35.20813159754479, "drawdown_pct": -4.933062551082267, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 26.17772217487729, "drawdown_pct": -11.2824836811531, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 30.03273372344799, "drawdown_pct": -8.571965183318298, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 30.03273372344799, "drawdown_pct": -8.571965183318298, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 34.248912419042654, "drawdown_pct": -5.607504454575896, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 35.55633781271848, "drawdown_pct": -4.688233352674476, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 35.55633781271848, "drawdown_pct": -4.688233352674476, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 35.55633781271848, "drawdown_pct": -4.688233352674476, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 45.03966074380571, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 48.88754776425762, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 55.18595939001068, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 64.06483830217172, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 63.11701892465342, "drawdown_pct": -0.5777102439052939, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 68.2029997109639, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 73.06946053883684, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 73.52892790828895, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 73.52892790828895, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 73.52892790828895, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 73.52892790828895, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 90.05028859894892, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a100_H10_c12_p90_cap2", "variant": "ridge_a100_H10_c12_p90_cap2", "gain_pct": 8.783392781277556, "max_drawdown_pct": 0.0, "capital_score": 8.783392781277556, "stability_score": -17.216607218722444, "n_trades": 4, "skipped_by_capacity": 6, "avg_trade_ret_pct": 2.167671236781722, "median_trade_ret_pct": 1.9750816293114524, "positive_month_rate": 1.0, "worst_month_pct": 10.32700764885577, "month_gain_concentration": 1.0, "top_asset_trade_share": 1.0, "long_counts": { "XRP": 4 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 4, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.75, "max_open_trades": 2, "avg_exposure": 0.875, "max_exposure": 1.0, "monthly_gain_pct": { "2026-02-28 00:00:00+00:00": 10.32700764885577 } }, "selection_score": 680.7070307106055 }, { "name": "ridge_a100_H10_c12_p90_cap3", "variant": { "name": "ridge_a100_H10_c12_p90_cap3", "threshold": 0.06493222207483522, "pred_percentile": 90, "horizon": 10, "cost_bps": 12, "cap": 3, "delay_bars": 1 }, "model_diag": { "alpha": 100.0, "ykey": "y_H10_c12", "n_train": 12794, "target_mean": 0.007813253534827652 }, "val": { "label": "Validation ridge_a100_H10_c12_p90_cap3", "variant": "ridge_a100_H10_c12_p90_cap3", "gain_pct": 715.0641421771558, "max_drawdown_pct": -11.37846533291439, "capital_score": 697.9964441777842, "stability_score": 693.5325887560974, "n_trades": 166, "skipped_by_capacity": 491, "avg_trade_ret_pct": 1.2846272920618274, "median_trade_ret_pct": 1.2045274477167405, "positive_month_rate": 0.9230769230769231, "worst_month_pct": 0.0, "month_gain_concentration": 0.15032344873442896, "top_asset_trade_share": 0.6987951807228916, "long_counts": { "SOL": 38, "ETH": 9, "XRP": 116, "BTC": 3 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 166, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.787878787878788, "max_open_trades": 3, "avg_exposure": 0.9292929292929293, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 4.4069218334148985, "2024-10-31 00:00:00+00:00": 7.3228694349713805, "2024-11-30 00:00:00+00:00": 89.04972029268767, "2024-12-31 00:00:00+00:00": 109.22743128848384, "2025-01-31 00:00:00+00:00": 100.4113185866176, "2025-02-28 00:00:00+00:00": 96.66371088692392, "2025-03-31 00:00:00+00:00": 80.77759964757149, "2025-04-30 00:00:00+00:00": 16.35831875553413, "2025-07-31 00:00:00+00:00": 42.51564869833453, "2025-10-31 00:00:00+00:00": 38.59995993704217, "2025-11-30 00:00:00+00:00": 39.397324366095745, "2026-02-28 00:00:00+00:00": 101.88523123958214 } }, "test": { "label": "Test ridge_a100_H10_c12_p90_cap3", "variant": "ridge_a100_H10_c12_p90_cap3", "gain_pct": 59.76952417567492, "max_drawdown_pct": -11.40802787463545, "capital_score": 42.65748236372174, "stability_score": 41.069247069604096, "n_trades": 68, "skipped_by_capacity": 131, "avg_trade_ret_pct": 0.7070331612569819, "median_trade_ret_pct": 1.0022646624408653, "positive_month_rate": 1.0, "worst_month_pct": 0.7820680290808468, "month_gain_concentration": 0.27258288369421513, "top_asset_trade_share": 0.6029411764705882, "long_counts": { "XRP": 41, "SOL": 19, "ETH": 4, "BNB": 4 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 68, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.452830188679245, "max_open_trades": 3, "avg_exposure": 0.8176100628930818, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 3.102697604108826, "2025-02-28 00:00:00+00:00": 13.131184431414951, "2025-03-31 00:00:00+00:00": 4.222454727167076, "2025-04-30 00:00:00+00:00": 0.7820680290808468, "2025-07-31 00:00:00+00:00": 8.518273867436022, "2025-10-31 00:00:00+00:00": 10.968679718657597, "2025-11-30 00:00:00+00:00": 4.399190895592795, "2026-02-28 00:00:00+00:00": 16.90939007433292 }, "curve": [ { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 3.156123466774474, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 2.643566538479476, "drawdown_pct": -0.49687494166071877, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 2.643566538479476, "drawdown_pct": -0.49687494166071877, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 2.643566538479476, "drawdown_pct": -0.49687494166071877, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 2.643566538479476, "drawdown_pct": -0.49687494166071877, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 3.102697604108826, "drawdown_pct": -0.05179126635449505, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 4.344597896086697, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 4.344597896086697, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 4.344597896086697, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": -3.50136578930136, "drawdown_pct": -7.519281154546775, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": -3.50136578930136, "drawdown_pct": -7.519281154546775, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": -3.50136578930136, "drawdown_pct": -7.519281154546775, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": -3.50136578930136, "drawdown_pct": -7.519281154546775, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": -3.50136578930136, "drawdown_pct": -7.519281154546775, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": -3.50136578930136, "drawdown_pct": -7.519281154546775, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 6.252250560126498, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 5.414785697973912, "drawdown_pct": -0.7881855280596373, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 7.345738061868261, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 10.894466705281445, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 10.894466705281445, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 10.894466705281445, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 10.894466705281445, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 16.233882035523777, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 18.06771476139393, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 30.44052129806977, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 24.610200174219543, "drawdown_pct": -4.469716209219488, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 24.610200174219543, "drawdown_pct": -4.469716209219488, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 24.610200174219543, "drawdown_pct": -4.469716209219488, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 28.698388417777096, "drawdown_pct": -1.3355764473769072, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 28.698388417777096, "drawdown_pct": -1.3355764473769072, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 23.7808440368712, "drawdown_pct": -5.105527940953669, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 23.7808440368712, "drawdown_pct": -5.105527940953669, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 23.7808440368712, "drawdown_pct": -5.105527940953669, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 15.559830268566174, "drawdown_pct": -11.40802787463545, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 17.91357107456345, "drawdown_pct": -9.603572646632541, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 17.91357107456345, "drawdown_pct": -9.603572646632541, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 20.456336762690853, "drawdown_pct": -7.654204717998669, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 21.2384047917717, "drawdown_pct": -7.054645607610155, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 21.2384047917717, "drawdown_pct": -7.054645607610155, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 21.2384047917717, "drawdown_pct": -7.054645607610155, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 27.506444270890384, "drawdown_pct": -2.249360089933039, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 29.756678659207722, "drawdown_pct": -0.5242562909568593, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 34.531787113135096, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 41.54267109770035, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 40.72535837786532, "drawdown_pct": -0.5774320305647507, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 45.124549273458115, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 47.917145787284284, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 47.113858243834585, "drawdown_pct": -0.5430658759498219, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 47.113858243834585, "drawdown_pct": -0.5430658759498219, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 47.113858243834585, "drawdown_pct": -0.5430658759498219, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 47.113858243834585, "drawdown_pct": -0.5430658759498219, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 62.03393934779103, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a100_H10_c12_p90_cap3", "variant": "ridge_a100_H10_c12_p90_cap3", "gain_pct": 10.675548432451592, "max_drawdown_pct": 0.0, "capital_score": 10.675548432451592, "stability_score": -10.324451567548408, "n_trades": 6, "skipped_by_capacity": 4, "avg_trade_ret_pct": 1.7207503950032872, "median_trade_ret_pct": 2.0152367260072053, "positive_month_rate": 1.0, "worst_month_pct": 10.690501848294446, "month_gain_concentration": 1.0, "top_asset_trade_share": 0.8333333333333334, "long_counts": { "XRP": 5, "SOL": 1 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 6, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.5, "max_open_trades": 3, "avg_exposure": 0.8333333333333333, "max_exposure": 1.0, "monthly_gain_pct": { "2026-02-28 00:00:00+00:00": 10.690501848294446 } }, "selection_score": 697.9964441777842 }, { "name": "ridge_a100_H10_c12_p90_cap5", "variant": { "name": "ridge_a100_H10_c12_p90_cap5", "threshold": 0.06493222207483522, "pred_percentile": 90, "horizon": 10, "cost_bps": 12, "cap": 5, "delay_bars": 1 }, "model_diag": { "alpha": 100.0, "ykey": "y_H10_c12", "n_train": 12794, "target_mean": 0.007813253534827652 }, "val": { "label": "Validation ridge_a100_H10_c12_p90_cap5", "variant": "ridge_a100_H10_c12_p90_cap5", "gain_pct": 759.8398437422322, "max_drawdown_pct": -8.272658647739062, "capital_score": 747.4308557706237, "stability_score": 743.619571723931, "n_trades": 257, "skipped_by_capacity": 400, "avg_trade_ret_pct": 0.845125646427801, "median_trade_ret_pct": 0.7355086517906879, "positive_month_rate": 0.9230769230769231, "worst_month_pct": 0.0, "month_gain_concentration": 0.16038040638724707, "top_asset_trade_share": 0.6770428015564203, "long_counts": { "SOL": 66, "BNB": 1, "ETH": 13, "XRP": 174, "BTC": 3 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 257, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.363636363636363, "max_open_trades": 5, "avg_exposure": 0.8727272727272728, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 6.701850865657605, "2024-10-31 00:00:00+00:00": 8.358152240808607, "2024-11-30 00:00:00+00:00": 89.26366505613865, "2024-12-31 00:00:00+00:00": 113.37243880221911, "2025-01-31 00:00:00+00:00": 99.56803236560233, "2025-02-28 00:00:00+00:00": 121.49420205436405, "2025-03-31 00:00:00+00:00": 79.76410146346882, "2025-04-30 00:00:00+00:00": 10.291399598702128, "2025-07-31 00:00:00+00:00": 46.04591591344388, "2025-10-31 00:00:00+00:00": 40.438690745270605, "2025-11-30 00:00:00+00:00": 41.277266615506505, "2026-02-28 00:00:00+00:00": 100.96197102722135 } }, "test": { "label": "Test ridge_a100_H10_c12_p90_cap5", "variant": "ridge_a100_H10_c12_p90_cap5", "gain_pct": 54.21450246719672, "max_drawdown_pct": -8.788023320898631, "capital_score": 41.03246748584878, "stability_score": 40.03246748584878, "n_trades": 96, "skipped_by_capacity": 103, "avg_trade_ret_pct": 0.4583409687773293, "median_trade_ret_pct": 0.6188124255878709, "positive_month_rate": 1.0, "worst_month_pct": 0.4595983070297791, "month_gain_concentration": 0.3008630170082979, "top_asset_trade_share": 0.5833333333333334, "long_counts": { "XRP": 56, "SOL": 25, "ETH": 7, "BTC": 1, "BNB": 7 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 96, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 3.5849056603773586, "max_open_trades": 5, "avg_exposure": 0.7169811320754715, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 1.4242498357856732, "2025-02-28 00:00:00+00:00": 15.13279771104608, "2025-03-31 00:00:00+00:00": 1.4240111943289264, "2025-04-30 00:00:00+00:00": 0.4595983070297791, "2025-07-31 00:00:00+00:00": 5.697370176813408, "2025-10-31 00:00:00+00:00": 11.056878809581889, "2025-11-30 00:00:00+00:00": 4.235105763884661, "2026-02-28 00:00:00+00:00": 16.968108681072863 }, "curve": [ { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 1.8936740800646845, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 1.5899035998799178, "drawdown_pct": -0.2981249649964268, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 1.5899035998799178, "drawdown_pct": -0.2981249649964268, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 1.5899035998799178, "drawdown_pct": -0.2981249649964268, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 1.5899035998799178, "drawdown_pct": -0.2981249649964268, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 1.4242498357856732, "drawdown_pct": -0.46070008616054814, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 2.1572595925333786, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 2.1572595925333786, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 2.1572595925333786, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": -5.562349552785037, "drawdown_pct": -7.556593800684364, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": -5.562349552785037, "drawdown_pct": -7.556593800684364, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": -5.562349552785037, "drawdown_pct": -7.556593800684364, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": -5.562349552785037, "drawdown_pct": -7.556593800684364, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": -3.134873559949625, "drawdown_pct": -5.180378931063068, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": -3.134873559949625, "drawdown_pct": -5.180378931063068, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 4.1366122036223345, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 6.376267388889687, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 7.545406064930916, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 10.309741346422967, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 10.309741346422967, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 10.309741346422967, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 10.309741346422967, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 16.557047546831754, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 17.66040634968165, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 24.96008474694436, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 21.58844712910438, "drawdown_pct": -2.698171679915118, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 21.58844712910438, "drawdown_pct": -2.698171679915118, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 21.58844712910438, "drawdown_pct": -2.698171679915118, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 26.157328304802874, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 26.157328304802874, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 22.189344793329084, "drawdown_pct": -3.1452659665453075, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 22.189344793329084, "drawdown_pct": -3.1452659665453075, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 22.189344793329084, "drawdown_pct": -3.1452659665453075, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 15.070592872354155, "drawdown_pct": -8.788023320898631, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 16.476858437392636, "drawdown_pct": -7.673331385095361, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 16.476858437392636, "drawdown_pct": -7.673331385095361, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 17.98105874116068, "drawdown_pct": -6.481010396707109, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 18.44065704819046, "drawdown_pct": -6.116704721241817, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 18.44065704819046, "drawdown_pct": -6.116704721241817, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 18.44065704819046, "drawdown_pct": -6.116704721241817, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 22.839578597366142, "drawdown_pct": -2.6298509583374097, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 24.138027225003867, "drawdown_pct": -1.6006213090691501, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 29.354360946652235, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 35.97979462256947, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 35.194906034585756, "drawdown_pct": -0.5772097171953261, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 39.43001179847042, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 41.03679154106726, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 41.3380297947667, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 41.3380297947667, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 41.3380297947667, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 41.3380297947667, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 56.39812047954328, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a100_H10_c12_p90_cap5", "variant": "ridge_a100_H10_c12_p90_cap5", "gain_pct": 8.49081890998879, "max_drawdown_pct": 0.0, "capital_score": 8.49081890998879, "stability_score": -6.259181090011209, "n_trades": 8, "skipped_by_capacity": 2, "avg_trade_ret_pct": 1.0281994828858008, "median_trade_ret_pct": 1.0154472205372862, "positive_month_rate": 1.0, "worst_month_pct": 8.497927720629932, "month_gain_concentration": 1.0, "top_asset_trade_share": 0.625, "long_counts": { "XRP": 5, "ETH": 2, "SOL": 1 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 8, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 3.0, "max_open_trades": 5, "avg_exposure": 0.6, "max_exposure": 1.0, "monthly_gain_pct": { "2026-02-28 00:00:00+00:00": 8.497927720629932 } }, "selection_score": 747.4308557706237 }, { "name": "ridge_a1_H20_c8_p70_cap1", "variant": { "name": "ridge_a1_H20_c8_p70_cap1", "threshold": 0.03240574640753192, "pred_percentile": 70, "horizon": 20, "cost_bps": 8, "cap": 1, "delay_bars": 1 }, "model_diag": { "alpha": 1.0, "ykey": "y_H20_c8", "n_train": 12794, "target_mean": 0.014920496257193131 }, "val": { "label": "Validation ridge_a1_H20_c8_p70_cap1", "variant": "ridge_a1_H20_c8_p70_cap1", "gain_pct": 1122.6699944200825, "max_drawdown_pct": -21.076805142535203, "capital_score": 1091.0547867062796, "stability_score": 1069.335060043919, "n_trades": 78, "skipped_by_capacity": 1893, "avg_trade_ret_pct": 3.4775607268524187, "median_trade_ret_pct": 3.4561849483114826, "positive_month_rate": 0.7647058823529411, "worst_month_pct": -24.91221125625009, "month_gain_concentration": 0.192874386711899, "top_asset_trade_share": 0.5897435897435898, "long_counts": { "SOL": 23, "ETH": 8, "XRP": 46, "BTC": 1 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 78, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 63.70370120680917, "2024-10-31 00:00:00+00:00": 2.5645156901181565, "2024-11-30 00:00:00+00:00": 98.3349034913131, "2024-12-31 00:00:00+00:00": 45.2186045885735, "2025-01-31 00:00:00+00:00": 21.087157943561806, "2025-02-28 00:00:00+00:00": 122.6059698322972, "2025-03-31 00:00:00+00:00": 195.6595088785698, "2025-04-30 00:00:00+00:00": 207.77063221723563, "2025-05-31 00:00:00+00:00": 36.28729011602013, "2025-07-31 00:00:00+00:00": -20.62144818064496, "2025-08-31 00:00:00+00:00": 18.684819007552846, "2025-10-31 00:00:00+00:00": -24.91221125625009, "2025-11-30 00:00:00+00:00": 93.52023244530756, "2026-01-31 00:00:00+00:00": -1.4141054521595606, "2026-02-28 00:00:00+00:00": 7.739042102698818, "2026-03-31 00:00:00+00:00": 218.2167569388065 } }, "test": { "label": "Test ridge_a1_H20_c8_p70_cap1", "variant": "ridge_a1_H20_c8_p70_cap1", "gain_pct": 246.13317057666762, "max_drawdown_pct": -16.316276552477483, "capital_score": 221.6587557479514, "stability_score": 221.6587557479514, "n_trades": 44, "skipped_by_capacity": 643, "avg_trade_ret_pct": 3.013932686230151, "median_trade_ret_pct": 3.570128841776151, "positive_month_rate": 0.9230769230769231, "worst_month_pct": -2.6018989344477745, "month_gain_concentration": 0.24645109485602937, "top_asset_trade_share": 0.4772727272727273, "long_counts": { "XRP": 21, "SOL": 15, "ETH": 5, "BTC": 1, "BNB": 2 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 44, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 6.233815945143519, "2025-02-28 00:00:00+00:00": 29.836642261269006, "2025-03-31 00:00:00+00:00": 46.661681673488914, "2025-04-30 00:00:00+00:00": 20.56664118368795, "2025-05-31 00:00:00+00:00": 7.783134181608972, "2025-07-31 00:00:00+00:00": 1.4887730791680838, "2025-08-31 00:00:00+00:00": -2.6018989344477745, "2025-10-31 00:00:00+00:00": 8.156808564483072, "2025-11-30 00:00:00+00:00": 18.897383562062174, "2025-12-31 00:00:00+00:00": 5.535690636029045, "2026-01-31 00:00:00+00:00": 9.027080028361894, "2026-02-28 00:00:00+00:00": 60.15438338150295, "2026-03-31 00:00:00+00:00": 29.74040066804389 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": -1.26619343889503, "drawdown_pct": -1.2661934388950247, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 6.1393355622129775, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 14.621744994722107, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 14.621744994722107, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 14.621744994722107, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 14:00:00+00:00", "gain_pct": 14.621744994722107, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 14.621744994722107, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 01:00:00+00:00", "gain_pct": 14.621744994722107, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 14.621744994722107, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 14.621744994722107, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 2.845528152911072, "drawdown_pct": -10.273981470403616, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 2.845528152911072, "drawdown_pct": -10.273981470403616, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 2.845528152911072, "drawdown_pct": -10.273981470403616, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-23 14:00:00+00:00", "gain_pct": -4.0802559078922656, "drawdown_pct": -16.316276552477483, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-27 14:00:00+00:00", "gain_pct": 0.7536181311457, "drawdown_pct": -12.099036587006228, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 6.233815945143519, "drawdown_pct": -7.317921263513149, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 10.461009495203896, "drawdown_pct": -3.629970473499422, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 10.461009495203896, "drawdown_pct": -3.629970473499422, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 00:00:00+00:00", "gain_pct": 10.461009495203896, "drawdown_pct": -3.629970473499422, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 10.461009495203896, "drawdown_pct": -3.629970473499422, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 10.461009495203896, "drawdown_pct": -3.629970473499422, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 10.461009495203896, "drawdown_pct": -3.629970473499422, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 10.461009495203896, "drawdown_pct": -3.629970473499422, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 10.461009495203896, "drawdown_pct": -3.629970473499422, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 10.461009495203896, "drawdown_pct": -3.629970473499422, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 10:00:00+00:00", "gain_pct": 10.461009495203896, "drawdown_pct": -3.629970473499422, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 1.9721525437650769, "drawdown_pct": -11.035944751617155, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 1.9721525437650769, "drawdown_pct": -11.035944751617155, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 19:00:00+00:00", "gain_pct": 1.9721525437650769, "drawdown_pct": -11.035944751617155, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 1.9721525437650769, "drawdown_pct": -11.035944751617155, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": 1.9721525437650769, "drawdown_pct": -11.035944751617155, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 1.9721525437650769, "drawdown_pct": -11.035944751617155, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 10.608349824650702, "drawdown_pct": -3.5014256415797917, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 11.62280013338814, "drawdown_pct": -2.6163838820217333, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-10 03:00:00+00:00", "gain_pct": 11.62280013338814, "drawdown_pct": -2.6163838820217333, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-18 16:00:00+00:00", "gain_pct": 15.504844845678306, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 21.871583499161872, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 21.871583499161872, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 21.871583499161872, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 21.871583499161872, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 21.871583499161872, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 21.871583499161872, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 21.871583499161872, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-26 17:00:00+00:00", "gain_pct": 30.862645461333273, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 30.862645461333273, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-28 03:00:00+00:00", "gain_pct": 36.070458206412525, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 36.070458206412525, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 56.562146259985894, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 16:00:00+00:00", "gain_pct": 56.562146259985894, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 56.562146259985894, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 56.562146259985894, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-03 06:00:00+00:00", "gain_pct": 56.562146259985894, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 56.562146259985894, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 65.91594422891083, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 65.91594422891083, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 05:00:00+00:00", "gain_pct": 65.91594422891083, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 65.91594422891083, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 65.91594422891083, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 65.91594422891083, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 65.91594422891083, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 65.91594422891083, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 14:00:00+00:00", "gain_pct": 79.46768366187075, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 79.46768366187075, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 79.46768366187075, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 79.46768366187075, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-09 16:00:00+00:00", "gain_pct": 69.55854257938017, "drawdown_pct": -5.52140690752998, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 69.55854257938017, "drawdown_pct": -5.52140690752998, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 75.04350544208066, "drawdown_pct": -2.4651670593384023, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 75.04350544208066, "drawdown_pct": -2.4651670593384023, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 75.04350544208066, "drawdown_pct": -2.4651670593384023, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 75.04350544208066, "drawdown_pct": -2.4651670593384023, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 79.78507661884208, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 79.78507661884208, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 82.73213987990144, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 82.73213987990144, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 06:00:00+00:00", "gain_pct": 90.2402154455078, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 90.2402154455078, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 90.2402154455078, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 90.2402154455078, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 14:00:00+00:00", "gain_pct": 90.2402154455078, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 90.2402154455078, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 102.91846472357628, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-09 01:00:00+00:00", "gain_pct": 102.91846472357628, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-10 15:00:00+00:00", "gain_pct": 103.29878106358939, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 111.08191524519836, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 106.20881016912483, "drawdown_pct": -2.3086322058489928, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 112.57068832436644, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 112.57068832436644, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-08-14 12:00:00+00:00", "gain_pct": 109.96878938991867, "drawdown_pct": -1.22401585795191, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-10 22:00:00+00:00", "gain_pct": 110.80697773859151, "drawdown_pct": -0.8297054498330625, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-11 00:00:00+00:00", "gain_pct": 110.80697773859151, "drawdown_pct": -0.8297054498330625, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-11 05:00:00+00:00", "gain_pct": 110.80697773859151, "drawdown_pct": -0.8297054498330625, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 104.10004447864128, "drawdown_pct": -3.9848597718231127, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 104.10004447864128, "drawdown_pct": -3.9848597718231127, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 113.94703548797142, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 109.03421550393958, "drawdown_pct": -2.296278596628676, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 109.03421550393958, "drawdown_pct": -2.296278596628676, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-19 09:00:00+00:00", "gain_pct": 118.12559795440174, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-04 19:00:00+00:00", "gain_pct": 126.11430297502159, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 126.11430297502159, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-04 21:00:00+00:00", "gain_pct": 126.11430297502159, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 137.02298151646391, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 137.02298151646391, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 137.02298151646391, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 137.02298151646391, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 142.55867215249296, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 151.58575218085485, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 159.8393829729307, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 153.61710733424854, "drawdown_pct": -2.394662259235114, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 153.61710733424854, "drawdown_pct": -2.394662259235114, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 153.61710733424854, "drawdown_pct": -2.394662259235114, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 153.61710733424854, "drawdown_pct": -2.394662259235114, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 153.61710733424854, "drawdown_pct": -2.394662259235114, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 153.61710733424854, "drawdown_pct": -2.394662259235114, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 153.61710733424854, "drawdown_pct": -2.394662259235114, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 05:00:00+00:00", "gain_pct": 153.61710733424854, "drawdown_pct": -2.394662259235114, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 153.61710733424854, "drawdown_pct": -2.394662259235114, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 16:00:00+00:00", "gain_pct": 210.89496264012973, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-28 06:00:00+00:00", "gain_pct": 211.7401355623578, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-28 07:00:00+00:00", "gain_pct": 211.7401355623578, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 241.4805362304017, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a1_H20_c8_p70_cap1", "variant": "ridge_a1_H20_c8_p70_cap1", "gain_pct": 37.230286243878766, "max_drawdown_pct": -2.378518469735913, "capital_score": 33.662508539274896, "stability_score": 21.992913822078435, "n_trades": 5, "skipped_by_capacity": 52, "avg_trade_ret_pct": 6.877824167325267, "median_trade_ret_pct": 3.2806431685935245, "positive_month_rate": 0.6666666666666666, "worst_month_pct": 0.0, "month_gain_concentration": 0.6667837886878584, "top_asset_trade_share": 0.8, "long_counts": { "XRP": 4, "ETH": 1 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 5, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 23.594592120873386, "2026-03-31 00:00:00+00:00": 11.791079398382351 } }, "selection_score": 968.5171507085331 }, { "name": "ridge_a1_H20_c8_p70_cap2", "variant": { "name": "ridge_a1_H20_c8_p70_cap2", "threshold": 0.03240574640753192, "pred_percentile": 70, "horizon": 20, "cost_bps": 8, "cap": 2, "delay_bars": 1 }, "model_diag": { "alpha": 1.0, "ykey": "y_H20_c8", "n_train": 12794, "target_mean": 0.014920496257193131 }, "val": { "label": "Validation ridge_a1_H20_c8_p70_cap2", "variant": "ridge_a1_H20_c8_p70_cap2", "gain_pct": 1302.3255209433325, "max_drawdown_pct": -15.968136720429825, "capital_score": 1278.3733158626878, "stability_score": 1252.666984039899, "n_trades": 147, "skipped_by_capacity": 1824, "avg_trade_ret_pct": 1.8670465925044861, "median_trade_ret_pct": 1.7389120805297653, "positive_month_rate": 0.7647058823529411, "worst_month_pct": -30.2471481493194, "month_gain_concentration": 0.20090981757258905, "top_asset_trade_share": 0.5986394557823129, "long_counts": { "SOL": 43, "XRP": 88, "ETH": 13, "BTC": 2, "BNB": 1 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 147, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.9461538461538461, "max_open_trades": 2, "avg_exposure": 0.9730769230769231, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 56.60908658188387, "2024-10-31 00:00:00+00:00": 2.47502804725616, "2024-11-30 00:00:00+00:00": 116.91409026148855, "2024-12-31 00:00:00+00:00": 81.39376440349281, "2025-01-31 00:00:00+00:00": 25.297110761650856, "2025-02-28 00:00:00+00:00": 124.33773307108737, "2025-03-31 00:00:00+00:00": 225.41485750891553, "2025-04-30 00:00:00+00:00": 237.073533511268, "2025-05-31 00:00:00+00:00": 41.48867777299154, "2025-07-31 00:00:00+00:00": -11.67018061019462, "2025-08-31 00:00:00+00:00": 21.512825999464326, "2025-10-31 00:00:00+00:00": -30.2471481493194, "2025-11-30 00:00:00+00:00": 108.38019174655676, "2026-01-31 00:00:00+00:00": -1.6183922270445237, "2026-02-28 00:00:00+00:00": 9.31103281696187, "2026-03-31 00:00:00+00:00": 264.0466480109908 } }, "test": { "label": "Test ridge_a1_H20_c8_p70_cap2", "variant": "ridge_a1_H20_c8_p70_cap2", "gain_pct": 254.2192461341765, "max_drawdown_pct": -11.618361621377392, "capital_score": 236.7917037021104, "stability_score": 236.7917037021104, "n_trades": 81, "skipped_by_capacity": 606, "avg_trade_ret_pct": 1.6123172392810667, "median_trade_ret_pct": 1.6403215842967622, "positive_month_rate": 1.0, "worst_month_pct": 0.9771174379114882, "month_gain_concentration": 0.257024155541328, "top_asset_trade_share": 0.48148148148148145, "long_counts": { "XRP": 39, "SOL": 27, "ETH": 10, "BTC": 2, "BNB": 3 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 81, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.8934426229508197, "max_open_trades": 2, "avg_exposure": 0.9467213114754098, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 1.1725526585235144, "2025-02-28 00:00:00+00:00": 26.204505888191136, "2025-03-31 00:00:00+00:00": 44.29477976942614, "2025-04-30 00:00:00+00:00": 34.89596725905744, "2025-05-31 00:00:00+00:00": 7.98397684971664, "2025-07-31 00:00:00+00:00": 1.5925980918489415, "2025-08-31 00:00:00+00:00": 0.9771174379114882, "2025-10-31 00:00:00+00:00": 8.265513285691213, "2025-11-30 00:00:00+00:00": 15.333582964942707, "2025-12-31 00:00:00+00:00": 5.654874524056709, "2026-01-31 00:00:00+00:00": 9.254435895035215, "2026-02-28 00:00:00+00:00": 64.11259920708858, "2026-03-31 00:00:00+00:00": 29.699417578809914 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": -0.6330967194475079, "drawdown_pct": -0.6330967194475123, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 4.525833484002135, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 8.702564529043784, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 8.702564529043784, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 8.702564529043784, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 14:00:00+00:00", "gain_pct": 8.702564529043784, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 8.702564529043784, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 01:00:00+00:00", "gain_pct": 8.702564529043784, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 8.702564529043784, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 8.702564529043784, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 4.245638416713973, "drawdown_pct": -4.100111282231045, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 4.245638416713973, "drawdown_pct": -4.100111282231045, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 4.245638416713973, "drawdown_pct": -4.100111282231045, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-23 14:00:00+00:00", "gain_pct": -3.926892509651637, "drawdown_pct": -11.618361621377392, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-27 14:00:00+00:00", "gain_pct": -1.5060911170762523, "drawdown_pct": -9.391365963028797, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 1.1725526585235144, "drawdown_pct": -6.927170396709781, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 3.1854520269416327, "drawdown_pct": -5.075420737316694, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 3.1854520269416327, "drawdown_pct": -5.075420737316694, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 00:00:00+00:00", "gain_pct": 3.1854520269416327, "drawdown_pct": -5.075420737316694, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 3.1854520269416327, "drawdown_pct": -5.075420737316694, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 3.1854520269416327, "drawdown_pct": -5.075420737316694, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 3.1854520269416327, "drawdown_pct": -5.075420737316694, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 3.1854520269416327, "drawdown_pct": -5.075420737316694, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 3.1854520269416327, "drawdown_pct": -5.075420737316694, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 3.1854520269416327, "drawdown_pct": -5.075420737316694, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 10:00:00+00:00", "gain_pct": 3.1854520269416327, "drawdown_pct": -5.075420737316694, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": -0.7794155119716777, "drawdown_pct": -8.72286691863835, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 0.07777687385727461, "drawdown_pct": -7.934300071533351, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 19:00:00+00:00", "gain_pct": 0.07777687385727461, "drawdown_pct": -7.934300071533351, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 0.07777687385727461, "drawdown_pct": -7.934300071533351, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": 0.07777687385727461, "drawdown_pct": -7.934300071533351, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 0.07777687385727461, "drawdown_pct": -7.934300071533351, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 5.297603205843714, "drawdown_pct": -3.132365218752786, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 6.265560061719981, "drawdown_pct": -2.2419015391975106, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-10 03:00:00+00:00", "gain_pct": 6.265560061719981, "drawdown_pct": -2.2419015391975106, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-18 16:00:00+00:00", "gain_pct": 8.590447684307748, "drawdown_pct": -0.10314093804666413, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 13.631382087283527, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 13.631382087283527, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 13.631382087283527, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 13.631382087283527, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 13.631382087283527, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 13.631382087283527, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 13.631382087283527, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-26 17:00:00+00:00", "gain_pct": 22.16914047801869, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 22.16914047801869, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-28 03:00:00+00:00", "gain_pct": 27.37705854671465, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 27.37705854671465, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 47.28175654631082, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 16:00:00+00:00", "gain_pct": 47.28175654631082, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 47.28175654631082, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 47.28175654631082, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-03 06:00:00+00:00", "gain_pct": 47.28175654631082, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 47.28175654631082, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 56.21252713403641, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 56.21252713403641, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 05:00:00+00:00", "gain_pct": 56.21252713403641, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 56.21252713403641, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 56.21252713403641, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 56.21252713403641, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 56.21252713403641, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 56.21252713403641, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 14:00:00+00:00", "gain_pct": 69.23224471433568, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 69.23224471433568, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 69.23224471433568, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 69.23224471433568, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-09 16:00:00+00:00", "gain_pct": 60.0172239419953, "drawdown_pct": -5.445192071933658, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 60.0172239419953, "drawdown_pct": -5.445192071933658, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 64.40834532263395, "drawdown_pct": -2.8504611516821043, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 64.40834532263395, "drawdown_pct": -2.8504611516821043, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 64.40834532263395, "drawdown_pct": -2.8504611516821043, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 64.40834532263395, "drawdown_pct": -2.8504611516821043, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 68.89199068902283, "drawdown_pct": -0.2010574438028656, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 68.89199068902283, "drawdown_pct": -0.2010574438028656, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 71.67183831614079, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 71.67183831614079, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 06:00:00+00:00", "gain_pct": 78.79792426113718, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 78.79792426113718, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 78.79792426113718, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 78.79792426113718, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 14:00:00+00:00", "gain_pct": 78.79792426113718, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 78.79792426113718, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 90.91214622609635, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-04-09 01:00:00+00:00", "gain_pct": 90.91214622609635, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-10 15:00:00+00:00", "gain_pct": 106.56780557519824, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 114.55178242491488, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 109.62715873688137, "drawdown_pct": -2.2953077491942753, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 116.14438051676382, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 116.14438051676382, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-08-14 12:00:00+00:00", "gain_pct": 117.1214979546753, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-10 22:00:00+00:00", "gain_pct": 117.98910467643731, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-11 00:00:00+00:00", "gain_pct": 117.98910467643731, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-11 05:00:00+00:00", "gain_pct": 117.98910467643731, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 111.1088319509492, "drawdown_pct": -3.1562461507883777, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 111.1088319509492, "drawdown_pct": -3.1562461507883777, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 121.4168160180732, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 116.36165675524325, "drawdown_pct": -2.28309635814532, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 116.36165675524325, "drawdown_pct": -2.28309635814532, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-19 09:00:00+00:00", "gain_pct": 125.38701124036652, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-11-04 19:00:00+00:00", "gain_pct": 129.51433596787237, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 129.51433596787237, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-04 21:00:00+00:00", "gain_pct": 129.51433596787237, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 140.72059420530923, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 140.72059420530923, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 140.72059420530923, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 140.72059420530923, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 146.37546872936593, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 155.62990462440115, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 164.08499081288784, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 157.79890647830194, "drawdown_pct": -2.3803262408955916, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 157.79890647830194, "drawdown_pct": -2.3803262408955916, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 157.79890647830194, "drawdown_pct": -2.3803262408955916, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 157.79890647830194, "drawdown_pct": -2.3803262408955916, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 157.79890647830194, "drawdown_pct": -2.3803262408955916, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 157.79890647830194, "drawdown_pct": -2.3803262408955916, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 157.79890647830194, "drawdown_pct": -2.3803262408955916, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 05:00:00+00:00", "gain_pct": 157.79890647830194, "drawdown_pct": -2.3803262408955916, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 157.79890647830194, "drawdown_pct": -2.3803262408955916, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 16:00:00+00:00", "gain_pct": 219.3084812280356, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2026-02-28 06:00:00+00:00", "gain_pct": 219.74250383148973, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2026-02-28 07:00:00+00:00", "gain_pct": 219.74250383148973, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 249.44192141029964, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a1_H20_c8_p70_cap2", "variant": "ridge_a1_H20_c8_p70_cap2", "gain_pct": 34.00550618881027, "max_drawdown_pct": -2.364375094458726, "capital_score": 30.458943547122182, "stability_score": 22.60393692878086, "n_trades": 9, "skipped_by_capacity": 48, "avg_trade_ret_pct": 3.402802796361728, "median_trade_ret_pct": 1.6403215842967622, "positive_month_rate": 0.6666666666666666, "worst_month_pct": 0.0, "month_gain_concentration": 0.8075335980669862, "top_asset_trade_share": 0.5555555555555556, "long_counts": { "XRP": 5, "ETH": 3, "SOL": 1 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 9, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.9230769230769231, "max_open_trades": 2, "avg_exposure": 0.9615384615384616, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 25.021581857059658, "2026-03-31 00:00:00+00:00": 5.96360800619118 } }, "selection_score": 1263.3733158626878 }, { "name": "ridge_a1_H20_c8_p70_cap3", "variant": { "name": "ridge_a1_H20_c8_p70_cap3", "threshold": 0.03240574640753192, "pred_percentile": 70, "horizon": 20, "cost_bps": 8, "cap": 3, "delay_bars": 1 }, "model_diag": { "alpha": 1.0, "ykey": "y_H20_c8", "n_train": 12794, "target_mean": 0.014920496257193131 }, "val": { "label": "Validation ridge_a1_H20_c8_p70_cap3", "variant": "ridge_a1_H20_c8_p70_cap3", "gain_pct": 1218.0051491236147, "max_drawdown_pct": -15.856728070706428, "capital_score": 1194.220057017555, "stability_score": 1169.6058579194573, "n_trades": 213, "skipped_by_capacity": 1758, "avg_trade_ret_pct": 1.2419130651454018, "median_trade_ret_pct": 1.1622487430175694, "positive_month_rate": 0.7647058823529411, "worst_month_pct": -28.945185013590503, "month_gain_concentration": 0.20557526939825801, "top_asset_trade_share": 0.6056338028169014, "long_counts": { "SOL": 61, "XRP": 129, "ETH": 18, "BTC": 3, "BNB": 2 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 213, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.8653846153846154, "max_open_trades": 3, "avg_exposure": 0.9551282051282052, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 47.01545163055266, "2024-10-31 00:00:00+00:00": 2.31265456387942, "2024-11-30 00:00:00+00:00": 118.71023690769411, "2024-12-31 00:00:00+00:00": 75.06663653078465, "2025-01-31 00:00:00+00:00": 19.142600140092895, "2025-02-28 00:00:00+00:00": 110.63237536676786, "2025-03-31 00:00:00+00:00": 219.8649574116139, "2025-04-30 00:00:00+00:00": 226.8992553370299, "2025-05-31 00:00:00+00:00": 26.144745412991597, "2025-07-31 00:00:00+00:00": -7.27826248394183, "2025-08-31 00:00:00+00:00": 20.239677837066097, "2025-10-31 00:00:00+00:00": -28.945185013590503, "2025-11-30 00:00:00+00:00": 102.1939317514707, "2026-01-31 00:00:00+00:00": -1.519568103108213, "2026-02-28 00:00:00+00:00": 8.885419215276443, "2026-03-31 00:00:00+00:00": 252.84865978090647 } }, "test": { "label": "Test ridge_a1_H20_c8_p70_cap3", "variant": "ridge_a1_H20_c8_p70_cap3", "gain_pct": 222.67146863090636, "max_drawdown_pct": -7.18673912006802, "capital_score": 211.89135995080434, "stability_score": 211.89135995080434, "n_trades": 114, "skipped_by_capacity": 573, "avg_trade_ret_pct": 1.0508558933991383, "median_trade_ret_pct": 1.093547722864508, "positive_month_rate": 0.9230769230769231, "worst_month_pct": -0.21148439547286557, "month_gain_concentration": 0.254849775014151, "top_asset_trade_share": 0.4649122807017544, "long_counts": { "XRP": 53, "SOL": 39, "ETH": 15, "BTC": 3, "BNB": 4 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 114, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.7295081967213113, "max_open_trades": 3, "avg_exposure": 0.9098360655737705, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 1.998525519088446, "2025-02-28 00:00:00+00:00": 20.03860375221899, "2025-03-31 00:00:00+00:00": 31.753873302469884, "2025-04-30 00:00:00+00:00": 36.416623080272274, "2025-05-31 00:00:00+00:00": 7.549518777091947, "2025-07-31 00:00:00+00:00": 0.9937081708443145, "2025-08-31 00:00:00+00:00": -0.21148439547286557, "2025-10-31 00:00:00+00:00": 7.7571205638400045, "2025-11-30 00:00:00+00:00": 12.755452514753244, "2025-12-31 00:00:00+00:00": 4.55190396069807, "2026-01-31 00:00:00+00:00": 8.42531588694581, "2026-02-28 00:00:00+00:00": 55.19248766874398, "2026-03-31 00:00:00+00:00": 29.135579354100855 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": -0.42206447963167193, "drawdown_pct": -0.4220644796316675, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 3.401694541338685, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 6.156235712680299, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 6.156235712680299, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 6.156235712680299, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-19 14:00:00+00:00", "gain_pct": 6.156235712680299, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 6.156235712680299, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 01:00:00+00:00", "gain_pct": 6.156235712680299, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 6.156235712680299, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 6.156235712680299, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 3.2677988273630802, "drawdown_pct": -2.72093001972582, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 5.893102927230828, "drawdown_pct": -0.2478731312229865, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 5.893102927230828, "drawdown_pct": -0.2478731312229865, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-23 14:00:00+00:00", "gain_pct": -1.4729360076745195, "drawdown_pct": -7.18673912006802, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-27 14:00:00+00:00", "gain_pct": 0.18215395419261426, "drawdown_pct": -5.627631498404839, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 1.998525519088446, "drawdown_pct": -3.9165953518218166, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 3.351413973528736, "drawdown_pct": -2.6421639014622023, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 3.351413973528736, "drawdown_pct": -2.6421639014622023, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 00:00:00+00:00", "gain_pct": 3.351413973528736, "drawdown_pct": -2.6421639014622023, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 3.351413973528736, "drawdown_pct": -2.6421639014622023, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 3.351413973528736, "drawdown_pct": -2.6421639014622023, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 3.351413973528736, "drawdown_pct": -2.6421639014622023, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 3.351413973528736, "drawdown_pct": -2.6421639014622023, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 3.351413973528736, "drawdown_pct": -2.6421639014622023, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 3.351413973528736, "drawdown_pct": -2.6421639014622023, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 10:00:00+00:00", "gain_pct": 3.351413973528736, "drawdown_pct": -2.6421639014622023, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 0.7039175915940348, "drawdown_pct": -5.136126092341264, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": -0.34290676523443153, "drawdown_pct": -6.1222427813898195, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 19:00:00+00:00", "gain_pct": -0.34290676523443153, "drawdown_pct": -6.1222427813898195, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": -0.34290676523443153, "drawdown_pct": -6.1222427813898195, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": -0.34290676523443153, "drawdown_pct": -6.1222427813898195, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": -0.34290676523443153, "drawdown_pct": -6.1222427813898195, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 3.76060901229512, "drawdown_pct": -2.256698991163475, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 3.4732264344423953, "drawdown_pct": -2.527415615508133, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-10 03:00:00+00:00", "gain_pct": 3.4732264344423953, "drawdown_pct": -2.527415615508133, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-18 16:00:00+00:00", "gain_pct": 6.197674262186737, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 9.472307958199963, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 9.472307958199963, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 9.472307958199963, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 9.472307958199963, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 9.472307958199963, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 9.472307958199963, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 9.472307958199963, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-26 17:00:00+00:00", "gain_pct": 16.938651841553366, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 16.938651841553366, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-28 03:00:00+00:00", "gain_pct": 22.037129271307435, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 22.037129271307435, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 33.50030028126034, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 16:00:00+00:00", "gain_pct": 33.50030028126034, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 33.50030028126034, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 33.50030028126034, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-03 06:00:00+00:00", "gain_pct": 33.50030028126034, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 33.50030028126034, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 41.63616509915457, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 41.63616509915457, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 05:00:00+00:00", "gain_pct": 41.63616509915457, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 41.63616509915457, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 41.63616509915457, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 41.63616509915457, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 41.63616509915457, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 41.63616509915457, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 14:00:00+00:00", "gain_pct": 53.522599079261056, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 53.522599079261056, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 53.522599079261056, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 53.522599079261056, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-09 16:00:00+00:00", "gain_pct": 45.201043916640145, "drawdown_pct": -5.420410553578914, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 45.201043916640145, "drawdown_pct": -5.420410553578914, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 47.27191397536919, "drawdown_pct": -4.071508130646451, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 47.27191397536919, "drawdown_pct": -4.071508130646451, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 47.27191397536919, "drawdown_pct": -4.071508130646451, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 47.27191397536919, "drawdown_pct": -4.071508130646451, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 51.2973384774281, "drawdown_pct": -1.4494677755449548, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 51.2973384774281, "drawdown_pct": -1.4494677755449548, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 53.79100257377732, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 53.79100257377732, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 06:00:00+00:00", "gain_pct": 60.196887389656496, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 60.196887389656496, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 60.196887389656496, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 60.196887389656496, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 14:00:00+00:00", "gain_pct": 60.196887389656496, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 60.196887389656496, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 71.11186704488176, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-04-09 01:00:00+00:00", "gain_pct": 71.11186704488176, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-10 15:00:00+00:00", "gain_pct": 90.2076256540496, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 97.75714443114154, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 94.72519882066791, "drawdown_pct": -1.5331661564972343, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 98.75085260198586, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 98.75085260198586, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-08-14 12:00:00+00:00", "gain_pct": 98.53936820651299, "drawdown_pct": -0.10640678653911495, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-10-10 22:00:00+00:00", "gain_pct": 99.06809473806814, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-11 00:00:00+00:00", "gain_pct": 99.06809473806814, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-11 05:00:00+00:00", "gain_pct": 99.06809473806814, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 92.80157006499206, "drawdown_pct": -3.147930200126503, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 92.80157006499206, "drawdown_pct": -3.147930200126503, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 102.25385051424126, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 97.64499671402254, "drawdown_pct": -2.27874712323175, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 97.64499671402254, "drawdown_pct": -2.27874712323175, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-19 09:00:00+00:00", "gain_pct": 106.296488770353, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-11-04 19:00:00+00:00", "gain_pct": 108.81497935716999, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 108.81497935716999, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-04 21:00:00+00:00", "gain_pct": 108.81497935716999, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 119.05194128510624, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 119.05194128510624, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 119.05194128510624, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 119.05194128510624, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 123.60384524580431, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 132.02916113275012, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 139.72475477126895, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 130.8115610037431, "drawdown_pct": -3.7180948525863733, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 130.8115610037431, "drawdown_pct": -3.7180948525863733, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 130.8115610037431, "drawdown_pct": -3.7180948525863733, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 130.8115610037431, "drawdown_pct": -3.7180948525863733, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 130.8115610037431, "drawdown_pct": -3.7180948525863733, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 130.8115610037431, "drawdown_pct": -3.7180948525863733, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 130.8115610037431, "drawdown_pct": -3.7180948525863733, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 05:00:00+00:00", "gain_pct": 130.8115610037431, "drawdown_pct": -3.7180948525863733, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 130.8115610037431, "drawdown_pct": -3.7180948525863733, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 16:00:00+00:00", "gain_pct": 186.9616122258903, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2026-02-28 06:00:00+00:00", "gain_pct": 187.2216488014941, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2026-02-28 07:00:00+00:00", "gain_pct": 187.2216488014941, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 216.35722815559495, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a1_H20_c8_p70_cap3", "variant": "ridge_a1_H20_c8_p70_cap3", "gain_pct": 33.01172992163279, "max_drawdown_pct": -1.5793930352562824, "capital_score": 30.642640368748367, "stability_score": 20.446974674198835, "n_trades": 12, "skipped_by_capacity": 45, "avg_trade_ret_pct": 2.4521536006794022, "median_trade_ret_pct": 1.0846433970016878, "positive_month_rate": 0.6666666666666666, "worst_month_pct": 0.0, "month_gain_concentration": 0.8678266277819813, "top_asset_trade_share": 0.5833333333333334, "long_counts": { "XRP": 7, "ETH": 3, "BTC": 1, "SOL": 1 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 12, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.6923076923076925, "max_open_trades": 3, "avg_exposure": 0.8974358974358974, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 26.38962867956029, "2026-03-31 00:00:00+00:00": 4.019243132782847 } }, "selection_score": 1179.220057017555 }, { "name": "ridge_a1_H20_c8_p70_cap5", "variant": { "name": "ridge_a1_H20_c8_p70_cap5", "threshold": 0.03240574640753192, "pred_percentile": 70, "horizon": 20, "cost_bps": 8, "cap": 5, "delay_bars": 1 }, "model_diag": { "alpha": 1.0, "ykey": "y_H20_c8", "n_train": 12794, "target_mean": 0.014920496257193131 }, "val": { "label": "Validation ridge_a1_H20_c8_p70_cap5", "variant": "ridge_a1_H20_c8_p70_cap5", "gain_pct": 958.148801151551, "max_drawdown_pct": -15.769177306022343, "capital_score": 934.4950351925174, "stability_score": 915.8472003443277, "n_trades": 337, "skipped_by_capacity": 1634, "avg_trade_ret_pct": 0.7107145672565127, "median_trade_ret_pct": 0.695564832211906, "positive_month_rate": 0.7058823529411765, "worst_month_pct": -23.87780517459919, "month_gain_concentration": 0.2127452767491016, "top_asset_trade_share": 0.5756676557863502, "long_counts": { "SOL": 103, "XRP": 194, "ETH": 24, "BNB": 7, "BTC": 9 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 337, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.6, "max_open_trades": 5, "avg_exposure": 0.9199999999999999, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 37.37104587518223, "2024-10-31 00:00:00+00:00": 1.1762242717383344, "2024-11-30 00:00:00+00:00": 87.7909920161245, "2024-12-31 00:00:00+00:00": 67.85529106808733, "2025-01-31 00:00:00+00:00": 12.708191544905617, "2025-02-28 00:00:00+00:00": 83.79261183384108, "2025-03-31 00:00:00+00:00": 181.29092204547175, "2025-04-30 00:00:00+00:00": 181.56566047447598, "2025-05-31 00:00:00+00:00": 12.81767727284614, "2025-07-31 00:00:00+00:00": -3.5385265387582194, "2025-08-31 00:00:00+00:00": 16.474636385904432, "2025-10-31 00:00:00+00:00": -23.87780517459919, "2025-11-30 00:00:00+00:00": 83.854808670348, "2026-01-31 00:00:00+00:00": -1.2356799343025386, "2026-02-28 00:00:00+00:00": -6.285691935935233, "2026-03-31 00:00:00+00:00": 207.1901081704849 } }, "test": { "label": "Test ridge_a1_H20_c8_p70_cap5", "variant": "ridge_a1_H20_c8_p70_cap5", "gain_pct": 187.96432372481593, "max_drawdown_pct": -5.03806041053384, "capital_score": 180.40723310901518, "stability_score": 180.40723310901518, "n_trades": 169, "skipped_by_capacity": 518, "avg_trade_ret_pct": 0.6343769640870021, "median_trade_ret_pct": 0.6469698051494714, "positive_month_rate": 1.0, "worst_month_pct": 0.5505435106966274, "month_gain_concentration": 0.29152636892659706, "top_asset_trade_share": 0.4437869822485207, "long_counts": { "XRP": 75, "SOL": 57, "ETH": 25, "BNB": 7, "BTC": 5 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 169, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.237704918032787, "max_open_trades": 5, "avg_exposure": 0.8475409836065573, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 3.6482914934480988, "2025-02-28 00:00:00+00:00": 14.02180636535769, "2025-03-31 00:00:00+00:00": 18.665261600210712, "2025-04-30 00:00:00+00:00": 35.929447055122694, "2025-05-31 00:00:00+00:00": 8.154430153457525, "2025-07-31 00:00:00+00:00": 0.5505435106966274, "2025-08-31 00:00:00+00:00": 1.3885931592196812, "2025-10-31 00:00:00+00:00": 7.2750940840206795, "2025-11-30 00:00:00+00:00": 11.12993105170446, "2025-12-31 00:00:00+00:00": 4.130193827346233, "2026-01-31 00:00:00+00:00": 7.365621837705646, "2026-02-28 00:00:00+00:00": 52.744837597766065, "2026-03-31 00:00:00+00:00": 15.922420857051236 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": -0.25323868777900316, "drawdown_pct": -0.2532386877790005, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 2.036233788448385, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 3.667133600210491, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 3.667133600210491, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 3.667133600210491, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-01-19 14:00:00+00:00", "gain_pct": 3.667133600210491, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 3.667133600210491, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 01:00:00+00:00", "gain_pct": 3.667133600210491, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 3.667133600210491, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 3.667133600210491, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 1.980916337822194, "drawdown_pct": -1.6265688109899368, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 3.5364694965616366, "drawdown_pct": -0.12604197599670464, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 3.5364694965616366, "drawdown_pct": -0.12604197599670464, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-23 14:00:00+00:00", "gain_pct": 1.5097794501317026, "drawdown_pct": -2.081039645987093, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-27 14:00:00+00:00", "gain_pct": 2.5328962072432972, "drawdown_pct": -1.0941147435804988, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 3.6482914934480988, "drawdown_pct": -0.018175583821056218, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 4.473153869665708, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 4.473153869665708, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 00:00:00+00:00", "gain_pct": 4.473153869665708, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 4.473153869665708, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 4.473153869665708, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 4.473153869665708, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 4.473153869665708, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 4.473153869665708, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 4.473153869665708, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 10:00:00+00:00", "gain_pct": 4.473153869665708, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 2.86741504377936, "drawdown_pct": -1.5369870310315004, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 1.5927791263757882, "drawdown_pct": -2.7570477549508032, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 19:00:00+00:00", "gain_pct": 1.5927791263757882, "drawdown_pct": -2.7570477549508032, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 1.5927791263757882, "drawdown_pct": -2.7570477549508032, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": 1.5927791263757882, "drawdown_pct": -2.7570477549508032, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 1.5927791263757882, "drawdown_pct": -2.7570477549508032, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 4.293954136578435, "drawdown_pct": -0.17152706360413772, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 3.5695451709595147, "drawdown_pct": -0.8649195178251023, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-10 03:00:00+00:00", "gain_pct": 3.5695451709595147, "drawdown_pct": -0.8649195178251023, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-18 16:00:00+00:00", "gain_pct": 5.738541588913833, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 7.689121642034294, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 7.689121642034294, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 7.689121642034294, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 7.689121642034294, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 7.689121642034294, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 7.689121642034294, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 7.689121642034294, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-26 17:00:00+00:00", "gain_pct": 14.384176920226764, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 14.384176920226764, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-28 03:00:00+00:00", "gain_pct": 17.67009785880579, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 17.67009785880579, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 23.647355715563165, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-02 16:00:00+00:00", "gain_pct": 23.647355715563165, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 23.647355715563165, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 23.647355715563165, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-03 06:00:00+00:00", "gain_pct": 23.647355715563165, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 23.647355715563165, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 25.62323024699768, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 25.62323024699768, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 05:00:00+00:00", "gain_pct": 25.62323024699768, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 25.62323024699768, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 25.62323024699768, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 25.62323024699768, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 25.62323024699768, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 25.62323024699768, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-07 14:00:00+00:00", "gain_pct": 34.94617841847662, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 34.94617841847662, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 34.94617841847662, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 34.94617841847662, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-09 16:00:00+00:00", "gain_pct": 28.14750842804699, "drawdown_pct": -5.03806041053384, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 28.14750842804699, "drawdown_pct": -5.03806041053384, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 29.243854678227336, "drawdown_pct": -4.22562817789921, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 29.243854678227336, "drawdown_pct": -4.22562817789921, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 29.243854678227336, "drawdown_pct": -4.22562817789921, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 29.243854678227336, "drawdown_pct": -4.22562817789921, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 32.71133650942056, "drawdown_pct": -1.656098701902975, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 32.71133650942056, "drawdown_pct": -1.656098701902975, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 36.3353594590165, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 36.3353594590165, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-04-07 06:00:00+00:00", "gain_pct": 40.72361301906159, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 40.72361301906159, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 40.72361301906159, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 40.72361301906159, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 14:00:00+00:00", "gain_pct": 40.72361301906159, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 40.72361301906159, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 51.58196401798753, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-04-09 01:00:00+00:00", "gain_pct": 51.58196401798753, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-10 15:00:00+00:00", "gain_pct": 72.2648065141392, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 80.41923666759672, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 78.75699640757256, "drawdown_pct": -0.9213209692748414, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 80.96978017829335, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 80.96978017829335, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-08-14 12:00:00+00:00", "gain_pct": 82.35837333751303, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-10-10 22:00:00+00:00", "gain_pct": 82.64967697693461, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-11 00:00:00+00:00", "gain_pct": 82.64967697693461, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-11 05:00:00+00:00", "gain_pct": 82.64967697693461, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 76.91206694717022, "drawdown_pct": -3.141319560334588, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 76.91206694717022, "drawdown_pct": -3.141319560334588, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 85.61366345344575, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 81.39042610349497, "drawdown_pct": -2.275283657126903, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 81.39042610349497, "drawdown_pct": -2.275283657126903, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-19 09:00:00+00:00", "gain_pct": 89.63346742153371, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-11-04 19:00:00+00:00", "gain_pct": 91.02250735767603, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 91.02250735767603, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-04 21:00:00+00:00", "gain_pct": 91.02250735767603, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 100.76339847323817, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 100.76339847323817, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 100.76339847323817, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 100.76339847323817, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 104.8935923005844, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 112.25921413829005, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 119.31466168449379, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 112.3656851727039, "drawdown_pct": -3.1684961043720317, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 112.3656851727039, "drawdown_pct": -3.1684961043720317, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 112.3656851727039, "drawdown_pct": -3.1684961043720317, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 112.3656851727039, "drawdown_pct": -3.1684961043720317, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 112.3656851727039, "drawdown_pct": -3.1684961043720317, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 112.3656851727039, "drawdown_pct": -3.1684961043720317, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 112.3656851727039, "drawdown_pct": -3.1684961043720317, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 05:00:00+00:00", "gain_pct": 112.3656851727039, "drawdown_pct": -3.1684961043720317, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 112.3656851727039, "drawdown_pct": -3.1684961043720317, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 16:00:00+00:00", "gain_pct": 164.86004648259933, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2026-02-28 06:00:00+00:00", "gain_pct": 165.0040517360561, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2026-02-28 07:00:00+00:00", "gain_pct": 165.0040517360561, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 180.92647259310735, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a1_H20_c8_p70_cap5", "variant": "ridge_a1_H20_c8_p70_cap5", "gain_pct": 27.728506525908358, "max_drawdown_pct": -0.9491444478500255, "capital_score": 26.30478985413332, "stability_score": 15.764918139076814, "n_trades": 16, "skipped_by_capacity": 41, "avg_trade_ret_pct": 1.5577135985028878, "median_trade_ret_pct": 0.6507860382010127, "positive_month_rate": 0.6666666666666666, "worst_month_pct": 0.0, "month_gain_concentration": 0.9065948686022602, "top_asset_trade_share": 0.5625, "long_counts": { "XRP": 9, "ETH": 4, "BTC": 1, "SOL": 2 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 16, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.076923076923077, "max_open_trades": 5, "avg_exposure": 0.8153846153846154, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 22.72858113449965, "2026-03-31 00:00:00+00:00": 2.3416921724090543 } }, "selection_score": 919.4950351925174 }, { "name": "ridge_a1_H20_c8_p80_cap1", "variant": { "name": "ridge_a1_H20_c8_p80_cap1", "threshold": 0.05287557764585968, "pred_percentile": 80, "horizon": 20, "cost_bps": 8, "cap": 1, "delay_bars": 1 }, "model_diag": { "alpha": 1.0, "ykey": "y_H20_c8", "n_train": 12794, "target_mean": 0.014920496257193131 }, "val": { "label": "Validation ridge_a1_H20_c8_p80_cap1", "variant": "ridge_a1_H20_c8_p80_cap1", "gain_pct": 867.4007616852468, "max_drawdown_pct": -16.316276552477472, "capital_score": 842.9263468565306, "stability_score": 830.8631487868544, "n_trades": 64, "skipped_by_capacity": 1250, "avg_trade_ret_pct": 3.801370359217375, "median_trade_ret_pct": 3.4822851950561193, "positive_month_rate": 0.875, "worst_month_pct": -15.813198069676218, "month_gain_concentration": 0.2024191389679031, "top_asset_trade_share": 0.625, "long_counts": { "SOL": 18, "ETH": 5, "XRP": 40, "BTC": 1 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 64, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 26.326706584560867, "2024-10-31 00:00:00+00:00": 4.157656682096956, "2024-11-30 00:00:00+00:00": 93.27524778554115, "2024-12-31 00:00:00+00:00": 71.06556808339678, "2025-01-31 00:00:00+00:00": 11.855114854705448, "2025-02-28 00:00:00+00:00": 71.90554741447352, "2025-03-31 00:00:00+00:00": 136.8162193816084, "2025-04-30 00:00:00+00:00": 105.33328410611682, "2025-05-31 00:00:00+00:00": 64.22426147584781, "2025-07-31 00:00:00+00:00": -15.813198069676218, "2025-10-31 00:00:00+00:00": 14.328127747099984, "2025-11-30 00:00:00+00:00": 32.974846373701325, "2026-01-31 00:00:00+00:00": 41.926585607976904, "2026-02-28 00:00:00+00:00": 6.1232836816413965, "2026-03-31 00:00:00+00:00": 172.65742828277462 } }, "test": { "label": "Test ridge_a1_H20_c8_p80_cap1", "variant": "ridge_a1_H20_c8_p80_cap1", "gain_pct": 125.80937188857274, "max_drawdown_pct": -19.67332306666405, "capital_score": 96.29938728857667, "stability_score": 96.29938728857667, "n_trades": 35, "skipped_by_capacity": 400, "avg_trade_ret_pct": 2.5197810596186434, "median_trade_ret_pct": 3.0851631169511307, "positive_month_rate": 0.9166666666666666, "worst_month_pct": -4.0802559078922656, "month_gain_concentration": 0.32354327453255244, "top_asset_trade_share": 0.4857142857142857, "long_counts": { "XRP": 17, "SOL": 13, "ETH": 4, "BNB": 1 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 35, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": -4.0802559078922656, "2025-02-28 00:00:00+00:00": 21.05661720901591, "2025-03-31 00:00:00+00:00": 14.903683987200154, "2025-04-30 00:00:00+00:00": 20.24425223473105, "2025-05-31 00:00:00+00:00": 0.2851162714041209, "2025-07-31 00:00:00+00:00": 1.0749524989168435, "2025-10-31 00:00:00+00:00": 1.7864336127991294, "2025-11-30 00:00:00+00:00": 14.569781718994307, "2025-12-31 00:00:00+00:00": 3.966640328734826, "2026-01-31 00:00:00+00:00": 6.468421385069121, "2026-02-28 00:00:00+00:00": 1.4555826550334245, "2026-03-31 00:00:00+00:00": 41.04287355240032 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": -1.26619343889503, "drawdown_pct": -1.2661934388950247, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 6.1393355622129775, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 14.621744994722107, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 14.621744994722107, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 14.621744994722107, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 14.621744994722107, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 14.621744994722107, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 14.621744994722107, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 2.845528152911072, "drawdown_pct": -10.273981470403616, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 2.845528152911072, "drawdown_pct": -10.273981470403616, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 2.845528152911072, "drawdown_pct": -10.273981470403616, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": -4.0802559078922656, "drawdown_pct": -16.316276552477483, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": -0.2634738414457871, "drawdown_pct": -12.986383026059588, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": -0.2634738414457871, "drawdown_pct": -12.986383026059588, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 00:00:00+00:00", "gain_pct": -0.2634738414457871, "drawdown_pct": -12.986383026059588, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": -0.2634738414457871, "drawdown_pct": -12.986383026059588, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": -0.2634738414457871, "drawdown_pct": -12.986383026059588, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": -0.2634738414457871, "drawdown_pct": -12.986383026059588, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": -0.2634738414457871, "drawdown_pct": -12.986383026059588, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": -0.2634738414457871, "drawdown_pct": -12.986383026059588, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": -0.2634738414457871, "drawdown_pct": -12.986383026059588, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 10:00:00+00:00", "gain_pct": -0.2634738414457871, "drawdown_pct": -12.986383026059588, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": -7.9281612027373995, "drawdown_pct": -19.67332306666405, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": -7.9281612027373995, "drawdown_pct": -19.67332306666405, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": -7.9281612027373995, "drawdown_pct": -19.67332306666405, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": -7.9281612027373995, "drawdown_pct": -19.67332306666405, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": -7.9281612027373995, "drawdown_pct": -19.67332306666405, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": -0.13043854972396218, "drawdown_pct": -12.870318406970116, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 0.7855203955755456, "drawdown_pct": -12.071203941087848, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 4.290663574742453, "drawdown_pct": -9.013195027222242, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 4.290663574742453, "drawdown_pct": -9.013195027222242, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 4.290663574742453, "drawdown_pct": -9.013195027222242, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 4.290663574742453, "drawdown_pct": -9.013195027222242, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 4.290663574742453, "drawdown_pct": -9.013195027222242, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 4.290663574742453, "drawdown_pct": -9.013195027222242, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 4.290663574742453, "drawdown_pct": -9.013195027222242, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 11.984695205035749, "drawdown_pct": -2.3006540249476903, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 16.976361301123646, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 14.117325982840384, "drawdown_pct": -2.444113739290843, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 14.117325982840384, "drawdown_pct": -2.444113739290843, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 14.117325982840384, "drawdown_pct": -2.444113739290843, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 14.117325982840384, "drawdown_pct": -2.444113739290843, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 20.935260186583804, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 20.935260186583804, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 20.935260186583804, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 20.935260186583804, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 20.935260186583804, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 20.935260186583804, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 20.935260186583804, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 14:00:00+00:00", "gain_pct": 30.813051871538818, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 30.813051871538818, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 30.813051871538818, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 30.813051871538818, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 23.59033098955291, "drawdown_pct": -5.521406907529968, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 26.331062725477466, "drawdown_pct": -3.426255317751292, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 26.331062725477466, "drawdown_pct": -3.426255317751292, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 26.331062725477466, "drawdown_pct": -3.426255317751292, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 26.331062725477466, "drawdown_pct": -3.426255317751292, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 29.7531132850566, "drawdown_pct": -0.8102697485592669, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 29.7531132850566, "drawdown_pct": -0.8102697485592669, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 31.8800452883238, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 31.8800452883238, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 37.29871628003383, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 37.29871628003383, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 37.29871628003383, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 37.29871628003383, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 52.12429752305485, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 52.40941379445897, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 48.89084098285443, "drawdown_pct": -2.3086322058489928, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 53.484366293375814, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 53.484366293375814, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 51.6056933104679, "drawdown_pct": -1.22401585795191, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 51.6056933104679, "drawdown_pct": -1.22401585795191, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 58.92004692957093, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 55.27079990617494, "drawdown_pct": -2.296278596628676, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 55.27079990617494, "drawdown_pct": -2.296278596628676, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-04 19:00:00+00:00", "gain_pct": 62.0238868203582, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 62.0238868203582, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 69.84058162516925, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 69.84058162516925, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 69.84058162516925, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 69.84058162516925, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 73.80722195390408, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 80.2756433389732, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 86.18984391681127, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 81.73122599400662, "drawdown_pct": -2.394662259235114, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 81.73122599400662, "drawdown_pct": -2.394662259235114, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 81.73122599400662, "drawdown_pct": -2.394662259235114, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 81.73122599400662, "drawdown_pct": -2.394662259235114, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 81.73122599400662, "drawdown_pct": -2.394662259235114, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 81.73122599400662, "drawdown_pct": -2.394662259235114, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 81.73122599400662, "drawdown_pct": -2.394662259235114, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 81.73122599400662, "drawdown_pct": -2.394662259235114, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 122.77409954640694, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a1_H20_c8_p80_cap1", "variant": "ridge_a1_H20_c8_p80_cap1", "gain_pct": 25.27855469942081, "max_drawdown_pct": -2.378518469735913, "capital_score": 21.71077699481694, "stability_score": 4.083958009077239, "n_trades": 4, "skipped_by_capacity": 31, "avg_trade_ret_pct": 6.212248793936798, "median_trade_ret_pct": 2.321566026165436, "positive_month_rate": 0.6666666666666666, "worst_month_pct": 0.0, "month_gain_concentration": 0.965072759429588, "top_asset_trade_share": 0.75, "long_counts": { "XRP": 3, "ETH": 1 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 4, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 0.8240939951664927, "2026-03-31 00:00:00+00:00": 22.770498125706894 } }, "selection_score": 727.9263468565306 }, { "name": "ridge_a1_H20_c8_p80_cap2", "variant": { "name": "ridge_a1_H20_c8_p80_cap2", "threshold": 0.05287557764585968, "pred_percentile": 80, "horizon": 20, "cost_bps": 8, "cap": 2, "delay_bars": 1 }, "model_diag": { "alpha": 1.0, "ykey": "y_H20_c8", "n_train": 12794, "target_mean": 0.014920496257193131 }, "val": { "label": "Validation ridge_a1_H20_c8_p80_cap2", "variant": "ridge_a1_H20_c8_p80_cap2", "gain_pct": 768.134494011949, "max_drawdown_pct": -15.968136720429815, "capital_score": 744.1822889313042, "stability_score": 741.4000350394753, "n_trades": 123, "skipped_by_capacity": 1191, "avg_trade_ret_pct": 1.8212063703658805, "median_trade_ret_pct": 1.7095073059901333, "positive_month_rate": 0.875, "worst_month_pct": -6.989570964999757, "month_gain_concentration": 0.2163472452398866, "top_asset_trade_share": 0.6097560975609756, "long_counts": { "SOL": 36, "ETH": 9, "XRP": 75, "BTC": 2, "BNB": 1 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 123, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.9468599033816425, "max_open_trades": 2, "avg_exposure": 0.9734299516908212, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 13.733823146962905, "2024-10-31 00:00:00+00:00": 3.8353208453220446, "2024-11-30 00:00:00+00:00": 90.43909185798458, "2024-12-31 00:00:00+00:00": 72.25648095502058, "2025-01-31 00:00:00+00:00": 13.605794158666924, "2025-02-28 00:00:00+00:00": 66.33024437711595, "2025-03-31 00:00:00+00:00": 94.15491257224494, "2025-04-30 00:00:00+00:00": 78.24073398564292, "2025-05-31 00:00:00+00:00": 72.91979485957688, "2025-07-31 00:00:00+00:00": -6.989570964999757, "2025-10-31 00:00:00+00:00": 12.884584138277319, "2025-11-30 00:00:00+00:00": 29.853876563073072, "2026-01-31 00:00:00+00:00": 38.07582071504169, "2026-02-28 00:00:00+00:00": 5.764160063095915, "2026-03-31 00:00:00+00:00": 163.46276220686116 } }, "test": { "label": "Test ridge_a1_H20_c8_p80_cap2", "variant": "ridge_a1_H20_c8_p80_cap2", "gain_pct": 130.3846880768727, "max_drawdown_pct": -10.991169450564763, "capital_score": 113.89793390102554, "stability_score": 113.89793390102554, "n_trades": 65, "skipped_by_capacity": 370, "avg_trade_ret_pct": 1.3317819421297747, "median_trade_ret_pct": 1.3543979151886776, "positive_month_rate": 0.9166666666666666, "worst_month_pct": -2.6936730139691036, "month_gain_concentration": 0.33685396366801484, "top_asset_trade_share": 0.4461538461538462, "long_counts": { "XRP": 29, "SOL": 25, "ETH": 9, "BNB": 2 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 65, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.9263157894736842, "max_open_trades": 2, "avg_exposure": 0.9631578947368421, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": -2.6936730139691036, "2025-02-28 00:00:00+00:00": 20.0426018731671, "2025-03-31 00:00:00+00:00": 13.21381144646, "2025-04-30 00:00:00+00:00": 20.49947525208799, "2025-05-31 00:00:00+00:00": 0.14156284154194054, "2025-07-31 00:00:00+00:00": 1.1223717008425638, "2025-10-31 00:00:00+00:00": 4.495940450635402, "2025-11-30 00:00:00+00:00": 14.518103473920632, "2025-12-31 00:00:00+00:00": 4.02502869077648, "2026-01-31 00:00:00+00:00": 6.587125821449092, "2026-02-28 00:00:00+00:00": 1.5438529458360506, "2026-03-31 00:00:00+00:00": 43.781307979850766 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": -0.6330967194475079, "drawdown_pct": -0.6330967194475123, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 3.0934104903145823, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 7.212903574290053, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 7.212903574290053, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 7.212903574290053, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 7.212903574290053, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 7.212903574290053, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 7.212903574290053, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 1.7053866507379212, "drawdown_pct": -5.136990735201808, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 5.583762653491462, "drawdown_pct": -1.519538102677842, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 5.583762653491462, "drawdown_pct": -1.519538102677842, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": -2.6936730139691036, "drawdown_pct": -9.240097281195903, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": -0.7576949350689972, "drawdown_pct": -7.434364935220749, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": -0.7576949350689972, "drawdown_pct": -7.434364935220749, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 00:00:00+00:00", "gain_pct": -0.7576949350689972, "drawdown_pct": -7.434364935220749, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": -0.7576949350689972, "drawdown_pct": -7.434364935220749, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": -0.7576949350689972, "drawdown_pct": -7.434364935220749, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": -0.7576949350689972, "drawdown_pct": -7.434364935220749, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": -0.7576949350689972, "drawdown_pct": -7.434364935220749, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": -0.7576949350689972, "drawdown_pct": -7.434364935220749, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": -0.7576949350689972, "drawdown_pct": -7.434364935220749, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 10:00:00+00:00", "gain_pct": -0.7576949350689972, "drawdown_pct": -7.434364935220749, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": -4.57104833043077, "drawdown_pct": -10.991169450564763, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": -3.746612844781481, "drawdown_pct": -10.222199057856363, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": -3.746612844781481, "drawdown_pct": -10.222199057856363, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": -3.746612844781481, "drawdown_pct": -10.222199057856363, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": -3.746612844781481, "drawdown_pct": -10.222199057856363, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 1.2737421282209311, "drawdown_pct": -5.539595746470716, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 2.2047093110315643, "drawdown_pct": -4.671260731025917, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 4.440753270235177, "drawdown_pct": -2.5856498720175036, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 4.440753270235177, "drawdown_pct": -2.5856498720175036, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 4.440753270235177, "drawdown_pct": -2.5856498720175036, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 4.440753270235177, "drawdown_pct": -2.5856498720175036, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 4.440753270235177, "drawdown_pct": -2.5856498720175036, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 4.440753270235177, "drawdown_pct": -2.5856498720175036, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 4.440753270235177, "drawdown_pct": -2.5856498720175036, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 12.287968548165338, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 17.348928859197997, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 14.498312724891804, "drawdown_pct": -2.4291795093643542, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 14.498312724891804, "drawdown_pct": -2.4291795093643542, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 14.498312724891804, "drawdown_pct": -2.4291795093643542, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 14.498312724891804, "drawdown_pct": -2.4291795093643542, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 21.441183231098336, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 21.441183231098336, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 21.441183231098336, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 21.441183231098336, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 21.441183231098336, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 21.441183231098336, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 21.441183231098336, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 14:00:00+00:00", "gain_pct": 31.56284208455, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 31.56284208455, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 31.56284208455, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 31.56284208455, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 24.398992637751476, "drawdown_pct": -5.445192071933668, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 25.038587021548636, "drawdown_pct": -4.95904083525992, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 25.038587021548636, "drawdown_pct": -4.95904083525992, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 25.038587021548636, "drawdown_pct": -4.95904083525992, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 25.038587021548636, "drawdown_pct": -4.95904083525992, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 28.448564052938423, "drawdown_pct": -2.3671410424610295, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 28.448564052938423, "drawdown_pct": -2.3671410424610295, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 30.562740305657996, "drawdown_pct": -0.7601703969341678, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 30.562740305657996, "drawdown_pct": -0.7601703969341678, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 35.982390481005865, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 35.982390481005865, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 35.982390481005865, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 35.982390481005865, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 51.062215557745986, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 51.20377839928793, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 47.73318635661454, "drawdown_pct": -2.2953077491942753, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 52.32615010013049, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 52.32615010013049, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 53.01476637207293, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 53.01476637207293, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 60.48614385648108, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 56.82209055076589, "drawdown_pct": -2.28309635814532, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 56.82209055076589, "drawdown_pct": -2.28309635814532, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-04 19:00:00+00:00", "gain_pct": 63.36379937082677, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 63.36379937082677, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 71.34019402468653, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 71.34019402468653, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 71.34019402468653, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 71.34019402468653, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 75.365222715463, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 81.9523485369121, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 87.9705129270979, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 83.49620148274815, "drawdown_pct": -2.3803262408955916, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 83.49620148274815, "drawdown_pct": -2.3803262408955916, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 83.49620148274815, "drawdown_pct": -2.3803262408955916, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 83.49620148274815, "drawdown_pct": -2.3803262408955916, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 83.49620148274815, "drawdown_pct": -2.3803262408955916, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 83.49620148274815, "drawdown_pct": -2.3803262408955916, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 83.49620148274815, "drawdown_pct": -2.3803262408955916, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 83.49620148274815, "drawdown_pct": -2.3803262408955916, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 127.27750946259891, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a1_H20_c8_p80_cap2", "variant": "ridge_a1_H20_c8_p80_cap2", "gain_pct": 25.87328443459718, "max_drawdown_pct": -2.364375094458726, "capital_score": 22.32672179290909, "stability_score": 10.121267155717213, "n_trades": 7, "skipped_by_capacity": 28, "avg_trade_ret_pct": 3.4630791043010962, "median_trade_ret_pct": 1.6403215842967622, "positive_month_rate": 0.6666666666666666, "worst_month_pct": 0.0, "month_gain_concentration": 0.9625038997733895, "top_asset_trade_share": 0.5714285714285714, "long_counts": { "XRP": 4, "ETH": 3 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 7, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.9090909090909092, "max_open_trades": 2, "avg_exposure": 0.9545454545454546, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 0.9382117411406483, "2026-03-31 00:00:00+00:00": 24.08337011591901 } }, "selection_score": 729.1822889313042 }, { "name": "ridge_a1_H20_c8_p80_cap3", "variant": { "name": "ridge_a1_H20_c8_p80_cap3", "threshold": 0.05287557764585968, "pred_percentile": 80, "horizon": 20, "cost_bps": 8, "cap": 3, "delay_bars": 1 }, "model_diag": { "alpha": 1.0, "ykey": "y_H20_c8", "n_train": 12794, "target_mean": 0.014920496257193131 }, "val": { "label": "Validation ridge_a1_H20_c8_p80_cap3", "variant": "ridge_a1_H20_c8_p80_cap3", "gain_pct": 619.6774042895313, "max_drawdown_pct": -16.057119184950096, "capital_score": 595.5917255121061, "stability_score": 593.5121800575606, "n_trades": 176, "skipped_by_capacity": 1138, "avg_trade_ret_pct": 1.1486596322455018, "median_trade_ret_pct": 1.1166096300956319, "positive_month_rate": 0.8125, "worst_month_pct": -3.842606251625284, "month_gain_concentration": 0.2259981979523973, "top_asset_trade_share": 0.6193181818181818, "long_counts": { "SOL": 52, "ETH": 11, "XRP": 109, "BTC": 3, "BNB": 1 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 176, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.8309178743961354, "max_open_trades": 3, "avg_exposure": 0.9436392914653783, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 9.794475635431425, "2024-10-31 00:00:00+00:00": 1.7356240853391682, "2024-11-30 00:00:00+00:00": 76.13783503075994, "2024-12-31 00:00:00+00:00": 68.17409080652607, "2025-01-31 00:00:00+00:00": -1.4719776834482161, "2025-02-28 00:00:00+00:00": 55.6257415174762, "2025-03-31 00:00:00+00:00": 71.20794010936237, "2025-04-30 00:00:00+00:00": 64.13500433557004, "2025-05-31 00:00:00+00:00": 53.99670494225995, "2025-07-31 00:00:00+00:00": -3.842606251625284, "2025-10-31 00:00:00+00:00": 10.685670207578198, "2025-11-30 00:00:00+00:00": 24.815882794012566, "2026-01-31 00:00:00+00:00": 31.68385398495343, "2026-02-28 00:00:00+00:00": 4.8517530004542095, "2026-03-31 00:00:00+00:00": 138.0643067063943 } }, "test": { "label": "Test ridge_a1_H20_c8_p80_cap3", "variant": "ridge_a1_H20_c8_p80_cap3", "gain_pct": 122.76336049317035, "max_drawdown_pct": -6.531361206096575, "capital_score": 112.9663186840255, "stability_score": 112.9663186840255, "n_trades": 89, "skipped_by_capacity": 346, "avg_trade_ret_pct": 0.9219292546680866, "median_trade_ret_pct": 1.028387705650377, "positive_month_rate": 0.9166666666666666, "worst_month_pct": -0.9366746444321166, "month_gain_concentration": 0.3549590105960648, "top_asset_trade_share": 0.4606741573033708, "long_counts": { "XRP": 41, "SOL": 32, "ETH": 13, "BNB": 3 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 89, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.778947368421053, "max_open_trades": 3, "avg_exposure": 0.9263157894736842, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 0.2437118745733784, "2025-02-28 00:00:00+00:00": 14.836095530425567, "2025-03-31 00:00:00+00:00": 13.948362762456725, "2025-04-30 00:00:00+00:00": 20.41592742188587, "2025-05-31 00:00:00+00:00": 0.09336431804300105, "2025-07-31 00:00:00+00:00": 0.7514095036724768, "2025-10-31 00:00:00+00:00": 3.6115173712921376, "2025-11-30 00:00:00+00:00": 14.611747778205228, "2025-12-31 00:00:00+00:00": 3.501685752409429, "2026-01-31 00:00:00+00:00": 6.481421588767944, "2026-02-28 00:00:00+00:00": -0.9366746444321166, "2026-03-31 00:00:00+00:00": 43.19507530459816 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": -0.42206447963167193, "drawdown_pct": -0.4220644796316675, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 2.0675498178115106, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 4.786550405550656, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 4.786550405550656, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 4.786550405550656, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 4.786550405550656, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 4.786550405550656, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 4.786550405550656, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 1.1979668148368603, "drawdown_pct": -3.4246604901345234, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 3.770651041615153, "drawdown_pct": -0.9694940428935928, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 3.770651041615153, "drawdown_pct": -0.9694940428935928, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 0.2437118745733784, "drawdown_pct": -4.335325968261516, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 1.5733248247132252, "drawdown_pct": -3.0664484787421897, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 1.5733248247132252, "drawdown_pct": -3.0664484787421897, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 00:00:00+00:00", "gain_pct": 1.5733248247132252, "drawdown_pct": -3.0664484787421897, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 1.5733248247132252, "drawdown_pct": -3.0664484787421897, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 1.5733248247132252, "drawdown_pct": -3.0664484787421897, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 1.5733248247132252, "drawdown_pct": -3.0664484787421897, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 1.5733248247132252, "drawdown_pct": -3.0664484787421897, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 1.5733248247132252, "drawdown_pct": -3.0664484787421897, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 1.5733248247132252, "drawdown_pct": -3.0664484787421897, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 10:00:00+00:00", "gain_pct": 1.5733248247132252, "drawdown_pct": -3.0664484787421897, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": -1.0286232245256883, "drawdown_pct": -5.549542004742158, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": -2.0574376968443175, "drawdown_pct": -6.531361206096575, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": -2.0574376968443175, "drawdown_pct": -6.531361206096575, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": -2.0574376968443175, "drawdown_pct": -6.531361206096575, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": -2.0574376968443175, "drawdown_pct": -6.531361206096575, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 1.9754799476215794, "drawdown_pct": -2.6826634210683653, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 1.6930415870136102, "drawdown_pct": -2.9522002647900725, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 4.370617185992245, "drawdown_pct": -0.39693378391467693, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 4.370617185992245, "drawdown_pct": -0.39693378391467693, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 4.370617185992245, "drawdown_pct": -0.39693378391467693, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 4.370617185992245, "drawdown_pct": -0.39693378391467693, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 4.370617185992245, "drawdown_pct": -0.39693378391467693, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 4.370617185992245, "drawdown_pct": -0.39693378391467693, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 4.370617185992245, "drawdown_pct": -0.39693378391467693, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 11.489010264230814, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 15.079807404998945, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 13.21232483039195, "drawdown_pct": -1.622771724004357, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 13.21232483039195, "drawdown_pct": -1.622771724004357, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 13.21232483039195, "drawdown_pct": -1.622771724004357, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 13.21232483039195, "drawdown_pct": -1.622771724004357, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 20.11178624432928, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 20.11178624432928, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 20.11178624432928, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 20.11178624432928, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 20.11178624432928, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 20.11178624432928, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 20.11178624432928, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 14:00:00+00:00", "gain_pct": 30.191844656150863, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 30.191844656150863, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 30.191844656150863, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 30.191844656150863, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 23.13491216850977, "drawdown_pct": -5.420410553578936, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 23.55876000083289, "drawdown_pct": -5.09485419216279, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 23.55876000083289, "drawdown_pct": -5.09485419216279, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 23.55876000083289, "drawdown_pct": -5.09485419216279, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 23.55876000083289, "drawdown_pct": -5.09485419216279, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 26.9360262189833, "drawdown_pct": -2.5007852417841425, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 26.9360262189833, "drawdown_pct": -2.5007852417841425, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 29.02817016745567, "drawdown_pct": -0.8938151938537864, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 29.02817016745567, "drawdown_pct": -0.8938151938537864, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 34.40260418676621, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 34.40260418676621, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 34.40260418676621, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 34.40260418676621, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 49.44409758934154, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 49.53746190738454, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 47.244804150135565, "drawdown_pct": -1.5331661564972454, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 50.288871411057016, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 50.288871411057016, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 50.12895385246259, "drawdown_pct": -0.10640678653912605, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 50.12895385246259, "drawdown_pct": -0.10640678653912605, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 57.48916868311733, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 53.900388782349154, "drawdown_pct": -2.2787471232317724, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 53.900388782349154, "drawdown_pct": -2.2787471232317724, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-04 19:00:00+00:00", "gain_pct": 60.63705307010338, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 60.63705307010338, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 68.51213656055438, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 68.51213656055438, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 68.51213656055438, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 68.51213656055438, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 72.01382231296381, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 78.49524390173175, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 84.4153052283774, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 77.55856925729964, "drawdown_pct": -3.7180948525863844, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 77.55856925729964, "drawdown_pct": -3.7180948525863844, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 77.55856925729964, "drawdown_pct": -3.7180948525863844, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 77.55856925729964, "drawdown_pct": -3.7180948525863844, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 77.55856925729964, "drawdown_pct": -3.7180948525863844, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 77.55856925729964, "drawdown_pct": -3.7180948525863844, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 77.55856925729964, "drawdown_pct": -3.7180948525863844, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 77.55856925729964, "drawdown_pct": -3.7180948525863844, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 120.7536445618978, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 } ] }, "recent": { "label": "Recent ridge_a1_H20_c8_p80_cap3", "variant": "ridge_a1_H20_c8_p80_cap3", "gain_pct": 25.83937318489528, "max_drawdown_pct": -1.5793930352563046, "capital_score": 23.470283632010823, "stability_score": 9.347383511637386, "n_trades": 8, "skipped_by_capacity": 27, "avg_trade_ret_pct": 2.977810283890271, "median_trade_ret_pct": 1.1181487216075616, "positive_month_rate": 0.6666666666666666, "worst_month_pct": 0.0, "month_gain_concentration": 0.9749160048149376, "top_asset_trade_share": 0.625, "long_counts": { "XRP": 5, "ETH": 3 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 8, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.5454545454545454, "max_open_trades": 3, "avg_exposure": 0.8484848484848485, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 0.6338836263734322, "2026-03-31 00:00:00+00:00": 24.636557613023342 } }, "selection_score": 580.5917255121061 }, { "name": "ridge_a1_H20_c8_p80_cap5", "variant": { "name": "ridge_a1_H20_c8_p80_cap5", "threshold": 0.05287557764585968, "pred_percentile": 80, "horizon": 20, "cost_bps": 8, "cap": 5, "delay_bars": 1 }, "model_diag": { "alpha": 1.0, "ykey": "y_H20_c8", "n_train": 12794, "target_mean": 0.014920496257193131 }, "val": { "label": "Validation ridge_a1_H20_c8_p80_cap5", "variant": "ridge_a1_H20_c8_p80_cap5", "gain_pct": 499.9961472915476, "max_drawdown_pct": -17.120469440912544, "capital_score": 474.3154431301788, "stability_score": 469.30112138936465, "n_trades": 267, "skipped_by_capacity": 1047, "avg_trade_ret_pct": 0.6812843746382308, "median_trade_ret_pct": 0.6856498322103691, "positive_month_rate": 0.75, "worst_month_pct": -9.087355448679347, "month_gain_concentration": 0.23295858023376914, "top_asset_trade_share": 0.6142322097378277, "long_counts": { "SOL": 84, "ETH": 15, "XRP": 164, "BTC": 3, "BNB": 1 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 267, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.454106280193237, "max_open_trades": 5, "avg_exposure": 0.8908212560386473, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 10.208262430455491, "2024-10-31 00:00:00+00:00": 0.6127748072259465, "2024-11-30 00:00:00+00:00": 61.598431598307414, "2024-12-31 00:00:00+00:00": 62.880060914667865, "2025-01-31 00:00:00+00:00": -9.087355448679347, "2025-02-28 00:00:00+00:00": 44.60555350568296, "2025-03-31 00:00:00+00:00": 60.43968123619322, "2025-04-30 00:00:00+00:00": 51.16604899213394, "2025-05-31 00:00:00+00:00": 44.549063363123366, "2025-07-31 00:00:00+00:00": -1.971445027829077, "2025-10-31 00:00:00+00:00": 9.178633997098757, "2025-11-30 00:00:00+00:00": 21.355562206875618, "2026-01-31 00:00:00+00:00": 22.724351888039337, "2026-02-28 00:00:00+00:00": -3.587144961126228, "2026-03-31 00:00:00+00:00": 118.24011741173615 } }, "test": { "label": "Test ridge_a1_H20_c8_p80_cap5", "variant": "ridge_a1_H20_c8_p80_cap5", "gain_pct": 112.74842357293929, "max_drawdown_pct": -5.038060410533829, "capital_score": 105.19133295713854, "stability_score": 105.19133295713854, "n_trades": 132, "skipped_by_capacity": 303, "avg_trade_ret_pct": 0.5799967256971699, "median_trade_ret_pct": 0.6170326233902261, "positive_month_rate": 1.0, "worst_month_pct": 0.05314294675170572, "month_gain_concentration": 0.3758021880690468, "top_asset_trade_share": 0.4696969696969697, "long_counts": { "XRP": 62, "SOL": 48, "ETH": 17, "BNB": 5 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 132, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.242105263157895, "max_open_trades": 5, "avg_exposure": 0.8484210526315791, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 3.1596527279083375, "2025-02-28 00:00:00+00:00": 10.636088565571285, "2025-03-31 00:00:00+00:00": 10.791684623040652, "2025-04-30 00:00:00+00:00": 17.185146429074493, "2025-05-31 00:00:00+00:00": 0.05314294675170572, "2025-07-31 00:00:00+00:00": 0.4327766187591635, "2025-10-31 00:00:00+00:00": 4.720327803098769, "2025-11-30 00:00:00+00:00": 14.793297718942512, "2025-12-31 00:00:00+00:00": 1.9150411699550887, "2026-01-31 00:00:00+00:00": 5.8843114439141, "2026-02-28 00:00:00+00:00": 0.08505849744278748, "2026-03-31 00:00:00+00:00": 41.937147711753425 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": -0.25323868777900316, "drawdown_pct": -0.2532386877790005, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 1.2430624463357702, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 2.8612845754304743, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 2.8612845754304743, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 2.8612845754304743, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 2.8612845754304743, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 2.8612845754304743, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 2.8612845754304743, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 0.7476947119307056, "drawdown_pct": -2.0547962940807185, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 2.284437078764469, "drawdown_pct": -0.5608013734681561, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 2.284437078764469, "drawdown_pct": -0.5608013734681561, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 3.1596527279083375, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 3.9806263788276652, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 3.9806263788276652, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 00:00:00+00:00", "gain_pct": 3.9806263788276652, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 3.9806263788276652, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 3.9806263788276652, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 3.9806263788276652, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 3.9806263788276652, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 3.9806263788276652, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 3.9806263788276652, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 10:00:00+00:00", "gain_pct": 3.9806263788276652, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 2.382457636599767, "drawdown_pct": -1.5369870310315004, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 1.113830853666414, "drawdown_pct": -2.7570477549508032, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 1.113830853666414, "drawdown_pct": -2.7570477549508032, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": 1.113830853666414, "drawdown_pct": -2.7570477549508032, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 1.113830853666414, "drawdown_pct": -2.7570477549508032, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 3.702254012225083, "drawdown_pct": -0.2677156084715304, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 3.299077874745592, "drawdown_pct": -0.6554572018050986, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 5.111140710313066, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 5.111140710313066, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 5.111140710313066, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 5.111140710313066, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 5.111140710313066, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 5.111140710313066, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 5.111140710313066, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 11.645922373298859, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 13.795741293479622, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 12.685941477231125, "drawdown_pct": -0.9752560189280945, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 12.685941477231125, "drawdown_pct": -0.9752560189280945, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 12.685941477231125, "drawdown_pct": -0.9752560189280945, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 12.685941477231125, "drawdown_pct": -0.9752560189280945, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 15.304451590161904, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 15.304451590161904, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 15.304451590161904, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 15.304451590161904, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 15.304451590161904, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 15.304451590161904, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 15.304451590161904, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-07 14:00:00+00:00", "gain_pct": 24.41708291120146, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 24.41708291120146, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 24.41708291120146, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 24.41708291120146, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 18.148875113111174, "drawdown_pct": -5.038060410533829, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 18.39370805527112, "drawdown_pct": -4.841276386643245, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 18.39370805527112, "drawdown_pct": -4.841276386643245, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 18.39370805527112, "drawdown_pct": -4.841276386643245, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 18.39370805527112, "drawdown_pct": -4.841276386643245, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 21.570091432502636, "drawdown_pct": -2.288264129075246, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 21.570091432502636, "drawdown_pct": -2.288264129075246, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 24.587425916520274, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 24.587425916520274, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 28.597546383319468, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 28.597546383319468, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 28.597546383319468, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 28.597546383319468, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 41.77257234559477, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 41.82571529234647, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 40.51904523753407, "drawdown_pct": -0.9213209692748303, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 42.25849191110564, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 42.25849191110564, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 43.350050780846516, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 43.350050780846516, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 50.40086603937564, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 46.978819714204405, "drawdown_pct": -2.275283657126903, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 46.978819714204405, "drawdown_pct": -2.275283657126903, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-04 19:00:00+00:00", "gain_pct": 53.65807236169243, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 53.65807236169243, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 61.77211743314692, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 61.77211743314692, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 61.77211743314692, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 61.77211743314692, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 63.687158603102006, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 69.5714700470161, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 75.20798678013614, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 69.6565285444589, "drawdown_pct": -3.1684961043720095, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 69.6565285444589, "drawdown_pct": -3.1684961043720095, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 69.6565285444589, "drawdown_pct": -3.1684961043720095, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 69.6565285444589, "drawdown_pct": -3.1684961043720095, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 69.6565285444589, "drawdown_pct": -3.1684961043720095, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 69.6565285444589, "drawdown_pct": -3.1684961043720095, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 69.6565285444589, "drawdown_pct": -3.1684961043720095, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 69.6565285444589, "drawdown_pct": -3.1684961043720095, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 111.59367625621232, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 } ] }, "recent": { "label": "Recent ridge_a1_H20_c8_p80_cap5", "variant": "ridge_a1_H20_c8_p80_cap5", "gain_pct": 26.474022388599025, "max_drawdown_pct": -0.9491444478500033, "capital_score": 25.05030571682402, "stability_score": 8.418034323398434, "n_trades": 10, "skipped_by_capacity": 25, "avg_trade_ret_pct": 2.402437549141348, "median_trade_ret_pct": 2.6012630754204076, "positive_month_rate": 0.6666666666666666, "worst_month_pct": 0.0, "month_gain_concentration": 0.9852908557370236, "top_asset_trade_share": 0.7, "long_counts": { "XRP": 7, "ETH": 3 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 10, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 3.727272727272727, "max_open_trades": 5, "avg_exposure": 0.7454545454545454, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 0.3843546475562363, "2026-03-31 00:00:00+00:00": 25.74596542304593 } }, "selection_score": 459.3154431301788 }, { "name": "ridge_a1_H20_c8_p90_cap1", "variant": { "name": "ridge_a1_H20_c8_p90_cap1", "threshold": 0.06895036234531982, "pred_percentile": 90, "horizon": 20, "cost_bps": 8, "cap": 1, "delay_bars": 1 }, "model_diag": { "alpha": 1.0, "ykey": "y_H20_c8", "n_train": 12794, "target_mean": 0.014920496257193131 }, "val": { "label": "Validation ridge_a1_H20_c8_p90_cap1", "variant": "ridge_a1_H20_c8_p90_cap1", "gain_pct": 455.15522447455794, "max_drawdown_pct": -16.829862240460926, "capital_score": 429.91043111386654, "stability_score": 414.28407514972105, "n_trades": 48, "skipped_by_capacity": 609, "avg_trade_ret_pct": 3.8586994420056295, "median_trade_ret_pct": 3.9608419289905625, "positive_month_rate": 0.8461538461538461, "worst_month_pct": -17.50135596414546, "month_gain_concentration": 0.23056621571791355, "top_asset_trade_share": 0.6875, "long_counts": { "SOL": 12, "XRP": 33, "BTC": 1, "ETH": 2 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 48, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 12.661116671655009, "2024-10-31 00:00:00+00:00": 9.924262420327707, "2024-11-30 00:00:00+00:00": 85.05692389312175, "2024-12-31 00:00:00+00:00": 65.2462242586839, "2025-01-31 00:00:00+00:00": -17.50135596414546, "2025-02-28 00:00:00+00:00": 33.04503084713926, "2025-03-31 00:00:00+00:00": 53.46083089368466, "2025-04-30 00:00:00+00:00": 35.163165089758024, "2025-07-31 00:00:00+00:00": 31.007197401794485, "2025-10-31 00:00:00+00:00": 8.737675921592768, "2025-11-30 00:00:00+00:00": 20.10894418749359, "2026-02-28 00:00:00+00:00": 14.493169040009889 } }, "test": { "label": "Test ridge_a1_H20_c8_p90_cap1", "variant": "ridge_a1_H20_c8_p90_cap1", "gain_pct": 81.04390997350441, "max_drawdown_pct": -16.316276552477483, "capital_score": 56.56949514478819, "stability_score": 52.52991613387458, "n_trades": 23, "skipped_by_capacity": 178, "avg_trade_ret_pct": 2.79889440809036, "median_trade_ret_pct": 3.0851631169511307, "positive_month_rate": 0.75, "worst_month_pct": -10.039579010913613, "month_gain_concentration": 0.3540733849964608, "top_asset_trade_share": 0.5217391304347826, "long_counts": { "XRP": 12, "SOL": 9, "ETH": 1, "BNB": 1 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 23, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": -10.039579010913613, "2025-02-28 00:00:00+00:00": 10.359014141458772, "2025-03-31 00:00:00+00:00": 20.97472100739668, "2025-04-30 00:00:00+00:00": 4.9837192874152265, "2025-07-31 00:00:00+00:00": 14.600710509708122, "2025-10-31 00:00:00+00:00": 1.6397125473806398, "2025-11-30 00:00:00+00:00": 6.680466579314469, "2026-02-28 00:00:00+00:00": -1.9898513693962343 }, "curve": [ { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 7.500499837940339, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 7.500499837940339, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 7.500499837940339, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": -3.5440815960009218, "drawdown_pct": -10.273981470403616, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": -3.5440815960009218, "drawdown_pct": -10.273981470403616, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": -3.5440815960009218, "drawdown_pct": -10.273981470403616, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": -10.039579010913613, "drawdown_pct": -16.316276552477483, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": -6.459926825943157, "drawdown_pct": -12.986383026059588, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": -6.459926825943157, "drawdown_pct": -12.986383026059588, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": -6.459926825943157, "drawdown_pct": -12.986383026059588, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": -6.459926825943157, "drawdown_pct": -12.986383026059588, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": -6.459926825943157, "drawdown_pct": -12.986383026059588, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": -6.459926825943157, "drawdown_pct": -12.986383026059588, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": -6.459926825943157, "drawdown_pct": -12.986383026059588, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": -6.459926825943157, "drawdown_pct": -12.986383026059588, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": -4.843692877949053, "drawdown_pct": -11.482916576665758, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": -4.843692877949053, "drawdown_pct": -11.482916576665758, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": -3.0522375746889026, "drawdown_pct": -9.81645427559663, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 0.31943513054515904, "drawdown_pct": -6.680029133093157, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 0.31943513054515904, "drawdown_pct": -6.680029133093157, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 0.31943513054515904, "drawdown_pct": -6.680029133093157, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 0.31943513054515904, "drawdown_pct": -6.680029133093157, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 7.720489842162721, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 7.720489842162721, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 14.156245375457573, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 14.156245375457573, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 14.156245375457573, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 21.102810204796285, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 21.102810204796285, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 16.19058526857249, "drawdown_pct": -4.056243556955252, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 16.19058526857249, "drawdown_pct": -4.056243556955252, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 16.19058526857249, "drawdown_pct": -4.056243556955252, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 16.19058526857249, "drawdown_pct": -4.056243556955252, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 19.33795099761862, "drawdown_pct": -1.45732308291866, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 19.33795099761862, "drawdown_pct": -1.45732308291866, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 21.29415613794184, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 21.29415613794184, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 26.277875425357067, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 26.277875425357067, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 26.277875425357067, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 36.66233013109468, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 40.87858593506519, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 39.15420970276159, "drawdown_pct": -1.224015857951899, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 45.86783024779254, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 42.51829848244583, "drawdown_pct": -2.296278596628676, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 49.1987650617603, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 50.82055664142459, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 47.208913692364064, "drawdown_pct": -2.394662259235125, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 47.208913692364064, "drawdown_pct": -2.394662259235125, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 47.208913692364064, "drawdown_pct": -2.394662259235125, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 47.208913692364064, "drawdown_pct": -2.394662259235125, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 47.208913692364064, "drawdown_pct": -2.394662259235125, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 47.208913692364064, "drawdown_pct": -2.394662259235125, "open_trades": 1, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a1_H20_c8_p90_cap1", "variant": "ridge_a1_H20_c8_p90_cap1", "gain_pct": 22.984339353151157, "max_drawdown_pct": 0.0, "capital_score": 22.984339353151157, "stability_score": 9.484339353151158, "n_trades": 1, "skipped_by_capacity": 15, "avg_trade_ret_pct": 22.984339353151153, "median_trade_ret_pct": 22.984339353151153, "positive_month_rate": 0.0, "worst_month_pct": 0.0, "month_gain_concentration": 0.0, "top_asset_trade_share": 1.0, "long_counts": { "XRP": 1 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 1, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2026-02-28 00:00:00+00:00": 0.0 } }, "selection_score": 314.91043111386654 }, { "name": "ridge_a1_H20_c8_p90_cap2", "variant": { "name": "ridge_a1_H20_c8_p90_cap2", "threshold": 0.06895036234531982, "pred_percentile": 90, "horizon": 20, "cost_bps": 8, "cap": 2, "delay_bars": 1 }, "model_diag": { "alpha": 1.0, "ykey": "y_H20_c8", "n_train": 12794, "target_mean": 0.014920496257193131 }, "val": { "label": "Validation ridge_a1_H20_c8_p90_cap2", "variant": "ridge_a1_H20_c8_p90_cap2", "gain_pct": 388.01258481818223, "max_drawdown_pct": -16.48306774454885, "capital_score": 363.28798320135894, "stability_score": 350.5767698980314, "n_trades": 90, "skipped_by_capacity": 567, "avg_trade_ret_pct": 1.8328455687348564, "median_trade_ret_pct": 1.9804209644952813, "positive_month_rate": 0.8461538461538461, "worst_month_pct": -14.54454663666084, "month_gain_concentration": 0.24380342773820066, "top_asset_trade_share": 0.6888888888888889, "long_counts": { "SOL": 21, "XRP": 62, "BTC": 2, "ETH": 5 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 90, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.9185185185185185, "max_open_trades": 2, "avg_exposure": 0.9592592592592593, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 8.34231849302057, "2024-10-31 00:00:00+00:00": 3.713384319098097, "2024-11-30 00:00:00+00:00": 62.415341236698524, "2024-12-31 00:00:00+00:00": 74.88112842296144, "2025-01-31 00:00:00+00:00": -14.54454663666084, "2025-02-28 00:00:00+00:00": 28.399785215962993, "2025-03-31 00:00:00+00:00": 41.61244998786327, "2025-04-30 00:00:00+00:00": 22.06979019380924, "2025-07-31 00:00:00+00:00": 27.434408873428026, "2025-10-31 00:00:00+00:00": 7.627594108451547, "2025-11-30 00:00:00+00:00": 17.67331025534969, "2026-02-28 00:00:00+00:00": 12.967796673006774 } }, "test": { "label": "Test ridge_a1_H20_c8_p90_cap2", "variant": "ridge_a1_H20_c8_p90_cap2", "gain_pct": 93.2616007503548, "max_drawdown_pct": -5.240570656692867, "capital_score": 85.4007447653155, "stability_score": 83.06353546298992, "n_trades": 43, "skipped_by_capacity": 158, "avg_trade_ret_pct": 1.5879155315734688, "median_trade_ret_pct": 1.5425815584755653, "positive_month_rate": 0.75, "worst_month_pct": -2.6493048875123577, "month_gain_concentration": 0.3880308568880971, "top_asset_trade_share": 0.627906976744186, "long_counts": { "XRP": 27, "SOL": 12, "ETH": 2, "BNB": 2 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 43, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.9259259259259258, "max_open_trades": 2, "avg_exposure": 0.9629629629629629, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": -1.6868552345288919, "2025-02-28 00:00:00+00:00": 4.452671481647883, "2025-03-31 00:00:00+00:00": 23.208057957757788, "2025-04-30 00:00:00+00:00": 5.229166665967426, "2025-07-31 00:00:00+00:00": 15.432678341790762, "2025-10-31 00:00:00+00:00": 4.327986107984344, "2025-11-30 00:00:00+00:00": 7.1592652506656975, "2026-02-28 00:00:00+00:00": -2.6493048875123577 }, "curve": [ { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 3.7502499189701695, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 3.7502499189701695, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 3.7502499189701695, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": -1.5793908071160558, "drawdown_pct": -5.1369907352018185, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": -1.5793908071160558, "drawdown_pct": -5.1369907352018185, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": -1.5793908071160558, "drawdown_pct": -5.1369907352018185, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": -1.6868552345288919, "drawdown_pct": -5.240570656692867, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 0.2691541949608194, "drawdown_pct": -3.355264904641786, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 0.2691541949608194, "drawdown_pct": -3.355264904641786, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 0.2691541949608194, "drawdown_pct": -3.355264904641786, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 0.2691541949608194, "drawdown_pct": -3.355264904641786, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 0.2691541949608194, "drawdown_pct": -3.355264904641786, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 0.2691541949608194, "drawdown_pct": -3.355264904641786, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 0.2691541949608194, "drawdown_pct": -3.355264904641786, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 0.2691541949608194, "drawdown_pct": -3.355264904641786, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": -1.3012601389265228, "drawdown_pct": -4.868913628489535, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": -1.3012601389265228, "drawdown_pct": -4.868913628489535, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 0.5656321672758224, "drawdown_pct": -3.06950369197333, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 2.765816247118991, "drawdown_pct": -0.9488494462616015, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 2.765816247118991, "drawdown_pct": -0.9488494462616015, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 2.765816247118991, "drawdown_pct": -0.9488494462616015, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 2.765816247118991, "drawdown_pct": -0.9488494462616015, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 10.48718418111666, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 10.48718418111666, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 17.186830613531882, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 17.186830613531882, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 17.186830613531882, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 24.426293222023943, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 24.426293222023943, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 19.43043971285769, "drawdown_pct": -4.015110777471886, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 19.43043971285769, "drawdown_pct": -4.015110777471886, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 19.43043971285769, "drawdown_pct": -4.015110777471886, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 19.43043971285769, "drawdown_pct": -4.015110777471886, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 22.68747472877196, "drawdown_pct": -1.3974686926896296, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 22.68747472877196, "drawdown_pct": -1.3974686926896296, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 25.97387420487678, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 25.97387420487678, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 31.203040870844205, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 31.203040870844205, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 31.203040870844205, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 42.21433430002932, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 46.63571921263497, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 47.29861092381802, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 54.4908809983595, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 50.96370532061931, "drawdown_pct": -2.283096358145331, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 58.12297057128501, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 59.264684767779755, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 55.47366568377265, "drawdown_pct": -2.3803262408955916, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 55.47366568377265, "drawdown_pct": -2.3803262408955916, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 55.47366568377265, "drawdown_pct": -2.3803262408955916, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 55.47366568377265, "drawdown_pct": -2.3803262408955916, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 55.47366568377265, "drawdown_pct": -2.3803262408955916, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 55.47366568377265, "drawdown_pct": -2.3803262408955916, "open_trades": 2, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a1_H20_c8_p90_cap2", "variant": "ridge_a1_H20_c8_p90_cap2", "gain_pct": 24.305038991903203, "max_drawdown_pct": 0.0, "capital_score": 24.305038991903203, "stability_score": 10.805038991903205, "n_trades": 2, "skipped_by_capacity": 14, "avg_trade_ret_pct": 11.492169676575577, "median_trade_ret_pct": 11.492169676575577, "positive_month_rate": 0.0, "worst_month_pct": 0.0, "month_gain_concentration": 0.0, "top_asset_trade_share": 1.0, "long_counts": { "XRP": 2 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 2, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.0, "max_open_trades": 2, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2026-02-28 00:00:00+00:00": 0.0 } }, "selection_score": 348.28798320135894 }, { "name": "ridge_a1_H20_c8_p90_cap3", "variant": { "name": "ridge_a1_H20_c8_p90_cap3", "threshold": 0.06895036234531982, "pred_percentile": 90, "horizon": 20, "cost_bps": 8, "cap": 3, "delay_bars": 1 }, "model_diag": { "alpha": 1.0, "ykey": "y_H20_c8", "n_train": 12794, "target_mean": 0.014920496257193131 }, "val": { "label": "Validation ridge_a1_H20_c8_p90_cap3", "variant": "ridge_a1_H20_c8_p90_cap3", "gain_pct": 367.4697966562091, "max_drawdown_pct": -16.057119184950086, "capital_score": 343.38411787878397, "stability_score": 331.3860109369311, "n_trades": 130, "skipped_by_capacity": 527, "avg_trade_ret_pct": 1.2184235151395966, "median_trade_ret_pct": 1.326380403594271, "positive_month_rate": 0.8461538461538461, "worst_month_pct": -13.728876172622137, "month_gain_concentration": 0.2595316827469641, "top_asset_trade_share": 0.6923076923076923, "long_counts": { "SOL": 30, "XRP": 90, "BTC": 3, "ETH": 7 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 130, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.7925925925925927, "max_open_trades": 3, "avg_exposure": 0.9308641975308644, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 11.407932187876739, "2024-10-31 00:00:00+00:00": 1.819687386042716, "2024-11-30 00:00:00+00:00": 51.114049578439605, "2024-12-31 00:00:00+00:00": 74.83163178122624, "2025-01-31 00:00:00+00:00": -13.728876172622137, "2025-02-28 00:00:00+00:00": 28.79935319402574, "2025-03-31 00:00:00+00:00": 39.06908057849017, "2025-04-30 00:00:00+00:00": 18.25908223301576, "2025-07-31 00:00:00+00:00": 26.33086438778679, "2025-10-31 00:00:00+00:00": 7.28712445682595, "2025-11-30 00:00:00+00:00": 16.923264794165902, "2026-02-28 00:00:00+00:00": 12.491249613246225 } }, "test": { "label": "Test ridge_a1_H20_c8_p90_cap3", "variant": "ridge_a1_H20_c8_p90_cap3", "gain_pct": 91.04592830239616, "max_drawdown_pct": -4.00099921395719, "capital_score": 85.04442948146038, "stability_score": 82.92373982628797, "n_trades": 58, "skipped_by_capacity": 143, "avg_trade_ret_pct": 1.1422633111751335, "median_trade_ret_pct": 1.0938312130017769, "positive_month_rate": 0.875, "worst_month_pct": -1.7287055849887452, "month_gain_concentration": 0.42138452573861324, "top_asset_trade_share": 0.6206896551724138, "long_counts": { "XRP": 36, "SOL": 16, "ETH": 3, "BNB": 3 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 58, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.6481481481481484, "max_open_trades": 3, "avg_exposure": 0.882716049382716, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 1.5432853127764048, "2025-02-28 00:00:00+00:00": 3.9970432876942965, "2025-03-31 00:00:00+00:00": 23.101288989821228, "2025-04-30 00:00:00+00:00": 5.123906237216545, "2025-07-31 00:00:00+00:00": 10.552589603055736, "2025-10-31 00:00:00+00:00": 3.4680370459435323, "2025-11-30 00:00:00+00:00": 7.036197233885076, "2026-02-28 00:00:00+00:00": -1.7287055849887452 }, "curve": [ { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 2.5001666126467796, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 2.5001666126467796, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 2.5001666126467796, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": -1.0101160956586028, "drawdown_pct": -3.4246604901345346, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": -1.0101160956586028, "drawdown_pct": -3.4246604901345346, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": -1.0101160956586028, "drawdown_pct": -3.4246604901345346, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 1.5432853127764048, "drawdown_pct": -0.9335412141196597, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 2.8901355503308963, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 2.8901355503308963, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 2.8901355503308963, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 2.8901355503308963, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 2.8901355503308963, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 2.8901355503308963, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 2.8901355503308963, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 2.8901355503308963, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 2.4070216148231793, "drawdown_pct": -0.46954349211775215, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 2.4070216148231793, "drawdown_pct": -0.46954349211775215, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 4.024858657396862, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 5.540328600470701, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 5.540328600470701, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 5.540328600470701, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 5.540328600470701, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 13.730185384129783, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 13.730185384129783, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 20.661206603182563, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 20.661206603182563, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 20.661206603182563, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 28.15354598628724, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 28.15354598628724, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 23.02612361871762, "drawdown_pct": -4.00099921395719, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 23.02612361871762, "drawdown_pct": -4.00099921395719, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 23.02612361871762, "drawdown_pct": -4.00099921395719, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 23.02612361871762, "drawdown_pct": -4.00099921395719, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 26.388831137348348, "drawdown_pct": -1.3770316188736031, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 26.388831137348348, "drawdown_pct": -1.3770316188736031, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 28.64161759029193, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 28.64161759029193, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 33.765523827508474, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 33.765523827508474, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 33.765523827508474, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 41.39498252854051, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 44.31811343056421, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 44.16454916366885, "drawdown_pct": -0.10640678653912605, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 51.23235337851639, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 47.78615047650774, "drawdown_pct": -2.2787471232317724, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 54.82234771039282, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 55.56727053446289, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 53.093642125404074, "drawdown_pct": -1.5900699424502895, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 53.093642125404074, "drawdown_pct": -1.5900699424502895, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 53.093642125404074, "drawdown_pct": -1.5900699424502895, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 53.093642125404074, "drawdown_pct": -1.5900699424502895, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 53.093642125404074, "drawdown_pct": -1.5900699424502895, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 53.093642125404074, "drawdown_pct": -1.5900699424502895, "open_trades": 3, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a1_H20_c8_p90_cap3", "variant": "ridge_a1_H20_c8_p90_cap3", "gain_pct": 25.827927045013382, "max_drawdown_pct": 0.0, "capital_score": 25.827927045013382, "stability_score": 12.327927045013384, "n_trades": 3, "skipped_by_capacity": 13, "avg_trade_ret_pct": 7.959863332983562, "median_trade_ret_pct": 7.661446451050384, "positive_month_rate": 0.0, "worst_month_pct": 0.0, "month_gain_concentration": 0.0, "top_asset_trade_share": 1.0, "long_counts": { "XRP": 3 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 3, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.8, "max_open_trades": 3, "avg_exposure": 0.9333333333333332, "max_exposure": 1.0, "monthly_gain_pct": { "2026-02-28 00:00:00+00:00": 0.0 } }, "selection_score": 328.38411787878397 }, { "name": "ridge_a1_H20_c8_p90_cap5", "variant": { "name": "ridge_a1_H20_c8_p90_cap5", "threshold": 0.06895036234531982, "pred_percentile": 90, "horizon": 20, "cost_bps": 8, "cap": 5, "delay_bars": 1 }, "model_diag": { "alpha": 1.0, "ykey": "y_H20_c8", "n_train": 12794, "target_mean": 0.014920496257193131 }, "val": { "label": "Validation ridge_a1_H20_c8_p90_cap5", "variant": "ridge_a1_H20_c8_p90_cap5", "gain_pct": 331.5209425295232, "max_drawdown_pct": -15.826737309767614, "capital_score": 307.7808365648718, "stability_score": 297.31512936969597, "n_trades": 202, "skipped_by_capacity": 455, "avg_trade_ret_pct": 0.7359519774779907, "median_trade_ret_pct": 0.7958282421565624, "positive_month_rate": 0.8461538461538461, "worst_month_pct": -12.32214283874012, "month_gain_concentration": 0.2922567758453617, "top_asset_trade_share": 0.6881188118811881, "long_counts": { "SOL": 49, "BNB": 1, "XRP": 139, "BTC": 3, "ETH": 10 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 202, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.392592592592592, "max_open_trades": 5, "avg_exposure": 0.8785185185185186, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 13.360478540594613, "2024-10-31 00:00:00+00:00": 0.6747811440930036, "2024-11-30 00:00:00+00:00": 38.351700750549156, "2024-12-31 00:00:00+00:00": 74.0821504704675, "2025-01-31 00:00:00+00:00": -12.32214283874012, "2025-02-28 00:00:00+00:00": 29.576294017615027, "2025-03-31 00:00:00+00:00": 36.16163710625938, "2025-04-30 00:00:00+00:00": 12.436324489465221, "2025-07-31 00:00:00+00:00": 23.385445718183405, "2025-10-31 00:00:00+00:00": 6.818232070359102, "2025-11-30 00:00:00+00:00": 15.863709040527226, "2026-02-28 00:00:00+00:00": 2.7723361583061887 } }, "test": { "label": "Test ridge_a1_H20_c8_p90_cap5", "variant": "ridge_a1_H20_c8_p90_cap5", "gain_pct": 71.01934788330479, "max_drawdown_pct": -3.9898030090914527, "capital_score": 65.0346433696676, "stability_score": 63.3203576553819, "n_trades": 84, "skipped_by_capacity": 117, "avg_trade_ret_pct": 0.6513293527946203, "median_trade_ret_pct": 0.5793958947328487, "positive_month_rate": 0.75, "worst_month_pct": -1.9674272514408244, "month_gain_concentration": 0.348109776480856, "top_asset_trade_share": 0.6071428571428571, "long_counts": { "XRP": 51, "SOL": 24, "ETH": 4, "BNB": 5 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 84, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 3.888888888888889, "max_open_trades": 5, "avg_exposure": 0.7777777777777778, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": -1.9674272514408244, "2025-02-28 00:00:00+00:00": 6.561308606994217, "2025-03-31 00:00:00+00:00": 13.746447420385408, "2025-04-30 00:00:00+00:00": 2.8134535728336942, "2025-07-31 00:00:00+00:00": 5.883516987725571, "2025-10-31 00:00:00+00:00": 4.215268192659963, "2025-11-30 00:00:00+00:00": 6.268834172590232, "2026-02-28 00:00:00+00:00": -0.9210408195046966 }, "curve": [ { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 1.5000999675880706, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 1.5000999675880706, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 1.5000999675880706, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": -0.5855203250341532, "drawdown_pct": -2.0547962940807185, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": -0.5855203250341532, "drawdown_pct": -2.0547962940807185, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": -0.5855203250341532, "drawdown_pct": -2.0547962940807185, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": -1.9674272514408244, "drawdown_pct": -3.416279609710904, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": -1.1872563509951135, "drawdown_pct": -2.64763908551946, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": -1.1872563509951135, "drawdown_pct": -2.64763908551946, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": -1.1872563509951135, "drawdown_pct": -2.64763908551946, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": -1.1872563509951135, "drawdown_pct": -2.64763908551946, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": -1.1872563509951135, "drawdown_pct": -2.64763908551946, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": -1.1872563509951135, "drawdown_pct": -2.64763908551946, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": -1.1872563509951135, "drawdown_pct": -2.64763908551946, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": -1.1872563509951135, "drawdown_pct": -2.64763908551946, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": -2.4116506074135344, "drawdown_pct": -3.853937657451312, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 2.7167072848581455, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 3.6883890591864343, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 4.593881355553393, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 4.593881355553393, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 4.593881355553393, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 4.593881355553393, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 12.102023140595449, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 12.102023140595449, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 10.757818196768625, "drawdown_pct": -1.1990907087742309, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 10.757818196768625, "drawdown_pct": -1.1990907087742309, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 10.757818196768625, "drawdown_pct": -1.1990907087742309, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 18.769326231432302, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 18.769326231432302, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 14.030664079572972, "drawdown_pct": -3.9898030090914527, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 14.030664079572972, "drawdown_pct": -3.9898030090914527, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 14.030664079572972, "drawdown_pct": -3.9898030090914527, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 14.030664079572972, "drawdown_pct": -3.9898030090914527, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 17.089991402169673, "drawdown_pct": -1.4139465824621222, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 17.089991402169673, "drawdown_pct": -1.4139465824621222, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 18.3403287759388, "drawdown_pct": -0.36120223049641575, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 18.3403287759388, "drawdown_pct": -0.36120223049641575, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 21.153782348772495, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 21.153782348772495, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 21.153782348772495, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 25.483967758313852, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 27.037299336498066, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 28.012064983285143, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 34.30846610866635, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 31.25256752915803, "drawdown_pct": -2.275283657126914, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 37.52140170174826, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 37.91826804956082, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 36.600360882243564, "drawdown_pct": -0.9555711407597367, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 36.600360882243564, "drawdown_pct": -0.9555711407597367, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 36.600360882243564, "drawdown_pct": -0.9555711407597367, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 36.600360882243564, "drawdown_pct": -0.9555711407597367, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 36.600360882243564, "drawdown_pct": -0.9555711407597367, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 36.600360882243564, "drawdown_pct": -0.9555711407597367, "open_trades": 5, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a1_H20_c8_p90_cap5", "variant": "ridge_a1_H20_c8_p90_cap5", "gain_pct": 23.968084276396, "max_drawdown_pct": 0.0, "capital_score": 23.968084276396, "stability_score": 16.468084276396, "n_trades": 5, "skipped_by_capacity": 11, "avg_trade_ret_pct": 4.395287740818259, "median_trade_ret_pct": 4.596867870630231, "positive_month_rate": 0.0, "worst_month_pct": 0.0, "month_gain_concentration": 0.0, "top_asset_trade_share": 0.8, "long_counts": { "XRP": 4, "ETH": 1 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 5, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.2, "max_open_trades": 5, "avg_exposure": 0.8400000000000001, "max_exposure": 1.0, "monthly_gain_pct": { "2026-02-28 00:00:00+00:00": 0.0 } }, "selection_score": 292.7808365648718 }, { "name": "ridge_a10_H20_c8_p70_cap1", "variant": { "name": "ridge_a10_H20_c8_p70_cap1", "threshold": 0.03240668609283527, "pred_percentile": 70, "horizon": 20, "cost_bps": 8, "cap": 1, "delay_bars": 1 }, "model_diag": { "alpha": 10.0, "ykey": "y_H20_c8", "n_train": 12794, "target_mean": 0.014920496257193131 }, "val": { "label": "Validation ridge_a10_H20_c8_p70_cap1", "variant": "ridge_a10_H20_c8_p70_cap1", "gain_pct": 1122.6699944200825, "max_drawdown_pct": -21.076805142535203, "capital_score": 1091.0547867062796, "stability_score": 1069.335060043919, "n_trades": 78, "skipped_by_capacity": 1893, "avg_trade_ret_pct": 3.4775607268524187, "median_trade_ret_pct": 3.4561849483114826, "positive_month_rate": 0.7647058823529411, "worst_month_pct": -24.91221125625009, "month_gain_concentration": 0.192874386711899, "top_asset_trade_share": 0.5897435897435898, "long_counts": { "SOL": 23, "ETH": 8, "XRP": 46, "BTC": 1 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 78, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 63.70370120680917, "2024-10-31 00:00:00+00:00": 2.5645156901181565, "2024-11-30 00:00:00+00:00": 98.3349034913131, "2024-12-31 00:00:00+00:00": 45.2186045885735, "2025-01-31 00:00:00+00:00": 21.087157943561806, "2025-02-28 00:00:00+00:00": 122.6059698322972, "2025-03-31 00:00:00+00:00": 195.6595088785698, "2025-04-30 00:00:00+00:00": 207.77063221723563, "2025-05-31 00:00:00+00:00": 36.28729011602013, "2025-07-31 00:00:00+00:00": -20.62144818064496, "2025-08-31 00:00:00+00:00": 18.684819007552846, "2025-10-31 00:00:00+00:00": -24.91221125625009, "2025-11-30 00:00:00+00:00": 93.52023244530756, "2026-01-31 00:00:00+00:00": -1.4141054521595606, "2026-02-28 00:00:00+00:00": 7.739042102698818, "2026-03-31 00:00:00+00:00": 218.2167569388065 } }, "test": { "label": "Test ridge_a10_H20_c8_p70_cap1", "variant": "ridge_a10_H20_c8_p70_cap1", "gain_pct": 246.13317057666762, "max_drawdown_pct": -16.316276552477483, "capital_score": 221.6587557479514, "stability_score": 221.6587557479514, "n_trades": 44, "skipped_by_capacity": 643, "avg_trade_ret_pct": 3.013932686230151, "median_trade_ret_pct": 3.570128841776151, "positive_month_rate": 0.9230769230769231, "worst_month_pct": -2.6018989344477745, "month_gain_concentration": 0.24645109485602937, "top_asset_trade_share": 0.4772727272727273, "long_counts": { "XRP": 21, "SOL": 15, "ETH": 5, "BTC": 1, "BNB": 2 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 44, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 6.233815945143519, "2025-02-28 00:00:00+00:00": 29.836642261269006, "2025-03-31 00:00:00+00:00": 46.661681673488914, "2025-04-30 00:00:00+00:00": 20.56664118368795, "2025-05-31 00:00:00+00:00": 7.783134181608972, "2025-07-31 00:00:00+00:00": 1.4887730791680838, "2025-08-31 00:00:00+00:00": -2.6018989344477745, "2025-10-31 00:00:00+00:00": 8.156808564483072, "2025-11-30 00:00:00+00:00": 18.897383562062174, "2025-12-31 00:00:00+00:00": 5.535690636029045, "2026-01-31 00:00:00+00:00": 9.027080028361894, "2026-02-28 00:00:00+00:00": 60.15438338150295, "2026-03-31 00:00:00+00:00": 29.74040066804389 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": -1.26619343889503, "drawdown_pct": -1.2661934388950247, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 6.1393355622129775, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 14.621744994722107, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 14.621744994722107, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 14.621744994722107, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 14:00:00+00:00", "gain_pct": 14.621744994722107, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 14.621744994722107, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 01:00:00+00:00", "gain_pct": 14.621744994722107, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 14.621744994722107, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 14.621744994722107, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 2.845528152911072, "drawdown_pct": -10.273981470403616, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 2.845528152911072, "drawdown_pct": -10.273981470403616, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 2.845528152911072, "drawdown_pct": -10.273981470403616, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-23 14:00:00+00:00", "gain_pct": -4.0802559078922656, "drawdown_pct": -16.316276552477483, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-27 14:00:00+00:00", "gain_pct": 0.7536181311457, "drawdown_pct": -12.099036587006228, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 6.233815945143519, "drawdown_pct": -7.317921263513149, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 10.461009495203896, "drawdown_pct": -3.629970473499422, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 10.461009495203896, "drawdown_pct": -3.629970473499422, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 00:00:00+00:00", "gain_pct": 10.461009495203896, "drawdown_pct": -3.629970473499422, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 10.461009495203896, "drawdown_pct": -3.629970473499422, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 10.461009495203896, "drawdown_pct": -3.629970473499422, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 10.461009495203896, "drawdown_pct": -3.629970473499422, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 10.461009495203896, "drawdown_pct": -3.629970473499422, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 10.461009495203896, "drawdown_pct": -3.629970473499422, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 10.461009495203896, "drawdown_pct": -3.629970473499422, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 10:00:00+00:00", "gain_pct": 10.461009495203896, "drawdown_pct": -3.629970473499422, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 1.9721525437650769, "drawdown_pct": -11.035944751617155, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 1.9721525437650769, "drawdown_pct": -11.035944751617155, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 19:00:00+00:00", "gain_pct": 1.9721525437650769, "drawdown_pct": -11.035944751617155, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 1.9721525437650769, "drawdown_pct": -11.035944751617155, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": 1.9721525437650769, "drawdown_pct": -11.035944751617155, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 1.9721525437650769, "drawdown_pct": -11.035944751617155, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 10.608349824650702, "drawdown_pct": -3.5014256415797917, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 11.62280013338814, "drawdown_pct": -2.6163838820217333, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-10 03:00:00+00:00", "gain_pct": 11.62280013338814, "drawdown_pct": -2.6163838820217333, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-18 16:00:00+00:00", "gain_pct": 15.504844845678306, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 21.871583499161872, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 21.871583499161872, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 21.871583499161872, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 21.871583499161872, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 21.871583499161872, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 21.871583499161872, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 21.871583499161872, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-26 17:00:00+00:00", "gain_pct": 30.862645461333273, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 30.862645461333273, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-28 03:00:00+00:00", "gain_pct": 36.070458206412525, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 36.070458206412525, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 56.562146259985894, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 16:00:00+00:00", "gain_pct": 56.562146259985894, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 56.562146259985894, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 56.562146259985894, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-03 06:00:00+00:00", "gain_pct": 56.562146259985894, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 56.562146259985894, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 65.91594422891083, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 65.91594422891083, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 05:00:00+00:00", "gain_pct": 65.91594422891083, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 65.91594422891083, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 65.91594422891083, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 65.91594422891083, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 65.91594422891083, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 65.91594422891083, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 14:00:00+00:00", "gain_pct": 79.46768366187075, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 79.46768366187075, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 79.46768366187075, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 79.46768366187075, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-09 16:00:00+00:00", "gain_pct": 69.55854257938017, "drawdown_pct": -5.52140690752998, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 69.55854257938017, "drawdown_pct": -5.52140690752998, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 75.04350544208066, "drawdown_pct": -2.4651670593384023, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 75.04350544208066, "drawdown_pct": -2.4651670593384023, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 75.04350544208066, "drawdown_pct": -2.4651670593384023, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 75.04350544208066, "drawdown_pct": -2.4651670593384023, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 79.78507661884208, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 79.78507661884208, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 82.73213987990144, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 82.73213987990144, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 06:00:00+00:00", "gain_pct": 90.2402154455078, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 90.2402154455078, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 90.2402154455078, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 90.2402154455078, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 14:00:00+00:00", "gain_pct": 90.2402154455078, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 90.2402154455078, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 102.91846472357628, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-09 01:00:00+00:00", "gain_pct": 102.91846472357628, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-10 15:00:00+00:00", "gain_pct": 103.29878106358939, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 111.08191524519836, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 106.20881016912483, "drawdown_pct": -2.3086322058489928, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 112.57068832436644, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 112.57068832436644, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-08-14 12:00:00+00:00", "gain_pct": 109.96878938991867, "drawdown_pct": -1.22401585795191, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-10 22:00:00+00:00", "gain_pct": 110.80697773859151, "drawdown_pct": -0.8297054498330625, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-11 00:00:00+00:00", "gain_pct": 110.80697773859151, "drawdown_pct": -0.8297054498330625, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-11 05:00:00+00:00", "gain_pct": 110.80697773859151, "drawdown_pct": -0.8297054498330625, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 104.10004447864128, "drawdown_pct": -3.9848597718231127, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 104.10004447864128, "drawdown_pct": -3.9848597718231127, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 113.94703548797142, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 109.03421550393958, "drawdown_pct": -2.296278596628676, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 109.03421550393958, "drawdown_pct": -2.296278596628676, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-19 09:00:00+00:00", "gain_pct": 118.12559795440174, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-04 19:00:00+00:00", "gain_pct": 126.11430297502159, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 126.11430297502159, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-04 21:00:00+00:00", "gain_pct": 126.11430297502159, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 137.02298151646391, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 137.02298151646391, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 137.02298151646391, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 137.02298151646391, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 142.55867215249296, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 151.58575218085485, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 159.8393829729307, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 153.61710733424854, "drawdown_pct": -2.394662259235114, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 153.61710733424854, "drawdown_pct": -2.394662259235114, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 153.61710733424854, "drawdown_pct": -2.394662259235114, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 153.61710733424854, "drawdown_pct": -2.394662259235114, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 153.61710733424854, "drawdown_pct": -2.394662259235114, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 153.61710733424854, "drawdown_pct": -2.394662259235114, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 153.61710733424854, "drawdown_pct": -2.394662259235114, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 05:00:00+00:00", "gain_pct": 153.61710733424854, "drawdown_pct": -2.394662259235114, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 153.61710733424854, "drawdown_pct": -2.394662259235114, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 16:00:00+00:00", "gain_pct": 210.89496264012973, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-28 06:00:00+00:00", "gain_pct": 211.7401355623578, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-28 07:00:00+00:00", "gain_pct": 211.7401355623578, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 241.4805362304017, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a10_H20_c8_p70_cap1", "variant": "ridge_a10_H20_c8_p70_cap1", "gain_pct": 37.230286243878766, "max_drawdown_pct": -2.378518469735913, "capital_score": 33.662508539274896, "stability_score": 21.992913822078435, "n_trades": 5, "skipped_by_capacity": 52, "avg_trade_ret_pct": 6.877824167325267, "median_trade_ret_pct": 3.2806431685935245, "positive_month_rate": 0.6666666666666666, "worst_month_pct": 0.0, "month_gain_concentration": 0.6667837886878584, "top_asset_trade_share": 0.8, "long_counts": { "XRP": 4, "ETH": 1 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 5, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 23.594592120873386, "2026-03-31 00:00:00+00:00": 11.791079398382351 } }, "selection_score": 968.5171507085331 }, { "name": "ridge_a10_H20_c8_p70_cap2", "variant": { "name": "ridge_a10_H20_c8_p70_cap2", "threshold": 0.03240668609283527, "pred_percentile": 70, "horizon": 20, "cost_bps": 8, "cap": 2, "delay_bars": 1 }, "model_diag": { "alpha": 10.0, "ykey": "y_H20_c8", "n_train": 12794, "target_mean": 0.014920496257193131 }, "val": { "label": "Validation ridge_a10_H20_c8_p70_cap2", "variant": "ridge_a10_H20_c8_p70_cap2", "gain_pct": 1302.3255209433325, "max_drawdown_pct": -15.968136720429825, "capital_score": 1278.3733158626878, "stability_score": 1252.666984039899, "n_trades": 147, "skipped_by_capacity": 1824, "avg_trade_ret_pct": 1.8670465925044861, "median_trade_ret_pct": 1.7389120805297653, "positive_month_rate": 0.7647058823529411, "worst_month_pct": -30.2471481493194, "month_gain_concentration": 0.20090981757258905, "top_asset_trade_share": 0.5986394557823129, "long_counts": { "SOL": 43, "XRP": 88, "ETH": 13, "BTC": 2, "BNB": 1 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 147, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.9461538461538461, "max_open_trades": 2, "avg_exposure": 0.9730769230769231, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 56.60908658188387, "2024-10-31 00:00:00+00:00": 2.47502804725616, "2024-11-30 00:00:00+00:00": 116.91409026148855, "2024-12-31 00:00:00+00:00": 81.39376440349281, "2025-01-31 00:00:00+00:00": 25.297110761650856, "2025-02-28 00:00:00+00:00": 124.33773307108737, "2025-03-31 00:00:00+00:00": 225.41485750891553, "2025-04-30 00:00:00+00:00": 237.073533511268, "2025-05-31 00:00:00+00:00": 41.48867777299154, "2025-07-31 00:00:00+00:00": -11.67018061019462, "2025-08-31 00:00:00+00:00": 21.512825999464326, "2025-10-31 00:00:00+00:00": -30.2471481493194, "2025-11-30 00:00:00+00:00": 108.38019174655676, "2026-01-31 00:00:00+00:00": -1.6183922270445237, "2026-02-28 00:00:00+00:00": 9.31103281696187, "2026-03-31 00:00:00+00:00": 264.0466480109908 } }, "test": { "label": "Test ridge_a10_H20_c8_p70_cap2", "variant": "ridge_a10_H20_c8_p70_cap2", "gain_pct": 254.2192461341765, "max_drawdown_pct": -11.618361621377392, "capital_score": 236.7917037021104, "stability_score": 236.7917037021104, "n_trades": 81, "skipped_by_capacity": 606, "avg_trade_ret_pct": 1.6123172392810667, "median_trade_ret_pct": 1.6403215842967622, "positive_month_rate": 1.0, "worst_month_pct": 0.9771174379114882, "month_gain_concentration": 0.257024155541328, "top_asset_trade_share": 0.48148148148148145, "long_counts": { "XRP": 39, "SOL": 27, "ETH": 10, "BTC": 2, "BNB": 3 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 81, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.8934426229508197, "max_open_trades": 2, "avg_exposure": 0.9467213114754098, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 1.1725526585235144, "2025-02-28 00:00:00+00:00": 26.204505888191136, "2025-03-31 00:00:00+00:00": 44.29477976942614, "2025-04-30 00:00:00+00:00": 34.89596725905744, "2025-05-31 00:00:00+00:00": 7.98397684971664, "2025-07-31 00:00:00+00:00": 1.5925980918489415, "2025-08-31 00:00:00+00:00": 0.9771174379114882, "2025-10-31 00:00:00+00:00": 8.265513285691213, "2025-11-30 00:00:00+00:00": 15.333582964942707, "2025-12-31 00:00:00+00:00": 5.654874524056709, "2026-01-31 00:00:00+00:00": 9.254435895035215, "2026-02-28 00:00:00+00:00": 64.11259920708858, "2026-03-31 00:00:00+00:00": 29.699417578809914 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": -0.6330967194475079, "drawdown_pct": -0.6330967194475123, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 4.525833484002135, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 8.702564529043784, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 8.702564529043784, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 8.702564529043784, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 14:00:00+00:00", "gain_pct": 8.702564529043784, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 8.702564529043784, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 01:00:00+00:00", "gain_pct": 8.702564529043784, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 8.702564529043784, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 8.702564529043784, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 4.245638416713973, "drawdown_pct": -4.100111282231045, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 4.245638416713973, "drawdown_pct": -4.100111282231045, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 4.245638416713973, "drawdown_pct": -4.100111282231045, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-23 14:00:00+00:00", "gain_pct": -3.926892509651637, "drawdown_pct": -11.618361621377392, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-27 14:00:00+00:00", "gain_pct": -1.5060911170762523, "drawdown_pct": -9.391365963028797, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 1.1725526585235144, "drawdown_pct": -6.927170396709781, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 3.1854520269416327, "drawdown_pct": -5.075420737316694, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 3.1854520269416327, "drawdown_pct": -5.075420737316694, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 00:00:00+00:00", "gain_pct": 3.1854520269416327, "drawdown_pct": -5.075420737316694, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 3.1854520269416327, "drawdown_pct": -5.075420737316694, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 3.1854520269416327, "drawdown_pct": -5.075420737316694, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 3.1854520269416327, "drawdown_pct": -5.075420737316694, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 3.1854520269416327, "drawdown_pct": -5.075420737316694, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 3.1854520269416327, "drawdown_pct": -5.075420737316694, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 3.1854520269416327, "drawdown_pct": -5.075420737316694, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 10:00:00+00:00", "gain_pct": 3.1854520269416327, "drawdown_pct": -5.075420737316694, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": -0.7794155119716777, "drawdown_pct": -8.72286691863835, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 0.07777687385727461, "drawdown_pct": -7.934300071533351, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 19:00:00+00:00", "gain_pct": 0.07777687385727461, "drawdown_pct": -7.934300071533351, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 0.07777687385727461, "drawdown_pct": -7.934300071533351, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": 0.07777687385727461, "drawdown_pct": -7.934300071533351, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 0.07777687385727461, "drawdown_pct": -7.934300071533351, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 5.297603205843714, "drawdown_pct": -3.132365218752786, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 6.265560061719981, "drawdown_pct": -2.2419015391975106, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-10 03:00:00+00:00", "gain_pct": 6.265560061719981, "drawdown_pct": -2.2419015391975106, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-18 16:00:00+00:00", "gain_pct": 8.590447684307748, "drawdown_pct": -0.10314093804666413, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 13.631382087283527, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 13.631382087283527, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 13.631382087283527, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 13.631382087283527, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 13.631382087283527, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 13.631382087283527, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 13.631382087283527, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-26 17:00:00+00:00", "gain_pct": 22.16914047801869, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 22.16914047801869, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-28 03:00:00+00:00", "gain_pct": 27.37705854671465, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 27.37705854671465, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 47.28175654631082, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 16:00:00+00:00", "gain_pct": 47.28175654631082, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 47.28175654631082, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 47.28175654631082, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-03 06:00:00+00:00", "gain_pct": 47.28175654631082, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 47.28175654631082, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 56.21252713403641, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 56.21252713403641, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 05:00:00+00:00", "gain_pct": 56.21252713403641, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 56.21252713403641, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 56.21252713403641, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 56.21252713403641, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 56.21252713403641, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 56.21252713403641, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 14:00:00+00:00", "gain_pct": 69.23224471433568, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 69.23224471433568, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 69.23224471433568, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 69.23224471433568, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-09 16:00:00+00:00", "gain_pct": 60.0172239419953, "drawdown_pct": -5.445192071933658, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 60.0172239419953, "drawdown_pct": -5.445192071933658, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 64.40834532263395, "drawdown_pct": -2.8504611516821043, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 64.40834532263395, "drawdown_pct": -2.8504611516821043, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 64.40834532263395, "drawdown_pct": -2.8504611516821043, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 64.40834532263395, "drawdown_pct": -2.8504611516821043, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 68.89199068902283, "drawdown_pct": -0.2010574438028656, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 68.89199068902283, "drawdown_pct": -0.2010574438028656, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 71.67183831614079, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 71.67183831614079, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 06:00:00+00:00", "gain_pct": 78.79792426113718, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 78.79792426113718, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 78.79792426113718, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 78.79792426113718, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 14:00:00+00:00", "gain_pct": 78.79792426113718, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 78.79792426113718, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 90.91214622609635, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-04-09 01:00:00+00:00", "gain_pct": 90.91214622609635, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-10 15:00:00+00:00", "gain_pct": 106.56780557519824, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 114.55178242491488, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 109.62715873688137, "drawdown_pct": -2.2953077491942753, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 116.14438051676382, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 116.14438051676382, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-08-14 12:00:00+00:00", "gain_pct": 117.1214979546753, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-10 22:00:00+00:00", "gain_pct": 117.98910467643731, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-11 00:00:00+00:00", "gain_pct": 117.98910467643731, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-11 05:00:00+00:00", "gain_pct": 117.98910467643731, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 111.1088319509492, "drawdown_pct": -3.1562461507883777, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 111.1088319509492, "drawdown_pct": -3.1562461507883777, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 121.4168160180732, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 116.36165675524325, "drawdown_pct": -2.28309635814532, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 116.36165675524325, "drawdown_pct": -2.28309635814532, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-19 09:00:00+00:00", "gain_pct": 125.38701124036652, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-11-04 19:00:00+00:00", "gain_pct": 129.51433596787237, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 129.51433596787237, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-04 21:00:00+00:00", "gain_pct": 129.51433596787237, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 140.72059420530923, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 140.72059420530923, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 140.72059420530923, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 140.72059420530923, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 146.37546872936593, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 155.62990462440115, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 164.08499081288784, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 157.79890647830194, "drawdown_pct": -2.3803262408955916, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 157.79890647830194, "drawdown_pct": -2.3803262408955916, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 157.79890647830194, "drawdown_pct": -2.3803262408955916, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 157.79890647830194, "drawdown_pct": -2.3803262408955916, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 157.79890647830194, "drawdown_pct": -2.3803262408955916, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 157.79890647830194, "drawdown_pct": -2.3803262408955916, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 157.79890647830194, "drawdown_pct": -2.3803262408955916, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 05:00:00+00:00", "gain_pct": 157.79890647830194, "drawdown_pct": -2.3803262408955916, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 157.79890647830194, "drawdown_pct": -2.3803262408955916, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 16:00:00+00:00", "gain_pct": 219.3084812280356, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2026-02-28 06:00:00+00:00", "gain_pct": 219.74250383148973, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2026-02-28 07:00:00+00:00", "gain_pct": 219.74250383148973, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 249.44192141029964, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a10_H20_c8_p70_cap2", "variant": "ridge_a10_H20_c8_p70_cap2", "gain_pct": 34.00550618881027, "max_drawdown_pct": -2.364375094458726, "capital_score": 30.458943547122182, "stability_score": 22.60393692878086, "n_trades": 9, "skipped_by_capacity": 48, "avg_trade_ret_pct": 3.402802796361728, "median_trade_ret_pct": 1.6403215842967622, "positive_month_rate": 0.6666666666666666, "worst_month_pct": 0.0, "month_gain_concentration": 0.8075335980669862, "top_asset_trade_share": 0.5555555555555556, "long_counts": { "XRP": 5, "ETH": 3, "SOL": 1 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 9, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.9230769230769231, "max_open_trades": 2, "avg_exposure": 0.9615384615384616, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 25.021581857059658, "2026-03-31 00:00:00+00:00": 5.96360800619118 } }, "selection_score": 1263.3733158626878 }, { "name": "ridge_a10_H20_c8_p70_cap3", "variant": { "name": "ridge_a10_H20_c8_p70_cap3", "threshold": 0.03240668609283527, "pred_percentile": 70, "horizon": 20, "cost_bps": 8, "cap": 3, "delay_bars": 1 }, "model_diag": { "alpha": 10.0, "ykey": "y_H20_c8", "n_train": 12794, "target_mean": 0.014920496257193131 }, "val": { "label": "Validation ridge_a10_H20_c8_p70_cap3", "variant": "ridge_a10_H20_c8_p70_cap3", "gain_pct": 1218.0051491236147, "max_drawdown_pct": -15.856728070706428, "capital_score": 1194.220057017555, "stability_score": 1169.6058579194573, "n_trades": 213, "skipped_by_capacity": 1758, "avg_trade_ret_pct": 1.2419130651454018, "median_trade_ret_pct": 1.1622487430175694, "positive_month_rate": 0.7647058823529411, "worst_month_pct": -28.945185013590503, "month_gain_concentration": 0.20557526939825801, "top_asset_trade_share": 0.6056338028169014, "long_counts": { "SOL": 61, "XRP": 129, "ETH": 18, "BTC": 3, "BNB": 2 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 213, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.8653846153846154, "max_open_trades": 3, "avg_exposure": 0.9551282051282052, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 47.01545163055266, "2024-10-31 00:00:00+00:00": 2.31265456387942, "2024-11-30 00:00:00+00:00": 118.71023690769411, "2024-12-31 00:00:00+00:00": 75.06663653078465, "2025-01-31 00:00:00+00:00": 19.142600140092895, "2025-02-28 00:00:00+00:00": 110.63237536676786, "2025-03-31 00:00:00+00:00": 219.8649574116139, "2025-04-30 00:00:00+00:00": 226.8992553370299, "2025-05-31 00:00:00+00:00": 26.144745412991597, "2025-07-31 00:00:00+00:00": -7.27826248394183, "2025-08-31 00:00:00+00:00": 20.239677837066097, "2025-10-31 00:00:00+00:00": -28.945185013590503, "2025-11-30 00:00:00+00:00": 102.1939317514707, "2026-01-31 00:00:00+00:00": -1.519568103108213, "2026-02-28 00:00:00+00:00": 8.885419215276443, "2026-03-31 00:00:00+00:00": 252.84865978090647 } }, "test": { "label": "Test ridge_a10_H20_c8_p70_cap3", "variant": "ridge_a10_H20_c8_p70_cap3", "gain_pct": 222.67146863090636, "max_drawdown_pct": -7.18673912006802, "capital_score": 211.89135995080434, "stability_score": 211.89135995080434, "n_trades": 114, "skipped_by_capacity": 573, "avg_trade_ret_pct": 1.0508558933991383, "median_trade_ret_pct": 1.093547722864508, "positive_month_rate": 0.9230769230769231, "worst_month_pct": -0.21148439547286557, "month_gain_concentration": 0.254849775014151, "top_asset_trade_share": 0.4649122807017544, "long_counts": { "XRP": 53, "SOL": 39, "ETH": 15, "BTC": 3, "BNB": 4 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 114, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.7295081967213113, "max_open_trades": 3, "avg_exposure": 0.9098360655737705, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 1.998525519088446, "2025-02-28 00:00:00+00:00": 20.03860375221899, "2025-03-31 00:00:00+00:00": 31.753873302469884, "2025-04-30 00:00:00+00:00": 36.416623080272274, "2025-05-31 00:00:00+00:00": 7.549518777091947, "2025-07-31 00:00:00+00:00": 0.9937081708443145, "2025-08-31 00:00:00+00:00": -0.21148439547286557, "2025-10-31 00:00:00+00:00": 7.7571205638400045, "2025-11-30 00:00:00+00:00": 12.755452514753244, "2025-12-31 00:00:00+00:00": 4.55190396069807, "2026-01-31 00:00:00+00:00": 8.42531588694581, "2026-02-28 00:00:00+00:00": 55.19248766874398, "2026-03-31 00:00:00+00:00": 29.135579354100855 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": -0.42206447963167193, "drawdown_pct": -0.4220644796316675, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 3.401694541338685, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 6.156235712680299, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 6.156235712680299, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 6.156235712680299, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-19 14:00:00+00:00", "gain_pct": 6.156235712680299, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 6.156235712680299, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 01:00:00+00:00", "gain_pct": 6.156235712680299, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 6.156235712680299, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 6.156235712680299, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 3.2677988273630802, "drawdown_pct": -2.72093001972582, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 5.893102927230828, "drawdown_pct": -0.2478731312229865, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 5.893102927230828, "drawdown_pct": -0.2478731312229865, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-23 14:00:00+00:00", "gain_pct": -1.4729360076745195, "drawdown_pct": -7.18673912006802, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-27 14:00:00+00:00", "gain_pct": 0.18215395419261426, "drawdown_pct": -5.627631498404839, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 1.998525519088446, "drawdown_pct": -3.9165953518218166, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 3.351413973528736, "drawdown_pct": -2.6421639014622023, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 3.351413973528736, "drawdown_pct": -2.6421639014622023, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 00:00:00+00:00", "gain_pct": 3.351413973528736, "drawdown_pct": -2.6421639014622023, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 3.351413973528736, "drawdown_pct": -2.6421639014622023, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 3.351413973528736, "drawdown_pct": -2.6421639014622023, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 3.351413973528736, "drawdown_pct": -2.6421639014622023, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 3.351413973528736, "drawdown_pct": -2.6421639014622023, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 3.351413973528736, "drawdown_pct": -2.6421639014622023, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 3.351413973528736, "drawdown_pct": -2.6421639014622023, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 10:00:00+00:00", "gain_pct": 3.351413973528736, "drawdown_pct": -2.6421639014622023, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 0.7039175915940348, "drawdown_pct": -5.136126092341264, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": -0.34290676523443153, "drawdown_pct": -6.1222427813898195, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 19:00:00+00:00", "gain_pct": -0.34290676523443153, "drawdown_pct": -6.1222427813898195, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": -0.34290676523443153, "drawdown_pct": -6.1222427813898195, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": -0.34290676523443153, "drawdown_pct": -6.1222427813898195, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": -0.34290676523443153, "drawdown_pct": -6.1222427813898195, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 3.76060901229512, "drawdown_pct": -2.256698991163475, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 3.4732264344423953, "drawdown_pct": -2.527415615508133, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-10 03:00:00+00:00", "gain_pct": 3.4732264344423953, "drawdown_pct": -2.527415615508133, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-18 16:00:00+00:00", "gain_pct": 6.197674262186737, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 9.472307958199963, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 9.472307958199963, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 9.472307958199963, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 9.472307958199963, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 9.472307958199963, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 9.472307958199963, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 9.472307958199963, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-26 17:00:00+00:00", "gain_pct": 16.938651841553366, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 16.938651841553366, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-28 03:00:00+00:00", "gain_pct": 22.037129271307435, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 22.037129271307435, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 33.50030028126034, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 16:00:00+00:00", "gain_pct": 33.50030028126034, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 33.50030028126034, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 33.50030028126034, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-03 06:00:00+00:00", "gain_pct": 33.50030028126034, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 33.50030028126034, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 41.63616509915457, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 41.63616509915457, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 05:00:00+00:00", "gain_pct": 41.63616509915457, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 41.63616509915457, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 41.63616509915457, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 41.63616509915457, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 41.63616509915457, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 41.63616509915457, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 14:00:00+00:00", "gain_pct": 53.522599079261056, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 53.522599079261056, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 53.522599079261056, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 53.522599079261056, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-09 16:00:00+00:00", "gain_pct": 45.201043916640145, "drawdown_pct": -5.420410553578914, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 45.201043916640145, "drawdown_pct": -5.420410553578914, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 47.27191397536919, "drawdown_pct": -4.071508130646451, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 47.27191397536919, "drawdown_pct": -4.071508130646451, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 47.27191397536919, "drawdown_pct": -4.071508130646451, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 47.27191397536919, "drawdown_pct": -4.071508130646451, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 51.2973384774281, "drawdown_pct": -1.4494677755449548, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 51.2973384774281, "drawdown_pct": -1.4494677755449548, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 53.79100257377732, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 53.79100257377732, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 06:00:00+00:00", "gain_pct": 60.196887389656496, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 60.196887389656496, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 60.196887389656496, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 60.196887389656496, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 14:00:00+00:00", "gain_pct": 60.196887389656496, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 60.196887389656496, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 71.11186704488176, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-04-09 01:00:00+00:00", "gain_pct": 71.11186704488176, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-10 15:00:00+00:00", "gain_pct": 90.2076256540496, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 97.75714443114154, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 94.72519882066791, "drawdown_pct": -1.5331661564972343, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 98.75085260198586, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 98.75085260198586, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-08-14 12:00:00+00:00", "gain_pct": 98.53936820651299, "drawdown_pct": -0.10640678653911495, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-10-10 22:00:00+00:00", "gain_pct": 99.06809473806814, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-11 00:00:00+00:00", "gain_pct": 99.06809473806814, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-11 05:00:00+00:00", "gain_pct": 99.06809473806814, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 92.80157006499206, "drawdown_pct": -3.147930200126503, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 92.80157006499206, "drawdown_pct": -3.147930200126503, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 102.25385051424126, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 97.64499671402254, "drawdown_pct": -2.27874712323175, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 97.64499671402254, "drawdown_pct": -2.27874712323175, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-19 09:00:00+00:00", "gain_pct": 106.296488770353, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-11-04 19:00:00+00:00", "gain_pct": 108.81497935716999, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 108.81497935716999, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-04 21:00:00+00:00", "gain_pct": 108.81497935716999, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 119.05194128510624, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 119.05194128510624, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 119.05194128510624, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 119.05194128510624, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 123.60384524580431, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 132.02916113275012, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 139.72475477126895, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 130.8115610037431, "drawdown_pct": -3.7180948525863733, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 130.8115610037431, "drawdown_pct": -3.7180948525863733, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 130.8115610037431, "drawdown_pct": -3.7180948525863733, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 130.8115610037431, "drawdown_pct": -3.7180948525863733, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 130.8115610037431, "drawdown_pct": -3.7180948525863733, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 130.8115610037431, "drawdown_pct": -3.7180948525863733, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 130.8115610037431, "drawdown_pct": -3.7180948525863733, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 05:00:00+00:00", "gain_pct": 130.8115610037431, "drawdown_pct": -3.7180948525863733, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 130.8115610037431, "drawdown_pct": -3.7180948525863733, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 16:00:00+00:00", "gain_pct": 186.9616122258903, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2026-02-28 06:00:00+00:00", "gain_pct": 187.2216488014941, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2026-02-28 07:00:00+00:00", "gain_pct": 187.2216488014941, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 216.35722815559495, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a10_H20_c8_p70_cap3", "variant": "ridge_a10_H20_c8_p70_cap3", "gain_pct": 33.01172992163279, "max_drawdown_pct": -1.5793930352562824, "capital_score": 30.642640368748367, "stability_score": 20.446974674198835, "n_trades": 12, "skipped_by_capacity": 45, "avg_trade_ret_pct": 2.4521536006794022, "median_trade_ret_pct": 1.0846433970016878, "positive_month_rate": 0.6666666666666666, "worst_month_pct": 0.0, "month_gain_concentration": 0.8678266277819813, "top_asset_trade_share": 0.5833333333333334, "long_counts": { "XRP": 7, "ETH": 3, "BTC": 1, "SOL": 1 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 12, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.6923076923076925, "max_open_trades": 3, "avg_exposure": 0.8974358974358974, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 26.38962867956029, "2026-03-31 00:00:00+00:00": 4.019243132782847 } }, "selection_score": 1179.220057017555 }, { "name": "ridge_a10_H20_c8_p70_cap5", "variant": { "name": "ridge_a10_H20_c8_p70_cap5", "threshold": 0.03240668609283527, "pred_percentile": 70, "horizon": 20, "cost_bps": 8, "cap": 5, "delay_bars": 1 }, "model_diag": { "alpha": 10.0, "ykey": "y_H20_c8", "n_train": 12794, "target_mean": 0.014920496257193131 }, "val": { "label": "Validation ridge_a10_H20_c8_p70_cap5", "variant": "ridge_a10_H20_c8_p70_cap5", "gain_pct": 958.148801151551, "max_drawdown_pct": -15.769177306022343, "capital_score": 934.4950351925174, "stability_score": 915.8472003443277, "n_trades": 337, "skipped_by_capacity": 1634, "avg_trade_ret_pct": 0.7107145672565127, "median_trade_ret_pct": 0.695564832211906, "positive_month_rate": 0.7058823529411765, "worst_month_pct": -23.87780517459919, "month_gain_concentration": 0.2127452767491016, "top_asset_trade_share": 0.5756676557863502, "long_counts": { "SOL": 103, "XRP": 194, "ETH": 24, "BNB": 7, "BTC": 9 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 337, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.6, "max_open_trades": 5, "avg_exposure": 0.9199999999999999, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 37.37104587518223, "2024-10-31 00:00:00+00:00": 1.1762242717383344, "2024-11-30 00:00:00+00:00": 87.7909920161245, "2024-12-31 00:00:00+00:00": 67.85529106808733, "2025-01-31 00:00:00+00:00": 12.708191544905617, "2025-02-28 00:00:00+00:00": 83.79261183384108, "2025-03-31 00:00:00+00:00": 181.29092204547175, "2025-04-30 00:00:00+00:00": 181.56566047447598, "2025-05-31 00:00:00+00:00": 12.81767727284614, "2025-07-31 00:00:00+00:00": -3.5385265387582194, "2025-08-31 00:00:00+00:00": 16.474636385904432, "2025-10-31 00:00:00+00:00": -23.87780517459919, "2025-11-30 00:00:00+00:00": 83.854808670348, "2026-01-31 00:00:00+00:00": -1.2356799343025386, "2026-02-28 00:00:00+00:00": -6.285691935935233, "2026-03-31 00:00:00+00:00": 207.1901081704849 } }, "test": { "label": "Test ridge_a10_H20_c8_p70_cap5", "variant": "ridge_a10_H20_c8_p70_cap5", "gain_pct": 187.96432372481593, "max_drawdown_pct": -5.03806041053384, "capital_score": 180.40723310901518, "stability_score": 180.40723310901518, "n_trades": 169, "skipped_by_capacity": 518, "avg_trade_ret_pct": 0.6343769640870021, "median_trade_ret_pct": 0.6469698051494714, "positive_month_rate": 1.0, "worst_month_pct": 0.5505435106966274, "month_gain_concentration": 0.29152636892659706, "top_asset_trade_share": 0.4437869822485207, "long_counts": { "XRP": 75, "SOL": 57, "ETH": 25, "BNB": 7, "BTC": 5 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 169, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.237704918032787, "max_open_trades": 5, "avg_exposure": 0.8475409836065573, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 3.6482914934480988, "2025-02-28 00:00:00+00:00": 14.02180636535769, "2025-03-31 00:00:00+00:00": 18.665261600210712, "2025-04-30 00:00:00+00:00": 35.929447055122694, "2025-05-31 00:00:00+00:00": 8.154430153457525, "2025-07-31 00:00:00+00:00": 0.5505435106966274, "2025-08-31 00:00:00+00:00": 1.3885931592196812, "2025-10-31 00:00:00+00:00": 7.2750940840206795, "2025-11-30 00:00:00+00:00": 11.12993105170446, "2025-12-31 00:00:00+00:00": 4.130193827346233, "2026-01-31 00:00:00+00:00": 7.365621837705646, "2026-02-28 00:00:00+00:00": 52.744837597766065, "2026-03-31 00:00:00+00:00": 15.922420857051236 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": -0.25323868777900316, "drawdown_pct": -0.2532386877790005, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 2.036233788448385, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 3.667133600210491, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 3.667133600210491, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 3.667133600210491, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-01-19 14:00:00+00:00", "gain_pct": 3.667133600210491, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 3.667133600210491, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 01:00:00+00:00", "gain_pct": 3.667133600210491, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 3.667133600210491, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 3.667133600210491, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 1.980916337822194, "drawdown_pct": -1.6265688109899368, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 3.5364694965616366, "drawdown_pct": -0.12604197599670464, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 3.5364694965616366, "drawdown_pct": -0.12604197599670464, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-23 14:00:00+00:00", "gain_pct": 1.5097794501317026, "drawdown_pct": -2.081039645987093, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-27 14:00:00+00:00", "gain_pct": 2.5328962072432972, "drawdown_pct": -1.0941147435804988, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 3.6482914934480988, "drawdown_pct": -0.018175583821056218, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 4.473153869665708, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 4.473153869665708, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 00:00:00+00:00", "gain_pct": 4.473153869665708, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 4.473153869665708, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 4.473153869665708, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 4.473153869665708, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 4.473153869665708, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 4.473153869665708, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 4.473153869665708, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 10:00:00+00:00", "gain_pct": 4.473153869665708, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 2.86741504377936, "drawdown_pct": -1.5369870310315004, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 1.5927791263757882, "drawdown_pct": -2.7570477549508032, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 19:00:00+00:00", "gain_pct": 1.5927791263757882, "drawdown_pct": -2.7570477549508032, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 1.5927791263757882, "drawdown_pct": -2.7570477549508032, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": 1.5927791263757882, "drawdown_pct": -2.7570477549508032, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 1.5927791263757882, "drawdown_pct": -2.7570477549508032, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 4.293954136578435, "drawdown_pct": -0.17152706360413772, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 3.5695451709595147, "drawdown_pct": -0.8649195178251023, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-10 03:00:00+00:00", "gain_pct": 3.5695451709595147, "drawdown_pct": -0.8649195178251023, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-18 16:00:00+00:00", "gain_pct": 5.738541588913833, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 7.689121642034294, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 7.689121642034294, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 7.689121642034294, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 7.689121642034294, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 7.689121642034294, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 7.689121642034294, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 7.689121642034294, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-26 17:00:00+00:00", "gain_pct": 14.384176920226764, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 14.384176920226764, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-28 03:00:00+00:00", "gain_pct": 17.67009785880579, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 17.67009785880579, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 23.647355715563165, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-02 16:00:00+00:00", "gain_pct": 23.647355715563165, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 23.647355715563165, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 23.647355715563165, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-03 06:00:00+00:00", "gain_pct": 23.647355715563165, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 23.647355715563165, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 25.62323024699768, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 25.62323024699768, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 05:00:00+00:00", "gain_pct": 25.62323024699768, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 25.62323024699768, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 25.62323024699768, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 25.62323024699768, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 25.62323024699768, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 25.62323024699768, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-07 14:00:00+00:00", "gain_pct": 34.94617841847662, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 34.94617841847662, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 34.94617841847662, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 34.94617841847662, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-09 16:00:00+00:00", "gain_pct": 28.14750842804699, "drawdown_pct": -5.03806041053384, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 28.14750842804699, "drawdown_pct": -5.03806041053384, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 29.243854678227336, "drawdown_pct": -4.22562817789921, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 29.243854678227336, "drawdown_pct": -4.22562817789921, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 29.243854678227336, "drawdown_pct": -4.22562817789921, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 29.243854678227336, "drawdown_pct": -4.22562817789921, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 32.71133650942056, "drawdown_pct": -1.656098701902975, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 32.71133650942056, "drawdown_pct": -1.656098701902975, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 36.3353594590165, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 36.3353594590165, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-04-07 06:00:00+00:00", "gain_pct": 40.72361301906159, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 40.72361301906159, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 40.72361301906159, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 40.72361301906159, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 14:00:00+00:00", "gain_pct": 40.72361301906159, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 40.72361301906159, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 51.58196401798753, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-04-09 01:00:00+00:00", "gain_pct": 51.58196401798753, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-10 15:00:00+00:00", "gain_pct": 72.2648065141392, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 80.41923666759672, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 78.75699640757256, "drawdown_pct": -0.9213209692748414, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 80.96978017829335, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 80.96978017829335, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-08-14 12:00:00+00:00", "gain_pct": 82.35837333751303, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-10-10 22:00:00+00:00", "gain_pct": 82.64967697693461, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-11 00:00:00+00:00", "gain_pct": 82.64967697693461, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-11 05:00:00+00:00", "gain_pct": 82.64967697693461, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 76.91206694717022, "drawdown_pct": -3.141319560334588, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 76.91206694717022, "drawdown_pct": -3.141319560334588, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 85.61366345344575, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 81.39042610349497, "drawdown_pct": -2.275283657126903, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 81.39042610349497, "drawdown_pct": -2.275283657126903, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-19 09:00:00+00:00", "gain_pct": 89.63346742153371, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-11-04 19:00:00+00:00", "gain_pct": 91.02250735767603, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 91.02250735767603, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-04 21:00:00+00:00", "gain_pct": 91.02250735767603, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 100.76339847323817, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 100.76339847323817, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 100.76339847323817, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 100.76339847323817, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 104.8935923005844, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 112.25921413829005, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 119.31466168449379, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 112.3656851727039, "drawdown_pct": -3.1684961043720317, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 112.3656851727039, "drawdown_pct": -3.1684961043720317, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 112.3656851727039, "drawdown_pct": -3.1684961043720317, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 112.3656851727039, "drawdown_pct": -3.1684961043720317, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 112.3656851727039, "drawdown_pct": -3.1684961043720317, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 112.3656851727039, "drawdown_pct": -3.1684961043720317, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 112.3656851727039, "drawdown_pct": -3.1684961043720317, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 05:00:00+00:00", "gain_pct": 112.3656851727039, "drawdown_pct": -3.1684961043720317, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 112.3656851727039, "drawdown_pct": -3.1684961043720317, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 16:00:00+00:00", "gain_pct": 164.86004648259933, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2026-02-28 06:00:00+00:00", "gain_pct": 165.0040517360561, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2026-02-28 07:00:00+00:00", "gain_pct": 165.0040517360561, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 180.92647259310735, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a10_H20_c8_p70_cap5", "variant": "ridge_a10_H20_c8_p70_cap5", "gain_pct": 27.728506525908358, "max_drawdown_pct": -0.9491444478500255, "capital_score": 26.30478985413332, "stability_score": 15.764918139076814, "n_trades": 16, "skipped_by_capacity": 41, "avg_trade_ret_pct": 1.5577135985028878, "median_trade_ret_pct": 0.6507860382010127, "positive_month_rate": 0.6666666666666666, "worst_month_pct": 0.0, "month_gain_concentration": 0.9065948686022602, "top_asset_trade_share": 0.5625, "long_counts": { "XRP": 9, "ETH": 4, "BTC": 1, "SOL": 2 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 16, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.076923076923077, "max_open_trades": 5, "avg_exposure": 0.8153846153846154, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 22.72858113449965, "2026-03-31 00:00:00+00:00": 2.3416921724090543 } }, "selection_score": 919.4950351925174 }, { "name": "ridge_a10_H20_c8_p80_cap1", "variant": { "name": "ridge_a10_H20_c8_p80_cap1", "threshold": 0.05285246474917103, "pred_percentile": 80, "horizon": 20, "cost_bps": 8, "cap": 1, "delay_bars": 1 }, "model_diag": { "alpha": 10.0, "ykey": "y_H20_c8", "n_train": 12794, "target_mean": 0.014920496257193131 }, "val": { "label": "Validation ridge_a10_H20_c8_p80_cap1", "variant": "ridge_a10_H20_c8_p80_cap1", "gain_pct": 867.4007616852468, "max_drawdown_pct": -16.316276552477472, "capital_score": 842.9263468565306, "stability_score": 830.8631487868544, "n_trades": 64, "skipped_by_capacity": 1250, "avg_trade_ret_pct": 3.801370359217375, "median_trade_ret_pct": 3.4822851950561193, "positive_month_rate": 0.875, "worst_month_pct": -15.813198069676218, "month_gain_concentration": 0.2024191389679031, "top_asset_trade_share": 0.625, "long_counts": { "SOL": 18, "ETH": 5, "XRP": 40, "BTC": 1 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 64, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 26.326706584560867, "2024-10-31 00:00:00+00:00": 4.157656682096956, "2024-11-30 00:00:00+00:00": 93.27524778554115, "2024-12-31 00:00:00+00:00": 71.06556808339678, "2025-01-31 00:00:00+00:00": 11.855114854705448, "2025-02-28 00:00:00+00:00": 71.90554741447352, "2025-03-31 00:00:00+00:00": 136.8162193816084, "2025-04-30 00:00:00+00:00": 105.33328410611682, "2025-05-31 00:00:00+00:00": 64.22426147584781, "2025-07-31 00:00:00+00:00": -15.813198069676218, "2025-10-31 00:00:00+00:00": 14.328127747099984, "2025-11-30 00:00:00+00:00": 32.974846373701325, "2026-01-31 00:00:00+00:00": 41.926585607976904, "2026-02-28 00:00:00+00:00": 6.1232836816413965, "2026-03-31 00:00:00+00:00": 172.65742828277462 } }, "test": { "label": "Test ridge_a10_H20_c8_p80_cap1", "variant": "ridge_a10_H20_c8_p80_cap1", "gain_pct": 125.80937188857274, "max_drawdown_pct": -19.67332306666405, "capital_score": 96.29938728857667, "stability_score": 96.29938728857667, "n_trades": 35, "skipped_by_capacity": 400, "avg_trade_ret_pct": 2.5197810596186434, "median_trade_ret_pct": 3.0851631169511307, "positive_month_rate": 0.9166666666666666, "worst_month_pct": -4.0802559078922656, "month_gain_concentration": 0.32354327453255244, "top_asset_trade_share": 0.4857142857142857, "long_counts": { "XRP": 17, "SOL": 13, "ETH": 4, "BNB": 1 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 35, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": -4.0802559078922656, "2025-02-28 00:00:00+00:00": 21.05661720901591, "2025-03-31 00:00:00+00:00": 14.903683987200154, "2025-04-30 00:00:00+00:00": 20.24425223473105, "2025-05-31 00:00:00+00:00": 0.2851162714041209, "2025-07-31 00:00:00+00:00": 1.0749524989168435, "2025-10-31 00:00:00+00:00": 1.7864336127991294, "2025-11-30 00:00:00+00:00": 14.569781718994307, "2025-12-31 00:00:00+00:00": 3.966640328734826, "2026-01-31 00:00:00+00:00": 6.468421385069121, "2026-02-28 00:00:00+00:00": 1.4555826550334245, "2026-03-31 00:00:00+00:00": 41.04287355240032 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": -1.26619343889503, "drawdown_pct": -1.2661934388950247, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 6.1393355622129775, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 14.621744994722107, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 14.621744994722107, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 14.621744994722107, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 14.621744994722107, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 14.621744994722107, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 14.621744994722107, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 2.845528152911072, "drawdown_pct": -10.273981470403616, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 2.845528152911072, "drawdown_pct": -10.273981470403616, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 2.845528152911072, "drawdown_pct": -10.273981470403616, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": -4.0802559078922656, "drawdown_pct": -16.316276552477483, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": -0.2634738414457871, "drawdown_pct": -12.986383026059588, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": -0.2634738414457871, "drawdown_pct": -12.986383026059588, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 00:00:00+00:00", "gain_pct": -0.2634738414457871, "drawdown_pct": -12.986383026059588, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": -0.2634738414457871, "drawdown_pct": -12.986383026059588, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": -0.2634738414457871, "drawdown_pct": -12.986383026059588, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": -0.2634738414457871, "drawdown_pct": -12.986383026059588, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": -0.2634738414457871, "drawdown_pct": -12.986383026059588, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": -0.2634738414457871, "drawdown_pct": -12.986383026059588, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": -0.2634738414457871, "drawdown_pct": -12.986383026059588, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 10:00:00+00:00", "gain_pct": -0.2634738414457871, "drawdown_pct": -12.986383026059588, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": -7.9281612027373995, "drawdown_pct": -19.67332306666405, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": -7.9281612027373995, "drawdown_pct": -19.67332306666405, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": -7.9281612027373995, "drawdown_pct": -19.67332306666405, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": -7.9281612027373995, "drawdown_pct": -19.67332306666405, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": -7.9281612027373995, "drawdown_pct": -19.67332306666405, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": -0.13043854972396218, "drawdown_pct": -12.870318406970116, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 0.7855203955755456, "drawdown_pct": -12.071203941087848, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 4.290663574742453, "drawdown_pct": -9.013195027222242, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 4.290663574742453, "drawdown_pct": -9.013195027222242, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 4.290663574742453, "drawdown_pct": -9.013195027222242, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 4.290663574742453, "drawdown_pct": -9.013195027222242, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 4.290663574742453, "drawdown_pct": -9.013195027222242, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 4.290663574742453, "drawdown_pct": -9.013195027222242, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 4.290663574742453, "drawdown_pct": -9.013195027222242, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 11.984695205035749, "drawdown_pct": -2.3006540249476903, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 16.976361301123646, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 14.117325982840384, "drawdown_pct": -2.444113739290843, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 14.117325982840384, "drawdown_pct": -2.444113739290843, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 14.117325982840384, "drawdown_pct": -2.444113739290843, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 14.117325982840384, "drawdown_pct": -2.444113739290843, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 20.935260186583804, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 20.935260186583804, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 20.935260186583804, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 20.935260186583804, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 20.935260186583804, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 20.935260186583804, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 20.935260186583804, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 14:00:00+00:00", "gain_pct": 30.813051871538818, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 30.813051871538818, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 30.813051871538818, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 30.813051871538818, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 23.59033098955291, "drawdown_pct": -5.521406907529968, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 26.331062725477466, "drawdown_pct": -3.426255317751292, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 26.331062725477466, "drawdown_pct": -3.426255317751292, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 26.331062725477466, "drawdown_pct": -3.426255317751292, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 26.331062725477466, "drawdown_pct": -3.426255317751292, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 29.7531132850566, "drawdown_pct": -0.8102697485592669, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 29.7531132850566, "drawdown_pct": -0.8102697485592669, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 31.8800452883238, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 31.8800452883238, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 37.29871628003383, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 37.29871628003383, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 37.29871628003383, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 37.29871628003383, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 52.12429752305485, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 52.40941379445897, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 48.89084098285443, "drawdown_pct": -2.3086322058489928, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 53.484366293375814, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 53.484366293375814, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 51.6056933104679, "drawdown_pct": -1.22401585795191, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 51.6056933104679, "drawdown_pct": -1.22401585795191, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 58.92004692957093, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 55.27079990617494, "drawdown_pct": -2.296278596628676, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 55.27079990617494, "drawdown_pct": -2.296278596628676, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-04 19:00:00+00:00", "gain_pct": 62.0238868203582, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 62.0238868203582, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 69.84058162516925, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 69.84058162516925, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 69.84058162516925, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 69.84058162516925, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 73.80722195390408, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 80.2756433389732, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 86.18984391681127, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 81.73122599400662, "drawdown_pct": -2.394662259235114, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 81.73122599400662, "drawdown_pct": -2.394662259235114, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 81.73122599400662, "drawdown_pct": -2.394662259235114, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 81.73122599400662, "drawdown_pct": -2.394662259235114, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 81.73122599400662, "drawdown_pct": -2.394662259235114, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 81.73122599400662, "drawdown_pct": -2.394662259235114, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 81.73122599400662, "drawdown_pct": -2.394662259235114, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 81.73122599400662, "drawdown_pct": -2.394662259235114, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 122.77409954640694, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a10_H20_c8_p80_cap1", "variant": "ridge_a10_H20_c8_p80_cap1", "gain_pct": 25.27855469942081, "max_drawdown_pct": -2.378518469735913, "capital_score": 21.71077699481694, "stability_score": 4.083958009077239, "n_trades": 4, "skipped_by_capacity": 31, "avg_trade_ret_pct": 6.212248793936798, "median_trade_ret_pct": 2.321566026165436, "positive_month_rate": 0.6666666666666666, "worst_month_pct": 0.0, "month_gain_concentration": 0.965072759429588, "top_asset_trade_share": 0.75, "long_counts": { "XRP": 3, "ETH": 1 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 4, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 0.8240939951664927, "2026-03-31 00:00:00+00:00": 22.770498125706894 } }, "selection_score": 727.9263468565306 }, { "name": "ridge_a10_H20_c8_p80_cap2", "variant": { "name": "ridge_a10_H20_c8_p80_cap2", "threshold": 0.05285246474917103, "pred_percentile": 80, "horizon": 20, "cost_bps": 8, "cap": 2, "delay_bars": 1 }, "model_diag": { "alpha": 10.0, "ykey": "y_H20_c8", "n_train": 12794, "target_mean": 0.014920496257193131 }, "val": { "label": "Validation ridge_a10_H20_c8_p80_cap2", "variant": "ridge_a10_H20_c8_p80_cap2", "gain_pct": 768.134494011949, "max_drawdown_pct": -15.968136720429815, "capital_score": 744.1822889313042, "stability_score": 741.4000350394753, "n_trades": 123, "skipped_by_capacity": 1191, "avg_trade_ret_pct": 1.8212063703658805, "median_trade_ret_pct": 1.7095073059901333, "positive_month_rate": 0.875, "worst_month_pct": -6.989570964999757, "month_gain_concentration": 0.2163472452398866, "top_asset_trade_share": 0.6097560975609756, "long_counts": { "SOL": 36, "ETH": 9, "XRP": 75, "BTC": 2, "BNB": 1 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 123, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.9468599033816425, "max_open_trades": 2, "avg_exposure": 0.9734299516908212, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 13.733823146962905, "2024-10-31 00:00:00+00:00": 3.8353208453220446, "2024-11-30 00:00:00+00:00": 90.43909185798458, "2024-12-31 00:00:00+00:00": 72.25648095502058, "2025-01-31 00:00:00+00:00": 13.605794158666924, "2025-02-28 00:00:00+00:00": 66.33024437711595, "2025-03-31 00:00:00+00:00": 94.15491257224494, "2025-04-30 00:00:00+00:00": 78.24073398564292, "2025-05-31 00:00:00+00:00": 72.91979485957688, "2025-07-31 00:00:00+00:00": -6.989570964999757, "2025-10-31 00:00:00+00:00": 12.884584138277319, "2025-11-30 00:00:00+00:00": 29.853876563073072, "2026-01-31 00:00:00+00:00": 38.07582071504169, "2026-02-28 00:00:00+00:00": 5.764160063095915, "2026-03-31 00:00:00+00:00": 163.46276220686116 } }, "test": { "label": "Test ridge_a10_H20_c8_p80_cap2", "variant": "ridge_a10_H20_c8_p80_cap2", "gain_pct": 130.3846880768727, "max_drawdown_pct": -10.991169450564763, "capital_score": 113.89793390102554, "stability_score": 113.89793390102554, "n_trades": 65, "skipped_by_capacity": 370, "avg_trade_ret_pct": 1.3317819421297747, "median_trade_ret_pct": 1.3543979151886776, "positive_month_rate": 0.9166666666666666, "worst_month_pct": -2.6936730139691036, "month_gain_concentration": 0.33685396366801484, "top_asset_trade_share": 0.4461538461538462, "long_counts": { "XRP": 29, "SOL": 25, "ETH": 9, "BNB": 2 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 65, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.9263157894736842, "max_open_trades": 2, "avg_exposure": 0.9631578947368421, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": -2.6936730139691036, "2025-02-28 00:00:00+00:00": 20.0426018731671, "2025-03-31 00:00:00+00:00": 13.21381144646, "2025-04-30 00:00:00+00:00": 20.49947525208799, "2025-05-31 00:00:00+00:00": 0.14156284154194054, "2025-07-31 00:00:00+00:00": 1.1223717008425638, "2025-10-31 00:00:00+00:00": 4.495940450635402, "2025-11-30 00:00:00+00:00": 14.518103473920632, "2025-12-31 00:00:00+00:00": 4.02502869077648, "2026-01-31 00:00:00+00:00": 6.587125821449092, "2026-02-28 00:00:00+00:00": 1.5438529458360506, "2026-03-31 00:00:00+00:00": 43.781307979850766 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": -0.6330967194475079, "drawdown_pct": -0.6330967194475123, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 3.0934104903145823, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 7.212903574290053, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 7.212903574290053, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 7.212903574290053, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 7.212903574290053, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 7.212903574290053, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 7.212903574290053, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 1.7053866507379212, "drawdown_pct": -5.136990735201808, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 5.583762653491462, "drawdown_pct": -1.519538102677842, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 5.583762653491462, "drawdown_pct": -1.519538102677842, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": -2.6936730139691036, "drawdown_pct": -9.240097281195903, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": -0.7576949350689972, "drawdown_pct": -7.434364935220749, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": -0.7576949350689972, "drawdown_pct": -7.434364935220749, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 00:00:00+00:00", "gain_pct": -0.7576949350689972, "drawdown_pct": -7.434364935220749, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": -0.7576949350689972, "drawdown_pct": -7.434364935220749, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": -0.7576949350689972, "drawdown_pct": -7.434364935220749, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": -0.7576949350689972, "drawdown_pct": -7.434364935220749, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": -0.7576949350689972, "drawdown_pct": -7.434364935220749, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": -0.7576949350689972, "drawdown_pct": -7.434364935220749, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": -0.7576949350689972, "drawdown_pct": -7.434364935220749, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 10:00:00+00:00", "gain_pct": -0.7576949350689972, "drawdown_pct": -7.434364935220749, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": -4.57104833043077, "drawdown_pct": -10.991169450564763, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": -3.746612844781481, "drawdown_pct": -10.222199057856363, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": -3.746612844781481, "drawdown_pct": -10.222199057856363, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": -3.746612844781481, "drawdown_pct": -10.222199057856363, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": -3.746612844781481, "drawdown_pct": -10.222199057856363, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 1.2737421282209311, "drawdown_pct": -5.539595746470716, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 2.2047093110315643, "drawdown_pct": -4.671260731025917, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 4.440753270235177, "drawdown_pct": -2.5856498720175036, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 4.440753270235177, "drawdown_pct": -2.5856498720175036, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 4.440753270235177, "drawdown_pct": -2.5856498720175036, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 4.440753270235177, "drawdown_pct": -2.5856498720175036, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 4.440753270235177, "drawdown_pct": -2.5856498720175036, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 4.440753270235177, "drawdown_pct": -2.5856498720175036, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 4.440753270235177, "drawdown_pct": -2.5856498720175036, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 12.287968548165338, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 17.348928859197997, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 14.498312724891804, "drawdown_pct": -2.4291795093643542, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 14.498312724891804, "drawdown_pct": -2.4291795093643542, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 14.498312724891804, "drawdown_pct": -2.4291795093643542, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 14.498312724891804, "drawdown_pct": -2.4291795093643542, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 21.441183231098336, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 21.441183231098336, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 21.441183231098336, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 21.441183231098336, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 21.441183231098336, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 21.441183231098336, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 21.441183231098336, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 14:00:00+00:00", "gain_pct": 31.56284208455, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 31.56284208455, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 31.56284208455, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 31.56284208455, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 24.398992637751476, "drawdown_pct": -5.445192071933668, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 25.038587021548636, "drawdown_pct": -4.95904083525992, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 25.038587021548636, "drawdown_pct": -4.95904083525992, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 25.038587021548636, "drawdown_pct": -4.95904083525992, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 25.038587021548636, "drawdown_pct": -4.95904083525992, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 28.448564052938423, "drawdown_pct": -2.3671410424610295, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 28.448564052938423, "drawdown_pct": -2.3671410424610295, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 30.562740305657996, "drawdown_pct": -0.7601703969341678, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 30.562740305657996, "drawdown_pct": -0.7601703969341678, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 35.982390481005865, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 35.982390481005865, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 35.982390481005865, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 35.982390481005865, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 51.062215557745986, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 51.20377839928793, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 47.73318635661454, "drawdown_pct": -2.2953077491942753, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 52.32615010013049, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 52.32615010013049, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 53.01476637207293, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 53.01476637207293, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 60.48614385648108, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 56.82209055076589, "drawdown_pct": -2.28309635814532, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 56.82209055076589, "drawdown_pct": -2.28309635814532, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-04 19:00:00+00:00", "gain_pct": 63.36379937082677, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 63.36379937082677, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 71.34019402468653, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 71.34019402468653, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 71.34019402468653, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 71.34019402468653, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 75.365222715463, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 81.9523485369121, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 87.9705129270979, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 83.49620148274815, "drawdown_pct": -2.3803262408955916, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 83.49620148274815, "drawdown_pct": -2.3803262408955916, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 83.49620148274815, "drawdown_pct": -2.3803262408955916, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 83.49620148274815, "drawdown_pct": -2.3803262408955916, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 83.49620148274815, "drawdown_pct": -2.3803262408955916, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 83.49620148274815, "drawdown_pct": -2.3803262408955916, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 83.49620148274815, "drawdown_pct": -2.3803262408955916, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 83.49620148274815, "drawdown_pct": -2.3803262408955916, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 127.27750946259891, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a10_H20_c8_p80_cap2", "variant": "ridge_a10_H20_c8_p80_cap2", "gain_pct": 25.87328443459718, "max_drawdown_pct": -2.364375094458726, "capital_score": 22.32672179290909, "stability_score": 10.121267155717213, "n_trades": 7, "skipped_by_capacity": 28, "avg_trade_ret_pct": 3.4630791043010962, "median_trade_ret_pct": 1.6403215842967622, "positive_month_rate": 0.6666666666666666, "worst_month_pct": 0.0, "month_gain_concentration": 0.9625038997733895, "top_asset_trade_share": 0.5714285714285714, "long_counts": { "XRP": 4, "ETH": 3 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 7, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.9090909090909092, "max_open_trades": 2, "avg_exposure": 0.9545454545454546, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 0.9382117411406483, "2026-03-31 00:00:00+00:00": 24.08337011591901 } }, "selection_score": 729.1822889313042 }, { "name": "ridge_a10_H20_c8_p80_cap3", "variant": { "name": "ridge_a10_H20_c8_p80_cap3", "threshold": 0.05285246474917103, "pred_percentile": 80, "horizon": 20, "cost_bps": 8, "cap": 3, "delay_bars": 1 }, "model_diag": { "alpha": 10.0, "ykey": "y_H20_c8", "n_train": 12794, "target_mean": 0.014920496257193131 }, "val": { "label": "Validation ridge_a10_H20_c8_p80_cap3", "variant": "ridge_a10_H20_c8_p80_cap3", "gain_pct": 619.6774042895313, "max_drawdown_pct": -16.057119184950096, "capital_score": 595.5917255121061, "stability_score": 593.5121800575606, "n_trades": 176, "skipped_by_capacity": 1138, "avg_trade_ret_pct": 1.1486596322455018, "median_trade_ret_pct": 1.1166096300956319, "positive_month_rate": 0.8125, "worst_month_pct": -3.842606251625284, "month_gain_concentration": 0.2259981979523973, "top_asset_trade_share": 0.6193181818181818, "long_counts": { "SOL": 52, "ETH": 11, "XRP": 109, "BTC": 3, "BNB": 1 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 176, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.8309178743961354, "max_open_trades": 3, "avg_exposure": 0.9436392914653783, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 9.794475635431425, "2024-10-31 00:00:00+00:00": 1.7356240853391682, "2024-11-30 00:00:00+00:00": 76.13783503075994, "2024-12-31 00:00:00+00:00": 68.17409080652607, "2025-01-31 00:00:00+00:00": -1.4719776834482161, "2025-02-28 00:00:00+00:00": 55.6257415174762, "2025-03-31 00:00:00+00:00": 71.20794010936237, "2025-04-30 00:00:00+00:00": 64.13500433557004, "2025-05-31 00:00:00+00:00": 53.99670494225995, "2025-07-31 00:00:00+00:00": -3.842606251625284, "2025-10-31 00:00:00+00:00": 10.685670207578198, "2025-11-30 00:00:00+00:00": 24.815882794012566, "2026-01-31 00:00:00+00:00": 31.68385398495343, "2026-02-28 00:00:00+00:00": 4.8517530004542095, "2026-03-31 00:00:00+00:00": 138.0643067063943 } }, "test": { "label": "Test ridge_a10_H20_c8_p80_cap3", "variant": "ridge_a10_H20_c8_p80_cap3", "gain_pct": 122.76336049317035, "max_drawdown_pct": -6.531361206096575, "capital_score": 112.9663186840255, "stability_score": 112.9663186840255, "n_trades": 89, "skipped_by_capacity": 346, "avg_trade_ret_pct": 0.9219292546680866, "median_trade_ret_pct": 1.028387705650377, "positive_month_rate": 0.9166666666666666, "worst_month_pct": -0.9366746444321166, "month_gain_concentration": 0.3549590105960648, "top_asset_trade_share": 0.4606741573033708, "long_counts": { "XRP": 41, "SOL": 32, "ETH": 13, "BNB": 3 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 89, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.778947368421053, "max_open_trades": 3, "avg_exposure": 0.9263157894736842, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 0.2437118745733784, "2025-02-28 00:00:00+00:00": 14.836095530425567, "2025-03-31 00:00:00+00:00": 13.948362762456725, "2025-04-30 00:00:00+00:00": 20.41592742188587, "2025-05-31 00:00:00+00:00": 0.09336431804300105, "2025-07-31 00:00:00+00:00": 0.7514095036724768, "2025-10-31 00:00:00+00:00": 3.6115173712921376, "2025-11-30 00:00:00+00:00": 14.611747778205228, "2025-12-31 00:00:00+00:00": 3.501685752409429, "2026-01-31 00:00:00+00:00": 6.481421588767944, "2026-02-28 00:00:00+00:00": -0.9366746444321166, "2026-03-31 00:00:00+00:00": 43.19507530459816 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": -0.42206447963167193, "drawdown_pct": -0.4220644796316675, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 2.0675498178115106, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 4.786550405550656, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 4.786550405550656, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 4.786550405550656, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 4.786550405550656, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 4.786550405550656, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 4.786550405550656, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 1.1979668148368603, "drawdown_pct": -3.4246604901345234, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 3.770651041615153, "drawdown_pct": -0.9694940428935928, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 3.770651041615153, "drawdown_pct": -0.9694940428935928, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 0.2437118745733784, "drawdown_pct": -4.335325968261516, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 1.5733248247132252, "drawdown_pct": -3.0664484787421897, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 1.5733248247132252, "drawdown_pct": -3.0664484787421897, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 00:00:00+00:00", "gain_pct": 1.5733248247132252, "drawdown_pct": -3.0664484787421897, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 1.5733248247132252, "drawdown_pct": -3.0664484787421897, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 1.5733248247132252, "drawdown_pct": -3.0664484787421897, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 1.5733248247132252, "drawdown_pct": -3.0664484787421897, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 1.5733248247132252, "drawdown_pct": -3.0664484787421897, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 1.5733248247132252, "drawdown_pct": -3.0664484787421897, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 1.5733248247132252, "drawdown_pct": -3.0664484787421897, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 10:00:00+00:00", "gain_pct": 1.5733248247132252, "drawdown_pct": -3.0664484787421897, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": -1.0286232245256883, "drawdown_pct": -5.549542004742158, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": -2.0574376968443175, "drawdown_pct": -6.531361206096575, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": -2.0574376968443175, "drawdown_pct": -6.531361206096575, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": -2.0574376968443175, "drawdown_pct": -6.531361206096575, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": -2.0574376968443175, "drawdown_pct": -6.531361206096575, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 1.9754799476215794, "drawdown_pct": -2.6826634210683653, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 1.6930415870136102, "drawdown_pct": -2.9522002647900725, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 4.370617185992245, "drawdown_pct": -0.39693378391467693, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 4.370617185992245, "drawdown_pct": -0.39693378391467693, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 4.370617185992245, "drawdown_pct": -0.39693378391467693, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 4.370617185992245, "drawdown_pct": -0.39693378391467693, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 4.370617185992245, "drawdown_pct": -0.39693378391467693, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 4.370617185992245, "drawdown_pct": -0.39693378391467693, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 4.370617185992245, "drawdown_pct": -0.39693378391467693, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 11.489010264230814, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 15.079807404998945, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 13.21232483039195, "drawdown_pct": -1.622771724004357, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 13.21232483039195, "drawdown_pct": -1.622771724004357, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 13.21232483039195, "drawdown_pct": -1.622771724004357, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 13.21232483039195, "drawdown_pct": -1.622771724004357, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 20.11178624432928, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 20.11178624432928, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 20.11178624432928, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 20.11178624432928, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 20.11178624432928, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 20.11178624432928, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 20.11178624432928, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 14:00:00+00:00", "gain_pct": 30.191844656150863, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 30.191844656150863, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 30.191844656150863, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 30.191844656150863, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 23.13491216850977, "drawdown_pct": -5.420410553578936, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 23.55876000083289, "drawdown_pct": -5.09485419216279, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 23.55876000083289, "drawdown_pct": -5.09485419216279, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 23.55876000083289, "drawdown_pct": -5.09485419216279, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 23.55876000083289, "drawdown_pct": -5.09485419216279, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 26.9360262189833, "drawdown_pct": -2.5007852417841425, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 26.9360262189833, "drawdown_pct": -2.5007852417841425, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 29.02817016745567, "drawdown_pct": -0.8938151938537864, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 29.02817016745567, "drawdown_pct": -0.8938151938537864, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 34.40260418676621, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 34.40260418676621, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 34.40260418676621, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 34.40260418676621, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 49.44409758934154, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 49.53746190738454, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 47.244804150135565, "drawdown_pct": -1.5331661564972454, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 50.288871411057016, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 50.288871411057016, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 50.12895385246259, "drawdown_pct": -0.10640678653912605, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 50.12895385246259, "drawdown_pct": -0.10640678653912605, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 57.48916868311733, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 53.900388782349154, "drawdown_pct": -2.2787471232317724, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 53.900388782349154, "drawdown_pct": -2.2787471232317724, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-04 19:00:00+00:00", "gain_pct": 60.63705307010338, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 60.63705307010338, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 68.51213656055438, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 68.51213656055438, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 68.51213656055438, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 68.51213656055438, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 72.01382231296381, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 78.49524390173175, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 84.4153052283774, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 77.55856925729964, "drawdown_pct": -3.7180948525863844, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 77.55856925729964, "drawdown_pct": -3.7180948525863844, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 77.55856925729964, "drawdown_pct": -3.7180948525863844, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 77.55856925729964, "drawdown_pct": -3.7180948525863844, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 77.55856925729964, "drawdown_pct": -3.7180948525863844, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 77.55856925729964, "drawdown_pct": -3.7180948525863844, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 77.55856925729964, "drawdown_pct": -3.7180948525863844, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 77.55856925729964, "drawdown_pct": -3.7180948525863844, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 120.7536445618978, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 } ] }, "recent": { "label": "Recent ridge_a10_H20_c8_p80_cap3", "variant": "ridge_a10_H20_c8_p80_cap3", "gain_pct": 25.83937318489528, "max_drawdown_pct": -1.5793930352563046, "capital_score": 23.470283632010823, "stability_score": 9.347383511637386, "n_trades": 8, "skipped_by_capacity": 27, "avg_trade_ret_pct": 2.977810283890271, "median_trade_ret_pct": 1.1181487216075616, "positive_month_rate": 0.6666666666666666, "worst_month_pct": 0.0, "month_gain_concentration": 0.9749160048149376, "top_asset_trade_share": 0.625, "long_counts": { "XRP": 5, "ETH": 3 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 8, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.5454545454545454, "max_open_trades": 3, "avg_exposure": 0.8484848484848485, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 0.6338836263734322, "2026-03-31 00:00:00+00:00": 24.636557613023342 } }, "selection_score": 580.5917255121061 }, { "name": "ridge_a10_H20_c8_p80_cap5", "variant": { "name": "ridge_a10_H20_c8_p80_cap5", "threshold": 0.05285246474917103, "pred_percentile": 80, "horizon": 20, "cost_bps": 8, "cap": 5, "delay_bars": 1 }, "model_diag": { "alpha": 10.0, "ykey": "y_H20_c8", "n_train": 12794, "target_mean": 0.014920496257193131 }, "val": { "label": "Validation ridge_a10_H20_c8_p80_cap5", "variant": "ridge_a10_H20_c8_p80_cap5", "gain_pct": 499.9961472915476, "max_drawdown_pct": -17.120469440912544, "capital_score": 474.3154431301788, "stability_score": 469.30112138936465, "n_trades": 267, "skipped_by_capacity": 1047, "avg_trade_ret_pct": 0.6812843746382308, "median_trade_ret_pct": 0.6856498322103691, "positive_month_rate": 0.75, "worst_month_pct": -9.087355448679347, "month_gain_concentration": 0.23295858023376914, "top_asset_trade_share": 0.6142322097378277, "long_counts": { "SOL": 84, "ETH": 15, "XRP": 164, "BTC": 3, "BNB": 1 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 267, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.454106280193237, "max_open_trades": 5, "avg_exposure": 0.8908212560386473, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 10.208262430455491, "2024-10-31 00:00:00+00:00": 0.6127748072259465, "2024-11-30 00:00:00+00:00": 61.598431598307414, "2024-12-31 00:00:00+00:00": 62.880060914667865, "2025-01-31 00:00:00+00:00": -9.087355448679347, "2025-02-28 00:00:00+00:00": 44.60555350568296, "2025-03-31 00:00:00+00:00": 60.43968123619322, "2025-04-30 00:00:00+00:00": 51.16604899213394, "2025-05-31 00:00:00+00:00": 44.549063363123366, "2025-07-31 00:00:00+00:00": -1.971445027829077, "2025-10-31 00:00:00+00:00": 9.178633997098757, "2025-11-30 00:00:00+00:00": 21.355562206875618, "2026-01-31 00:00:00+00:00": 22.724351888039337, "2026-02-28 00:00:00+00:00": -3.587144961126228, "2026-03-31 00:00:00+00:00": 118.24011741173615 } }, "test": { "label": "Test ridge_a10_H20_c8_p80_cap5", "variant": "ridge_a10_H20_c8_p80_cap5", "gain_pct": 112.74842357293929, "max_drawdown_pct": -5.038060410533829, "capital_score": 105.19133295713854, "stability_score": 105.19133295713854, "n_trades": 132, "skipped_by_capacity": 303, "avg_trade_ret_pct": 0.5799967256971699, "median_trade_ret_pct": 0.6170326233902261, "positive_month_rate": 1.0, "worst_month_pct": 0.05314294675170572, "month_gain_concentration": 0.3758021880690468, "top_asset_trade_share": 0.4696969696969697, "long_counts": { "XRP": 62, "SOL": 48, "ETH": 17, "BNB": 5 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 132, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.242105263157895, "max_open_trades": 5, "avg_exposure": 0.8484210526315791, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 3.1596527279083375, "2025-02-28 00:00:00+00:00": 10.636088565571285, "2025-03-31 00:00:00+00:00": 10.791684623040652, "2025-04-30 00:00:00+00:00": 17.185146429074493, "2025-05-31 00:00:00+00:00": 0.05314294675170572, "2025-07-31 00:00:00+00:00": 0.4327766187591635, "2025-10-31 00:00:00+00:00": 4.720327803098769, "2025-11-30 00:00:00+00:00": 14.793297718942512, "2025-12-31 00:00:00+00:00": 1.9150411699550887, "2026-01-31 00:00:00+00:00": 5.8843114439141, "2026-02-28 00:00:00+00:00": 0.08505849744278748, "2026-03-31 00:00:00+00:00": 41.937147711753425 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": -0.25323868777900316, "drawdown_pct": -0.2532386877790005, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 1.2430624463357702, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 2.8612845754304743, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 2.8612845754304743, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 2.8612845754304743, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 2.8612845754304743, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 2.8612845754304743, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 2.8612845754304743, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 0.7476947119307056, "drawdown_pct": -2.0547962940807185, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 2.284437078764469, "drawdown_pct": -0.5608013734681561, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 2.284437078764469, "drawdown_pct": -0.5608013734681561, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 3.1596527279083375, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 3.9806263788276652, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 3.9806263788276652, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 00:00:00+00:00", "gain_pct": 3.9806263788276652, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 3.9806263788276652, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 3.9806263788276652, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 3.9806263788276652, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 3.9806263788276652, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 3.9806263788276652, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 3.9806263788276652, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 10:00:00+00:00", "gain_pct": 3.9806263788276652, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 2.382457636599767, "drawdown_pct": -1.5369870310315004, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 1.113830853666414, "drawdown_pct": -2.7570477549508032, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 1.113830853666414, "drawdown_pct": -2.7570477549508032, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": 1.113830853666414, "drawdown_pct": -2.7570477549508032, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 1.113830853666414, "drawdown_pct": -2.7570477549508032, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 3.702254012225083, "drawdown_pct": -0.2677156084715304, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 3.299077874745592, "drawdown_pct": -0.6554572018050986, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 5.111140710313066, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 5.111140710313066, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 5.111140710313066, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 5.111140710313066, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 5.111140710313066, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 5.111140710313066, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 5.111140710313066, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 11.645922373298859, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 13.795741293479622, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 12.685941477231125, "drawdown_pct": -0.9752560189280945, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 12.685941477231125, "drawdown_pct": -0.9752560189280945, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 12.685941477231125, "drawdown_pct": -0.9752560189280945, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 12.685941477231125, "drawdown_pct": -0.9752560189280945, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 15.304451590161904, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 15.304451590161904, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 15.304451590161904, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 15.304451590161904, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 15.304451590161904, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 15.304451590161904, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 15.304451590161904, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-07 14:00:00+00:00", "gain_pct": 24.41708291120146, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 24.41708291120146, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 24.41708291120146, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 24.41708291120146, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 18.148875113111174, "drawdown_pct": -5.038060410533829, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 18.39370805527112, "drawdown_pct": -4.841276386643245, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 18.39370805527112, "drawdown_pct": -4.841276386643245, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 18.39370805527112, "drawdown_pct": -4.841276386643245, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 18.39370805527112, "drawdown_pct": -4.841276386643245, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 21.570091432502636, "drawdown_pct": -2.288264129075246, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 21.570091432502636, "drawdown_pct": -2.288264129075246, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 24.587425916520274, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 24.587425916520274, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 28.597546383319468, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 28.597546383319468, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 28.597546383319468, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 28.597546383319468, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 41.77257234559477, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 41.82571529234647, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 40.51904523753407, "drawdown_pct": -0.9213209692748303, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 42.25849191110564, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 42.25849191110564, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 43.350050780846516, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 43.350050780846516, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 50.40086603937564, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 46.978819714204405, "drawdown_pct": -2.275283657126903, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 46.978819714204405, "drawdown_pct": -2.275283657126903, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-04 19:00:00+00:00", "gain_pct": 53.65807236169243, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 53.65807236169243, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 61.77211743314692, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 61.77211743314692, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 61.77211743314692, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 61.77211743314692, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 63.687158603102006, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 69.5714700470161, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 75.20798678013614, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 69.6565285444589, "drawdown_pct": -3.1684961043720095, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 69.6565285444589, "drawdown_pct": -3.1684961043720095, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 69.6565285444589, "drawdown_pct": -3.1684961043720095, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 69.6565285444589, "drawdown_pct": -3.1684961043720095, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 69.6565285444589, "drawdown_pct": -3.1684961043720095, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 69.6565285444589, "drawdown_pct": -3.1684961043720095, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 69.6565285444589, "drawdown_pct": -3.1684961043720095, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 69.6565285444589, "drawdown_pct": -3.1684961043720095, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 111.59367625621232, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 } ] }, "recent": { "label": "Recent ridge_a10_H20_c8_p80_cap5", "variant": "ridge_a10_H20_c8_p80_cap5", "gain_pct": 26.474022388599025, "max_drawdown_pct": -0.9491444478500033, "capital_score": 25.05030571682402, "stability_score": 8.418034323398434, "n_trades": 10, "skipped_by_capacity": 25, "avg_trade_ret_pct": 2.402437549141348, "median_trade_ret_pct": 2.6012630754204076, "positive_month_rate": 0.6666666666666666, "worst_month_pct": 0.0, "month_gain_concentration": 0.9852908557370236, "top_asset_trade_share": 0.7, "long_counts": { "XRP": 7, "ETH": 3 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 10, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 3.727272727272727, "max_open_trades": 5, "avg_exposure": 0.7454545454545454, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 0.3843546475562363, "2026-03-31 00:00:00+00:00": 25.74596542304593 } }, "selection_score": 459.3154431301788 }, { "name": "ridge_a10_H20_c8_p90_cap1", "variant": { "name": "ridge_a10_H20_c8_p90_cap1", "threshold": 0.06893466520931883, "pred_percentile": 90, "horizon": 20, "cost_bps": 8, "cap": 1, "delay_bars": 1 }, "model_diag": { "alpha": 10.0, "ykey": "y_H20_c8", "n_train": 12794, "target_mean": 0.014920496257193131 }, "val": { "label": "Validation ridge_a10_H20_c8_p90_cap1", "variant": "ridge_a10_H20_c8_p90_cap1", "gain_pct": 455.15522447455794, "max_drawdown_pct": -16.829862240460926, "capital_score": 429.91043111386654, "stability_score": 414.28407514972105, "n_trades": 48, "skipped_by_capacity": 609, "avg_trade_ret_pct": 3.8586994420056295, "median_trade_ret_pct": 3.9608419289905625, "positive_month_rate": 0.8461538461538461, "worst_month_pct": -17.50135596414546, "month_gain_concentration": 0.23056621571791355, "top_asset_trade_share": 0.6875, "long_counts": { "SOL": 12, "XRP": 33, "BTC": 1, "ETH": 2 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 48, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 12.661116671655009, "2024-10-31 00:00:00+00:00": 9.924262420327707, "2024-11-30 00:00:00+00:00": 85.05692389312175, "2024-12-31 00:00:00+00:00": 65.2462242586839, "2025-01-31 00:00:00+00:00": -17.50135596414546, "2025-02-28 00:00:00+00:00": 33.04503084713926, "2025-03-31 00:00:00+00:00": 53.46083089368466, "2025-04-30 00:00:00+00:00": 35.163165089758024, "2025-07-31 00:00:00+00:00": 31.007197401794485, "2025-10-31 00:00:00+00:00": 8.737675921592768, "2025-11-30 00:00:00+00:00": 20.10894418749359, "2026-02-28 00:00:00+00:00": 14.493169040009889 } }, "test": { "label": "Test ridge_a10_H20_c8_p90_cap1", "variant": "ridge_a10_H20_c8_p90_cap1", "gain_pct": 81.04390997350441, "max_drawdown_pct": -16.316276552477483, "capital_score": 56.56949514478819, "stability_score": 52.52991613387458, "n_trades": 23, "skipped_by_capacity": 177, "avg_trade_ret_pct": 2.79889440809036, "median_trade_ret_pct": 3.0851631169511307, "positive_month_rate": 0.75, "worst_month_pct": -10.039579010913613, "month_gain_concentration": 0.3540733849964608, "top_asset_trade_share": 0.5217391304347826, "long_counts": { "XRP": 12, "SOL": 9, "ETH": 1, "BNB": 1 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 23, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": -10.039579010913613, "2025-02-28 00:00:00+00:00": 10.359014141458772, "2025-03-31 00:00:00+00:00": 20.97472100739668, "2025-04-30 00:00:00+00:00": 4.9837192874152265, "2025-07-31 00:00:00+00:00": 14.600710509708122, "2025-10-31 00:00:00+00:00": 1.6397125473806398, "2025-11-30 00:00:00+00:00": 6.680466579314469, "2026-02-28 00:00:00+00:00": -1.9898513693962343 }, "curve": [ { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 7.500499837940339, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 7.500499837940339, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 7.500499837940339, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": -3.5440815960009218, "drawdown_pct": -10.273981470403616, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": -3.5440815960009218, "drawdown_pct": -10.273981470403616, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": -3.5440815960009218, "drawdown_pct": -10.273981470403616, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": -10.039579010913613, "drawdown_pct": -16.316276552477483, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": -6.459926825943157, "drawdown_pct": -12.986383026059588, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": -6.459926825943157, "drawdown_pct": -12.986383026059588, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": -6.459926825943157, "drawdown_pct": -12.986383026059588, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": -6.459926825943157, "drawdown_pct": -12.986383026059588, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": -6.459926825943157, "drawdown_pct": -12.986383026059588, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": -6.459926825943157, "drawdown_pct": -12.986383026059588, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": -6.459926825943157, "drawdown_pct": -12.986383026059588, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": -6.459926825943157, "drawdown_pct": -12.986383026059588, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": -4.843692877949053, "drawdown_pct": -11.482916576665758, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": -4.843692877949053, "drawdown_pct": -11.482916576665758, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": -3.0522375746889026, "drawdown_pct": -9.81645427559663, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 0.31943513054515904, "drawdown_pct": -6.680029133093157, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 0.31943513054515904, "drawdown_pct": -6.680029133093157, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 0.31943513054515904, "drawdown_pct": -6.680029133093157, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 0.31943513054515904, "drawdown_pct": -6.680029133093157, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 7.720489842162721, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 7.720489842162721, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 14.156245375457573, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 14.156245375457573, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 14.156245375457573, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 21.102810204796285, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 21.102810204796285, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 16.19058526857249, "drawdown_pct": -4.056243556955252, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 16.19058526857249, "drawdown_pct": -4.056243556955252, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 16.19058526857249, "drawdown_pct": -4.056243556955252, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 16.19058526857249, "drawdown_pct": -4.056243556955252, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 19.33795099761862, "drawdown_pct": -1.45732308291866, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 19.33795099761862, "drawdown_pct": -1.45732308291866, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 21.29415613794184, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 21.29415613794184, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 26.277875425357067, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 26.277875425357067, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 26.277875425357067, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 36.66233013109468, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 40.87858593506519, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 39.15420970276159, "drawdown_pct": -1.224015857951899, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 45.86783024779254, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 42.51829848244583, "drawdown_pct": -2.296278596628676, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 49.1987650617603, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 50.82055664142459, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 47.208913692364064, "drawdown_pct": -2.394662259235125, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 47.208913692364064, "drawdown_pct": -2.394662259235125, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 47.208913692364064, "drawdown_pct": -2.394662259235125, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 47.208913692364064, "drawdown_pct": -2.394662259235125, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 47.208913692364064, "drawdown_pct": -2.394662259235125, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 47.208913692364064, "drawdown_pct": -2.394662259235125, "open_trades": 1, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a10_H20_c8_p90_cap1", "variant": "ridge_a10_H20_c8_p90_cap1", "gain_pct": 22.984339353151157, "max_drawdown_pct": 0.0, "capital_score": 22.984339353151157, "stability_score": 9.484339353151158, "n_trades": 1, "skipped_by_capacity": 15, "avg_trade_ret_pct": 22.984339353151153, "median_trade_ret_pct": 22.984339353151153, "positive_month_rate": 0.0, "worst_month_pct": 0.0, "month_gain_concentration": 0.0, "top_asset_trade_share": 1.0, "long_counts": { "XRP": 1 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 1, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2026-02-28 00:00:00+00:00": 0.0 } }, "selection_score": 314.91043111386654 }, { "name": "ridge_a10_H20_c8_p90_cap2", "variant": { "name": "ridge_a10_H20_c8_p90_cap2", "threshold": 0.06893466520931883, "pred_percentile": 90, "horizon": 20, "cost_bps": 8, "cap": 2, "delay_bars": 1 }, "model_diag": { "alpha": 10.0, "ykey": "y_H20_c8", "n_train": 12794, "target_mean": 0.014920496257193131 }, "val": { "label": "Validation ridge_a10_H20_c8_p90_cap2", "variant": "ridge_a10_H20_c8_p90_cap2", "gain_pct": 388.01258481818223, "max_drawdown_pct": -16.48306774454885, "capital_score": 363.28798320135894, "stability_score": 350.5767698980314, "n_trades": 90, "skipped_by_capacity": 567, "avg_trade_ret_pct": 1.8328455687348564, "median_trade_ret_pct": 1.9804209644952813, "positive_month_rate": 0.8461538461538461, "worst_month_pct": -14.54454663666084, "month_gain_concentration": 0.24380342773820066, "top_asset_trade_share": 0.6888888888888889, "long_counts": { "SOL": 21, "XRP": 62, "BTC": 2, "ETH": 5 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 90, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.9185185185185185, "max_open_trades": 2, "avg_exposure": 0.9592592592592593, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 8.34231849302057, "2024-10-31 00:00:00+00:00": 3.713384319098097, "2024-11-30 00:00:00+00:00": 62.415341236698524, "2024-12-31 00:00:00+00:00": 74.88112842296144, "2025-01-31 00:00:00+00:00": -14.54454663666084, "2025-02-28 00:00:00+00:00": 28.399785215962993, "2025-03-31 00:00:00+00:00": 41.61244998786327, "2025-04-30 00:00:00+00:00": 22.06979019380924, "2025-07-31 00:00:00+00:00": 27.434408873428026, "2025-10-31 00:00:00+00:00": 7.627594108451547, "2025-11-30 00:00:00+00:00": 17.67331025534969, "2026-02-28 00:00:00+00:00": 12.967796673006774 } }, "test": { "label": "Test ridge_a10_H20_c8_p90_cap2", "variant": "ridge_a10_H20_c8_p90_cap2", "gain_pct": 93.2616007503548, "max_drawdown_pct": -5.240570656692867, "capital_score": 85.4007447653155, "stability_score": 83.06353546298992, "n_trades": 43, "skipped_by_capacity": 157, "avg_trade_ret_pct": 1.5879155315734688, "median_trade_ret_pct": 1.5425815584755653, "positive_month_rate": 0.75, "worst_month_pct": -2.6493048875123577, "month_gain_concentration": 0.3880308568880971, "top_asset_trade_share": 0.627906976744186, "long_counts": { "XRP": 27, "SOL": 12, "ETH": 2, "BNB": 2 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 43, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.9259259259259258, "max_open_trades": 2, "avg_exposure": 0.9629629629629629, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": -1.6868552345288919, "2025-02-28 00:00:00+00:00": 4.452671481647883, "2025-03-31 00:00:00+00:00": 23.208057957757788, "2025-04-30 00:00:00+00:00": 5.229166665967426, "2025-07-31 00:00:00+00:00": 15.432678341790762, "2025-10-31 00:00:00+00:00": 4.327986107984344, "2025-11-30 00:00:00+00:00": 7.1592652506656975, "2026-02-28 00:00:00+00:00": -2.6493048875123577 }, "curve": [ { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 3.7502499189701695, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 3.7502499189701695, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 3.7502499189701695, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": -1.5793908071160558, "drawdown_pct": -5.1369907352018185, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": -1.5793908071160558, "drawdown_pct": -5.1369907352018185, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": -1.5793908071160558, "drawdown_pct": -5.1369907352018185, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": -1.6868552345288919, "drawdown_pct": -5.240570656692867, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 0.2691541949608194, "drawdown_pct": -3.355264904641786, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 0.2691541949608194, "drawdown_pct": -3.355264904641786, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 0.2691541949608194, "drawdown_pct": -3.355264904641786, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 0.2691541949608194, "drawdown_pct": -3.355264904641786, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 0.2691541949608194, "drawdown_pct": -3.355264904641786, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 0.2691541949608194, "drawdown_pct": -3.355264904641786, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 0.2691541949608194, "drawdown_pct": -3.355264904641786, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 0.2691541949608194, "drawdown_pct": -3.355264904641786, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": -1.3012601389265228, "drawdown_pct": -4.868913628489535, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": -1.3012601389265228, "drawdown_pct": -4.868913628489535, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 0.5656321672758224, "drawdown_pct": -3.06950369197333, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 2.765816247118991, "drawdown_pct": -0.9488494462616015, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 2.765816247118991, "drawdown_pct": -0.9488494462616015, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 2.765816247118991, "drawdown_pct": -0.9488494462616015, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 2.765816247118991, "drawdown_pct": -0.9488494462616015, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 10.48718418111666, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 10.48718418111666, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 17.186830613531882, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 17.186830613531882, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 17.186830613531882, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 24.426293222023943, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 24.426293222023943, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 19.43043971285769, "drawdown_pct": -4.015110777471886, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 19.43043971285769, "drawdown_pct": -4.015110777471886, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 19.43043971285769, "drawdown_pct": -4.015110777471886, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 19.43043971285769, "drawdown_pct": -4.015110777471886, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 22.68747472877196, "drawdown_pct": -1.3974686926896296, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 22.68747472877196, "drawdown_pct": -1.3974686926896296, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 25.97387420487678, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 25.97387420487678, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 31.203040870844205, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 31.203040870844205, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 31.203040870844205, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 42.21433430002932, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 46.63571921263497, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 47.29861092381802, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 54.4908809983595, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 50.96370532061931, "drawdown_pct": -2.283096358145331, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 58.12297057128501, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 59.264684767779755, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 55.47366568377265, "drawdown_pct": -2.3803262408955916, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 55.47366568377265, "drawdown_pct": -2.3803262408955916, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 55.47366568377265, "drawdown_pct": -2.3803262408955916, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 55.47366568377265, "drawdown_pct": -2.3803262408955916, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 55.47366568377265, "drawdown_pct": -2.3803262408955916, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 55.47366568377265, "drawdown_pct": -2.3803262408955916, "open_trades": 2, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a10_H20_c8_p90_cap2", "variant": "ridge_a10_H20_c8_p90_cap2", "gain_pct": 24.305038991903203, "max_drawdown_pct": 0.0, "capital_score": 24.305038991903203, "stability_score": 10.805038991903205, "n_trades": 2, "skipped_by_capacity": 14, "avg_trade_ret_pct": 11.492169676575577, "median_trade_ret_pct": 11.492169676575577, "positive_month_rate": 0.0, "worst_month_pct": 0.0, "month_gain_concentration": 0.0, "top_asset_trade_share": 1.0, "long_counts": { "XRP": 2 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 2, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.0, "max_open_trades": 2, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2026-02-28 00:00:00+00:00": 0.0 } }, "selection_score": 348.28798320135894 }, { "name": "ridge_a10_H20_c8_p90_cap3", "variant": { "name": "ridge_a10_H20_c8_p90_cap3", "threshold": 0.06893466520931883, "pred_percentile": 90, "horizon": 20, "cost_bps": 8, "cap": 3, "delay_bars": 1 }, "model_diag": { "alpha": 10.0, "ykey": "y_H20_c8", "n_train": 12794, "target_mean": 0.014920496257193131 }, "val": { "label": "Validation ridge_a10_H20_c8_p90_cap3", "variant": "ridge_a10_H20_c8_p90_cap3", "gain_pct": 367.4697966562091, "max_drawdown_pct": -16.057119184950086, "capital_score": 343.38411787878397, "stability_score": 331.3860109369311, "n_trades": 130, "skipped_by_capacity": 527, "avg_trade_ret_pct": 1.2184235151395966, "median_trade_ret_pct": 1.326380403594271, "positive_month_rate": 0.8461538461538461, "worst_month_pct": -13.728876172622137, "month_gain_concentration": 0.2595316827469641, "top_asset_trade_share": 0.6923076923076923, "long_counts": { "SOL": 30, "XRP": 90, "BTC": 3, "ETH": 7 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 130, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.7925925925925927, "max_open_trades": 3, "avg_exposure": 0.9308641975308644, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 11.407932187876739, "2024-10-31 00:00:00+00:00": 1.819687386042716, "2024-11-30 00:00:00+00:00": 51.114049578439605, "2024-12-31 00:00:00+00:00": 74.83163178122624, "2025-01-31 00:00:00+00:00": -13.728876172622137, "2025-02-28 00:00:00+00:00": 28.79935319402574, "2025-03-31 00:00:00+00:00": 39.06908057849017, "2025-04-30 00:00:00+00:00": 18.25908223301576, "2025-07-31 00:00:00+00:00": 26.33086438778679, "2025-10-31 00:00:00+00:00": 7.28712445682595, "2025-11-30 00:00:00+00:00": 16.923264794165902, "2026-02-28 00:00:00+00:00": 12.491249613246225 } }, "test": { "label": "Test ridge_a10_H20_c8_p90_cap3", "variant": "ridge_a10_H20_c8_p90_cap3", "gain_pct": 91.04592830239616, "max_drawdown_pct": -4.00099921395719, "capital_score": 85.04442948146038, "stability_score": 82.92373982628797, "n_trades": 58, "skipped_by_capacity": 142, "avg_trade_ret_pct": 1.1422633111751335, "median_trade_ret_pct": 1.0938312130017769, "positive_month_rate": 0.875, "worst_month_pct": -1.7287055849887452, "month_gain_concentration": 0.42138452573861324, "top_asset_trade_share": 0.6206896551724138, "long_counts": { "XRP": 36, "SOL": 16, "ETH": 3, "BNB": 3 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 58, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.6481481481481484, "max_open_trades": 3, "avg_exposure": 0.882716049382716, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 1.5432853127764048, "2025-02-28 00:00:00+00:00": 3.9970432876942965, "2025-03-31 00:00:00+00:00": 23.101288989821228, "2025-04-30 00:00:00+00:00": 5.123906237216545, "2025-07-31 00:00:00+00:00": 10.552589603055736, "2025-10-31 00:00:00+00:00": 3.4680370459435323, "2025-11-30 00:00:00+00:00": 7.036197233885076, "2026-02-28 00:00:00+00:00": -1.7287055849887452 }, "curve": [ { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 2.5001666126467796, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 2.5001666126467796, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 2.5001666126467796, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": -1.0101160956586028, "drawdown_pct": -3.4246604901345346, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": -1.0101160956586028, "drawdown_pct": -3.4246604901345346, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": -1.0101160956586028, "drawdown_pct": -3.4246604901345346, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 1.5432853127764048, "drawdown_pct": -0.9335412141196597, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 2.8901355503308963, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 2.8901355503308963, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 2.8901355503308963, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 2.8901355503308963, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 2.8901355503308963, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 2.8901355503308963, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 2.8901355503308963, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 2.8901355503308963, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 2.4070216148231793, "drawdown_pct": -0.46954349211775215, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 2.4070216148231793, "drawdown_pct": -0.46954349211775215, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 4.024858657396862, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 5.540328600470701, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 5.540328600470701, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 5.540328600470701, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 5.540328600470701, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 13.730185384129783, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 13.730185384129783, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 20.661206603182563, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 20.661206603182563, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 20.661206603182563, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 28.15354598628724, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 28.15354598628724, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 23.02612361871762, "drawdown_pct": -4.00099921395719, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 23.02612361871762, "drawdown_pct": -4.00099921395719, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 23.02612361871762, "drawdown_pct": -4.00099921395719, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 23.02612361871762, "drawdown_pct": -4.00099921395719, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 26.388831137348348, "drawdown_pct": -1.3770316188736031, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 26.388831137348348, "drawdown_pct": -1.3770316188736031, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 28.64161759029193, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 28.64161759029193, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 33.765523827508474, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 33.765523827508474, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 33.765523827508474, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 41.39498252854051, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 44.31811343056421, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 44.16454916366885, "drawdown_pct": -0.10640678653912605, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 51.23235337851639, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 47.78615047650774, "drawdown_pct": -2.2787471232317724, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 54.82234771039282, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 55.56727053446289, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 53.093642125404074, "drawdown_pct": -1.5900699424502895, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 53.093642125404074, "drawdown_pct": -1.5900699424502895, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 53.093642125404074, "drawdown_pct": -1.5900699424502895, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 53.093642125404074, "drawdown_pct": -1.5900699424502895, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 53.093642125404074, "drawdown_pct": -1.5900699424502895, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 53.093642125404074, "drawdown_pct": -1.5900699424502895, "open_trades": 3, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a10_H20_c8_p90_cap3", "variant": "ridge_a10_H20_c8_p90_cap3", "gain_pct": 25.827927045013382, "max_drawdown_pct": 0.0, "capital_score": 25.827927045013382, "stability_score": 12.327927045013384, "n_trades": 3, "skipped_by_capacity": 13, "avg_trade_ret_pct": 7.959863332983562, "median_trade_ret_pct": 7.661446451050384, "positive_month_rate": 0.0, "worst_month_pct": 0.0, "month_gain_concentration": 0.0, "top_asset_trade_share": 1.0, "long_counts": { "XRP": 3 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 3, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.8, "max_open_trades": 3, "avg_exposure": 0.9333333333333332, "max_exposure": 1.0, "monthly_gain_pct": { "2026-02-28 00:00:00+00:00": 0.0 } }, "selection_score": 328.38411787878397 }, { "name": "ridge_a10_H20_c8_p90_cap5", "variant": { "name": "ridge_a10_H20_c8_p90_cap5", "threshold": 0.06893466520931883, "pred_percentile": 90, "horizon": 20, "cost_bps": 8, "cap": 5, "delay_bars": 1 }, "model_diag": { "alpha": 10.0, "ykey": "y_H20_c8", "n_train": 12794, "target_mean": 0.014920496257193131 }, "val": { "label": "Validation ridge_a10_H20_c8_p90_cap5", "variant": "ridge_a10_H20_c8_p90_cap5", "gain_pct": 331.5209425295232, "max_drawdown_pct": -15.826737309767614, "capital_score": 307.7808365648718, "stability_score": 297.31512936969597, "n_trades": 202, "skipped_by_capacity": 455, "avg_trade_ret_pct": 0.7359519774779907, "median_trade_ret_pct": 0.7958282421565624, "positive_month_rate": 0.8461538461538461, "worst_month_pct": -12.32214283874012, "month_gain_concentration": 0.2922567758453617, "top_asset_trade_share": 0.6881188118811881, "long_counts": { "SOL": 49, "BNB": 1, "XRP": 139, "BTC": 3, "ETH": 10 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 202, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.392592592592592, "max_open_trades": 5, "avg_exposure": 0.8785185185185186, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 13.360478540594613, "2024-10-31 00:00:00+00:00": 0.6747811440930036, "2024-11-30 00:00:00+00:00": 38.351700750549156, "2024-12-31 00:00:00+00:00": 74.0821504704675, "2025-01-31 00:00:00+00:00": -12.32214283874012, "2025-02-28 00:00:00+00:00": 29.576294017615027, "2025-03-31 00:00:00+00:00": 36.16163710625938, "2025-04-30 00:00:00+00:00": 12.436324489465221, "2025-07-31 00:00:00+00:00": 23.385445718183405, "2025-10-31 00:00:00+00:00": 6.818232070359102, "2025-11-30 00:00:00+00:00": 15.863709040527226, "2026-02-28 00:00:00+00:00": 2.7723361583061887 } }, "test": { "label": "Test ridge_a10_H20_c8_p90_cap5", "variant": "ridge_a10_H20_c8_p90_cap5", "gain_pct": 71.01934788330479, "max_drawdown_pct": -3.9898030090914527, "capital_score": 65.0346433696676, "stability_score": 63.3203576553819, "n_trades": 84, "skipped_by_capacity": 116, "avg_trade_ret_pct": 0.6513293527946203, "median_trade_ret_pct": 0.5793958947328487, "positive_month_rate": 0.75, "worst_month_pct": -1.9674272514408244, "month_gain_concentration": 0.348109776480856, "top_asset_trade_share": 0.6071428571428571, "long_counts": { "XRP": 51, "SOL": 24, "ETH": 4, "BNB": 5 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 84, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 3.888888888888889, "max_open_trades": 5, "avg_exposure": 0.7777777777777778, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": -1.9674272514408244, "2025-02-28 00:00:00+00:00": 6.561308606994217, "2025-03-31 00:00:00+00:00": 13.746447420385408, "2025-04-30 00:00:00+00:00": 2.8134535728336942, "2025-07-31 00:00:00+00:00": 5.883516987725571, "2025-10-31 00:00:00+00:00": 4.215268192659963, "2025-11-30 00:00:00+00:00": 6.268834172590232, "2026-02-28 00:00:00+00:00": -0.9210408195046966 }, "curve": [ { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 1.5000999675880706, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 1.5000999675880706, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 1.5000999675880706, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": -0.5855203250341532, "drawdown_pct": -2.0547962940807185, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": -0.5855203250341532, "drawdown_pct": -2.0547962940807185, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": -0.5855203250341532, "drawdown_pct": -2.0547962940807185, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": -1.9674272514408244, "drawdown_pct": -3.416279609710904, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": -1.1872563509951135, "drawdown_pct": -2.64763908551946, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": -1.1872563509951135, "drawdown_pct": -2.64763908551946, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": -1.1872563509951135, "drawdown_pct": -2.64763908551946, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": -1.1872563509951135, "drawdown_pct": -2.64763908551946, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": -1.1872563509951135, "drawdown_pct": -2.64763908551946, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": -1.1872563509951135, "drawdown_pct": -2.64763908551946, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": -1.1872563509951135, "drawdown_pct": -2.64763908551946, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": -1.1872563509951135, "drawdown_pct": -2.64763908551946, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": -2.4116506074135344, "drawdown_pct": -3.853937657451312, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 2.7167072848581455, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 3.6883890591864343, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 4.593881355553393, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 4.593881355553393, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 4.593881355553393, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 4.593881355553393, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 12.102023140595449, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 12.102023140595449, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 10.757818196768625, "drawdown_pct": -1.1990907087742309, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 10.757818196768625, "drawdown_pct": -1.1990907087742309, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 10.757818196768625, "drawdown_pct": -1.1990907087742309, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 18.769326231432302, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 18.769326231432302, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 14.030664079572972, "drawdown_pct": -3.9898030090914527, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 14.030664079572972, "drawdown_pct": -3.9898030090914527, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 14.030664079572972, "drawdown_pct": -3.9898030090914527, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 14.030664079572972, "drawdown_pct": -3.9898030090914527, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 17.089991402169673, "drawdown_pct": -1.4139465824621222, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 17.089991402169673, "drawdown_pct": -1.4139465824621222, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 18.3403287759388, "drawdown_pct": -0.36120223049641575, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 18.3403287759388, "drawdown_pct": -0.36120223049641575, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 21.153782348772495, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 21.153782348772495, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 21.153782348772495, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 25.483967758313852, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 27.037299336498066, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 28.012064983285143, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 34.30846610866635, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 31.25256752915803, "drawdown_pct": -2.275283657126914, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 37.52140170174826, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 37.91826804956082, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 36.600360882243564, "drawdown_pct": -0.9555711407597367, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 36.600360882243564, "drawdown_pct": -0.9555711407597367, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 36.600360882243564, "drawdown_pct": -0.9555711407597367, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 36.600360882243564, "drawdown_pct": -0.9555711407597367, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 36.600360882243564, "drawdown_pct": -0.9555711407597367, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 36.600360882243564, "drawdown_pct": -0.9555711407597367, "open_trades": 5, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a10_H20_c8_p90_cap5", "variant": "ridge_a10_H20_c8_p90_cap5", "gain_pct": 23.968084276396, "max_drawdown_pct": 0.0, "capital_score": 23.968084276396, "stability_score": 16.468084276396, "n_trades": 5, "skipped_by_capacity": 11, "avg_trade_ret_pct": 4.395287740818259, "median_trade_ret_pct": 4.596867870630231, "positive_month_rate": 0.0, "worst_month_pct": 0.0, "month_gain_concentration": 0.0, "top_asset_trade_share": 0.8, "long_counts": { "XRP": 4, "ETH": 1 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 5, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.2, "max_open_trades": 5, "avg_exposure": 0.8400000000000001, "max_exposure": 1.0, "monthly_gain_pct": { "2026-02-28 00:00:00+00:00": 0.0 } }, "selection_score": 292.7808365648718 }, { "name": "ridge_a100_H20_c8_p70_cap1", "variant": { "name": "ridge_a100_H20_c8_p70_cap1", "threshold": 0.0324655600715498, "pred_percentile": 70, "horizon": 20, "cost_bps": 8, "cap": 1, "delay_bars": 1 }, "model_diag": { "alpha": 100.0, "ykey": "y_H20_c8", "n_train": 12794, "target_mean": 0.014920496257193131 }, "val": { "label": "Validation ridge_a100_H20_c8_p70_cap1", "variant": "ridge_a100_H20_c8_p70_cap1", "gain_pct": 1122.6699944200825, "max_drawdown_pct": -21.076805142535203, "capital_score": 1091.0547867062796, "stability_score": 1069.335060043919, "n_trades": 78, "skipped_by_capacity": 1893, "avg_trade_ret_pct": 3.4775607268524187, "median_trade_ret_pct": 3.4561849483114826, "positive_month_rate": 0.7647058823529411, "worst_month_pct": -24.91221125625009, "month_gain_concentration": 0.192874386711899, "top_asset_trade_share": 0.5897435897435898, "long_counts": { "SOL": 23, "ETH": 8, "XRP": 46, "BTC": 1 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 78, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 63.70370120680917, "2024-10-31 00:00:00+00:00": 2.5645156901181565, "2024-11-30 00:00:00+00:00": 98.3349034913131, "2024-12-31 00:00:00+00:00": 45.2186045885735, "2025-01-31 00:00:00+00:00": 21.087157943561806, "2025-02-28 00:00:00+00:00": 122.6059698322972, "2025-03-31 00:00:00+00:00": 195.6595088785698, "2025-04-30 00:00:00+00:00": 207.77063221723563, "2025-05-31 00:00:00+00:00": 36.28729011602013, "2025-07-31 00:00:00+00:00": -20.62144818064496, "2025-08-31 00:00:00+00:00": 18.684819007552846, "2025-10-31 00:00:00+00:00": -24.91221125625009, "2025-11-30 00:00:00+00:00": 93.52023244530756, "2026-01-31 00:00:00+00:00": -1.4141054521595606, "2026-02-28 00:00:00+00:00": 7.739042102698818, "2026-03-31 00:00:00+00:00": 218.2167569388065 } }, "test": { "label": "Test ridge_a100_H20_c8_p70_cap1", "variant": "ridge_a100_H20_c8_p70_cap1", "gain_pct": 246.13317057666762, "max_drawdown_pct": -16.316276552477483, "capital_score": 221.6587557479514, "stability_score": 221.6587557479514, "n_trades": 44, "skipped_by_capacity": 643, "avg_trade_ret_pct": 3.013932686230151, "median_trade_ret_pct": 3.570128841776151, "positive_month_rate": 0.9230769230769231, "worst_month_pct": -2.6018989344477745, "month_gain_concentration": 0.24645109485602937, "top_asset_trade_share": 0.4772727272727273, "long_counts": { "XRP": 21, "SOL": 15, "ETH": 5, "BTC": 1, "BNB": 2 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 44, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 6.233815945143519, "2025-02-28 00:00:00+00:00": 29.836642261269006, "2025-03-31 00:00:00+00:00": 46.661681673488914, "2025-04-30 00:00:00+00:00": 20.56664118368795, "2025-05-31 00:00:00+00:00": 7.783134181608972, "2025-07-31 00:00:00+00:00": 1.4887730791680838, "2025-08-31 00:00:00+00:00": -2.6018989344477745, "2025-10-31 00:00:00+00:00": 8.156808564483072, "2025-11-30 00:00:00+00:00": 18.897383562062174, "2025-12-31 00:00:00+00:00": 5.535690636029045, "2026-01-31 00:00:00+00:00": 9.027080028361894, "2026-02-28 00:00:00+00:00": 60.15438338150295, "2026-03-31 00:00:00+00:00": 29.74040066804389 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": -1.26619343889503, "drawdown_pct": -1.2661934388950247, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 6.1393355622129775, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 14.621744994722107, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 14.621744994722107, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 14.621744994722107, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 14:00:00+00:00", "gain_pct": 14.621744994722107, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 14.621744994722107, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 01:00:00+00:00", "gain_pct": 14.621744994722107, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 14.621744994722107, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 14.621744994722107, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 2.845528152911072, "drawdown_pct": -10.273981470403616, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 2.845528152911072, "drawdown_pct": -10.273981470403616, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 2.845528152911072, "drawdown_pct": -10.273981470403616, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-23 14:00:00+00:00", "gain_pct": -4.0802559078922656, "drawdown_pct": -16.316276552477483, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-27 14:00:00+00:00", "gain_pct": 0.7536181311457, "drawdown_pct": -12.099036587006228, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 6.233815945143519, "drawdown_pct": -7.317921263513149, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 10.461009495203896, "drawdown_pct": -3.629970473499422, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 10.461009495203896, "drawdown_pct": -3.629970473499422, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 00:00:00+00:00", "gain_pct": 10.461009495203896, "drawdown_pct": -3.629970473499422, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 10.461009495203896, "drawdown_pct": -3.629970473499422, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 10.461009495203896, "drawdown_pct": -3.629970473499422, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 10.461009495203896, "drawdown_pct": -3.629970473499422, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 10.461009495203896, "drawdown_pct": -3.629970473499422, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 10.461009495203896, "drawdown_pct": -3.629970473499422, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 10.461009495203896, "drawdown_pct": -3.629970473499422, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 10:00:00+00:00", "gain_pct": 10.461009495203896, "drawdown_pct": -3.629970473499422, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 1.9721525437650769, "drawdown_pct": -11.035944751617155, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 1.9721525437650769, "drawdown_pct": -11.035944751617155, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 19:00:00+00:00", "gain_pct": 1.9721525437650769, "drawdown_pct": -11.035944751617155, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 1.9721525437650769, "drawdown_pct": -11.035944751617155, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": 1.9721525437650769, "drawdown_pct": -11.035944751617155, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 1.9721525437650769, "drawdown_pct": -11.035944751617155, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 10.608349824650702, "drawdown_pct": -3.5014256415797917, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 11.62280013338814, "drawdown_pct": -2.6163838820217333, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-10 03:00:00+00:00", "gain_pct": 11.62280013338814, "drawdown_pct": -2.6163838820217333, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-18 16:00:00+00:00", "gain_pct": 15.504844845678306, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 21.871583499161872, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 21.871583499161872, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 21.871583499161872, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 21.871583499161872, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 21.871583499161872, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 21.871583499161872, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 21.871583499161872, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-26 17:00:00+00:00", "gain_pct": 30.862645461333273, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 30.862645461333273, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-28 03:00:00+00:00", "gain_pct": 36.070458206412525, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 36.070458206412525, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 56.562146259985894, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 16:00:00+00:00", "gain_pct": 56.562146259985894, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 56.562146259985894, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 56.562146259985894, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-03 06:00:00+00:00", "gain_pct": 56.562146259985894, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 56.562146259985894, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 65.91594422891083, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 65.91594422891083, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 05:00:00+00:00", "gain_pct": 65.91594422891083, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 65.91594422891083, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 65.91594422891083, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 65.91594422891083, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 65.91594422891083, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 65.91594422891083, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 14:00:00+00:00", "gain_pct": 79.46768366187075, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 79.46768366187075, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 79.46768366187075, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 79.46768366187075, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-09 16:00:00+00:00", "gain_pct": 69.55854257938017, "drawdown_pct": -5.52140690752998, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 69.55854257938017, "drawdown_pct": -5.52140690752998, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 75.04350544208066, "drawdown_pct": -2.4651670593384023, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 75.04350544208066, "drawdown_pct": -2.4651670593384023, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 75.04350544208066, "drawdown_pct": -2.4651670593384023, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 75.04350544208066, "drawdown_pct": -2.4651670593384023, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 79.78507661884208, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 79.78507661884208, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 82.73213987990144, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 82.73213987990144, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 06:00:00+00:00", "gain_pct": 90.2402154455078, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 90.2402154455078, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 90.2402154455078, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 90.2402154455078, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 14:00:00+00:00", "gain_pct": 90.2402154455078, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 90.2402154455078, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 102.91846472357628, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-09 01:00:00+00:00", "gain_pct": 102.91846472357628, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-10 15:00:00+00:00", "gain_pct": 103.29878106358939, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 111.08191524519836, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 106.20881016912483, "drawdown_pct": -2.3086322058489928, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 112.57068832436644, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 112.57068832436644, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-08-14 12:00:00+00:00", "gain_pct": 109.96878938991867, "drawdown_pct": -1.22401585795191, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-10 22:00:00+00:00", "gain_pct": 110.80697773859151, "drawdown_pct": -0.8297054498330625, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-11 00:00:00+00:00", "gain_pct": 110.80697773859151, "drawdown_pct": -0.8297054498330625, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-11 05:00:00+00:00", "gain_pct": 110.80697773859151, "drawdown_pct": -0.8297054498330625, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 104.10004447864128, "drawdown_pct": -3.9848597718231127, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 104.10004447864128, "drawdown_pct": -3.9848597718231127, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 113.94703548797142, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 109.03421550393958, "drawdown_pct": -2.296278596628676, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 109.03421550393958, "drawdown_pct": -2.296278596628676, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-19 09:00:00+00:00", "gain_pct": 118.12559795440174, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-04 19:00:00+00:00", "gain_pct": 126.11430297502159, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 126.11430297502159, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-04 21:00:00+00:00", "gain_pct": 126.11430297502159, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 137.02298151646391, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 137.02298151646391, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 137.02298151646391, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 137.02298151646391, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 142.55867215249296, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 151.58575218085485, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 159.8393829729307, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 153.61710733424854, "drawdown_pct": -2.394662259235114, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 153.61710733424854, "drawdown_pct": -2.394662259235114, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 153.61710733424854, "drawdown_pct": -2.394662259235114, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 153.61710733424854, "drawdown_pct": -2.394662259235114, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 153.61710733424854, "drawdown_pct": -2.394662259235114, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 153.61710733424854, "drawdown_pct": -2.394662259235114, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 153.61710733424854, "drawdown_pct": -2.394662259235114, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 05:00:00+00:00", "gain_pct": 153.61710733424854, "drawdown_pct": -2.394662259235114, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 153.61710733424854, "drawdown_pct": -2.394662259235114, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 16:00:00+00:00", "gain_pct": 210.89496264012973, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-28 06:00:00+00:00", "gain_pct": 211.7401355623578, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-28 07:00:00+00:00", "gain_pct": 211.7401355623578, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 241.4805362304017, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a100_H20_c8_p70_cap1", "variant": "ridge_a100_H20_c8_p70_cap1", "gain_pct": 37.230286243878766, "max_drawdown_pct": -2.378518469735913, "capital_score": 33.662508539274896, "stability_score": 21.992913822078435, "n_trades": 5, "skipped_by_capacity": 52, "avg_trade_ret_pct": 6.877824167325267, "median_trade_ret_pct": 3.2806431685935245, "positive_month_rate": 0.6666666666666666, "worst_month_pct": 0.0, "month_gain_concentration": 0.6667837886878584, "top_asset_trade_share": 0.8, "long_counts": { "XRP": 4, "ETH": 1 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 5, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 23.594592120873386, "2026-03-31 00:00:00+00:00": 11.791079398382351 } }, "selection_score": 968.5171507085331 }, { "name": "ridge_a100_H20_c8_p70_cap2", "variant": { "name": "ridge_a100_H20_c8_p70_cap2", "threshold": 0.0324655600715498, "pred_percentile": 70, "horizon": 20, "cost_bps": 8, "cap": 2, "delay_bars": 1 }, "model_diag": { "alpha": 100.0, "ykey": "y_H20_c8", "n_train": 12794, "target_mean": 0.014920496257193131 }, "val": { "label": "Validation ridge_a100_H20_c8_p70_cap2", "variant": "ridge_a100_H20_c8_p70_cap2", "gain_pct": 1302.3255209433325, "max_drawdown_pct": -15.968136720429825, "capital_score": 1278.3733158626878, "stability_score": 1252.666984039899, "n_trades": 147, "skipped_by_capacity": 1824, "avg_trade_ret_pct": 1.8670465925044861, "median_trade_ret_pct": 1.7389120805297653, "positive_month_rate": 0.7647058823529411, "worst_month_pct": -30.2471481493194, "month_gain_concentration": 0.20090981757258905, "top_asset_trade_share": 0.5986394557823129, "long_counts": { "SOL": 43, "XRP": 88, "ETH": 13, "BTC": 2, "BNB": 1 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 147, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.9461538461538461, "max_open_trades": 2, "avg_exposure": 0.9730769230769231, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 56.60908658188387, "2024-10-31 00:00:00+00:00": 2.47502804725616, "2024-11-30 00:00:00+00:00": 116.91409026148855, "2024-12-31 00:00:00+00:00": 81.39376440349281, "2025-01-31 00:00:00+00:00": 25.297110761650856, "2025-02-28 00:00:00+00:00": 124.33773307108737, "2025-03-31 00:00:00+00:00": 225.41485750891553, "2025-04-30 00:00:00+00:00": 237.073533511268, "2025-05-31 00:00:00+00:00": 41.48867777299154, "2025-07-31 00:00:00+00:00": -11.67018061019462, "2025-08-31 00:00:00+00:00": 21.512825999464326, "2025-10-31 00:00:00+00:00": -30.2471481493194, "2025-11-30 00:00:00+00:00": 108.38019174655676, "2026-01-31 00:00:00+00:00": -1.6183922270445237, "2026-02-28 00:00:00+00:00": 9.31103281696187, "2026-03-31 00:00:00+00:00": 264.0466480109908 } }, "test": { "label": "Test ridge_a100_H20_c8_p70_cap2", "variant": "ridge_a100_H20_c8_p70_cap2", "gain_pct": 254.2192461341765, "max_drawdown_pct": -11.618361621377392, "capital_score": 236.7917037021104, "stability_score": 236.7917037021104, "n_trades": 81, "skipped_by_capacity": 606, "avg_trade_ret_pct": 1.6123172392810667, "median_trade_ret_pct": 1.6403215842967622, "positive_month_rate": 1.0, "worst_month_pct": 0.9771174379114882, "month_gain_concentration": 0.257024155541328, "top_asset_trade_share": 0.48148148148148145, "long_counts": { "XRP": 39, "SOL": 27, "ETH": 10, "BTC": 2, "BNB": 3 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 81, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.8934426229508197, "max_open_trades": 2, "avg_exposure": 0.9467213114754098, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 1.1725526585235144, "2025-02-28 00:00:00+00:00": 26.204505888191136, "2025-03-31 00:00:00+00:00": 44.29477976942614, "2025-04-30 00:00:00+00:00": 34.89596725905744, "2025-05-31 00:00:00+00:00": 7.98397684971664, "2025-07-31 00:00:00+00:00": 1.5925980918489415, "2025-08-31 00:00:00+00:00": 0.9771174379114882, "2025-10-31 00:00:00+00:00": 8.265513285691213, "2025-11-30 00:00:00+00:00": 15.333582964942707, "2025-12-31 00:00:00+00:00": 5.654874524056709, "2026-01-31 00:00:00+00:00": 9.254435895035215, "2026-02-28 00:00:00+00:00": 64.11259920708858, "2026-03-31 00:00:00+00:00": 29.699417578809914 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": -0.6330967194475079, "drawdown_pct": -0.6330967194475123, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 4.525833484002135, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 8.702564529043784, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 8.702564529043784, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 8.702564529043784, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 14:00:00+00:00", "gain_pct": 8.702564529043784, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 8.702564529043784, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 01:00:00+00:00", "gain_pct": 8.702564529043784, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 8.702564529043784, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 8.702564529043784, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 4.245638416713973, "drawdown_pct": -4.100111282231045, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 4.245638416713973, "drawdown_pct": -4.100111282231045, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 4.245638416713973, "drawdown_pct": -4.100111282231045, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-23 14:00:00+00:00", "gain_pct": -3.926892509651637, "drawdown_pct": -11.618361621377392, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-27 14:00:00+00:00", "gain_pct": -1.5060911170762523, "drawdown_pct": -9.391365963028797, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 1.1725526585235144, "drawdown_pct": -6.927170396709781, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 3.1854520269416327, "drawdown_pct": -5.075420737316694, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 3.1854520269416327, "drawdown_pct": -5.075420737316694, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 00:00:00+00:00", "gain_pct": 3.1854520269416327, "drawdown_pct": -5.075420737316694, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 3.1854520269416327, "drawdown_pct": -5.075420737316694, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 3.1854520269416327, "drawdown_pct": -5.075420737316694, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 3.1854520269416327, "drawdown_pct": -5.075420737316694, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 3.1854520269416327, "drawdown_pct": -5.075420737316694, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 3.1854520269416327, "drawdown_pct": -5.075420737316694, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 3.1854520269416327, "drawdown_pct": -5.075420737316694, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 10:00:00+00:00", "gain_pct": 3.1854520269416327, "drawdown_pct": -5.075420737316694, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": -0.7794155119716777, "drawdown_pct": -8.72286691863835, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 0.07777687385727461, "drawdown_pct": -7.934300071533351, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 19:00:00+00:00", "gain_pct": 0.07777687385727461, "drawdown_pct": -7.934300071533351, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 0.07777687385727461, "drawdown_pct": -7.934300071533351, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": 0.07777687385727461, "drawdown_pct": -7.934300071533351, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 0.07777687385727461, "drawdown_pct": -7.934300071533351, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 5.297603205843714, "drawdown_pct": -3.132365218752786, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 6.265560061719981, "drawdown_pct": -2.2419015391975106, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-10 03:00:00+00:00", "gain_pct": 6.265560061719981, "drawdown_pct": -2.2419015391975106, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-18 16:00:00+00:00", "gain_pct": 8.590447684307748, "drawdown_pct": -0.10314093804666413, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 13.631382087283527, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 13.631382087283527, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 13.631382087283527, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 13.631382087283527, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 13.631382087283527, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 13.631382087283527, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 13.631382087283527, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-26 17:00:00+00:00", "gain_pct": 22.16914047801869, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 22.16914047801869, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-28 03:00:00+00:00", "gain_pct": 27.37705854671465, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 27.37705854671465, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 47.28175654631082, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 16:00:00+00:00", "gain_pct": 47.28175654631082, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 47.28175654631082, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 47.28175654631082, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-03 06:00:00+00:00", "gain_pct": 47.28175654631082, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 47.28175654631082, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 56.21252713403641, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 56.21252713403641, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 05:00:00+00:00", "gain_pct": 56.21252713403641, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 56.21252713403641, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 56.21252713403641, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 56.21252713403641, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 56.21252713403641, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 56.21252713403641, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 14:00:00+00:00", "gain_pct": 69.23224471433568, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 69.23224471433568, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 69.23224471433568, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 69.23224471433568, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-09 16:00:00+00:00", "gain_pct": 60.0172239419953, "drawdown_pct": -5.445192071933658, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 60.0172239419953, "drawdown_pct": -5.445192071933658, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 64.40834532263395, "drawdown_pct": -2.8504611516821043, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 64.40834532263395, "drawdown_pct": -2.8504611516821043, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 64.40834532263395, "drawdown_pct": -2.8504611516821043, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 64.40834532263395, "drawdown_pct": -2.8504611516821043, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 68.89199068902283, "drawdown_pct": -0.2010574438028656, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 68.89199068902283, "drawdown_pct": -0.2010574438028656, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 71.67183831614079, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 71.67183831614079, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 06:00:00+00:00", "gain_pct": 78.79792426113718, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 78.79792426113718, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 78.79792426113718, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 78.79792426113718, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 14:00:00+00:00", "gain_pct": 78.79792426113718, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 78.79792426113718, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 90.91214622609635, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-04-09 01:00:00+00:00", "gain_pct": 90.91214622609635, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-10 15:00:00+00:00", "gain_pct": 106.56780557519824, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 114.55178242491488, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 109.62715873688137, "drawdown_pct": -2.2953077491942753, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 116.14438051676382, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 116.14438051676382, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-08-14 12:00:00+00:00", "gain_pct": 117.1214979546753, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-10 22:00:00+00:00", "gain_pct": 117.98910467643731, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-11 00:00:00+00:00", "gain_pct": 117.98910467643731, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-11 05:00:00+00:00", "gain_pct": 117.98910467643731, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 111.1088319509492, "drawdown_pct": -3.1562461507883777, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 111.1088319509492, "drawdown_pct": -3.1562461507883777, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 121.4168160180732, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 116.36165675524325, "drawdown_pct": -2.28309635814532, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 116.36165675524325, "drawdown_pct": -2.28309635814532, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-19 09:00:00+00:00", "gain_pct": 125.38701124036652, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-11-04 19:00:00+00:00", "gain_pct": 129.51433596787237, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 129.51433596787237, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-04 21:00:00+00:00", "gain_pct": 129.51433596787237, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 140.72059420530923, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 140.72059420530923, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 140.72059420530923, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 140.72059420530923, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 146.37546872936593, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 155.62990462440115, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 164.08499081288784, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 157.79890647830194, "drawdown_pct": -2.3803262408955916, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 157.79890647830194, "drawdown_pct": -2.3803262408955916, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 157.79890647830194, "drawdown_pct": -2.3803262408955916, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 157.79890647830194, "drawdown_pct": -2.3803262408955916, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 157.79890647830194, "drawdown_pct": -2.3803262408955916, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 157.79890647830194, "drawdown_pct": -2.3803262408955916, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 157.79890647830194, "drawdown_pct": -2.3803262408955916, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 05:00:00+00:00", "gain_pct": 157.79890647830194, "drawdown_pct": -2.3803262408955916, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 157.79890647830194, "drawdown_pct": -2.3803262408955916, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 16:00:00+00:00", "gain_pct": 219.3084812280356, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2026-02-28 06:00:00+00:00", "gain_pct": 219.74250383148973, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2026-02-28 07:00:00+00:00", "gain_pct": 219.74250383148973, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 249.44192141029964, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a100_H20_c8_p70_cap2", "variant": "ridge_a100_H20_c8_p70_cap2", "gain_pct": 34.00550618881027, "max_drawdown_pct": -2.364375094458726, "capital_score": 30.458943547122182, "stability_score": 22.60393692878086, "n_trades": 9, "skipped_by_capacity": 48, "avg_trade_ret_pct": 3.402802796361728, "median_trade_ret_pct": 1.6403215842967622, "positive_month_rate": 0.6666666666666666, "worst_month_pct": 0.0, "month_gain_concentration": 0.8075335980669862, "top_asset_trade_share": 0.5555555555555556, "long_counts": { "XRP": 5, "ETH": 3, "SOL": 1 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 9, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.9230769230769231, "max_open_trades": 2, "avg_exposure": 0.9615384615384616, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 25.021581857059658, "2026-03-31 00:00:00+00:00": 5.96360800619118 } }, "selection_score": 1263.3733158626878 }, { "name": "ridge_a100_H20_c8_p70_cap3", "variant": { "name": "ridge_a100_H20_c8_p70_cap3", "threshold": 0.0324655600715498, "pred_percentile": 70, "horizon": 20, "cost_bps": 8, "cap": 3, "delay_bars": 1 }, "model_diag": { "alpha": 100.0, "ykey": "y_H20_c8", "n_train": 12794, "target_mean": 0.014920496257193131 }, "val": { "label": "Validation ridge_a100_H20_c8_p70_cap3", "variant": "ridge_a100_H20_c8_p70_cap3", "gain_pct": 1218.0051491236147, "max_drawdown_pct": -15.856728070706428, "capital_score": 1194.220057017555, "stability_score": 1169.6058579194573, "n_trades": 213, "skipped_by_capacity": 1758, "avg_trade_ret_pct": 1.2419130651454018, "median_trade_ret_pct": 1.1622487430175694, "positive_month_rate": 0.7647058823529411, "worst_month_pct": -28.945185013590503, "month_gain_concentration": 0.20557526939825801, "top_asset_trade_share": 0.6056338028169014, "long_counts": { "SOL": 61, "XRP": 129, "ETH": 18, "BTC": 3, "BNB": 2 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 213, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.8653846153846154, "max_open_trades": 3, "avg_exposure": 0.9551282051282052, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 47.01545163055266, "2024-10-31 00:00:00+00:00": 2.31265456387942, "2024-11-30 00:00:00+00:00": 118.71023690769411, "2024-12-31 00:00:00+00:00": 75.06663653078465, "2025-01-31 00:00:00+00:00": 19.142600140092895, "2025-02-28 00:00:00+00:00": 110.63237536676786, "2025-03-31 00:00:00+00:00": 219.8649574116139, "2025-04-30 00:00:00+00:00": 226.8992553370299, "2025-05-31 00:00:00+00:00": 26.144745412991597, "2025-07-31 00:00:00+00:00": -7.27826248394183, "2025-08-31 00:00:00+00:00": 20.239677837066097, "2025-10-31 00:00:00+00:00": -28.945185013590503, "2025-11-30 00:00:00+00:00": 102.1939317514707, "2026-01-31 00:00:00+00:00": -1.519568103108213, "2026-02-28 00:00:00+00:00": 8.885419215276443, "2026-03-31 00:00:00+00:00": 252.84865978090647 } }, "test": { "label": "Test ridge_a100_H20_c8_p70_cap3", "variant": "ridge_a100_H20_c8_p70_cap3", "gain_pct": 222.67146863090636, "max_drawdown_pct": -7.18673912006802, "capital_score": 211.89135995080434, "stability_score": 211.89135995080434, "n_trades": 114, "skipped_by_capacity": 573, "avg_trade_ret_pct": 1.0508558933991383, "median_trade_ret_pct": 1.093547722864508, "positive_month_rate": 0.9230769230769231, "worst_month_pct": -0.21148439547286557, "month_gain_concentration": 0.254849775014151, "top_asset_trade_share": 0.4649122807017544, "long_counts": { "XRP": 53, "SOL": 39, "ETH": 15, "BTC": 3, "BNB": 4 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 114, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.7295081967213113, "max_open_trades": 3, "avg_exposure": 0.9098360655737705, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 1.998525519088446, "2025-02-28 00:00:00+00:00": 20.03860375221899, "2025-03-31 00:00:00+00:00": 31.753873302469884, "2025-04-30 00:00:00+00:00": 36.416623080272274, "2025-05-31 00:00:00+00:00": 7.549518777091947, "2025-07-31 00:00:00+00:00": 0.9937081708443145, "2025-08-31 00:00:00+00:00": -0.21148439547286557, "2025-10-31 00:00:00+00:00": 7.7571205638400045, "2025-11-30 00:00:00+00:00": 12.755452514753244, "2025-12-31 00:00:00+00:00": 4.55190396069807, "2026-01-31 00:00:00+00:00": 8.42531588694581, "2026-02-28 00:00:00+00:00": 55.19248766874398, "2026-03-31 00:00:00+00:00": 29.135579354100855 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": -0.42206447963167193, "drawdown_pct": -0.4220644796316675, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 3.401694541338685, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 6.156235712680299, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 6.156235712680299, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 6.156235712680299, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-19 14:00:00+00:00", "gain_pct": 6.156235712680299, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 6.156235712680299, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 01:00:00+00:00", "gain_pct": 6.156235712680299, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 6.156235712680299, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 6.156235712680299, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 3.2677988273630802, "drawdown_pct": -2.72093001972582, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 5.893102927230828, "drawdown_pct": -0.2478731312229865, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 5.893102927230828, "drawdown_pct": -0.2478731312229865, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-23 14:00:00+00:00", "gain_pct": -1.4729360076745195, "drawdown_pct": -7.18673912006802, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-27 14:00:00+00:00", "gain_pct": 0.18215395419261426, "drawdown_pct": -5.627631498404839, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 1.998525519088446, "drawdown_pct": -3.9165953518218166, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 3.351413973528736, "drawdown_pct": -2.6421639014622023, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 3.351413973528736, "drawdown_pct": -2.6421639014622023, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 00:00:00+00:00", "gain_pct": 3.351413973528736, "drawdown_pct": -2.6421639014622023, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 3.351413973528736, "drawdown_pct": -2.6421639014622023, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 3.351413973528736, "drawdown_pct": -2.6421639014622023, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 3.351413973528736, "drawdown_pct": -2.6421639014622023, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 3.351413973528736, "drawdown_pct": -2.6421639014622023, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 3.351413973528736, "drawdown_pct": -2.6421639014622023, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 3.351413973528736, "drawdown_pct": -2.6421639014622023, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 10:00:00+00:00", "gain_pct": 3.351413973528736, "drawdown_pct": -2.6421639014622023, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 0.7039175915940348, "drawdown_pct": -5.136126092341264, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": -0.34290676523443153, "drawdown_pct": -6.1222427813898195, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 19:00:00+00:00", "gain_pct": -0.34290676523443153, "drawdown_pct": -6.1222427813898195, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": -0.34290676523443153, "drawdown_pct": -6.1222427813898195, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": -0.34290676523443153, "drawdown_pct": -6.1222427813898195, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": -0.34290676523443153, "drawdown_pct": -6.1222427813898195, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 3.76060901229512, "drawdown_pct": -2.256698991163475, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 3.4732264344423953, "drawdown_pct": -2.527415615508133, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-10 03:00:00+00:00", "gain_pct": 3.4732264344423953, "drawdown_pct": -2.527415615508133, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-18 16:00:00+00:00", "gain_pct": 6.197674262186737, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 9.472307958199963, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 9.472307958199963, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 9.472307958199963, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 9.472307958199963, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 9.472307958199963, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 9.472307958199963, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 9.472307958199963, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-26 17:00:00+00:00", "gain_pct": 16.938651841553366, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 16.938651841553366, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-28 03:00:00+00:00", "gain_pct": 22.037129271307435, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 22.037129271307435, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 33.50030028126034, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 16:00:00+00:00", "gain_pct": 33.50030028126034, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 33.50030028126034, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 33.50030028126034, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-03 06:00:00+00:00", "gain_pct": 33.50030028126034, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 33.50030028126034, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 41.63616509915457, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 41.63616509915457, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 05:00:00+00:00", "gain_pct": 41.63616509915457, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 41.63616509915457, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 41.63616509915457, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 41.63616509915457, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 41.63616509915457, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 41.63616509915457, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 14:00:00+00:00", "gain_pct": 53.522599079261056, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 53.522599079261056, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 53.522599079261056, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 53.522599079261056, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-09 16:00:00+00:00", "gain_pct": 45.201043916640145, "drawdown_pct": -5.420410553578914, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 45.201043916640145, "drawdown_pct": -5.420410553578914, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 47.27191397536919, "drawdown_pct": -4.071508130646451, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 47.27191397536919, "drawdown_pct": -4.071508130646451, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 47.27191397536919, "drawdown_pct": -4.071508130646451, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 47.27191397536919, "drawdown_pct": -4.071508130646451, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 51.2973384774281, "drawdown_pct": -1.4494677755449548, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 51.2973384774281, "drawdown_pct": -1.4494677755449548, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 53.79100257377732, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 53.79100257377732, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 06:00:00+00:00", "gain_pct": 60.196887389656496, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 60.196887389656496, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 60.196887389656496, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 60.196887389656496, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 14:00:00+00:00", "gain_pct": 60.196887389656496, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 60.196887389656496, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 71.11186704488176, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-04-09 01:00:00+00:00", "gain_pct": 71.11186704488176, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-10 15:00:00+00:00", "gain_pct": 90.2076256540496, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 97.75714443114154, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 94.72519882066791, "drawdown_pct": -1.5331661564972343, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 98.75085260198586, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 98.75085260198586, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-08-14 12:00:00+00:00", "gain_pct": 98.53936820651299, "drawdown_pct": -0.10640678653911495, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-10-10 22:00:00+00:00", "gain_pct": 99.06809473806814, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-11 00:00:00+00:00", "gain_pct": 99.06809473806814, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-11 05:00:00+00:00", "gain_pct": 99.06809473806814, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 92.80157006499206, "drawdown_pct": -3.147930200126503, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 92.80157006499206, "drawdown_pct": -3.147930200126503, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 102.25385051424126, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 97.64499671402254, "drawdown_pct": -2.27874712323175, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 97.64499671402254, "drawdown_pct": -2.27874712323175, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-19 09:00:00+00:00", "gain_pct": 106.296488770353, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-11-04 19:00:00+00:00", "gain_pct": 108.81497935716999, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 108.81497935716999, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-04 21:00:00+00:00", "gain_pct": 108.81497935716999, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 119.05194128510624, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 119.05194128510624, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 119.05194128510624, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 119.05194128510624, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 123.60384524580431, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 132.02916113275012, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 139.72475477126895, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 130.8115610037431, "drawdown_pct": -3.7180948525863733, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 130.8115610037431, "drawdown_pct": -3.7180948525863733, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 130.8115610037431, "drawdown_pct": -3.7180948525863733, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 130.8115610037431, "drawdown_pct": -3.7180948525863733, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 130.8115610037431, "drawdown_pct": -3.7180948525863733, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 130.8115610037431, "drawdown_pct": -3.7180948525863733, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 130.8115610037431, "drawdown_pct": -3.7180948525863733, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 05:00:00+00:00", "gain_pct": 130.8115610037431, "drawdown_pct": -3.7180948525863733, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 130.8115610037431, "drawdown_pct": -3.7180948525863733, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 16:00:00+00:00", "gain_pct": 186.9616122258903, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2026-02-28 06:00:00+00:00", "gain_pct": 187.2216488014941, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2026-02-28 07:00:00+00:00", "gain_pct": 187.2216488014941, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 216.35722815559495, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a100_H20_c8_p70_cap3", "variant": "ridge_a100_H20_c8_p70_cap3", "gain_pct": 33.01172992163279, "max_drawdown_pct": -1.5793930352562824, "capital_score": 30.642640368748367, "stability_score": 20.446974674198835, "n_trades": 12, "skipped_by_capacity": 45, "avg_trade_ret_pct": 2.4521536006794022, "median_trade_ret_pct": 1.0846433970016878, "positive_month_rate": 0.6666666666666666, "worst_month_pct": 0.0, "month_gain_concentration": 0.8678266277819813, "top_asset_trade_share": 0.5833333333333334, "long_counts": { "XRP": 7, "ETH": 3, "BTC": 1, "SOL": 1 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 12, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.6923076923076925, "max_open_trades": 3, "avg_exposure": 0.8974358974358974, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 26.38962867956029, "2026-03-31 00:00:00+00:00": 4.019243132782847 } }, "selection_score": 1179.220057017555 }, { "name": "ridge_a100_H20_c8_p70_cap5", "variant": { "name": "ridge_a100_H20_c8_p70_cap5", "threshold": 0.0324655600715498, "pred_percentile": 70, "horizon": 20, "cost_bps": 8, "cap": 5, "delay_bars": 1 }, "model_diag": { "alpha": 100.0, "ykey": "y_H20_c8", "n_train": 12794, "target_mean": 0.014920496257193131 }, "val": { "label": "Validation ridge_a100_H20_c8_p70_cap5", "variant": "ridge_a100_H20_c8_p70_cap5", "gain_pct": 945.2749396887648, "max_drawdown_pct": -15.769177306022364, "capital_score": 921.6211737297313, "stability_score": 903.1748250363872, "n_trades": 337, "skipped_by_capacity": 1634, "avg_trade_ret_pct": 0.707039418804218, "median_trade_ret_pct": 0.695564832211906, "positive_month_rate": 0.7058823529411765, "worst_month_pct": -23.58729824824013, "month_gain_concentration": 0.21301466503459862, "top_asset_trade_share": 0.5786350148367952, "long_counts": { "SOL": 103, "XRP": 195, "ETH": 23, "BNB": 7, "BTC": 9 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 337, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.6038461538461535, "max_open_trades": 5, "avg_exposure": 0.9207692307692307, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 35.69973479712749, "2024-10-31 00:00:00+00:00": 1.1619138568827054, "2024-11-30 00:00:00+00:00": 86.72289170011405, "2024-12-31 00:00:00+00:00": 67.02973646198953, "2025-01-31 00:00:00+00:00": 12.553578604633287, "2025-02-28 00:00:00+00:00": 82.77315741005867, "2025-03-31 00:00:00+00:00": 179.08526419060803, "2025-04-30 00:00:00+00:00": 179.35666004201903, "2025-05-31 00:00:00+00:00": 12.661732285425046, "2025-07-31 00:00:00+00:00": -3.495475409850087, "2025-08-31 00:00:00+00:00": 16.27419937151558, "2025-10-31 00:00:00+00:00": -23.58729824824013, "2025-11-30 00:00:00+00:00": 82.8345975349805, "2026-01-31 00:00:00+00:00": -1.2206461580800578, "2026-02-28 00:00:00+00:00": -6.2092176942283, "2026-03-31 00:00:00+00:00": 204.66935046028038 } }, "test": { "label": "Test ridge_a100_H20_c8_p70_cap5", "variant": "ridge_a100_H20_c8_p70_cap5", "gain_pct": 187.96432372481593, "max_drawdown_pct": -5.03806041053384, "capital_score": 180.40723310901518, "stability_score": 180.40723310901518, "n_trades": 169, "skipped_by_capacity": 518, "avg_trade_ret_pct": 0.6343769640870021, "median_trade_ret_pct": 0.6469698051494714, "positive_month_rate": 1.0, "worst_month_pct": 0.5505435106966274, "month_gain_concentration": 0.29152636892659706, "top_asset_trade_share": 0.4437869822485207, "long_counts": { "XRP": 75, "SOL": 57, "ETH": 25, "BNB": 7, "BTC": 5 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 169, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.237704918032787, "max_open_trades": 5, "avg_exposure": 0.8475409836065573, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 3.6482914934480988, "2025-02-28 00:00:00+00:00": 14.02180636535769, "2025-03-31 00:00:00+00:00": 18.665261600210712, "2025-04-30 00:00:00+00:00": 35.929447055122694, "2025-05-31 00:00:00+00:00": 8.154430153457525, "2025-07-31 00:00:00+00:00": 0.5505435106966274, "2025-08-31 00:00:00+00:00": 1.3885931592196812, "2025-10-31 00:00:00+00:00": 7.2750940840206795, "2025-11-30 00:00:00+00:00": 11.12993105170446, "2025-12-31 00:00:00+00:00": 4.130193827346233, "2026-01-31 00:00:00+00:00": 7.365621837705646, "2026-02-28 00:00:00+00:00": 52.744837597766065, "2026-03-31 00:00:00+00:00": 15.922420857051236 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": -0.25323868777900316, "drawdown_pct": -0.2532386877790005, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 2.036233788448385, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 3.667133600210491, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 3.667133600210491, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 3.667133600210491, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-01-19 14:00:00+00:00", "gain_pct": 3.667133600210491, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 3.667133600210491, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 01:00:00+00:00", "gain_pct": 3.667133600210491, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 3.667133600210491, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 3.667133600210491, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 1.980916337822194, "drawdown_pct": -1.6265688109899368, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 3.5364694965616366, "drawdown_pct": -0.12604197599670464, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 3.5364694965616366, "drawdown_pct": -0.12604197599670464, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-23 14:00:00+00:00", "gain_pct": 1.5097794501317026, "drawdown_pct": -2.081039645987093, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-27 14:00:00+00:00", "gain_pct": 2.5328962072432972, "drawdown_pct": -1.0941147435804988, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 3.6482914934480988, "drawdown_pct": -0.018175583821056218, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 4.473153869665708, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 4.473153869665708, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 00:00:00+00:00", "gain_pct": 4.473153869665708, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 4.473153869665708, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 4.473153869665708, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 4.473153869665708, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 4.473153869665708, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 4.473153869665708, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 4.473153869665708, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 10:00:00+00:00", "gain_pct": 4.473153869665708, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 2.86741504377936, "drawdown_pct": -1.5369870310315004, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 1.5927791263757882, "drawdown_pct": -2.7570477549508032, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 19:00:00+00:00", "gain_pct": 1.5927791263757882, "drawdown_pct": -2.7570477549508032, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 1.5927791263757882, "drawdown_pct": -2.7570477549508032, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": 1.5927791263757882, "drawdown_pct": -2.7570477549508032, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 1.5927791263757882, "drawdown_pct": -2.7570477549508032, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 4.293954136578435, "drawdown_pct": -0.17152706360413772, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 3.5695451709595147, "drawdown_pct": -0.8649195178251023, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-10 03:00:00+00:00", "gain_pct": 3.5695451709595147, "drawdown_pct": -0.8649195178251023, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-18 16:00:00+00:00", "gain_pct": 5.738541588913833, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 7.689121642034294, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 7.689121642034294, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 7.689121642034294, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 7.689121642034294, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 7.689121642034294, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 7.689121642034294, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 7.689121642034294, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-26 17:00:00+00:00", "gain_pct": 14.384176920226764, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 14.384176920226764, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-28 03:00:00+00:00", "gain_pct": 17.67009785880579, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 17.67009785880579, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 23.647355715563165, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-02 16:00:00+00:00", "gain_pct": 23.647355715563165, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 23.647355715563165, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 23.647355715563165, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-03 06:00:00+00:00", "gain_pct": 23.647355715563165, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 23.647355715563165, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 25.62323024699768, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 25.62323024699768, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 05:00:00+00:00", "gain_pct": 25.62323024699768, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 25.62323024699768, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 25.62323024699768, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 25.62323024699768, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 25.62323024699768, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 25.62323024699768, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-07 14:00:00+00:00", "gain_pct": 34.94617841847662, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 34.94617841847662, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 34.94617841847662, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 34.94617841847662, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-09 16:00:00+00:00", "gain_pct": 28.14750842804699, "drawdown_pct": -5.03806041053384, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 28.14750842804699, "drawdown_pct": -5.03806041053384, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 29.243854678227336, "drawdown_pct": -4.22562817789921, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 29.243854678227336, "drawdown_pct": -4.22562817789921, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 29.243854678227336, "drawdown_pct": -4.22562817789921, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 29.243854678227336, "drawdown_pct": -4.22562817789921, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 32.71133650942056, "drawdown_pct": -1.656098701902975, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 32.71133650942056, "drawdown_pct": -1.656098701902975, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 36.3353594590165, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 36.3353594590165, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-04-07 06:00:00+00:00", "gain_pct": 40.72361301906159, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 40.72361301906159, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 40.72361301906159, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 40.72361301906159, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 14:00:00+00:00", "gain_pct": 40.72361301906159, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 40.72361301906159, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 51.58196401798753, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-04-09 01:00:00+00:00", "gain_pct": 51.58196401798753, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-10 15:00:00+00:00", "gain_pct": 72.2648065141392, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 80.41923666759672, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 78.75699640757256, "drawdown_pct": -0.9213209692748414, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 80.96978017829335, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 80.96978017829335, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-08-14 12:00:00+00:00", "gain_pct": 82.35837333751303, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-10-10 22:00:00+00:00", "gain_pct": 82.64967697693461, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-11 00:00:00+00:00", "gain_pct": 82.64967697693461, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-11 05:00:00+00:00", "gain_pct": 82.64967697693461, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 76.91206694717022, "drawdown_pct": -3.141319560334588, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 76.91206694717022, "drawdown_pct": -3.141319560334588, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 85.61366345344575, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 81.39042610349497, "drawdown_pct": -2.275283657126903, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 81.39042610349497, "drawdown_pct": -2.275283657126903, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-19 09:00:00+00:00", "gain_pct": 89.63346742153371, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-11-04 19:00:00+00:00", "gain_pct": 91.02250735767603, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 91.02250735767603, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-04 21:00:00+00:00", "gain_pct": 91.02250735767603, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 100.76339847323817, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 100.76339847323817, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 100.76339847323817, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 100.76339847323817, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 104.8935923005844, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 112.25921413829005, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 119.31466168449379, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 112.3656851727039, "drawdown_pct": -3.1684961043720317, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 112.3656851727039, "drawdown_pct": -3.1684961043720317, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 112.3656851727039, "drawdown_pct": -3.1684961043720317, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 112.3656851727039, "drawdown_pct": -3.1684961043720317, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 112.3656851727039, "drawdown_pct": -3.1684961043720317, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 112.3656851727039, "drawdown_pct": -3.1684961043720317, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 112.3656851727039, "drawdown_pct": -3.1684961043720317, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 05:00:00+00:00", "gain_pct": 112.3656851727039, "drawdown_pct": -3.1684961043720317, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 112.3656851727039, "drawdown_pct": -3.1684961043720317, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 16:00:00+00:00", "gain_pct": 164.86004648259933, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2026-02-28 06:00:00+00:00", "gain_pct": 165.0040517360561, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2026-02-28 07:00:00+00:00", "gain_pct": 165.0040517360561, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 180.92647259310735, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a100_H20_c8_p70_cap5", "variant": "ridge_a100_H20_c8_p70_cap5", "gain_pct": 27.728506525908358, "max_drawdown_pct": -0.9491444478500255, "capital_score": 26.30478985413332, "stability_score": 15.764918139076814, "n_trades": 16, "skipped_by_capacity": 41, "avg_trade_ret_pct": 1.5577135985028878, "median_trade_ret_pct": 0.6507860382010127, "positive_month_rate": 0.6666666666666666, "worst_month_pct": 0.0, "month_gain_concentration": 0.9065948686022602, "top_asset_trade_share": 0.5625, "long_counts": { "XRP": 9, "ETH": 4, "BTC": 1, "SOL": 2 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 16, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.076923076923077, "max_open_trades": 5, "avg_exposure": 0.8153846153846154, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 22.72858113449965, "2026-03-31 00:00:00+00:00": 2.3416921724090543 } }, "selection_score": 906.6211737297313 }, { "name": "ridge_a100_H20_c8_p80_cap1", "variant": { "name": "ridge_a100_H20_c8_p80_cap1", "threshold": 0.05270825013277534, "pred_percentile": 80, "horizon": 20, "cost_bps": 8, "cap": 1, "delay_bars": 1 }, "model_diag": { "alpha": 100.0, "ykey": "y_H20_c8", "n_train": 12794, "target_mean": 0.014920496257193131 }, "val": { "label": "Validation ridge_a100_H20_c8_p80_cap1", "variant": "ridge_a100_H20_c8_p80_cap1", "gain_pct": 920.7248264122288, "max_drawdown_pct": -16.316276552477472, "capital_score": 896.2504115835126, "stability_score": 883.6040362953271, "n_trades": 65, "skipped_by_capacity": 1249, "avg_trade_ret_pct": 3.8276892248319254, "median_trade_ret_pct": 3.4867462290527085, "positive_month_rate": 0.875, "worst_month_pct": -16.68483682664703, "month_gain_concentration": 0.2011869405110633, "top_asset_trade_share": 0.6153846153846154, "long_counts": { "SOL": 19, "ETH": 5, "XRP": 40, "BTC": 1 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 65, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 26.326706584560867, "2024-10-31 00:00:00+00:00": 4.157656682096956, "2024-11-30 00:00:00+00:00": 93.27524778554115, "2024-12-31 00:00:00+00:00": 71.06556808339678, "2025-01-31 00:00:00+00:00": 11.855114854705448, "2025-02-28 00:00:00+00:00": 92.77356479810595, "2025-03-31 00:00:00+00:00": 144.35766159144987, "2025-04-30 00:00:00+00:00": 111.13935650345036, "2025-05-31 00:00:00+00:00": 67.76436482455176, "2025-07-31 00:00:00+00:00": -16.68483682664703, "2025-10-31 00:00:00+00:00": 15.117907992953633, "2025-11-30 00:00:00+00:00": 34.79245176748918, "2026-01-31 00:00:00+00:00": 44.23761951790118, "2026-02-28 00:00:00+00:00": 6.460804994745104, "2026-03-31 00:00:00+00:00": 182.1744725585164 } }, "test": { "label": "Test ridge_a100_H20_c8_p80_cap1", "variant": "ridge_a100_H20_c8_p80_cap1", "gain_pct": 125.80937188857274, "max_drawdown_pct": -19.67332306666405, "capital_score": 96.29938728857667, "stability_score": 96.29938728857667, "n_trades": 35, "skipped_by_capacity": 400, "avg_trade_ret_pct": 2.5197810596186434, "median_trade_ret_pct": 3.0851631169511307, "positive_month_rate": 0.9166666666666666, "worst_month_pct": -4.0802559078922656, "month_gain_concentration": 0.32354327453255244, "top_asset_trade_share": 0.4857142857142857, "long_counts": { "XRP": 17, "SOL": 13, "ETH": 4, "BNB": 1 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 35, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": -4.0802559078922656, "2025-02-28 00:00:00+00:00": 21.05661720901591, "2025-03-31 00:00:00+00:00": 14.903683987200154, "2025-04-30 00:00:00+00:00": 20.24425223473105, "2025-05-31 00:00:00+00:00": 0.2851162714041209, "2025-07-31 00:00:00+00:00": 1.0749524989168435, "2025-10-31 00:00:00+00:00": 1.7864336127991294, "2025-11-30 00:00:00+00:00": 14.569781718994307, "2025-12-31 00:00:00+00:00": 3.966640328734826, "2026-01-31 00:00:00+00:00": 6.468421385069121, "2026-02-28 00:00:00+00:00": 1.4555826550334245, "2026-03-31 00:00:00+00:00": 41.04287355240032 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": -1.26619343889503, "drawdown_pct": -1.2661934388950247, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 6.1393355622129775, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 14.621744994722107, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 14.621744994722107, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 14.621744994722107, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 14.621744994722107, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 14.621744994722107, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 14.621744994722107, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 2.845528152911072, "drawdown_pct": -10.273981470403616, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 2.845528152911072, "drawdown_pct": -10.273981470403616, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 2.845528152911072, "drawdown_pct": -10.273981470403616, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": -4.0802559078922656, "drawdown_pct": -16.316276552477483, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": -0.2634738414457871, "drawdown_pct": -12.986383026059588, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": -0.2634738414457871, "drawdown_pct": -12.986383026059588, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 00:00:00+00:00", "gain_pct": -0.2634738414457871, "drawdown_pct": -12.986383026059588, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": -0.2634738414457871, "drawdown_pct": -12.986383026059588, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": -0.2634738414457871, "drawdown_pct": -12.986383026059588, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": -0.2634738414457871, "drawdown_pct": -12.986383026059588, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": -0.2634738414457871, "drawdown_pct": -12.986383026059588, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": -0.2634738414457871, "drawdown_pct": -12.986383026059588, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": -0.2634738414457871, "drawdown_pct": -12.986383026059588, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 10:00:00+00:00", "gain_pct": -0.2634738414457871, "drawdown_pct": -12.986383026059588, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": -7.9281612027373995, "drawdown_pct": -19.67332306666405, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": -7.9281612027373995, "drawdown_pct": -19.67332306666405, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": -7.9281612027373995, "drawdown_pct": -19.67332306666405, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": -7.9281612027373995, "drawdown_pct": -19.67332306666405, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": -7.9281612027373995, "drawdown_pct": -19.67332306666405, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": -0.13043854972396218, "drawdown_pct": -12.870318406970116, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 0.7855203955755456, "drawdown_pct": -12.071203941087848, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 4.290663574742453, "drawdown_pct": -9.013195027222242, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 4.290663574742453, "drawdown_pct": -9.013195027222242, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 4.290663574742453, "drawdown_pct": -9.013195027222242, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 4.290663574742453, "drawdown_pct": -9.013195027222242, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 4.290663574742453, "drawdown_pct": -9.013195027222242, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 4.290663574742453, "drawdown_pct": -9.013195027222242, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 4.290663574742453, "drawdown_pct": -9.013195027222242, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 11.984695205035749, "drawdown_pct": -2.3006540249476903, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 16.976361301123646, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 14.117325982840384, "drawdown_pct": -2.444113739290843, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 14.117325982840384, "drawdown_pct": -2.444113739290843, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 14.117325982840384, "drawdown_pct": -2.444113739290843, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 14.117325982840384, "drawdown_pct": -2.444113739290843, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 20.935260186583804, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 20.935260186583804, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 20.935260186583804, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 20.935260186583804, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 20.935260186583804, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 20.935260186583804, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 20.935260186583804, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 14:00:00+00:00", "gain_pct": 30.813051871538818, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 30.813051871538818, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 30.813051871538818, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 30.813051871538818, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 23.59033098955291, "drawdown_pct": -5.521406907529968, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 26.331062725477466, "drawdown_pct": -3.426255317751292, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 26.331062725477466, "drawdown_pct": -3.426255317751292, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 26.331062725477466, "drawdown_pct": -3.426255317751292, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 26.331062725477466, "drawdown_pct": -3.426255317751292, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 29.7531132850566, "drawdown_pct": -0.8102697485592669, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 29.7531132850566, "drawdown_pct": -0.8102697485592669, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 31.8800452883238, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 31.8800452883238, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 37.29871628003383, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 37.29871628003383, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 37.29871628003383, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 37.29871628003383, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 52.12429752305485, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 52.40941379445897, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 48.89084098285443, "drawdown_pct": -2.3086322058489928, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 53.484366293375814, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 53.484366293375814, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 51.6056933104679, "drawdown_pct": -1.22401585795191, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 51.6056933104679, "drawdown_pct": -1.22401585795191, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 58.92004692957093, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 55.27079990617494, "drawdown_pct": -2.296278596628676, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 55.27079990617494, "drawdown_pct": -2.296278596628676, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-04 19:00:00+00:00", "gain_pct": 62.0238868203582, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 62.0238868203582, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 69.84058162516925, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 69.84058162516925, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 69.84058162516925, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 69.84058162516925, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 73.80722195390408, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 80.2756433389732, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 86.18984391681127, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 81.73122599400662, "drawdown_pct": -2.394662259235114, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 81.73122599400662, "drawdown_pct": -2.394662259235114, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 81.73122599400662, "drawdown_pct": -2.394662259235114, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 81.73122599400662, "drawdown_pct": -2.394662259235114, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 81.73122599400662, "drawdown_pct": -2.394662259235114, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 81.73122599400662, "drawdown_pct": -2.394662259235114, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 81.73122599400662, "drawdown_pct": -2.394662259235114, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 81.73122599400662, "drawdown_pct": -2.394662259235114, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 122.77409954640694, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a100_H20_c8_p80_cap1", "variant": "ridge_a100_H20_c8_p80_cap1", "gain_pct": 25.27855469942081, "max_drawdown_pct": -2.378518469735913, "capital_score": 21.71077699481694, "stability_score": 4.083958009077239, "n_trades": 4, "skipped_by_capacity": 31, "avg_trade_ret_pct": 6.212248793936798, "median_trade_ret_pct": 2.321566026165436, "positive_month_rate": 0.6666666666666666, "worst_month_pct": 0.0, "month_gain_concentration": 0.965072759429588, "top_asset_trade_share": 0.75, "long_counts": { "XRP": 3, "ETH": 1 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 4, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 0.8240939951664927, "2026-03-31 00:00:00+00:00": 22.770498125706894 } }, "selection_score": 781.2504115835126 }, { "name": "ridge_a100_H20_c8_p80_cap2", "variant": { "name": "ridge_a100_H20_c8_p80_cap2", "threshold": 0.05270825013277534, "pred_percentile": 80, "horizon": 20, "cost_bps": 8, "cap": 2, "delay_bars": 1 }, "model_diag": { "alpha": 100.0, "ykey": "y_H20_c8", "n_train": 12794, "target_mean": 0.014920496257193131 }, "val": { "label": "Validation ridge_a100_H20_c8_p80_cap2", "variant": "ridge_a100_H20_c8_p80_cap2", "gain_pct": 792.0607000807629, "max_drawdown_pct": -15.968136720429815, "capital_score": 768.1084950001182, "stability_score": 765.2811267921933, "n_trades": 124, "skipped_by_capacity": 1190, "avg_trade_ret_pct": 1.8287454182829426, "median_trade_ret_pct": 1.7133900868859253, "positive_month_rate": 0.875, "worst_month_pct": -7.182206917602343, "month_gain_concentration": 0.21558195816119086, "top_asset_trade_share": 0.6048387096774194, "long_counts": { "SOL": 37, "ETH": 9, "XRP": 75, "BTC": 2, "BNB": 1 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 124, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.9425837320574162, "max_open_trades": 2, "avg_exposure": 0.9712918660287081, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 13.733823146962905, "2024-10-31 00:00:00+00:00": 3.8353208453220446, "2024-11-30 00:00:00+00:00": 90.43909185798458, "2024-12-31 00:00:00+00:00": 72.25648095502058, "2025-01-31 00:00:00+00:00": 13.605794158666924, "2025-02-28 00:00:00+00:00": 76.25755121479864, "2025-03-31 00:00:00+00:00": 96.74986745093406, "2025-04-30 00:00:00+00:00": 80.3970864140145, "2025-05-31 00:00:00+00:00": 74.92949963497756, "2025-07-31 00:00:00+00:00": -7.182206917602343, "2025-10-31 00:00:00+00:00": 13.239689501939097, "2025-11-30 00:00:00+00:00": 30.676663824180537, "2026-01-31 00:00:00+00:00": 39.1252087291698, "2026-02-28 00:00:00+00:00": 5.923023099220586, "2026-03-31 00:00:00+00:00": 167.96787490554516 } }, "test": { "label": "Test ridge_a100_H20_c8_p80_cap2", "variant": "ridge_a100_H20_c8_p80_cap2", "gain_pct": 130.3846880768727, "max_drawdown_pct": -10.991169450564763, "capital_score": 113.89793390102554, "stability_score": 113.89793390102554, "n_trades": 65, "skipped_by_capacity": 370, "avg_trade_ret_pct": 1.3317819421297747, "median_trade_ret_pct": 1.3543979151886776, "positive_month_rate": 0.9166666666666666, "worst_month_pct": -2.6936730139691036, "month_gain_concentration": 0.33685396366801484, "top_asset_trade_share": 0.4461538461538462, "long_counts": { "XRP": 29, "SOL": 25, "ETH": 9, "BNB": 2 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 65, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.9263157894736842, "max_open_trades": 2, "avg_exposure": 0.9631578947368421, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": -2.6936730139691036, "2025-02-28 00:00:00+00:00": 20.0426018731671, "2025-03-31 00:00:00+00:00": 13.21381144646, "2025-04-30 00:00:00+00:00": 20.49947525208799, "2025-05-31 00:00:00+00:00": 0.14156284154194054, "2025-07-31 00:00:00+00:00": 1.1223717008425638, "2025-10-31 00:00:00+00:00": 4.495940450635402, "2025-11-30 00:00:00+00:00": 14.518103473920632, "2025-12-31 00:00:00+00:00": 4.02502869077648, "2026-01-31 00:00:00+00:00": 6.587125821449092, "2026-02-28 00:00:00+00:00": 1.5438529458360506, "2026-03-31 00:00:00+00:00": 43.781307979850766 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": -0.6330967194475079, "drawdown_pct": -0.6330967194475123, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 3.0934104903145823, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 7.212903574290053, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 7.212903574290053, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 7.212903574290053, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 7.212903574290053, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 7.212903574290053, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 7.212903574290053, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 1.7053866507379212, "drawdown_pct": -5.136990735201808, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 5.583762653491462, "drawdown_pct": -1.519538102677842, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 5.583762653491462, "drawdown_pct": -1.519538102677842, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": -2.6936730139691036, "drawdown_pct": -9.240097281195903, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": -0.7576949350689972, "drawdown_pct": -7.434364935220749, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": -0.7576949350689972, "drawdown_pct": -7.434364935220749, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 00:00:00+00:00", "gain_pct": -0.7576949350689972, "drawdown_pct": -7.434364935220749, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": -0.7576949350689972, "drawdown_pct": -7.434364935220749, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": -0.7576949350689972, "drawdown_pct": -7.434364935220749, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": -0.7576949350689972, "drawdown_pct": -7.434364935220749, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": -0.7576949350689972, "drawdown_pct": -7.434364935220749, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": -0.7576949350689972, "drawdown_pct": -7.434364935220749, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": -0.7576949350689972, "drawdown_pct": -7.434364935220749, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 10:00:00+00:00", "gain_pct": -0.7576949350689972, "drawdown_pct": -7.434364935220749, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": -4.57104833043077, "drawdown_pct": -10.991169450564763, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": -3.746612844781481, "drawdown_pct": -10.222199057856363, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": -3.746612844781481, "drawdown_pct": -10.222199057856363, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": -3.746612844781481, "drawdown_pct": -10.222199057856363, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": -3.746612844781481, "drawdown_pct": -10.222199057856363, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 1.2737421282209311, "drawdown_pct": -5.539595746470716, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 2.2047093110315643, "drawdown_pct": -4.671260731025917, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 4.440753270235177, "drawdown_pct": -2.5856498720175036, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 4.440753270235177, "drawdown_pct": -2.5856498720175036, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 4.440753270235177, "drawdown_pct": -2.5856498720175036, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 4.440753270235177, "drawdown_pct": -2.5856498720175036, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 4.440753270235177, "drawdown_pct": -2.5856498720175036, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 4.440753270235177, "drawdown_pct": -2.5856498720175036, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 4.440753270235177, "drawdown_pct": -2.5856498720175036, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 12.287968548165338, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 17.348928859197997, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 14.498312724891804, "drawdown_pct": -2.4291795093643542, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 14.498312724891804, "drawdown_pct": -2.4291795093643542, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 14.498312724891804, "drawdown_pct": -2.4291795093643542, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 14.498312724891804, "drawdown_pct": -2.4291795093643542, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 21.441183231098336, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 21.441183231098336, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 21.441183231098336, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 21.441183231098336, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 21.441183231098336, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 21.441183231098336, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 21.441183231098336, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 14:00:00+00:00", "gain_pct": 31.56284208455, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 31.56284208455, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 31.56284208455, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 31.56284208455, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 24.398992637751476, "drawdown_pct": -5.445192071933668, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 25.038587021548636, "drawdown_pct": -4.95904083525992, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 25.038587021548636, "drawdown_pct": -4.95904083525992, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 25.038587021548636, "drawdown_pct": -4.95904083525992, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 25.038587021548636, "drawdown_pct": -4.95904083525992, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 28.448564052938423, "drawdown_pct": -2.3671410424610295, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 28.448564052938423, "drawdown_pct": -2.3671410424610295, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 30.562740305657996, "drawdown_pct": -0.7601703969341678, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 30.562740305657996, "drawdown_pct": -0.7601703969341678, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 35.982390481005865, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 35.982390481005865, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 35.982390481005865, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 35.982390481005865, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 51.062215557745986, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 51.20377839928793, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 47.73318635661454, "drawdown_pct": -2.2953077491942753, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 52.32615010013049, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 52.32615010013049, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 53.01476637207293, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 53.01476637207293, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 60.48614385648108, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 56.82209055076589, "drawdown_pct": -2.28309635814532, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 56.82209055076589, "drawdown_pct": -2.28309635814532, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-04 19:00:00+00:00", "gain_pct": 63.36379937082677, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 63.36379937082677, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 71.34019402468653, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 71.34019402468653, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 71.34019402468653, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 71.34019402468653, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 75.365222715463, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 81.9523485369121, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 87.9705129270979, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 83.49620148274815, "drawdown_pct": -2.3803262408955916, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 83.49620148274815, "drawdown_pct": -2.3803262408955916, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 83.49620148274815, "drawdown_pct": -2.3803262408955916, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 83.49620148274815, "drawdown_pct": -2.3803262408955916, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 83.49620148274815, "drawdown_pct": -2.3803262408955916, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 83.49620148274815, "drawdown_pct": -2.3803262408955916, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 83.49620148274815, "drawdown_pct": -2.3803262408955916, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 83.49620148274815, "drawdown_pct": -2.3803262408955916, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 127.27750946259891, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a100_H20_c8_p80_cap2", "variant": "ridge_a100_H20_c8_p80_cap2", "gain_pct": 25.87328443459718, "max_drawdown_pct": -2.364375094458726, "capital_score": 22.32672179290909, "stability_score": 10.121267155717213, "n_trades": 7, "skipped_by_capacity": 28, "avg_trade_ret_pct": 3.4630791043010962, "median_trade_ret_pct": 1.6403215842967622, "positive_month_rate": 0.6666666666666666, "worst_month_pct": 0.0, "month_gain_concentration": 0.9625038997733895, "top_asset_trade_share": 0.5714285714285714, "long_counts": { "XRP": 4, "ETH": 3 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 7, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.9090909090909092, "max_open_trades": 2, "avg_exposure": 0.9545454545454546, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 0.9382117411406483, "2026-03-31 00:00:00+00:00": 24.08337011591901 } }, "selection_score": 753.1084950001182 }, { "name": "ridge_a100_H20_c8_p80_cap3", "variant": { "name": "ridge_a100_H20_c8_p80_cap3", "threshold": 0.05270825013277534, "pred_percentile": 80, "horizon": 20, "cost_bps": 8, "cap": 3, "delay_bars": 1 }, "model_diag": { "alpha": 100.0, "ykey": "y_H20_c8", "n_train": 12794, "target_mean": 0.014920496257193131 }, "val": { "label": "Validation ridge_a100_H20_c8_p80_cap3", "variant": "ridge_a100_H20_c8_p80_cap3", "gain_pct": 632.9005089251009, "max_drawdown_pct": -16.057119184950096, "capital_score": 608.8148301476757, "stability_score": 606.8402538764892, "n_trades": 177, "skipped_by_capacity": 1137, "avg_trade_ret_pct": 1.1525506260824636, "median_trade_ret_pct": 1.1396715373267556, "positive_month_rate": 0.8125, "worst_month_pct": -3.9132089747838563, "month_gain_concentration": 0.22534248341399912, "top_asset_trade_share": 0.615819209039548, "long_counts": { "SOL": 53, "ETH": 11, "XRP": 109, "BTC": 3, "BNB": 1 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 177, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.8229665071770333, "max_open_trades": 3, "avg_exposure": 0.9409888357256778, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 9.794475635431425, "2024-10-31 00:00:00+00:00": 1.7356240853391682, "2024-11-30 00:00:00+00:00": 76.13783503075994, "2024-12-31 00:00:00+00:00": 68.17409080652607, "2025-01-31 00:00:00+00:00": -1.4719776834482161, "2025-02-28 00:00:00+00:00": 61.32149733151928, "2025-03-31 00:00:00+00:00": 72.51629026366373, "2025-04-30 00:00:00+00:00": 65.31339880519937, "2025-05-31 00:00:00+00:00": 54.98882179235386, "2025-07-31 00:00:00+00:00": -3.9132089747838563, "2025-10-31 00:00:00+00:00": 10.882005029838524, "2025-11-30 00:00:00+00:00": 25.271841273260975, "2026-01-31 00:00:00+00:00": 32.266002200256594, "2026-02-28 00:00:00+00:00": 4.940897438237926, "2026-03-31 00:00:00+00:00": 140.60105270277347 } }, "test": { "label": "Test ridge_a100_H20_c8_p80_cap3", "variant": "ridge_a100_H20_c8_p80_cap3", "gain_pct": 122.76336049317035, "max_drawdown_pct": -6.531361206096575, "capital_score": 112.9663186840255, "stability_score": 112.9663186840255, "n_trades": 89, "skipped_by_capacity": 346, "avg_trade_ret_pct": 0.9219292546680866, "median_trade_ret_pct": 1.028387705650377, "positive_month_rate": 0.9166666666666666, "worst_month_pct": -0.9366746444321166, "month_gain_concentration": 0.3549590105960648, "top_asset_trade_share": 0.4606741573033708, "long_counts": { "XRP": 41, "SOL": 32, "ETH": 13, "BNB": 3 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 89, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.778947368421053, "max_open_trades": 3, "avg_exposure": 0.9263157894736842, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 0.2437118745733784, "2025-02-28 00:00:00+00:00": 14.836095530425567, "2025-03-31 00:00:00+00:00": 13.948362762456725, "2025-04-30 00:00:00+00:00": 20.41592742188587, "2025-05-31 00:00:00+00:00": 0.09336431804300105, "2025-07-31 00:00:00+00:00": 0.7514095036724768, "2025-10-31 00:00:00+00:00": 3.6115173712921376, "2025-11-30 00:00:00+00:00": 14.611747778205228, "2025-12-31 00:00:00+00:00": 3.501685752409429, "2026-01-31 00:00:00+00:00": 6.481421588767944, "2026-02-28 00:00:00+00:00": -0.9366746444321166, "2026-03-31 00:00:00+00:00": 43.19507530459816 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": -0.42206447963167193, "drawdown_pct": -0.4220644796316675, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 2.0675498178115106, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 4.786550405550656, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 4.786550405550656, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 4.786550405550656, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 4.786550405550656, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 4.786550405550656, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 4.786550405550656, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 1.1979668148368603, "drawdown_pct": -3.4246604901345234, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 3.770651041615153, "drawdown_pct": -0.9694940428935928, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 3.770651041615153, "drawdown_pct": -0.9694940428935928, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 0.2437118745733784, "drawdown_pct": -4.335325968261516, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 1.5733248247132252, "drawdown_pct": -3.0664484787421897, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 1.5733248247132252, "drawdown_pct": -3.0664484787421897, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 00:00:00+00:00", "gain_pct": 1.5733248247132252, "drawdown_pct": -3.0664484787421897, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 1.5733248247132252, "drawdown_pct": -3.0664484787421897, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 1.5733248247132252, "drawdown_pct": -3.0664484787421897, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 1.5733248247132252, "drawdown_pct": -3.0664484787421897, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 1.5733248247132252, "drawdown_pct": -3.0664484787421897, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 1.5733248247132252, "drawdown_pct": -3.0664484787421897, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 1.5733248247132252, "drawdown_pct": -3.0664484787421897, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 10:00:00+00:00", "gain_pct": 1.5733248247132252, "drawdown_pct": -3.0664484787421897, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": -1.0286232245256883, "drawdown_pct": -5.549542004742158, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": -2.0574376968443175, "drawdown_pct": -6.531361206096575, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": -2.0574376968443175, "drawdown_pct": -6.531361206096575, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": -2.0574376968443175, "drawdown_pct": -6.531361206096575, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": -2.0574376968443175, "drawdown_pct": -6.531361206096575, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 1.9754799476215794, "drawdown_pct": -2.6826634210683653, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 1.6930415870136102, "drawdown_pct": -2.9522002647900725, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 4.370617185992245, "drawdown_pct": -0.39693378391467693, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 4.370617185992245, "drawdown_pct": -0.39693378391467693, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 4.370617185992245, "drawdown_pct": -0.39693378391467693, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 4.370617185992245, "drawdown_pct": -0.39693378391467693, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 4.370617185992245, "drawdown_pct": -0.39693378391467693, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 4.370617185992245, "drawdown_pct": -0.39693378391467693, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 4.370617185992245, "drawdown_pct": -0.39693378391467693, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 11.489010264230814, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 15.079807404998945, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 13.21232483039195, "drawdown_pct": -1.622771724004357, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 13.21232483039195, "drawdown_pct": -1.622771724004357, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 13.21232483039195, "drawdown_pct": -1.622771724004357, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 13.21232483039195, "drawdown_pct": -1.622771724004357, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 20.11178624432928, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 20.11178624432928, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 20.11178624432928, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 20.11178624432928, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 20.11178624432928, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 20.11178624432928, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 20.11178624432928, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 14:00:00+00:00", "gain_pct": 30.191844656150863, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 30.191844656150863, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 30.191844656150863, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 30.191844656150863, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 23.13491216850977, "drawdown_pct": -5.420410553578936, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 23.55876000083289, "drawdown_pct": -5.09485419216279, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 23.55876000083289, "drawdown_pct": -5.09485419216279, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 23.55876000083289, "drawdown_pct": -5.09485419216279, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 23.55876000083289, "drawdown_pct": -5.09485419216279, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 26.9360262189833, "drawdown_pct": -2.5007852417841425, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 26.9360262189833, "drawdown_pct": -2.5007852417841425, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 29.02817016745567, "drawdown_pct": -0.8938151938537864, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 29.02817016745567, "drawdown_pct": -0.8938151938537864, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 34.40260418676621, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 34.40260418676621, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 34.40260418676621, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 34.40260418676621, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 49.44409758934154, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 49.53746190738454, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 47.244804150135565, "drawdown_pct": -1.5331661564972454, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 50.288871411057016, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 50.288871411057016, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 50.12895385246259, "drawdown_pct": -0.10640678653912605, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 50.12895385246259, "drawdown_pct": -0.10640678653912605, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 57.48916868311733, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 53.900388782349154, "drawdown_pct": -2.2787471232317724, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 53.900388782349154, "drawdown_pct": -2.2787471232317724, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-04 19:00:00+00:00", "gain_pct": 60.63705307010338, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 60.63705307010338, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 68.51213656055438, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 68.51213656055438, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 68.51213656055438, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 68.51213656055438, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 72.01382231296381, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 78.49524390173175, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 84.4153052283774, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 77.55856925729964, "drawdown_pct": -3.7180948525863844, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 77.55856925729964, "drawdown_pct": -3.7180948525863844, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 77.55856925729964, "drawdown_pct": -3.7180948525863844, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 77.55856925729964, "drawdown_pct": -3.7180948525863844, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 77.55856925729964, "drawdown_pct": -3.7180948525863844, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 77.55856925729964, "drawdown_pct": -3.7180948525863844, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 77.55856925729964, "drawdown_pct": -3.7180948525863844, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 77.55856925729964, "drawdown_pct": -3.7180948525863844, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 120.7536445618978, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 } ] }, "recent": { "label": "Recent ridge_a100_H20_c8_p80_cap3", "variant": "ridge_a100_H20_c8_p80_cap3", "gain_pct": 25.83937318489528, "max_drawdown_pct": -1.5793930352563046, "capital_score": 23.470283632010823, "stability_score": 9.347383511637386, "n_trades": 8, "skipped_by_capacity": 27, "avg_trade_ret_pct": 2.977810283890271, "median_trade_ret_pct": 1.1181487216075616, "positive_month_rate": 0.6666666666666666, "worst_month_pct": 0.0, "month_gain_concentration": 0.9749160048149376, "top_asset_trade_share": 0.625, "long_counts": { "XRP": 5, "ETH": 3 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 8, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.5454545454545454, "max_open_trades": 3, "avg_exposure": 0.8484848484848485, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 0.6338836263734322, "2026-03-31 00:00:00+00:00": 24.636557613023342 } }, "selection_score": 593.8148301476757 }, { "name": "ridge_a100_H20_c8_p80_cap5", "variant": { "name": "ridge_a100_H20_c8_p80_cap5", "threshold": 0.05270825013277534, "pred_percentile": 80, "horizon": 20, "cost_bps": 8, "cap": 5, "delay_bars": 1 }, "model_diag": { "alpha": 100.0, "ykey": "y_H20_c8", "n_train": 12794, "target_mean": 0.014920496257193131 }, "val": { "label": "Validation ridge_a100_H20_c8_p80_cap5", "variant": "ridge_a100_H20_c8_p80_cap5", "gain_pct": 506.61062076754104, "max_drawdown_pct": -17.120469440912544, "capital_score": 480.92991660617224, "stability_score": 475.98435220226906, "n_trades": 268, "skipped_by_capacity": 1046, "avg_trade_ret_pct": 0.6828557737061204, "median_trade_ret_pct": 0.6862794896615281, "positive_month_rate": 0.75, "worst_month_pct": -9.087355448679347, "month_gain_concentration": 0.23250447684936354, "top_asset_trade_share": 0.6119402985074627, "long_counts": { "SOL": 85, "ETH": 15, "XRP": 164, "BTC": 3, "BNB": 1 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 268, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.440191387559809, "max_open_trades": 5, "avg_exposure": 0.8880382775119617, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 10.208262430455491, "2024-10-31 00:00:00+00:00": 0.6127748072259465, "2024-11-30 00:00:00+00:00": 61.598431598307414, "2024-12-31 00:00:00+00:00": 62.880060914667865, "2025-01-31 00:00:00+00:00": -9.087355448679347, "2025-02-28 00:00:00+00:00": 47.59110047210726, "2025-03-31 00:00:00+00:00": 61.10597996200829, "2025-04-30 00:00:00+00:00": 51.73011340397653, "2025-05-31 00:00:00+00:00": 45.04018084667041, "2025-07-31 00:00:00+00:00": -1.9931786187942748, "2025-10-31 00:00:00+00:00": 9.27982103203857, "2025-11-30 00:00:00+00:00": 21.590990051570884, "2026-01-31 00:00:00+00:00": 22.974869534696097, "2026-02-28 00:00:00+00:00": -3.6266903403875403, "2026-03-31 00:00:00+00:00": 119.54361931578802 } }, "test": { "label": "Test ridge_a100_H20_c8_p80_cap5", "variant": "ridge_a100_H20_c8_p80_cap5", "gain_pct": 112.74842357293929, "max_drawdown_pct": -5.038060410533829, "capital_score": 105.19133295713854, "stability_score": 105.19133295713854, "n_trades": 132, "skipped_by_capacity": 303, "avg_trade_ret_pct": 0.5799967256971699, "median_trade_ret_pct": 0.6170326233902261, "positive_month_rate": 1.0, "worst_month_pct": 0.05314294675170572, "month_gain_concentration": 0.3758021880690468, "top_asset_trade_share": 0.4696969696969697, "long_counts": { "XRP": 62, "SOL": 48, "ETH": 17, "BNB": 5 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 132, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.242105263157895, "max_open_trades": 5, "avg_exposure": 0.8484210526315791, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 3.1596527279083375, "2025-02-28 00:00:00+00:00": 10.636088565571285, "2025-03-31 00:00:00+00:00": 10.791684623040652, "2025-04-30 00:00:00+00:00": 17.185146429074493, "2025-05-31 00:00:00+00:00": 0.05314294675170572, "2025-07-31 00:00:00+00:00": 0.4327766187591635, "2025-10-31 00:00:00+00:00": 4.720327803098769, "2025-11-30 00:00:00+00:00": 14.793297718942512, "2025-12-31 00:00:00+00:00": 1.9150411699550887, "2026-01-31 00:00:00+00:00": 5.8843114439141, "2026-02-28 00:00:00+00:00": 0.08505849744278748, "2026-03-31 00:00:00+00:00": 41.937147711753425 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": -0.25323868777900316, "drawdown_pct": -0.2532386877790005, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 1.2430624463357702, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 2.8612845754304743, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 2.8612845754304743, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 2.8612845754304743, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 2.8612845754304743, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 2.8612845754304743, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 2.8612845754304743, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 0.7476947119307056, "drawdown_pct": -2.0547962940807185, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 2.284437078764469, "drawdown_pct": -0.5608013734681561, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 2.284437078764469, "drawdown_pct": -0.5608013734681561, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 3.1596527279083375, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 3.9806263788276652, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 3.9806263788276652, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 00:00:00+00:00", "gain_pct": 3.9806263788276652, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 3.9806263788276652, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 3.9806263788276652, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 3.9806263788276652, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 3.9806263788276652, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 3.9806263788276652, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 3.9806263788276652, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 10:00:00+00:00", "gain_pct": 3.9806263788276652, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 2.382457636599767, "drawdown_pct": -1.5369870310315004, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 1.113830853666414, "drawdown_pct": -2.7570477549508032, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 1.113830853666414, "drawdown_pct": -2.7570477549508032, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": 1.113830853666414, "drawdown_pct": -2.7570477549508032, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 1.113830853666414, "drawdown_pct": -2.7570477549508032, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 3.702254012225083, "drawdown_pct": -0.2677156084715304, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 3.299077874745592, "drawdown_pct": -0.6554572018050986, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 5.111140710313066, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 5.111140710313066, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 5.111140710313066, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 5.111140710313066, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 5.111140710313066, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 5.111140710313066, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 5.111140710313066, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 11.645922373298859, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 13.795741293479622, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 12.685941477231125, "drawdown_pct": -0.9752560189280945, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 12.685941477231125, "drawdown_pct": -0.9752560189280945, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 12.685941477231125, "drawdown_pct": -0.9752560189280945, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 12.685941477231125, "drawdown_pct": -0.9752560189280945, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 15.304451590161904, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 15.304451590161904, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 15.304451590161904, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 15.304451590161904, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 15.304451590161904, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 15.304451590161904, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 15.304451590161904, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-07 14:00:00+00:00", "gain_pct": 24.41708291120146, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 24.41708291120146, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 24.41708291120146, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 24.41708291120146, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 18.148875113111174, "drawdown_pct": -5.038060410533829, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 18.39370805527112, "drawdown_pct": -4.841276386643245, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 18.39370805527112, "drawdown_pct": -4.841276386643245, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 18.39370805527112, "drawdown_pct": -4.841276386643245, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 18.39370805527112, "drawdown_pct": -4.841276386643245, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 21.570091432502636, "drawdown_pct": -2.288264129075246, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 21.570091432502636, "drawdown_pct": -2.288264129075246, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 24.587425916520274, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 24.587425916520274, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 28.597546383319468, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 28.597546383319468, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 28.597546383319468, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 28.597546383319468, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 41.77257234559477, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 41.82571529234647, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 40.51904523753407, "drawdown_pct": -0.9213209692748303, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 42.25849191110564, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 42.25849191110564, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 43.350050780846516, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 43.350050780846516, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 50.40086603937564, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 46.978819714204405, "drawdown_pct": -2.275283657126903, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 46.978819714204405, "drawdown_pct": -2.275283657126903, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-04 19:00:00+00:00", "gain_pct": 53.65807236169243, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 53.65807236169243, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 61.77211743314692, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 61.77211743314692, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 61.77211743314692, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 61.77211743314692, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 63.687158603102006, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 69.5714700470161, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 75.20798678013614, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 69.6565285444589, "drawdown_pct": -3.1684961043720095, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 69.6565285444589, "drawdown_pct": -3.1684961043720095, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 69.6565285444589, "drawdown_pct": -3.1684961043720095, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 69.6565285444589, "drawdown_pct": -3.1684961043720095, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 69.6565285444589, "drawdown_pct": -3.1684961043720095, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 69.6565285444589, "drawdown_pct": -3.1684961043720095, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 69.6565285444589, "drawdown_pct": -3.1684961043720095, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 69.6565285444589, "drawdown_pct": -3.1684961043720095, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 111.59367625621232, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 } ] }, "recent": { "label": "Recent ridge_a100_H20_c8_p80_cap5", "variant": "ridge_a100_H20_c8_p80_cap5", "gain_pct": 26.474022388599025, "max_drawdown_pct": -0.9491444478500033, "capital_score": 25.05030571682402, "stability_score": 8.418034323398434, "n_trades": 10, "skipped_by_capacity": 25, "avg_trade_ret_pct": 2.402437549141348, "median_trade_ret_pct": 2.6012630754204076, "positive_month_rate": 0.6666666666666666, "worst_month_pct": 0.0, "month_gain_concentration": 0.9852908557370236, "top_asset_trade_share": 0.7, "long_counts": { "XRP": 7, "ETH": 3 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 10, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 3.727272727272727, "max_open_trades": 5, "avg_exposure": 0.7454545454545454, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 0.3843546475562363, "2026-03-31 00:00:00+00:00": 25.74596542304593 } }, "selection_score": 465.92991660617224 }, { "name": "ridge_a100_H20_c8_p90_cap1", "variant": { "name": "ridge_a100_H20_c8_p90_cap1", "threshold": 0.06876575819588147, "pred_percentile": 90, "horizon": 20, "cost_bps": 8, "cap": 1, "delay_bars": 1 }, "model_diag": { "alpha": 100.0, "ykey": "y_H20_c8", "n_train": 12794, "target_mean": 0.014920496257193131 }, "val": { "label": "Validation ridge_a100_H20_c8_p90_cap1", "variant": "ridge_a100_H20_c8_p90_cap1", "gain_pct": 455.15522447455794, "max_drawdown_pct": -16.829862240460926, "capital_score": 429.91043111386654, "stability_score": 414.28407514972105, "n_trades": 48, "skipped_by_capacity": 609, "avg_trade_ret_pct": 3.8586994420056295, "median_trade_ret_pct": 3.9608419289905625, "positive_month_rate": 0.8461538461538461, "worst_month_pct": -17.50135596414546, "month_gain_concentration": 0.23056621571791355, "top_asset_trade_share": 0.6875, "long_counts": { "SOL": 12, "XRP": 33, "BTC": 1, "ETH": 2 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 48, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 12.661116671655009, "2024-10-31 00:00:00+00:00": 9.924262420327707, "2024-11-30 00:00:00+00:00": 85.05692389312175, "2024-12-31 00:00:00+00:00": 65.2462242586839, "2025-01-31 00:00:00+00:00": -17.50135596414546, "2025-02-28 00:00:00+00:00": 33.04503084713926, "2025-03-31 00:00:00+00:00": 53.46083089368466, "2025-04-30 00:00:00+00:00": 35.163165089758024, "2025-07-31 00:00:00+00:00": 31.007197401794485, "2025-10-31 00:00:00+00:00": 8.737675921592768, "2025-11-30 00:00:00+00:00": 20.10894418749359, "2026-02-28 00:00:00+00:00": 14.493169040009889 } }, "test": { "label": "Test ridge_a100_H20_c8_p90_cap1", "variant": "ridge_a100_H20_c8_p90_cap1", "gain_pct": 84.6931300785084, "max_drawdown_pct": -16.316276552477483, "capital_score": 60.21871524979218, "stability_score": 55.72261449974814, "n_trades": 23, "skipped_by_capacity": 175, "avg_trade_ret_pct": 2.8879681307131837, "median_trade_ret_pct": 3.4778241610595306, "positive_month_rate": 0.75, "worst_month_pct": -10.039579010913613, "month_gain_concentration": 0.37624448608921046, "top_asset_trade_share": 0.5652173913043478, "long_counts": { "XRP": 13, "SOL": 8, "ETH": 1, "BNB": 1 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 23, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": -10.039579010913613, "2025-02-28 00:00:00+00:00": 10.359014141458772, "2025-03-31 00:00:00+00:00": 23.41959238287042, "2025-04-30 00:00:00+00:00": 5.084173860142869, "2025-07-31 00:00:00+00:00": 14.895010419311092, "2025-10-31 00:00:00+00:00": 1.6727634906308424, "2025-11-30 00:00:00+00:00": 6.8151217188085695, "2026-02-28 00:00:00+00:00": -2.029959902316392 }, "curve": [ { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 7.500499837940339, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 7.500499837940339, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 7.500499837940339, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": -3.5440815960009218, "drawdown_pct": -10.273981470403616, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": -3.5440815960009218, "drawdown_pct": -10.273981470403616, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": -3.5440815960009218, "drawdown_pct": -10.273981470403616, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": -10.039579010913613, "drawdown_pct": -16.316276552477483, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": -6.459926825943157, "drawdown_pct": -12.986383026059588, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": -6.459926825943157, "drawdown_pct": -12.986383026059588, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": -6.459926825943157, "drawdown_pct": -12.986383026059588, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": -6.459926825943157, "drawdown_pct": -12.986383026059588, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": -6.459926825943157, "drawdown_pct": -12.986383026059588, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": -6.459926825943157, "drawdown_pct": -12.986383026059588, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": -6.459926825943157, "drawdown_pct": -12.986383026059588, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": -6.459926825943157, "drawdown_pct": -12.986383026059588, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": -4.843692877949053, "drawdown_pct": -11.482916576665758, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": -4.843692877949053, "drawdown_pct": -11.482916576665758, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": -3.0522375746889026, "drawdown_pct": -9.81645427559663, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 0.31943513054515904, "drawdown_pct": -6.680029133093157, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 0.31943513054515904, "drawdown_pct": -6.680029133093157, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 0.31943513054515904, "drawdown_pct": -6.680029133093157, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 0.31943513054515904, "drawdown_pct": -6.680029133093157, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 7.720489842162721, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 7.720489842162721, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 14.156245375457573, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 14.156245375457573, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 14.156245375457573, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 21.102810204796285, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 21.102810204796285, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 16.19058526857249, "drawdown_pct": -4.056243556955252, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 16.19058526857249, "drawdown_pct": -4.056243556955252, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 16.19058526857249, "drawdown_pct": -4.056243556955252, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 16.19058526857249, "drawdown_pct": -4.056243556955252, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 19.33795099761862, "drawdown_pct": -1.45732308291866, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 23.73902751341558, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 23.73902751341558, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 28.823201373558447, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 28.823201373558447, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 28.823201373558447, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 39.4169708300503, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 43.71821179286954, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 41.95907808975991, "drawdown_pct": -1.224015857951899, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 48.80802204375766, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 45.39097528350038, "drawdown_pct": -2.2962785966286647, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 52.20609700230895, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 53.86057830039297, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 50.17613709999256, "drawdown_pct": -2.394662259235125, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 50.17613709999256, "drawdown_pct": -2.394662259235125, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 50.17613709999256, "drawdown_pct": -2.394662259235125, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 50.17613709999256, "drawdown_pct": -2.394662259235125, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 50.17613709999256, "drawdown_pct": -2.394662259235125, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 50.17613709999256, "drawdown_pct": -2.394662259235125, "open_trades": 1, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a100_H20_c8_p90_cap1", "variant": "ridge_a100_H20_c8_p90_cap1", "gain_pct": 22.984339353151157, "max_drawdown_pct": 0.0, "capital_score": 22.984339353151157, "stability_score": 9.484339353151158, "n_trades": 1, "skipped_by_capacity": 15, "avg_trade_ret_pct": 22.984339353151153, "median_trade_ret_pct": 22.984339353151153, "positive_month_rate": 0.0, "worst_month_pct": 0.0, "month_gain_concentration": 0.0, "top_asset_trade_share": 1.0, "long_counts": { "XRP": 1 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 1, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2026-02-28 00:00:00+00:00": 0.0 } }, "selection_score": 314.91043111386654 }, { "name": "ridge_a100_H20_c8_p90_cap2", "variant": { "name": "ridge_a100_H20_c8_p90_cap2", "threshold": 0.06876575819588147, "pred_percentile": 90, "horizon": 20, "cost_bps": 8, "cap": 2, "delay_bars": 1 }, "model_diag": { "alpha": 100.0, "ykey": "y_H20_c8", "n_train": 12794, "target_mean": 0.014920496257193131 }, "val": { "label": "Validation ridge_a100_H20_c8_p90_cap2", "variant": "ridge_a100_H20_c8_p90_cap2", "gain_pct": 388.01258481818223, "max_drawdown_pct": -16.48306774454885, "capital_score": 363.28798320135894, "stability_score": 350.5767698980314, "n_trades": 90, "skipped_by_capacity": 567, "avg_trade_ret_pct": 1.8328455687348564, "median_trade_ret_pct": 1.9804209644952813, "positive_month_rate": 0.8461538461538461, "worst_month_pct": -14.54454663666084, "month_gain_concentration": 0.24380342773820066, "top_asset_trade_share": 0.6888888888888889, "long_counts": { "SOL": 21, "XRP": 62, "BTC": 2, "ETH": 5 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 90, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.9185185185185185, "max_open_trades": 2, "avg_exposure": 0.9592592592592593, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 8.34231849302057, "2024-10-31 00:00:00+00:00": 3.713384319098097, "2024-11-30 00:00:00+00:00": 62.415341236698524, "2024-12-31 00:00:00+00:00": 74.88112842296144, "2025-01-31 00:00:00+00:00": -14.54454663666084, "2025-02-28 00:00:00+00:00": 28.399785215962993, "2025-03-31 00:00:00+00:00": 41.61244998786327, "2025-04-30 00:00:00+00:00": 22.06979019380924, "2025-07-31 00:00:00+00:00": 27.434408873428026, "2025-10-31 00:00:00+00:00": 7.627594108451547, "2025-11-30 00:00:00+00:00": 17.67331025534969, "2026-02-28 00:00:00+00:00": 12.967796673006774 } }, "test": { "label": "Test ridge_a100_H20_c8_p90_cap2", "variant": "ridge_a100_H20_c8_p90_cap2", "gain_pct": 91.69049146940606, "max_drawdown_pct": -5.240570656692867, "capital_score": 83.82963548436675, "stability_score": 81.04392119865246, "n_trades": 42, "skipped_by_capacity": 156, "avg_trade_ret_pct": 1.6062085844644656, "median_trade_ret_pct": 1.6407468195026653, "positive_month_rate": 0.75, "worst_month_pct": -2.627767512882997, "month_gain_concentration": 0.37905506584325516, "top_asset_trade_share": 0.6428571428571429, "long_counts": { "XRP": 27, "SOL": 11, "ETH": 2, "BNB": 2 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 42, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.9245283018867925, "max_open_trades": 2, "avg_exposure": 0.9622641509433962, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": -1.6868552345288919, "2025-02-28 00:00:00+00:00": 4.452671481647883, "2025-03-31 00:00:00+00:00": 22.183960453898166, "2025-04-30 00:00:00+00:00": 5.186656450546309, "2025-07-31 00:00:00+00:00": 15.307219253805641, "2025-10-31 00:00:00+00:00": 4.292801989071563, "2025-11-30 00:00:00+00:00": 7.1010644076817755, "2026-02-28 00:00:00+00:00": -2.627767512882997 }, "curve": [ { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 3.7502499189701695, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 3.7502499189701695, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 3.7502499189701695, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": -1.5793908071160558, "drawdown_pct": -5.1369907352018185, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": -1.5793908071160558, "drawdown_pct": -5.1369907352018185, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": -1.5793908071160558, "drawdown_pct": -5.1369907352018185, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": -1.6868552345288919, "drawdown_pct": -5.240570656692867, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 0.2691541949608194, "drawdown_pct": -3.355264904641786, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 0.2691541949608194, "drawdown_pct": -3.355264904641786, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 0.2691541949608194, "drawdown_pct": -3.355264904641786, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 0.2691541949608194, "drawdown_pct": -3.355264904641786, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 0.2691541949608194, "drawdown_pct": -3.355264904641786, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 0.2691541949608194, "drawdown_pct": -3.355264904641786, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 0.2691541949608194, "drawdown_pct": -3.355264904641786, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 0.2691541949608194, "drawdown_pct": -3.355264904641786, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": -1.3012601389265228, "drawdown_pct": -4.868913628489535, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": -1.3012601389265228, "drawdown_pct": -4.868913628489535, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 0.5656321672758224, "drawdown_pct": -3.06950369197333, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 2.765816247118991, "drawdown_pct": -0.9488494462616015, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 2.765816247118991, "drawdown_pct": -0.9488494462616015, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 2.765816247118991, "drawdown_pct": -0.9488494462616015, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 2.765816247118991, "drawdown_pct": -0.9488494462616015, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 10.48718418111666, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 10.48718418111666, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 17.186830613531882, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 17.186830613531882, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 17.186830613531882, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 24.426293222023943, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 24.426293222023943, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 19.43043971285769, "drawdown_pct": -4.015110777471886, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 19.43043971285769, "drawdown_pct": -4.015110777471886, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 19.43043971285769, "drawdown_pct": -4.015110777471886, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 19.43043971285769, "drawdown_pct": -4.015110777471886, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 22.68747472877196, "drawdown_pct": -1.3974686926896296, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 24.949776701017157, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 24.949776701017157, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 30.136433151563466, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 30.136433151563466, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 30.136433151563466, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 41.058210891989546, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 45.44365240536911, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 46.1011551757814, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 53.23495609648512, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 49.73645439444067, "drawdown_pct": -2.283096358145331, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 56.837518802122446, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 57.969951497463626, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 54.20975128923945, "drawdown_pct": -2.3803262408956027, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 54.20975128923945, "drawdown_pct": -2.3803262408956027, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 54.20975128923945, "drawdown_pct": -2.3803262408956027, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 54.20975128923945, "drawdown_pct": -2.3803262408956027, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 54.20975128923945, "drawdown_pct": -2.3803262408956027, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 54.20975128923945, "drawdown_pct": -2.3803262408956027, "open_trades": 2, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a100_H20_c8_p90_cap2", "variant": "ridge_a100_H20_c8_p90_cap2", "gain_pct": 24.305038991903203, "max_drawdown_pct": 0.0, "capital_score": 24.305038991903203, "stability_score": 10.805038991903205, "n_trades": 2, "skipped_by_capacity": 14, "avg_trade_ret_pct": 11.492169676575577, "median_trade_ret_pct": 11.492169676575577, "positive_month_rate": 0.0, "worst_month_pct": 0.0, "month_gain_concentration": 0.0, "top_asset_trade_share": 1.0, "long_counts": { "XRP": 2 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 2, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.0, "max_open_trades": 2, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2026-02-28 00:00:00+00:00": 0.0 } }, "selection_score": 348.28798320135894 }, { "name": "ridge_a100_H20_c8_p90_cap3", "variant": { "name": "ridge_a100_H20_c8_p90_cap3", "threshold": 0.06876575819588147, "pred_percentile": 90, "horizon": 20, "cost_bps": 8, "cap": 3, "delay_bars": 1 }, "model_diag": { "alpha": 100.0, "ykey": "y_H20_c8", "n_train": 12794, "target_mean": 0.014920496257193131 }, "val": { "label": "Validation ridge_a100_H20_c8_p90_cap3", "variant": "ridge_a100_H20_c8_p90_cap3", "gain_pct": 367.4697966562091, "max_drawdown_pct": -16.057119184950086, "capital_score": 343.38411787878397, "stability_score": 331.3860109369311, "n_trades": 130, "skipped_by_capacity": 527, "avg_trade_ret_pct": 1.2184235151395966, "median_trade_ret_pct": 1.326380403594271, "positive_month_rate": 0.8461538461538461, "worst_month_pct": -13.728876172622137, "month_gain_concentration": 0.2595316827469641, "top_asset_trade_share": 0.6923076923076923, "long_counts": { "SOL": 30, "XRP": 90, "BTC": 3, "ETH": 7 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 130, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.7925925925925927, "max_open_trades": 3, "avg_exposure": 0.9308641975308644, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 11.407932187876739, "2024-10-31 00:00:00+00:00": 1.819687386042716, "2024-11-30 00:00:00+00:00": 51.114049578439605, "2024-12-31 00:00:00+00:00": 74.83163178122624, "2025-01-31 00:00:00+00:00": -13.728876172622137, "2025-02-28 00:00:00+00:00": 28.79935319402574, "2025-03-31 00:00:00+00:00": 39.06908057849017, "2025-04-30 00:00:00+00:00": 18.25908223301576, "2025-07-31 00:00:00+00:00": 26.33086438778679, "2025-10-31 00:00:00+00:00": 7.28712445682595, "2025-11-30 00:00:00+00:00": 16.923264794165902, "2026-02-28 00:00:00+00:00": 12.491249613246225 } }, "test": { "label": "Test ridge_a100_H20_c8_p90_cap3", "variant": "ridge_a100_H20_c8_p90_cap3", "gain_pct": 90.00771687747621, "max_drawdown_pct": -4.00099921395719, "capital_score": 84.00621805654043, "stability_score": 81.5588496354878, "n_trades": 57, "skipped_by_capacity": 141, "avg_trade_ret_pct": 1.1527169679776028, "median_trade_ret_pct": 1.1592747203531768, "positive_month_rate": 0.875, "worst_month_pct": -1.7193111848850435, "month_gain_concentration": 0.41500175424998353, "top_asset_trade_share": 0.631578947368421, "long_counts": { "XRP": 36, "SOL": 15, "ETH": 3, "BNB": 3 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 57, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.660377358490566, "max_open_trades": 3, "avg_exposure": 0.8867924528301887, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 1.5432853127764048, "2025-02-28 00:00:00+00:00": 3.9970432876942965, "2025-03-31 00:00:00+00:00": 22.4022047523858, "2025-04-30 00:00:00+00:00": 5.0960611109531015, "2025-07-31 00:00:00+00:00": 10.495243083369445, "2025-10-31 00:00:00+00:00": 3.449190500952284, "2025-11-30 00:00:00+00:00": 6.997960039189962, "2026-02-28 00:00:00+00:00": -1.7193111848850435 }, "curve": [ { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 2.5001666126467796, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 2.5001666126467796, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 2.5001666126467796, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": -1.0101160956586028, "drawdown_pct": -3.4246604901345346, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": -1.0101160956586028, "drawdown_pct": -3.4246604901345346, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": -1.0101160956586028, "drawdown_pct": -3.4246604901345346, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 1.5432853127764048, "drawdown_pct": -0.9335412141196597, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 2.8901355503308963, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 2.8901355503308963, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 2.8901355503308963, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 2.8901355503308963, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 2.8901355503308963, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 2.8901355503308963, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 2.8901355503308963, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 2.8901355503308963, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 2.4070216148231793, "drawdown_pct": -0.46954349211775215, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 2.4070216148231793, "drawdown_pct": -0.46954349211775215, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 4.024858657396862, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 5.540328600470701, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 5.540328600470701, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 5.540328600470701, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 5.540328600470701, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 13.730185384129783, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 13.730185384129783, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 20.661206603182563, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 20.661206603182563, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 20.661206603182563, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 28.15354598628724, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 28.15354598628724, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 23.02612361871762, "drawdown_pct": -4.00099921395719, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 23.02612361871762, "drawdown_pct": -4.00099921395719, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 23.02612361871762, "drawdown_pct": -4.00099921395719, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 23.02612361871762, "drawdown_pct": -4.00099921395719, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 26.388831137348348, "drawdown_pct": -1.3770316188736031, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 27.9425333528565, "drawdown_pct": -0.16465610202727188, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 27.9425333528565, "drawdown_pct": -0.16465610202727188, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 33.0385944638096, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 33.0385944638096, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 33.0385944638096, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 40.626591976635495, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 43.53383754717905, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 43.38110780304882, "drawdown_pct": -0.10640678653911495, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 50.41050305964137, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 46.98302804813133, "drawdown_pct": -2.2787471232317946, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 53.98098808732129, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 54.72186273620383, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 52.26167690243625, "drawdown_pct": -1.5900699424503006, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 52.26167690243625, "drawdown_pct": -1.5900699424503006, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 52.26167690243625, "drawdown_pct": -1.5900699424503006, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 52.26167690243625, "drawdown_pct": -1.5900699424503006, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 52.26167690243625, "drawdown_pct": -1.5900699424503006, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 52.26167690243625, "drawdown_pct": -1.5900699424503006, "open_trades": 3, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a100_H20_c8_p90_cap3", "variant": "ridge_a100_H20_c8_p90_cap3", "gain_pct": 25.827927045013382, "max_drawdown_pct": 0.0, "capital_score": 25.827927045013382, "stability_score": 12.327927045013384, "n_trades": 3, "skipped_by_capacity": 13, "avg_trade_ret_pct": 7.959863332983562, "median_trade_ret_pct": 7.661446451050384, "positive_month_rate": 0.0, "worst_month_pct": 0.0, "month_gain_concentration": 0.0, "top_asset_trade_share": 1.0, "long_counts": { "XRP": 3 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 3, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.8, "max_open_trades": 3, "avg_exposure": 0.9333333333333332, "max_exposure": 1.0, "monthly_gain_pct": { "2026-02-28 00:00:00+00:00": 0.0 } }, "selection_score": 328.38411787878397 }, { "name": "ridge_a100_H20_c8_p90_cap5", "variant": { "name": "ridge_a100_H20_c8_p90_cap5", "threshold": 0.06876575819588147, "pred_percentile": 90, "horizon": 20, "cost_bps": 8, "cap": 5, "delay_bars": 1 }, "model_diag": { "alpha": 100.0, "ykey": "y_H20_c8", "n_train": 12794, "target_mean": 0.014920496257193131 }, "val": { "label": "Validation ridge_a100_H20_c8_p90_cap5", "variant": "ridge_a100_H20_c8_p90_cap5", "gain_pct": 331.5209425295232, "max_drawdown_pct": -15.826737309767614, "capital_score": 307.7808365648718, "stability_score": 297.31512936969597, "n_trades": 202, "skipped_by_capacity": 455, "avg_trade_ret_pct": 0.7359519774779907, "median_trade_ret_pct": 0.7958282421565624, "positive_month_rate": 0.8461538461538461, "worst_month_pct": -12.32214283874012, "month_gain_concentration": 0.2922567758453617, "top_asset_trade_share": 0.6881188118811881, "long_counts": { "SOL": 49, "BNB": 1, "XRP": 139, "BTC": 3, "ETH": 10 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 202, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.392592592592592, "max_open_trades": 5, "avg_exposure": 0.8785185185185186, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 13.360478540594613, "2024-10-31 00:00:00+00:00": 0.6747811440930036, "2024-11-30 00:00:00+00:00": 38.351700750549156, "2024-12-31 00:00:00+00:00": 74.0821504704675, "2025-01-31 00:00:00+00:00": -12.32214283874012, "2025-02-28 00:00:00+00:00": 29.576294017615027, "2025-03-31 00:00:00+00:00": 36.16163710625938, "2025-04-30 00:00:00+00:00": 12.436324489465221, "2025-07-31 00:00:00+00:00": 23.385445718183405, "2025-10-31 00:00:00+00:00": 6.818232070359102, "2025-11-30 00:00:00+00:00": 15.863709040527226, "2026-02-28 00:00:00+00:00": 2.7723361583061887 } }, "test": { "label": "Test ridge_a100_H20_c8_p90_cap5", "variant": "ridge_a100_H20_c8_p90_cap5", "gain_pct": 70.46050517875824, "max_drawdown_pct": -3.9898030090914527, "capital_score": 64.47580066512106, "stability_score": 62.54206572536202, "n_trades": 83, "skipped_by_capacity": 115, "avg_trade_ret_pct": 0.6552267796468371, "median_trade_ret_pct": 0.6170326233902261, "positive_month_rate": 0.75, "worst_month_pct": -1.9674272514408244, "month_gain_concentration": 0.34221141631751223, "top_asset_trade_share": 0.6144578313253012, "long_counts": { "XRP": 51, "SOL": 23, "ETH": 4, "BNB": 5 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 83, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 3.9245283018867925, "max_open_trades": 5, "avg_exposure": 0.7849056603773585, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": -1.9674272514408244, "2025-02-28 00:00:00+00:00": 6.561308606994217, "2025-03-31 00:00:00+00:00": 13.359744803350509, "2025-04-30 00:00:00+00:00": 2.8042600048355837, "2025-07-31 00:00:00+00:00": 5.864291323574946, "2025-10-31 00:00:00+00:00": 4.201493892229465, "2025-11-30 00:00:00+00:00": 6.248349401207776, "2026-02-28 00:00:00+00:00": -0.9180311194389503 }, "curve": [ { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 1.5000999675880706, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 1.5000999675880706, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 1.5000999675880706, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": -0.5855203250341532, "drawdown_pct": -2.0547962940807185, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": -0.5855203250341532, "drawdown_pct": -2.0547962940807185, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": -0.5855203250341532, "drawdown_pct": -2.0547962940807185, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": -1.9674272514408244, "drawdown_pct": -3.416279609710904, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": -1.1872563509951135, "drawdown_pct": -2.64763908551946, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": -1.1872563509951135, "drawdown_pct": -2.64763908551946, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": -1.1872563509951135, "drawdown_pct": -2.64763908551946, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": -1.1872563509951135, "drawdown_pct": -2.64763908551946, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": -1.1872563509951135, "drawdown_pct": -2.64763908551946, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": -1.1872563509951135, "drawdown_pct": -2.64763908551946, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": -1.1872563509951135, "drawdown_pct": -2.64763908551946, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": -1.1872563509951135, "drawdown_pct": -2.64763908551946, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": -2.4116506074135344, "drawdown_pct": -3.853937657451312, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 2.7167072848581455, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 3.6883890591864343, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 4.593881355553393, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 4.593881355553393, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 4.593881355553393, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 4.593881355553393, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 12.102023140595449, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 12.102023140595449, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 10.757818196768625, "drawdown_pct": -1.1990907087742309, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 10.757818196768625, "drawdown_pct": -1.1990907087742309, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 10.757818196768625, "drawdown_pct": -1.1990907087742309, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 18.769326231432302, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 18.769326231432302, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 14.030664079572972, "drawdown_pct": -3.9898030090914527, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 14.030664079572972, "drawdown_pct": -3.9898030090914527, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 14.030664079572972, "drawdown_pct": -3.9898030090914527, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 14.030664079572972, "drawdown_pct": -3.9898030090914527, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 17.089991402169673, "drawdown_pct": -1.4139465824621222, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 17.9536261589039, "drawdown_pct": -0.6867935504988321, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 17.9536261589039, "drawdown_pct": -0.6867935504988321, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 20.757886163739485, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 20.757886163739485, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 20.757886163739485, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 25.07392175599172, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 26.62217748731443, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 27.593757876543876, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 33.86958414956263, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 30.823671379543896, "drawdown_pct": -2.275283657126892, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 37.07202078075167, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 37.46759028194481, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 36.15398966131272, "drawdown_pct": -0.9555711407597256, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 36.15398966131272, "drawdown_pct": -0.9555711407597256, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 36.15398966131272, "drawdown_pct": -0.9555711407597256, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 36.15398966131272, "drawdown_pct": -0.9555711407597256, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 36.15398966131272, "drawdown_pct": -0.9555711407597256, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 36.15398966131272, "drawdown_pct": -0.9555711407597256, "open_trades": 5, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a100_H20_c8_p90_cap5", "variant": "ridge_a100_H20_c8_p90_cap5", "gain_pct": 23.968084276396, "max_drawdown_pct": 0.0, "capital_score": 23.968084276396, "stability_score": 16.468084276396, "n_trades": 5, "skipped_by_capacity": 11, "avg_trade_ret_pct": 4.395287740818259, "median_trade_ret_pct": 4.596867870630231, "positive_month_rate": 0.0, "worst_month_pct": 0.0, "month_gain_concentration": 0.0, "top_asset_trade_share": 0.8, "long_counts": { "XRP": 4, "ETH": 1 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 5, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.2, "max_open_trades": 5, "avg_exposure": 0.8400000000000001, "max_exposure": 1.0, "monthly_gain_pct": { "2026-02-28 00:00:00+00:00": 0.0 } }, "selection_score": 292.7808365648718 }, { "name": "ridge_a1_H20_c12_p70_cap1", "variant": { "name": "ridge_a1_H20_c12_p70_cap1", "threshold": 0.032005746407531364, "pred_percentile": 70, "horizon": 20, "cost_bps": 12, "cap": 1, "delay_bars": 1 }, "model_diag": { "alpha": 1.0, "ykey": "y_H20_c12", "n_train": 12794, "target_mean": 0.014520496257193136 }, "val": { "label": "Validation ridge_a1_H20_c12_p70_cap1", "variant": "ridge_a1_H20_c12_p70_cap1", "gain_pct": 1086.1987815028795, "max_drawdown_pct": -21.242526275681694, "capital_score": 1054.334992089357, "stability_score": 1032.3410623214932, "n_trades": 78, "skipped_by_capacity": 1893, "avg_trade_ret_pct": 3.437560726852419, "median_trade_ret_pct": 3.4161849483114826, "positive_month_rate": 0.7647058823529411, "worst_month_pct": -24.93783266203377, "month_gain_concentration": 0.19283873932811027, "top_asset_trade_share": 0.5897435897435898, "long_counts": { "SOL": 23, "ETH": 8, "XRP": 46, "BTC": 1 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 78, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 63.406794305723935, "2024-10-31 00:00:00+00:00": 2.361691949256084, "2024-11-30 00:00:00+00:00": 96.82095412973575, "2024-12-31 00:00:00+00:00": 43.41576028194021, "2025-01-31 00:00:00+00:00": 19.659077231393553, "2025-02-28 00:00:00+00:00": 118.93424123205057, "2025-03-31 00:00:00+00:00": 189.6118371964556, "2025-04-30 00:00:00+00:00": 201.0633441304292, "2025-05-31 00:00:00+00:00": 35.03551087157973, "2025-07-31 00:00:00+00:00": -20.44036242773302, "2025-08-31 00:00:00+00:00": 17.857907644766897, "2025-10-31 00:00:00+00:00": -24.93783266203377, "2025-11-30 00:00:00+00:00": 90.2638042616677, "2026-01-31 00:00:00+00:00": -1.7477704164024317, "2026-02-28 00:00:00+00:00": 6.7713525118133475, "2026-03-31 00:00:00+00:00": 211.483503015613 } }, "test": { "label": "Test ridge_a1_H20_c12_p70_cap1", "variant": "ridge_a1_H20_c12_p70_cap1", "gain_pct": 240.25145198711328, "max_drawdown_pct": -16.38945729525062, "capital_score": 215.66726604423735, "stability_score": 215.66726604423735, "n_trades": 44, "skipped_by_capacity": 643, "avg_trade_ret_pct": 2.9739326862301505, "median_trade_ret_pct": 3.5301288417761514, "positive_month_rate": 0.9230769230769231, "worst_month_pct": -2.6577441400129374, "month_gain_concentration": 0.24657390589383818, "top_asset_trade_share": 0.4772727272727273, "long_counts": { "XRP": 21, "SOL": 15, "ETH": 5, "BTC": 1, "BNB": 2 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 44, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 5.938574724734124, "2025-02-28 00:00:00+00:00": 29.332834157163788, "2025-03-31 00:00:00+00:00": 45.89979879257339, "2025-04-30 00:00:00+00:00": 20.157542802750612, "2025-05-31 00:00:00+00:00": 7.627181607492503, "2025-07-31 00:00:00+00:00": 1.3059980400619793, "2025-08-31 00:00:00+00:00": -2.6577441400129374, "2025-10-31 00:00:00+00:00": 7.6369975957951794, "2025-11-30 00:00:00+00:00": 18.468025985313005, "2025-12-31 00:00:00+00:00": 5.364813544021445, "2026-01-31 00:00:00+00:00": 8.801765483513833, "2026-02-28 00:00:00+00:00": 58.80002094744481, "2026-03-31 00:00:00+00:00": 29.1345872778993 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": -1.306193438895022, "drawdown_pct": -1.3061934388950203, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 6.056857839653375, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 14.490253100805347, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 14.490253100805347, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 14.490253100805347, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 14:00:00+00:00", "gain_pct": 14.490253100805347, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 14.490253100805347, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 01:00:00+00:00", "gain_pct": 14.490253100805347, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 14.490253100805347, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 14.490253100805347, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 2.681749610570094, "drawdown_pct": -10.313981470403611, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 2.681749610570094, "drawdown_pct": -10.313981470403611, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 2.681749610570094, "drawdown_pct": -10.313981470403611, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-23 14:00:00+00:00", "gain_pct": -4.274078038375492, "drawdown_pct": -16.38945729525062, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-27 14:00:00+00:00", "gain_pct": 0.5117379685713388, "drawdown_pct": -12.209349489276022, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 5.938574724734124, "drawdown_pct": -7.469350573049849, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 10.111644779832062, "drawdown_pct": -3.824437628867894, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 10.111644779832062, "drawdown_pct": -3.824437628867894, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 00:00:00+00:00", "gain_pct": 10.111644779832062, "drawdown_pct": -3.824437628867894, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 10.111644779832062, "drawdown_pct": -3.824437628867894, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 10.111644779832062, "drawdown_pct": -3.824437628867894, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 10.111644779832062, "drawdown_pct": -3.824437628867894, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 10.111644779832062, "drawdown_pct": -3.824437628867894, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 10.111644779832062, "drawdown_pct": -3.824437628867894, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 10.111644779832062, "drawdown_pct": -3.824437628867894, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 10:00:00+00:00", "gain_pct": 10.111644779832062, "drawdown_pct": -3.824437628867894, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 1.6055916223126445, "drawdown_pct": -11.253937457145923, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 1.6055916223126445, "drawdown_pct": -11.253937457145923, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 19:00:00+00:00", "gain_pct": 1.6055916223126445, "drawdown_pct": -11.253937457145923, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 1.6055916223126445, "drawdown_pct": -11.253937457145923, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": 1.6055916223126445, "drawdown_pct": -11.253937457145923, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 1.6055916223126445, "drawdown_pct": -11.253937457145923, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 10.170101990584797, "drawdown_pct": -3.7733789499240444, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 11.136464845423149, "drawdown_pct": -2.929322072883611, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-10 03:00:00+00:00", "gain_pct": 11.136464845423149, "drawdown_pct": -2.929322072883611, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-18 16:00:00+00:00", "gain_pct": 14.957141085626546, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 21.247706922207612, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 21.247706922207612, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 21.247706922207612, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 21.247706922207612, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 21.247706922207612, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 21.247706922207612, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 21.247706922207612, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-26 17:00:00+00:00", "gain_pct": 30.144243379378736, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 30.144243379378736, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-28 03:00:00+00:00", "gain_pct": 35.27140888189791, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 35.27140888189791, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 55.588654614590155, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 16:00:00+00:00", "gain_pct": 55.588654614590155, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 55.588654614590155, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 55.588654614590155, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-03 06:00:00+00:00", "gain_pct": 55.588654614590155, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 55.588654614590155, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 64.82205590969696, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 64.82205590969696, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 05:00:00+00:00", "gain_pct": 64.82205590969696, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 64.82205590969696, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 64.82205590969696, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 64.82205590969696, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 64.82205590969696, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 64.82205590969696, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 14:00:00+00:00", "gain_pct": 78.21851953474771, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 78.21851953474771, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 78.21851953474771, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 78.21851953474771, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-09 16:00:00+00:00", "gain_pct": 68.30706247884461, "drawdown_pct": -5.561406907529964, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 68.30706247884461, "drawdown_pct": -5.561406907529964, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 73.68421902471397, "drawdown_pct": -2.544236436185676, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 73.68421902471397, "drawdown_pct": -2.544236436185676, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 73.68421902471397, "drawdown_pct": -2.544236436185676, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 73.68421902471397, "drawdown_pct": -2.544236436185676, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 78.319496220069, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 78.319496220069, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 81.1712076744713, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 81.1712076744713, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 06:00:00+00:00", "gain_pct": 88.54267936758558, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 88.54267936758558, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 88.54267936758558, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 88.54267936758558, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 14:00:00+00:00", "gain_pct": 88.54267936758558, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 88.54267936758558, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 101.03238204709263, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-09 01:00:00+00:00", "gain_pct": 101.03238204709263, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-10 15:00:00+00:00", "gain_pct": 101.32875047722192, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 108.95593208471442, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 104.04832576774086, "drawdown_pct": -2.3486322058489995, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 110.2619301247764, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 110.2619301247764, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-08-14 12:00:00+00:00", "gain_pct": 107.60418598476346, "drawdown_pct": -1.2640158579519056, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-10 22:00:00+00:00", "gain_pct": 108.34989324174046, "drawdown_pct": -0.9093595221452033, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-11 00:00:00+00:00", "gain_pct": 108.34989324174046, "drawdown_pct": -0.9093595221452033, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-11 05:00:00+00:00", "gain_pct": 108.34989324174046, "drawdown_pct": -0.9093595221452033, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 101.63779344129037, "drawdown_pct": -4.101615864730334, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 101.63779344129037, "drawdown_pct": -4.101615864730334, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 111.285335807797, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 106.34912172950442, "drawdown_pct": -2.3362785966286714, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 106.34912172950442, "drawdown_pct": -2.3362785966286714, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-19 09:00:00+00:00", "gain_pct": 115.24118358055864, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-04 19:00:00+00:00", "gain_pct": 123.03815236879097, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 123.03815236879097, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-04 21:00:00+00:00", "gain_pct": 123.03815236879097, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 133.70920956587165, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 133.70920956587165, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 133.70920956587165, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 133.70920956587165, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 139.0740231098931, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 147.87578859340692, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 155.90855840305647, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 149.6780493134646, "drawdown_pct": -2.4346622592351097, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 149.6780493134646, "drawdown_pct": -2.4346622592351097, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 149.6780493134646, "drawdown_pct": -2.4346622592351097, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 149.6780493134646, "drawdown_pct": -2.4346622592351097, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 149.6780493134646, "drawdown_pct": -2.4346622592351097, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 149.6780493134646, "drawdown_pct": -2.4346622592351097, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 149.6780493134646, "drawdown_pct": -2.4346622592351097, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 05:00:00+00:00", "gain_pct": 149.6780493134646, "drawdown_pct": -2.4346622592351097, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 149.6780493134646, "drawdown_pct": -2.4346622592351097, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 16:00:00+00:00", "gain_pct": 205.96642150503084, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-28 06:00:00+00:00", "gain_pct": 206.67580954085173, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-28 07:00:00+00:00", "gain_pct": 206.67580954085173, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 235.81039681875103, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a1_H20_c12_p70_cap1", "variant": "ridge_a1_H20_c12_p70_cap1", "gain_pct": 36.97205775940381, "max_drawdown_pct": -2.4185184697359086, "capital_score": 33.344280054799945, "stability_score": 21.67787598670045, "n_trades": 5, "skipped_by_capacity": 52, "avg_trade_ret_pct": 6.837824167325265, "median_trade_ret_pct": 3.2406431685935244, "positive_month_rate": 0.6666666666666666, "worst_month_pct": 0.0, "month_gain_concentration": 0.6666561627239799, "top_asset_trade_share": 0.8, "long_counts": { "XRP": 4, "ETH": 1 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 5, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 23.45580438384846, "2026-03-31 00:00:00+00:00": 11.72845655211475 } }, "selection_score": 930.6373081595852 }, { "name": "ridge_a1_H20_c12_p70_cap2", "variant": { "name": "ridge_a1_H20_c12_p70_cap2", "threshold": 0.032005746407531364, "pred_percentile": 70, "horizon": 20, "cost_bps": 12, "cap": 2, "delay_bars": 1 }, "model_diag": { "alpha": 1.0, "ykey": "y_H20_c12", "n_train": 12794, "target_mean": 0.014520496257193136 }, "val": { "label": "Validation ridge_a1_H20_c12_p70_cap2", "variant": "ridge_a1_H20_c12_p70_cap2", "gain_pct": 1262.3855433647618, "max_drawdown_pct": -16.038331602416676, "capital_score": 1238.3280459611367, "stability_score": 1212.7997902326065, "n_trades": 147, "skipped_by_capacity": 1824, "avg_trade_ret_pct": 1.8470465925044866, "median_trade_ret_pct": 1.7189120805297653, "positive_month_rate": 0.7647058823529411, "worst_month_pct": -30.06907205506093, "month_gain_concentration": 0.2008382936797898, "top_asset_trade_share": 0.5986394557823129, "long_counts": { "SOL": 43, "XRP": 88, "ETH": 13, "BTC": 2, "BNB": 1 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 147, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.9461538461538461, "max_open_trades": 2, "avg_exposure": 0.9730769230769231, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 56.309708961094145, "2024-10-31 00:00:00+00:00": 2.3120567729754953, "2024-11-30 00:00:00+00:00": 115.34031499932627, "2024-12-31 00:00:00+00:00": 79.18184742511323, "2025-01-31 00:00:00+00:00": 23.717333882375385, "2025-02-28 00:00:00+00:00": 120.57762625920009, "2025-03-31 00:00:00+00:00": 218.6210404172151, "2025-04-30 00:00:00+00:00": 229.9289620087627, "2025-05-31 00:00:00+00:00": 40.09554177194775, "2025-07-31 00:00:00+00:00": -11.579748279255796, "2025-08-31 00:00:00+00:00": 20.584391320792065, "2025-10-31 00:00:00+00:00": -30.06907205506093, "2025-11-30 00:00:00+00:00": 104.74729169561112, "2026-01-31 00:00:00+00:00": -2.002922238469864, "2026-02-28 00:00:00+00:00": 8.200435486130118, "2026-03-31 00:00:00+00:00": 256.2410669719584 } }, "test": { "label": "Test ridge_a1_H20_c12_p70_cap2", "variant": "ridge_a1_H20_c12_p70_cap2", "gain_pct": 248.61197099661763, "max_drawdown_pct": -11.691284206757292, "capital_score": 231.0750446864817, "stability_score": 231.0750446864817, "n_trades": 81, "skipped_by_capacity": 606, "avg_trade_ret_pct": 1.5923172392810676, "median_trade_ret_pct": 1.6203215842967622, "positive_month_rate": 1.0, "worst_month_pct": 0.8815642782487032, "month_gain_concentration": 0.25734749386528655, "top_asset_trade_share": 0.48148148148148145, "long_counts": { "XRP": 39, "SOL": 27, "ETH": 10, "BTC": 2, "BNB": 3 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 81, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.8934426229508197, "max_open_trades": 2, "avg_exposure": 0.9467213114754098, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 0.9705156405194941, "2025-02-28 00:00:00+00:00": 25.777071661695487, "2025-03-31 00:00:00+00:00": 43.60806904998506, "2025-04-30 00:00:00+00:00": 34.389964550488855, "2025-05-31 00:00:00+00:00": 7.830090491494701, "2025-07-31 00:00:00+00:00": 1.406959165004423, "2025-08-31 00:00:00+00:00": 0.8815642782487032, "2025-10-31 00:00:00+00:00": 7.7354984462776315, "2025-11-30 00:00:00+00:00": 15.00443427004717, "2025-12-31 00:00:00+00:00": 5.4855231440361365, "2026-01-31 00:00:00+00:00": 9.031978905331243, "2026-02-28 00:00:00+00:00": 62.804869716944324, "2026-03-31 00:00:00+00:00": 29.12040581870758 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": -0.6530967194475039, "drawdown_pct": -0.653096719447499, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 4.464039111780295, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 8.61740811757359, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 8.61740811757359, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 8.61740811757359, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 14:00:00+00:00", "gain_pct": 8.61740811757359, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 8.61740811757359, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 01:00:00+00:00", "gain_pct": 8.61740811757359, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 8.61740811757359, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 8.61740811757359, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 4.121409383783146, "drawdown_pct": -4.139298489726184, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 4.121409383783146, "drawdown_pct": -4.139298489726184, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 4.121409383783146, "drawdown_pct": -4.139298489726184, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-23 14:00:00+00:00", "gain_pct": -4.081361763465409, "drawdown_pct": -11.691284206757292, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-27 14:00:00+00:00", "gain_pct": -1.6836363363810989, "drawdown_pct": -9.483787757855778, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 0.9705156405194941, "drawdown_pct": -7.0402089403354795, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 2.959201236687292, "drawdown_pct": -5.209300220791069, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 2.959201236687292, "drawdown_pct": -5.209300220791069, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 00:00:00+00:00", "gain_pct": 2.959201236687292, "drawdown_pct": -5.209300220791069, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 2.959201236687292, "drawdown_pct": -5.209300220791069, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 2.959201236687292, "drawdown_pct": -5.209300220791069, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 2.959201236687292, "drawdown_pct": -5.209300220791069, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 2.959201236687292, "drawdown_pct": -5.209300220791069, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 2.959201236687292, "drawdown_pct": -5.209300220791069, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 2.959201236687292, "drawdown_pct": -5.209300220791069, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 10:00:00+00:00", "gain_pct": 2.959201236687292, "drawdown_pct": -5.209300220791069, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": -1.0175645292138285, "drawdown_pct": -8.870560266323036, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": -0.18222606165953437, "drawdown_pct": -8.101495268334801, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 19:00:00+00:00", "gain_pct": -0.18222606165953437, "drawdown_pct": -8.101495268334801, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": -0.18222606165953437, "drawdown_pct": -8.101495268334801, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": -0.18222606165953437, "drawdown_pct": -8.101495268334801, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": -0.18222606165953437, "drawdown_pct": -8.101495268334801, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 4.983082703871048, "drawdown_pct": -3.3459879743848675, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 5.905966698897089, "drawdown_pct": -2.496323071658535, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-10 03:00:00+00:00", "gain_pct": 5.905966698897089, "drawdown_pct": -2.496323071658535, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-18 16:00:00+00:00", "gain_pct": 8.180167175676957, "drawdown_pct": -0.40255144131531306, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 13.15779455873188, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 13.15779455873188, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 13.15779455873188, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 13.15779455873188, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 13.15779455873188, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 13.15779455873188, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 13.15779455873188, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-26 17:00:00+00:00", "gain_pct": 21.61304144954906, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 21.61304144954906, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-28 03:00:00+00:00", "gain_pct": 26.74758730221498, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 26.74758730221498, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 46.49940887023587, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 16:00:00+00:00", "gain_pct": 46.49940887023587, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 46.49940887023587, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 46.49940887023587, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-03 06:00:00+00:00", "gain_pct": 46.49940887023587, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 46.49940887023587, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 55.32239557016351, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 55.32239557016351, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 05:00:00+00:00", "gain_pct": 55.32239557016351, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 55.32239557016351, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 55.32239557016351, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 55.32239557016351, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 55.32239557016351, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 55.32239557016351, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 14:00:00+00:00", "gain_pct": 68.2032640433981, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 68.2032640433981, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 68.2032640433981, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 68.2032640433981, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-09 16:00:00+00:00", "gain_pct": 58.97885610481441, "drawdown_pct": -5.4840837905521855, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 58.97885610481441, "drawdown_pct": -5.4840837905521855, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 63.27703105136109, "drawdown_pct": -2.9287380480119474, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 63.27703105136109, "drawdown_pct": -2.9287380480119474, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 63.27703105136109, "drawdown_pct": -2.9287380480119474, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 63.27703105136109, "drawdown_pct": -2.9287380480119474, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 67.66363504674155, "drawdown_pct": -0.32081957489084045, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 67.66363504674155, "drawdown_pct": -0.32081957489084045, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 70.35565635220004, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 70.35565635220004, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 06:00:00+00:00", "gain_pct": 77.35757231761949, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 77.35757231761949, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 77.35757231761949, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 77.35757231761949, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 14:00:00+00:00", "gain_pct": 77.35757231761949, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 77.35757231761949, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 89.30090522476695, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-04-09 01:00:00+00:00", "gain_pct": 89.30090522476695, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-10 15:00:00+00:00", "gain_pct": 104.7456209026889, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 112.5757113941836, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 107.6124043543858, "drawdown_pct": -2.3348420227531252, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 113.98267055918802, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 113.98267055918802, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-08-14 12:00:00+00:00", "gain_pct": 114.86423483743673, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-10 22:00:00+00:00", "gain_pct": 115.63671300237073, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-11 00:00:00+00:00", "gain_pct": 115.63671300237073, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-11 05:00:00+00:00", "gain_pct": 115.63671300237073, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 108.74581360757253, "drawdown_pct": -3.1956058404221888, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 108.74581360757253, "drawdown_pct": -3.1956058404221888, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 118.85291243846521, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 113.76976224854599, "drawdown_pct": -2.3226331024260194, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 113.76976224854599, "drawdown_pct": -2.3226331024260194, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-19 09:00:00+00:00", "gain_pct": 122.59973328371436, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-11-04 19:00:00+00:00", "gain_pct": 126.63149696343874, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 126.63149696343874, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-04 21:00:00+00:00", "gain_pct": 126.63149696343874, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 137.60416755376153, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 137.60416755376153, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 137.60416755376153, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 137.60416755376153, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 143.08969069779766, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 152.1216696031289, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 160.3582263486365, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 154.05796523035616, "drawdown_pct": -2.4198433084437587, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 154.05796523035616, "drawdown_pct": -2.4198433084437587, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 154.05796523035616, "drawdown_pct": -2.4198433084437587, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 154.05796523035616, "drawdown_pct": -2.4198433084437587, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 154.05796523035616, "drawdown_pct": -2.4198433084437587, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 154.05796523035616, "drawdown_pct": -2.4198433084437587, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 154.05796523035616, "drawdown_pct": -2.4198433084437587, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 05:00:00+00:00", "gain_pct": 154.05796523035616, "drawdown_pct": -2.4198433084437587, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 154.05796523035616, "drawdown_pct": -2.4198433084437587, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 16:00:00+00:00", "gain_pct": 214.5618809471518, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2026-02-28 06:00:00+00:00", "gain_pct": 214.92653932007323, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2026-02-28 07:00:00+00:00", "gain_pct": 214.92653932007323, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 244.0469451387808, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a1_H20_c12_p70_cap2", "variant": "ridge_a1_H20_c12_p70_cap2", "gain_pct": 33.771982232344925, "max_drawdown_pct": -2.4038953907647764, "capital_score": 30.16613914619776, "stability_score": 22.31283764476143, "n_trades": 9, "skipped_by_capacity": 48, "avg_trade_ret_pct": 3.382802796361727, "median_trade_ret_pct": 1.6203215842967622, "positive_month_rate": 0.6666666666666666, "worst_month_pct": 0.0, "month_gain_concentration": 0.8074653933907866, "top_asset_trade_share": 0.5555555555555556, "long_counts": { "XRP": 5, "ETH": 3, "SOL": 1 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 9, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.9230769230769231, "max_open_trades": 2, "avg_exposure": 0.9615384615384616, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 24.876922833021837, "2026-03-31 00:00:00+00:00": 5.9317322952880716 } }, "selection_score": 1223.3280459611367 }, { "name": "ridge_a1_H20_c12_p70_cap3", "variant": { "name": "ridge_a1_H20_c12_p70_cap3", "threshold": 0.032005746407531364, "pred_percentile": 70, "horizon": 20, "cost_bps": 12, "cap": 3, "delay_bars": 1 }, "model_diag": { "alpha": 1.0, "ykey": "y_H20_c12", "n_train": 12794, "target_mean": 0.014520496257193136 }, "val": { "label": "Validation ridge_a1_H20_c12_p70_cap3", "variant": "ridge_a1_H20_c12_p70_cap3", "gain_pct": 1181.527415583594, "max_drawdown_pct": -15.925985308244417, "capital_score": 1157.6384376212272, "stability_score": 1133.245135056296, "n_trades": 213, "skipped_by_capacity": 1758, "avg_trade_ret_pct": 1.2285797318120688, "median_trade_ret_pct": 1.1489154096842362, "positive_month_rate": 0.7647058823529411, "worst_month_pct": -28.724288480424093, "month_gain_concentration": 0.20553718555326292, "top_asset_trade_share": 0.6056338028169014, "long_counts": { "SOL": 61, "XRP": 129, "ETH": 18, "BTC": 3, "BNB": 2 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 213, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.8653846153846154, "max_open_trades": 3, "avg_exposure": 0.9551282051282052, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 46.748646605131256, "2024-10-31 00:00:00+00:00": 2.1696955547033383, "2024-11-30 00:00:00+00:00": 117.19565993952409, "2024-12-31 00:00:00+00:00": 72.99745486042542, "2025-01-31 00:00:00+00:00": 17.73059785602669, "2025-02-28 00:00:00+00:00": 107.26176941941509, "2025-03-31 00:00:00+00:00": 213.37505011726688, "2025-04-30 00:00:00+00:00": 220.37471621452835, "2025-05-31 00:00:00+00:00": 25.282465614003172, "2025-07-31 00:00:00+00:00": -7.227023573090605, "2025-08-31 00:00:00+00:00": 19.380694253605157, "2025-10-31 00:00:00+00:00": -28.724288480424093, "2025-11-30 00:00:00+00:00": 98.84884288148328, "2026-01-31 00:00:00+00:00": -1.8821405382021794, "2026-02-28 00:00:00+00:00": 7.844705437704761, "2026-03-31 00:00:00+00:00": 245.57224045772057 } }, "test": { "label": "Test ridge_a1_H20_c12_p70_cap3", "variant": "ridge_a1_H20_c12_p70_cap3", "gain_pct": 217.85218067477786, "max_drawdown_pct": -7.261910472759759, "capital_score": 206.9593149656382, "stability_score": 206.9593149656382, "n_trades": 114, "skipped_by_capacity": 573, "avg_trade_ret_pct": 1.037522560065805, "median_trade_ret_pct": 1.0802143895311749, "positive_month_rate": 0.9230769230769231, "worst_month_pct": -0.2882034699221663, "month_gain_concentration": 0.2551914186940759, "top_asset_trade_share": 0.4649122807017544, "long_counts": { "XRP": 53, "SOL": 39, "ETH": 15, "BTC": 3, "BNB": 4 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 114, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.7295081967213113, "max_open_trades": 3, "avg_exposure": 0.9098360655737705, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 1.8220990882151682, "2025-02-28 00:00:00+00:00": 19.666150536968473, "2025-03-31 00:00:00+00:00": 31.187558917965276, "2025-04-30 00:00:00+00:00": 35.931331448814745, "2025-05-31 00:00:00+00:00": 7.408578042553302, "2025-07-31 00:00:00+00:00": 0.8800389705849341, "2025-08-31 00:00:00+00:00": -0.2882034699221663, "2025-10-31 00:00:00+00:00": 7.301649624541767, "2025-11-30 00:00:00+00:00": 12.494110567278994, "2025-12-31 00:00:00+00:00": 4.409120599203703, "2026-01-31 00:00:00+00:00": 8.229618435203491, "2026-02-28 00:00:00+00:00": 54.111890422694586, "2026-03-31 00:00:00+00:00": 28.60217168398384 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": -0.43539781296500735, "drawdown_pct": -0.43539781296501046, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 3.3470140302870846, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 6.086318953233686, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 6.086318953233686, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 6.086318953233686, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-19 14:00:00+00:00", "gain_pct": 6.086318953233686, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 6.086318953233686, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 01:00:00+00:00", "gain_pct": 6.086318953233686, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 6.086318953233686, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 6.086318953233686, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 3.1718779963584893, "drawdown_pct": -2.747235445279217, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 5.780987318485586, "drawdown_pct": -0.2878143362507468, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 5.780987318485586, "drawdown_pct": -0.2878143362507468, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-23 14:00:00+00:00", "gain_pct": -1.6175745529965155, "drawdown_pct": -7.261910472759759, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-27 14:00:00+00:00", "gain_pct": 0.021968066383266205, "drawdown_pct": -5.7164306827573, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 1.8220990882151682, "drawdown_pct": -4.0195756692230304, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 3.159071177171171, "drawdown_pct": -2.759307519523735, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 3.159071177171171, "drawdown_pct": -2.759307519523735, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 00:00:00+00:00", "gain_pct": 3.159071177171171, "drawdown_pct": -2.759307519523735, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 3.159071177171171, "drawdown_pct": -2.759307519523735, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 3.159071177171171, "drawdown_pct": -2.759307519523735, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 3.159071177171171, "drawdown_pct": -2.759307519523735, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 3.159071177171171, "drawdown_pct": -2.759307519523735, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 3.159071177171171, "drawdown_pct": -2.759307519523735, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 3.159071177171171, "drawdown_pct": -2.759307519523735, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 10:00:00+00:00", "gain_pct": 3.159071177171171, "drawdown_pct": -2.759307519523735, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 0.5027473921380761, "drawdown_pct": -5.2632343323713915, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": -0.5686466740445155, "drawdown_pct": -6.273161038052355, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 19:00:00+00:00", "gain_pct": -0.5686466740445155, "drawdown_pct": -6.273161038052355, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": -0.5686466740445155, "drawdown_pct": -6.273161038052355, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": -0.5686466740445155, "drawdown_pct": -6.273161038052355, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": -0.5686466740445155, "drawdown_pct": -6.273161038052355, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 3.4847202473810484, "drawdown_pct": -2.4523413872051703, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 3.1567892285491297, "drawdown_pct": -2.761458549594875, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-10 03:00:00+00:00", "gain_pct": 3.1567892285491297, "drawdown_pct": -2.761458549594875, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-18 16:00:00+00:00", "gain_pct": 5.830926604897854, "drawdown_pct": -0.2407401358213046, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 9.065599902395462, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 9.065599902395462, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 9.065599902395462, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 9.065599902395462, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 9.065599902395462, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 9.065599902395462, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 9.065599902395462, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-26 17:00:00+00:00", "gain_pct": 16.458622788169137, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 16.458622788169137, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-28 03:00:00+00:00", "gain_pct": 21.48824962518364, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 21.48824962518364, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 32.848258550549986, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 16:00:00+00:00", "gain_pct": 32.848258550549986, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 32.848258550549986, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 32.848258550549986, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-03 06:00:00+00:00", "gain_pct": 32.848258550549986, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 32.848258550549986, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 40.889116514509425, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 40.889116514509425, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 05:00:00+00:00", "gain_pct": 40.889116514509425, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 40.889116514509425, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 40.889116514509425, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 40.889116514509425, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 40.889116514509425, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 40.889116514509425, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 14:00:00+00:00", "gain_pct": 52.65339805953383, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 52.65339805953383, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 52.65339805953383, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 52.65339805953383, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-09 16:00:00+00:00", "gain_pct": 44.32013074006906, "drawdown_pct": -5.458946492769745, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 44.32013074006906, "drawdown_pct": -5.458946492769745, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 46.32016808738848, "drawdown_pct": -4.148764490440904, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 46.32016808738848, "drawdown_pct": -4.148764490440904, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 46.32016808738848, "drawdown_pct": -4.148764490440904, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 46.32016808738848, "drawdown_pct": -4.148764490440904, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 50.25999635001705, "drawdown_pct": -1.5678666442678013, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 50.25999635001705, "drawdown_pct": -1.5678666442678013, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 52.67580854314892, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 52.67580854314892, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 06:00:00+00:00", "gain_pct": 58.97249561934686, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 58.97249561934686, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 58.97249561934686, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 58.97249561934686, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 14:00:00+00:00", "gain_pct": 58.97249561934686, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 58.97249561934686, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 69.73761470893257, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-04-09 01:00:00+00:00", "gain_pct": 69.73761470893257, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-10 15:00:00+00:00", "gain_pct": 88.60713999196366, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 96.01571803451696, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 92.95860625806648, "drawdown_pct": -1.5596258336345037, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 96.8957570051019, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 96.8957570051019, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-08-14 12:00:00+00:00", "gain_pct": 96.60755353517973, "drawdown_pct": -0.14637363156316807, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-10-10 22:00:00+00:00", "gain_pct": 97.0786405364872, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-11 00:00:00+00:00", "gain_pct": 97.0786405364872, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-11 05:00:00+00:00", "gain_pct": 97.0786405364872, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 90.79758461202627, "drawdown_pct": -3.1870810085571133, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 90.79758461202627, "drawdown_pct": -3.1870810085571133, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 100.07283461374996, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 95.4348825443665, "drawdown_pct": -2.3181318335081524, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 95.4348825443665, "drawdown_pct": -2.3181318335081524, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-19 09:00:00+00:00", "gain_pct": 103.9092031597215, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-11-04 19:00:00+00:00", "gain_pct": 106.37136160329007, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 106.37136160329007, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-04 21:00:00+00:00", "gain_pct": 106.37136160329007, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 116.4033137270005, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 116.4033137270005, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 116.4033137270005, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 116.4033137270005, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 120.8124343262042, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 129.0420527614077, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 136.54495531410245, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 127.65774211622366, "drawdown_pct": -3.75709267867399, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 127.65774211622366, "drawdown_pct": -3.75709267867399, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 127.65774211622366, "drawdown_pct": -3.75709267867399, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 127.65774211622366, "drawdown_pct": -3.75709267867399, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 127.65774211622366, "drawdown_pct": -3.75709267867399, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 127.65774211622366, "drawdown_pct": -3.75709267867399, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 127.65774211622366, "drawdown_pct": -3.75709267867399, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 05:00:00+00:00", "gain_pct": 127.65774211622366, "drawdown_pct": -3.75709267867399, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 127.65774211622366, "drawdown_pct": -3.75709267867399, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 16:00:00+00:00", "gain_pct": 182.9352798620962, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2026-02-28 06:00:00+00:00", "gain_pct": 183.15394318410227, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2026-02-28 07:00:00+00:00", "gain_pct": 183.15394318410227, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 211.75611486808612, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a1_H20_c12_p70_cap3", "variant": "ridge_a1_H20_c12_p70_cap3", "gain_pct": 32.80396685938376, "max_drawdown_pct": -1.6058465002812161, "capital_score": 30.395197108961938, "stability_score": 20.198774793951547, "n_trades": 12, "skipped_by_capacity": 45, "avg_trade_ret_pct": 2.43882026734607, "median_trade_ret_pct": 1.0713100636683546, "positive_month_rate": 0.6666666666666666, "worst_month_pct": 0.0, "month_gain_concentration": 0.8678568926004157, "top_asset_trade_share": 0.5833333333333334, "long_counts": { "XRP": 7, "ETH": 3, "BTC": 1, "SOL": 1 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 12, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.6923076923076925, "max_open_trades": 3, "avg_exposure": 0.8974358974358974, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 26.258683880551857, "2026-03-31 00:00:00+00:00": 3.9982445421415065 } }, "selection_score": 1142.6384376212272 }, { "name": "ridge_a1_H20_c12_p70_cap5", "variant": { "name": "ridge_a1_H20_c12_p70_cap5", "threshold": 0.032005746407531364, "pred_percentile": 70, "horizon": 20, "cost_bps": 12, "cap": 5, "delay_bars": 1 }, "model_diag": { "alpha": 1.0, "ykey": "y_H20_c12", "n_train": 12794, "target_mean": 0.014520496257193136 }, "val": { "label": "Validation ridge_a1_H20_c12_p70_cap5", "variant": "ridge_a1_H20_c12_p70_cap5", "gain_pct": 930.1926199740019, "max_drawdown_pct": -15.837703670770775, "capital_score": 906.4360644678458, "stability_score": 887.9892068094803, "n_trades": 337, "skipped_by_capacity": 1634, "avg_trade_ret_pct": 0.7027145672565125, "median_trade_ret_pct": 0.6875648322119061, "positive_month_rate": 0.7058823529411765, "worst_month_pct": -23.676827984774945, "month_gain_concentration": 0.21267222826607518, "top_asset_trade_share": 0.5756676557863502, "long_counts": { "SOL": 103, "XRP": 194, "ETH": 24, "BNB": 7, "BTC": 9 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 337, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.6, "max_open_trades": 5, "avg_exposure": 0.9199999999999999, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 37.13292157033132, "2024-10-31 00:00:00+00:00": 1.063671796169558, "2024-11-30 00:00:00+00:00": 86.60424739721668, "2024-12-31 00:00:00+00:00": 66.09417231218524, "2025-01-31 00:00:00+00:00": 11.597096058498494, "2025-02-28 00:00:00+00:00": 81.24283707376424, "2025-03-31 00:00:00+00:00": 176.10436888003164, "2025-04-30 00:00:00+00:00": 176.6059542537257, "2025-05-31 00:00:00+00:00": 12.407890477765136, "2025-07-31 00:00:00+00:00": -3.5175612972085446, "2025-08-31 00:00:00+00:00": 15.793586682427417, "2025-10-31 00:00:00+00:00": -23.676827984774945, "2025-11-30 00:00:00+00:00": 81.21121896114391, "2026-01-31 00:00:00+00:00": -1.5323510191678906, "2026-02-28 00:00:00+00:00": -6.7778990122410505, "2026-03-31 00:00:00+00:00": 201.47044367016053 } }, "test": { "label": "Test ridge_a1_H20_c12_p70_cap5", "variant": "ridge_a1_H20_c12_p70_cap5", "gain_pct": 184.1208113672983, "max_drawdown_pct": -5.0764337617667525, "capital_score": 176.50616072464817, "stability_score": 176.50616072464817, "n_trades": 169, "skipped_by_capacity": 518, "avg_trade_ret_pct": 0.626376964087002, "median_trade_ret_pct": 0.6389698051494714, "positive_month_rate": 1.0, "worst_month_pct": 0.4888584749332665, "month_gain_concentration": 0.29223219211998674, "top_asset_trade_share": 0.4437869822485207, "long_counts": { "XRP": 75, "SOL": 57, "ETH": 25, "BNB": 7, "BTC": 5 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 169, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.237704918032787, "max_open_trades": 5, "avg_exposure": 0.8475409836065573, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 3.5242702976004665, "2025-02-28 00:00:00+00:00": 13.70570621225994, "2025-03-31 00:00:00+00:00": 18.249737709904494, "2025-04-30 00:00:00+00:00": 35.51548959017239, "2025-05-31 00:00:00+00:00": 8.023366233821946, "2025-07-31 00:00:00+00:00": 0.4888584749332665, "2025-08-31 00:00:00+00:00": 1.3051402027646475, "2025-10-31 00:00:00+00:00": 6.883355765783705, "2025-11-30 00:00:00+00:00": 10.921752350512634, "2025-12-31 00:00:00+00:00": 4.005311986935595, "2026-01-31 00:00:00+00:00": 7.200638280048679, "2026-02-28 00:00:00+00:00": 51.8090404451348, "2026-03-31 00:00:00+00:00": 15.654578147763232 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": -0.26123868777901293, "drawdown_pct": -0.2612386877790085, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 2.0037495458466594, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 3.6259698445854127, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 3.6259698445854127, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 3.6259698445854127, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-01-19 14:00:00+00:00", "gain_pct": 3.6259698445854127, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 3.6259698445854127, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 01:00:00+00:00", "gain_pct": 3.6259698445854127, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 3.6259698445854127, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 3.6259698445854127, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 1.9239767460909576, "drawdown_pct": -1.6424387641891691, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 3.4705074657462376, "drawdown_pct": -0.15002260444204607, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 3.4705074657462376, "drawdown_pct": -0.15002260444204607, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-23 14:00:00+00:00", "gain_pct": 1.4043729238335487, "drawdown_pct": -2.1438611615251846, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-27 14:00:00+00:00", "gain_pct": 2.4183149390545537, "drawdown_pct": -1.1653979280889293, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 3.5242702976004665, "drawdown_pct": -0.09814098448243103, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 4.339863736491452, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 4.339863736491452, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 00:00:00+00:00", "gain_pct": 4.339863736491452, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 4.339863736491452, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 4.339863736491452, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 4.339863736491452, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 4.339863736491452, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 4.339863736491452, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 4.339863736491452, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 10:00:00+00:00", "gain_pct": 4.339863736491452, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 2.727826373566714, "drawdown_pct": -1.5449870310315084, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 1.4223563938498387, "drawdown_pct": -2.7961578999276093, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 19:00:00+00:00", "gain_pct": 1.4223563938498387, "drawdown_pct": -2.7961578999276093, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 1.4223563938498387, "drawdown_pct": -2.7961578999276093, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": 1.4223563938498387, "drawdown_pct": -2.7961578999276093, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 1.4223563938498387, "drawdown_pct": -2.7961578999276093, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 4.077576434832579, "drawdown_pct": -0.2513778456921023, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 3.321542988616315, "drawdown_pct": -0.9759651885753784, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-10 03:00:00+00:00", "gain_pct": 3.321542988616315, "drawdown_pct": -0.9759651885753784, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-18 16:00:00+00:00", "gain_pct": 5.443332625096318, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 7.3714417129843355, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 7.3714417129843355, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 7.3714417129843355, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 7.3714417129843355, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 7.3714417129843355, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 7.3714417129843355, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 7.3714417129843355, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-26 17:00:00+00:00", "gain_pct": 14.001682073527618, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 14.001682073527618, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-28 03:00:00+00:00", "gain_pct": 17.229976509860407, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 17.229976509860407, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 23.145942551547293, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-02 16:00:00+00:00", "gain_pct": 23.145942551547293, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 23.145942551547293, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 23.145942551547293, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-03 06:00:00+00:00", "gain_pct": 23.145942551547293, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 23.145942551547293, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 25.06392248642652, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 25.06392248642652, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 05:00:00+00:00", "gain_pct": 25.06392248642652, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 25.06392248642652, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 25.06392248642652, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 25.06392248642652, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 25.06392248642652, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 25.06392248642652, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-07 14:00:00+00:00", "gain_pct": 34.29239642993224, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 34.29239642993224, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 34.29239642993224, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 34.29239642993224, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-09 16:00:00+00:00", "gain_pct": 27.475131878077505, "drawdown_pct": -5.0764337617667525, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 27.475131878077505, "drawdown_pct": -5.0764337617667525, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 28.534959671753427, "drawdown_pct": -4.287239569205825, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 28.534959671753427, "drawdown_pct": -4.287239569205825, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 28.534959671753427, "drawdown_pct": -4.287239569205825, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 28.534959671753427, "drawdown_pct": -4.287239569205825, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 31.930916361425034, "drawdown_pct": -1.7584614850024827, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 31.930916361425034, "drawdown_pct": -1.7584614850024827, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 35.4797142197649, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 35.4797142197649, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-04-07 06:00:00+00:00", "gain_pct": 39.796036311135026, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 39.796036311135026, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 39.796036311135026, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 39.796036311135026, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 14:00:00+00:00", "gain_pct": 39.796036311135026, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 39.796036311135026, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 50.523479423056955, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-04-09 01:00:00+00:00", "gain_pct": 50.523479423056955, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-10 15:00:00+00:00", "gain_pct": 70.9952038099373, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 79.01857004375924, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 77.34072484573358, "drawdown_pct": -0.9372464530442493, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 79.5074285186925, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 79.5074285186925, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-08-14 12:00:00+00:00", "gain_pct": 80.81256872145715, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-10-10 22:00:00+00:00", "gain_pct": 81.07245110418782, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-11 00:00:00+00:00", "gain_pct": 81.07245110418782, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-11 05:00:00+00:00", "gain_pct": 81.07245110418782, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 75.31379513820517, "drawdown_pct": -3.1803048618749608, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 75.31379513820517, "drawdown_pct": -3.1803048618749608, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 83.8639190374067, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 79.60830114376762, "drawdown_pct": -2.3145475827551, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 79.60830114376762, "drawdown_pct": -2.3145475827551, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-19 09:00:00+00:00", "gain_pct": 87.69592448724086, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-11-04 19:00:00+00:00", "gain_pct": 89.05575650503658, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 89.05575650503658, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-04 21:00:00+00:00", "gain_pct": 89.05575650503658, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 98.61767683775349, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 98.61767683775349, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 98.61767683775349, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 98.61767683775349, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 102.62298882468909, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 109.82362710473777, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 116.71197602513274, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 109.76099819159222, "drawdown_pct": -3.2074728683819442, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 109.76099819159222, "drawdown_pct": -3.2074728683819442, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 109.76099819159222, "drawdown_pct": -3.2074728683819442, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 109.76099819159222, "drawdown_pct": -3.2074728683819442, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 109.76099819159222, "drawdown_pct": -3.2074728683819442, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 109.76099819159222, "drawdown_pct": -3.2074728683819442, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 109.76099819159222, "drawdown_pct": -3.2074728683819442, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 05:00:00+00:00", "gain_pct": 109.76099819159222, "drawdown_pct": -3.2074728683819442, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 109.76099819159222, "drawdown_pct": -3.2074728683819442, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 16:00:00+00:00", "gain_pct": 161.51140387640925, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2026-02-28 06:00:00+00:00", "gain_pct": 161.63266754987256, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2026-02-28 07:00:00+00:00", "gain_pct": 161.63266754987256, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 177.2872456976358, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a1_H20_c12_p70_cap5", "variant": "ridge_a1_H20_c12_p70_cap5", "gain_pct": 27.567565255004524, "max_drawdown_pct": -0.9650676952589698, "capital_score": 26.119963712116068, "stability_score": 15.578515282837673, "n_trades": 16, "skipped_by_capacity": 41, "avg_trade_ret_pct": 1.5497135985028876, "median_trade_ret_pct": 0.6427860382010128, "positive_month_rate": 0.6666666666666666, "worst_month_pct": 0.0, "month_gain_concentration": 0.9066579371711359, "top_asset_trade_share": 0.5625, "long_counts": { "XRP": 9, "ETH": 4, "BTC": 1, "SOL": 2 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 16, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.076923076923077, "max_open_trades": 5, "avg_exposure": 0.8153846153846154, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 22.632402339539354, "2026-03-31 00:00:00+00:00": 2.3300464646422228 } }, "selection_score": 891.4360644678458 }, { "name": "ridge_a1_H20_c12_p80_cap1", "variant": { "name": "ridge_a1_H20_c12_p80_cap1", "threshold": 0.05247557764585923, "pred_percentile": 80, "horizon": 20, "cost_bps": 12, "cap": 1, "delay_bars": 1 }, "model_diag": { "alpha": 1.0, "ykey": "y_H20_c12", "n_train": 12794, "target_mean": 0.014520496257193136 }, "val": { "label": "Validation ridge_a1_H20_c12_p80_cap1", "variant": "ridge_a1_H20_c12_p80_cap1", "gain_pct": 843.7434801681081, "max_drawdown_pct": -16.38945729525062, "capital_score": 819.1592942252322, "stability_score": 807.1672298577471, "n_trades": 64, "skipped_by_capacity": 1250, "avg_trade_ret_pct": 3.7613703592173753, "median_trade_ret_pct": 3.4422851950561197, "positive_month_rate": 0.875, "worst_month_pct": -15.742064367485114, "month_gain_concentration": 0.20263730358080265, "top_asset_trade_share": 0.625, "long_counts": { "SOL": 18, "ETH": 5, "XRP": 40, "BTC": 1 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 64, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 26.186490872389044, "2024-10-31 00:00:00+00:00": 4.050398151531283, "2024-11-30 00:00:00+00:00": 92.07350173665895, "2024-12-31 00:00:00+00:00": 69.46465417308221, "2025-01-31 00:00:00+00:00": 10.765427205369178, "2025-02-28 00:00:00+00:00": 69.77114579715521, "2025-03-31 00:00:00+00:00": 132.9881083517053, "2025-04-30 00:00:00+00:00": 102.33927875610141, "2025-05-31 00:00:00+00:00": 62.62619562392604, "2025-07-31 00:00:00+00:00": -15.742064367485114, "2025-10-31 00:00:00+00:00": 13.753197019202958, "2025-11-30 00:00:00+00:00": 31.974284821322954, "2026-01-31 00:00:00+00:00": 40.69853440433462, "2026-02-28 00:00:00+00:00": 5.387309348646568, "2026-03-31 00:00:00+00:00": 168.25693993820107 } }, "test": { "label": "Test ridge_a1_H20_c12_p80_cap1", "variant": "ridge_a1_H20_c12_p80_cap1", "gain_pct": 122.73632738438718, "max_drawdown_pct": -19.809203781979445, "capital_score": 93.02252171141802, "stability_score": 93.02252171141802, "n_trades": 35, "skipped_by_capacity": 400, "avg_trade_ret_pct": 2.4797810596186434, "median_trade_ret_pct": 3.0451631169511306, "positive_month_rate": 0.9166666666666666, "worst_month_pct": -4.274078038375492, "month_gain_concentration": 0.3258721028211439, "top_asset_trade_share": 0.4857142857142857, "long_counts": { "XRP": 17, "SOL": 13, "ETH": 4, "BNB": 1 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 35, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": -4.274078038375492, "2025-02-28 00:00:00+00:00": 20.696308329401404, "2025-03-31 00:00:00+00:00": 14.471906289429072, "2025-04-30 00:00:00+00:00": 19.980411038848217, "2025-05-31 00:00:00+00:00": 0.22242413072498834, "2025-07-31 00:00:00+00:00": 0.9443730407463988, "2025-10-31 00:00:00+00:00": 1.5857614277407777, "2025-11-30 00:00:00+00:00": 14.287031907140431, "2025-12-31 00:00:00+00:00": 3.854482431918484, "2026-01-31 00:00:00+00:00": 6.3238452087263965, "2026-02-28 00:00:00+00:00": 1.294878605975157, "2026-03-31 00:00:00+00:00": 40.44176744510793 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": -1.306193438895022, "drawdown_pct": -1.3061934388950203, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 6.056857839653375, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 14.490253100805347, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 14.490253100805347, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 14.490253100805347, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 14.490253100805347, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 14.490253100805347, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 14.490253100805347, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 2.681749610570094, "drawdown_pct": -10.313981470403611, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 2.681749610570094, "drawdown_pct": -10.313981470403611, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 2.681749610570094, "drawdown_pct": -10.313981470403611, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": -4.274078038375492, "drawdown_pct": -16.38945729525062, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": -0.5032987969833584, "drawdown_pct": -13.095919951008684, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": -0.5032987969833584, "drawdown_pct": -13.095919951008684, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 00:00:00+00:00", "gain_pct": -0.5032987969833584, "drawdown_pct": -13.095919951008684, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": -0.5032987969833584, "drawdown_pct": -13.095919951008684, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": -0.5032987969833584, "drawdown_pct": -13.095919951008684, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": -0.5032987969833584, "drawdown_pct": -13.095919951008684, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": -0.5032987969833584, "drawdown_pct": -13.095919951008684, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": -0.5032987969833584, "drawdown_pct": -13.095919951008684, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": -0.5032987969833584, "drawdown_pct": -13.095919951008684, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 10:00:00+00:00", "gain_pct": -0.5032987969833584, "drawdown_pct": -13.095919951008684, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": -8.189354446437221, "drawdown_pct": -19.809203781979445, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": -8.189354446437221, "drawdown_pct": -19.809203781979445, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": -8.189354446437221, "drawdown_pct": -19.809203781979445, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": -8.189354446437221, "drawdown_pct": -19.809203781979445, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": -8.189354446437221, "drawdown_pct": -19.809203781979445, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": -0.45047695744897, "drawdown_pct": -13.04978341265386, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 0.422726929513189, "drawdown_pct": -12.287095006162762, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 3.875083699090837, "drawdown_pct": -9.271679565917424, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 3.875083699090837, "drawdown_pct": -9.271679565917424, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 3.875083699090837, "drawdown_pct": -9.271679565917424, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 3.875083699090837, "drawdown_pct": -9.271679565917424, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 3.875083699090837, "drawdown_pct": -9.271679565917424, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 3.875083699090837, "drawdown_pct": -9.271679565917424, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 3.875083699090837, "drawdown_pct": -9.271679565917424, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 11.49690593869478, "drawdown_pct": -2.6144995587310094, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 16.42223029102591, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 13.530169672777717, "drawdown_pct": -2.4841137392908386, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 13.530169672777717, "drawdown_pct": -2.4841137392908386, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 13.530169672777717, "drawdown_pct": -2.4841137392908386, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 13.530169672777717, "drawdown_pct": -2.4841137392908386, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 20.267612182882303, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 20.267612182882303, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 20.267612182882303, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 20.267612182882303, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 20.267612182882303, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 20.267612182882303, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 20.267612182882303, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 14:00:00+00:00", "gain_pct": 30.042764440189558, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 30.042764440189558, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 30.042764440189558, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 30.042764440189558, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 22.81055715586993, "drawdown_pct": -5.561406907529964, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 25.48487245136377, "drawdown_pct": -3.5049177925789876, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 25.48487245136377, "drawdown_pct": -3.5049177925789876, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 25.48487245136377, "drawdown_pct": -3.5049177925789876, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 25.48487245136377, "drawdown_pct": -3.5049177925789876, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 28.833807495100103, "drawdown_pct": -0.9296610621081447, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 28.833807495100103, "drawdown_pct": -0.9296610621081447, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 30.894136580454983, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 30.894136580454983, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 36.219941022467424, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 36.219941022467424, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 36.219941022467424, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 36.219941022467424, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 50.8745476193032, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 51.09697175002819, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 47.54825960944447, "drawdown_pct": -2.3486322058489884, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 52.04134479077459, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 52.04134479077459, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 50.119518081975855, "drawdown_pct": -1.2640158579519167, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 50.119518081975855, "drawdown_pct": -1.2640158579519167, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 57.302122027486234, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 53.627106218515365, "drawdown_pct": -2.3362785966286714, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 53.627106218515365, "drawdown_pct": -2.3362785966286714, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-04 19:00:00+00:00", "gain_pct": 60.24725424262101, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 60.24725424262101, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 67.9141381256558, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 67.9141381256558, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 67.9141381256558, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 67.9141381256558, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 71.76862055757428, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 78.09246576630068, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 83.86380709193605, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 79.38734437227583, "drawdown_pct": -2.4346622592351097, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 79.38734437227583, "drawdown_pct": -2.4346622592351097, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 79.38734437227583, "drawdown_pct": -2.4346622592351097, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 79.38734437227583, "drawdown_pct": -2.4346622592351097, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 79.38734437227583, "drawdown_pct": -2.4346622592351097, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 79.38734437227583, "drawdown_pct": -2.4346622592351097, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 79.38734437227583, "drawdown_pct": -2.4346622592351097, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 79.38734437227583, "drawdown_pct": -2.4346622592351097, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 119.82911181738376, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a1_H20_c12_p80_cap1", "variant": "ridge_a1_H20_c12_p80_cap1", "gain_pct": 25.088493673153366, "max_drawdown_pct": -2.4185184697359086, "capital_score": 21.460715968549504, "stability_score": 3.753429291354033, "n_trades": 4, "skipped_by_capacity": 31, "avg_trade_ret_pct": 6.172248793936797, "median_trade_ret_pct": 2.281566026165436, "positive_month_rate": 0.6666666666666666, "worst_month_pct": 0.0, "month_gain_concentration": 0.9682914670878189, "top_asset_trade_share": 0.75, "long_counts": { "XRP": 3, "ETH": 1 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 4, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 0.7437491452869409, "2026-03-31 00:00:00+00:00": 22.71205523856152 } }, "selection_score": 704.1592942252322 }, { "name": "ridge_a1_H20_c12_p80_cap2", "variant": { "name": "ridge_a1_H20_c12_p80_cap2", "threshold": 0.05247557764585923, "pred_percentile": 80, "horizon": 20, "cost_bps": 12, "cap": 2, "delay_bars": 1 }, "model_diag": { "alpha": 1.0, "ykey": "y_H20_c12", "n_train": 12794, "target_mean": 0.014520496257193136 }, "val": { "label": "Validation ridge_a1_H20_c12_p80_cap2", "variant": "ridge_a1_H20_c12_p80_cap2", "gain_pct": 747.3902038089299, "max_drawdown_pct": -16.038331602416676, "capital_score": 723.3327064053049, "stability_score": 720.5788883014303, "n_trades": 123, "skipped_by_capacity": 1191, "avg_trade_ret_pct": 1.801206370365881, "median_trade_ret_pct": 1.6895073059901333, "positive_month_rate": 0.875, "worst_month_pct": -6.961135177045321, "month_gain_concentration": 0.21667175488881651, "top_asset_trade_share": 0.6097560975609756, "long_counts": { "SOL": 36, "ETH": 9, "XRP": 75, "BTC": 2, "BNB": 1 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 123, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.9468599033816425, "max_open_trades": 2, "avg_exposure": 0.9734299516908212, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 13.622997216482105, "2024-10-31 00:00:00+00:00": 3.7384080639964026, "2024-11-30 00:00:00+00:00": 89.30769093620928, "2024-12-31 00:00:00+00:00": 70.75086762729993, "2025-01-31 00:00:00+00:00": 12.540536055469943, "2025-02-28 00:00:00+00:00": 64.32612858899677, "2025-03-31 00:00:00+00:00": 91.20118723026593, "2025-04-30 00:00:00+00:00": 76.1036390100324, "2025-05-31 00:00:00+00:00": 71.19060452338749, "2025-07-31 00:00:00+00:00": -6.961135177045321, "2025-10-31 00:00:00+00:00": 12.374252623256552, "2025-11-30 00:00:00+00:00": 28.963540233767958, "2026-01-31 00:00:00+00:00": 36.98006082696509, "2026-02-28 00:00:00+00:00": 5.100588986544608, "2026-03-31 00:00:00+00:00": 159.37938494951425 } }, "test": { "label": "Test ridge_a1_H20_c12_p80_cap2", "variant": "ridge_a1_H20_c12_p80_cap2", "gain_pct": 127.44537510201297, "max_drawdown_pct": -11.10008288763934, "capital_score": 110.79525077055396, "stability_score": 110.79525077055396, "n_trades": 65, "skipped_by_capacity": 370, "avg_trade_ret_pct": 1.3117819421297747, "median_trade_ret_pct": 1.3343979151886776, "positive_month_rate": 0.9166666666666666, "worst_month_pct": -2.830453752596256, "month_gain_concentration": 0.33916432227868637, "top_asset_trade_share": 0.4461538461538462, "long_counts": { "XRP": 29, "SOL": 25, "ETH": 9, "BNB": 2 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 65, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.9263157894736842, "max_open_trades": 2, "avg_exposure": 0.9631578947368421, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": -2.830453752596256, "2025-02-28 00:00:00+00:00": 19.714404363644178, "2025-03-31 00:00:00+00:00": 12.800471346015499, "2025-04-30 00:00:00+00:00": 20.245851000551994, "2025-05-31 00:00:00+00:00": 0.11051602526129045, "2025-07-31 00:00:00+00:00": 0.9930638914457006, "2025-10-31 00:00:00+00:00": 4.272180967007387, "2025-11-30 00:00:00+00:00": 14.24501505266781, "2025-12-31 00:00:00+00:00": 3.91439347373057, "2026-01-31 00:00:00+00:00": 6.44509527233302, "2026-02-28 00:00:00+00:00": 1.381713788715274, "2026-03-31 00:00:00+00:00": 43.17475773927907 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": -0.6530967194475039, "drawdown_pct": -0.653096719447499, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 3.0527910596746892, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 7.150050480112682, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 7.150050480112682, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 7.150050480112682, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 7.150050480112682, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 7.150050480112682, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 7.150050480112682, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 1.624332304089208, "drawdown_pct": -5.156990735201816, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 5.479292559521895, "drawdown_pct": -1.5592693732803142, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 5.479292559521895, "drawdown_pct": -1.5592693732803142, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": -2.830453752596256, "drawdown_pct": -9.31451192788877, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": -0.9166309323151864, "drawdown_pct": -7.5283972114647435, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": -0.9166309323151864, "drawdown_pct": -7.5283972114647435, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 00:00:00+00:00", "gain_pct": -0.9166309323151864, "drawdown_pct": -7.5283972114647435, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": -0.9166309323151864, "drawdown_pct": -7.5283972114647435, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": -0.9166309323151864, "drawdown_pct": -7.5283972114647435, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": -0.9166309323151864, "drawdown_pct": -7.5283972114647435, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": -0.9166309323151864, "drawdown_pct": -7.5283972114647435, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": -0.9166309323151864, "drawdown_pct": -7.5283972114647435, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": -0.9166309323151864, "drawdown_pct": -7.5283972114647435, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 10:00:00+00:00", "gain_pct": -0.9166309323151864, "drawdown_pct": -7.5283972114647435, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": -4.743693937327222, "drawdown_pct": -11.10008288763934, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": -3.9398012431051086, "drawdown_pct": -10.349833409808884, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": -3.9398012431051086, "drawdown_pct": -10.349833409808884, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": -3.9398012431051086, "drawdown_pct": -10.349833409808884, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": -3.9398012431051086, "drawdown_pct": -10.349833409808884, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 1.0310628333077716, "drawdown_pct": -5.710671734998963, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 1.9192054605569098, "drawdown_pct": -4.881794265254813, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 4.107795139459654, "drawdown_pct": -2.839247697057945, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 4.107795139459654, "drawdown_pct": -2.839247697057945, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 4.107795139459654, "drawdown_pct": -2.839247697057945, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 4.107795139459654, "drawdown_pct": -2.839247697057945, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 4.107795139459654, "drawdown_pct": -2.839247697057945, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 4.107795139459654, "drawdown_pct": -2.839247697057945, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 4.107795139459654, "drawdown_pct": -2.839247697057945, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 11.886818357395143, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 16.883950611047922, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 13.998452083521556, "drawdown_pct": -2.468686686616517, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 13.998452083521556, "drawdown_pct": -2.468686686616517, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 13.998452083521556, "drawdown_pct": -2.468686686616517, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 13.998452083521556, "drawdown_pct": -2.468686686616517, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 20.864055394154406, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 20.864055394154406, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 20.864055394154406, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 20.864055394154406, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 20.864055394154406, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 20.864055394154406, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 20.864055394154406, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 14:00:00+00:00", "gain_pct": 30.887297663622093, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 30.887297663622093, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 30.887297663622093, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 30.887297663622093, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 23.70932858855963, "drawdown_pct": -5.484083790552163, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 24.29576947526934, "drawdown_pct": -5.036033523507266, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 24.29576947526934, "drawdown_pct": -5.036033523507266, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 24.29576947526934, "drawdown_pct": -5.036033523507266, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 24.29576947526934, "drawdown_pct": -5.036033523507266, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 27.635102114271035, "drawdown_pct": -2.4847296929524365, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 27.635102114271035, "drawdown_pct": -2.4847296929524365, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 29.68442195706342, "drawdown_pct": -0.9190163812916707, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 29.68442195706342, "drawdown_pct": -0.9190163812916707, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 35.01467892657689, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 35.01467892657689, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 35.01467892657689, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 35.01467892657689, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 49.930272957615415, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 50.040788982876705, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 46.537573590434164, "drawdown_pct": -2.3348420227531252, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 51.033852874322406, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 51.033852874322406, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 51.65608106295252, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 51.65608106295252, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 58.998997182413945, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 55.30603384132979, "drawdown_pct": -2.3226331024260194, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 55.30603384132979, "drawdown_pct": -2.3226331024260194, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-04 19:00:00+00:00", "gain_pct": 61.72110286690781, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 61.72110286690781, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 69.5510488939976, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 69.5510488939976, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 69.5510488939976, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 69.5510488939976, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 73.46544236772817, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 79.9105376400612, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 85.7880306565074, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 81.29225142877647, "drawdown_pct": -2.4198433084437587, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 81.29225142877647, "drawdown_pct": -2.4198433084437587, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 81.29225142877647, "drawdown_pct": -2.4198433084437587, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 81.29225142877647, "drawdown_pct": -2.4198433084437587, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 81.29225142877647, "drawdown_pct": -2.4198433084437587, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 81.29225142877647, "drawdown_pct": -2.4198433084437587, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 81.29225142877647, "drawdown_pct": -2.4198433084437587, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 81.29225142877647, "drawdown_pct": -2.4198433084437587, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 124.46700916805554, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a1_H20_c12_p80_cap2", "variant": "ridge_a1_H20_c12_p80_cap2", "gain_pct": 25.70266454443184, "max_drawdown_pct": -2.4038953907647764, "capital_score": 22.096821458284676, "stability_score": 9.815872912189395, "n_trades": 7, "skipped_by_capacity": 28, "avg_trade_ret_pct": 3.4430791043010966, "median_trade_ret_pct": 1.6203215842967622, "positive_month_rate": 0.6666666666666666, "worst_month_pct": 0.0, "month_gain_concentration": 0.9655236561295256, "top_asset_trade_share": 0.5714285714285714, "long_counts": { "XRP": 4, "ETH": 3 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 7, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.9090909090909092, "max_open_trades": 2, "avg_exposure": 0.9545454545454546, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 0.8576653460305153, "2026-03-31 00:00:00+00:00": 24.01925748699132 } }, "selection_score": 708.3327064053049 }, { "name": "ridge_a1_H20_c12_p80_cap3", "variant": { "name": "ridge_a1_H20_c12_p80_cap3", "threshold": 0.05247557764585923, "pred_percentile": 80, "horizon": 20, "cost_bps": 12, "cap": 3, "delay_bars": 1 }, "model_diag": { "alpha": 1.0, "ykey": "y_H20_c12", "n_train": 12794, "target_mean": 0.014520496257193136 }, "val": { "label": "Validation ridge_a1_H20_c12_p80_cap3", "variant": "ridge_a1_H20_c12_p80_cap3", "gain_pct": 603.1651348371917, "max_drawdown_pct": -16.215679627577263, "capital_score": 578.8416153958258, "stability_score": 576.7620699412803, "n_trades": 176, "skipped_by_capacity": 1138, "avg_trade_ret_pct": 1.1353262989121684, "median_trade_ret_pct": 1.1032762967622987, "positive_month_rate": 0.8125, "worst_month_pct": -3.830531010607615, "month_gain_concentration": 0.22620458468100632, "top_asset_trade_share": 0.6193181818181818, "long_counts": { "SOL": 52, "ETH": 11, "XRP": 109, "BTC": 3, "BNB": 1 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 176, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.8309178743961354, "max_open_trades": 3, "avg_exposure": 0.9436392914653783, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 9.693388827003957, "2024-10-31 00:00:00+00:00": 1.6599882482941695, "2024-11-30 00:00:00+00:00": 75.15743101697721, "2024-12-31 00:00:00+00:00": 66.85017698670734, "2025-01-31 00:00:00+00:00": -2.1624434409921207, "2025-02-28 00:00:00+00:00": 53.96196892573744, "2025-03-31 00:00:00+00:00": 68.9083852681855, "2025-04-30 00:00:00+00:00": 62.47763489352303, "2025-05-31 00:00:00+00:00": 52.74221372779698, "2025-07-31 00:00:00+00:00": -3.830531010607615, "2025-10-31 00:00:00+00:00": 10.27232713367107, "2025-11-30 00:00:00+00:00": 24.098967010953345, "2026-01-31 00:00:00+00:00": 30.801563168719667, "2026-02-28 00:00:00+00:00": 4.30433503784991, "2026-03-31 00:00:00+00:00": 134.74377174762878 } }, "test": { "label": "Test ridge_a1_H20_c12_p80_cap3", "variant": "ridge_a1_H20_c12_p80_cap3", "gain_pct": 120.15830241064222, "max_drawdown_pct": -6.644335085614794, "capital_score": 110.19179978222003, "stability_score": 110.19179978222003, "n_trades": 89, "skipped_by_capacity": 346, "avg_trade_ret_pct": 0.9085959213347532, "median_trade_ret_pct": 1.0150543723170435, "positive_month_rate": 0.9166666666666666, "worst_month_pct": -1.0677287573923024, "month_gain_concentration": 0.35739118453681135, "top_asset_trade_share": 0.4606741573033708, "long_counts": { "XRP": 41, "SOL": 32, "ETH": 13, "BNB": 3 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 89, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.778947368421053, "max_open_trades": 3, "avg_exposure": 0.9263157894736842, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 0.13683391696378067, "2025-02-28 00:00:00+00:00": 14.531479887644295, "2025-03-31 00:00:00+00:00": 13.575089988901155, "2025-04-30 00:00:00+00:00": 20.17583160068989, "2025-05-31 00:00:00+00:00": 0.07293481004876412, "2025-07-31 00:00:00+00:00": 0.6666756008997936, "2025-10-31 00:00:00+00:00": 3.4016408709378823, "2025-11-30 00:00:00+00:00": 14.352945699202593, "2025-12-31 00:00:00+00:00": 3.4007864311084006, "2026-01-31 00:00:00+00:00": 6.3475638912426575, "2026-02-28 00:00:00+00:00": -1.0677287573923024, "2026-03-31 00:00:00+00:00": 42.63596245137785 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": -0.43539781296500735, "drawdown_pct": -0.43539781296501046, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 2.0406078486382313, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 4.745285308775806, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 4.745285308775806, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 4.745285308775806, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 4.745285308775806, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 4.745285308775806, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 4.745285308775806, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 1.1441488694863011, "drawdown_pct": -3.4379938234678664, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 3.7019790342459515, "drawdown_pct": -0.9960412742724634, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 3.7019790342459515, "drawdown_pct": -0.9960412742724634, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 0.13683391696378067, "drawdown_pct": -4.399674293909173, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 1.4516776809625327, "drawdown_pct": -3.1443970180654257, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 1.4516776809625327, "drawdown_pct": -3.1443970180654257, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 00:00:00+00:00", "gain_pct": 1.4516776809625327, "drawdown_pct": -3.1443970180654257, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 1.4516776809625327, "drawdown_pct": -3.1443970180654257, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 1.4516776809625327, "drawdown_pct": -3.1443970180654257, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 1.4516776809625327, "drawdown_pct": -3.1443970180654257, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 1.4516776809625327, "drawdown_pct": -3.1443970180654257, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 1.4516776809625327, "drawdown_pct": -3.1443970180654257, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 1.4516776809625327, "drawdown_pct": -3.1443970180654257, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 10:00:00+00:00", "gain_pct": 1.4516776809625327, "drawdown_pct": -3.1443970180654257, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": -1.1606810905953893, "drawdown_pct": -5.638407859562511, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": -2.2143424335225035, "drawdown_pct": -6.644335085614794, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": -2.2143424335225035, "drawdown_pct": -6.644335085614794, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": -2.2143424335225035, "drawdown_pct": -6.644335085614794, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": -2.2143424335225035, "drawdown_pct": -6.644335085614794, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 1.7719369090753645, "drawdown_pct": -2.8386465232639213, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 1.4494335010426767, "drawdown_pct": -3.1465395296956578, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 4.079311029835154, "drawdown_pct": -0.6358035848367249, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 4.079311029835154, "drawdown_pct": -0.6358035848367249, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 4.079311029835154, "drawdown_pct": -0.6358035848367249, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 4.079311029835154, "drawdown_pct": -0.6358035848367249, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 4.079311029835154, "drawdown_pct": -0.6358035848367249, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 4.079311029835154, "drawdown_pct": -0.6358035848367249, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 4.079311029835154, "drawdown_pct": -0.6358035848367249, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 11.134337812502935, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 14.668313804608076, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 12.777181775461983, "drawdown_pct": -1.6492193583386383, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 12.777181775461983, "drawdown_pct": -1.6492193583386383, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 12.777181775461983, "drawdown_pct": -1.6492193583386383, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 12.777181775461983, "drawdown_pct": -1.6492193583386383, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 19.603205015255284, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 19.603205015255284, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 19.603205015255284, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 19.603205015255284, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 19.603205015255284, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 19.603205015255284, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 19.603205015255284, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 14:00:00+00:00", "gain_pct": 29.59010685903138, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 29.59010685903138, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 29.59010685903138, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 29.59010685903138, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 22.51585226567373, "drawdown_pct": -5.4589464927697335, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 22.904843787756292, "drawdown_pct": -5.15877579956574, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 22.904843787756292, "drawdown_pct": -5.15877579956574, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 22.904843787756292, "drawdown_pct": -5.15877579956574, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 22.904843787756292, "drawdown_pct": -5.15877579956574, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 26.214189201300044, "drawdown_pct": -2.6050735967087957, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 26.214189201300044, "drawdown_pct": -2.6050735967087957, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 28.24340379350923, "drawdown_pct": -1.039202064234035, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 28.24340379350923, "drawdown_pct": -1.039202064234035, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 33.53244461130194, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 33.53244461130194, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 33.53244461130194, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 33.53244461130194, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 48.41923539419912, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 48.492170204247884, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 46.17624795681792, "drawdown_pct": -1.5596258336345037, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 49.15884580514768, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 49.15884580514768, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 48.94051658574497, "drawdown_pct": -0.14637363156316807, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 48.94051658574497, "drawdown_pct": -0.14637363156316807, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 56.180967399248544, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 52.56048667608556, "drawdown_pct": -2.3181318335081635, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 52.56048667608556, "drawdown_pct": -2.3181318335081635, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-04 19:00:00+00:00", "gain_pct": 59.17571554667498, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 59.17571554667498, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 66.91343237528815, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 66.91343237528815, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 66.91343237528815, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 66.91343237528815, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 70.31421880639655, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 76.66178269763921, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 82.44882540174245, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 75.59405394024691, "drawdown_pct": -3.757092678673979, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 75.59405394024691, "drawdown_pct": -3.757092678673979, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 75.59405394024691, "drawdown_pct": -3.757092678673979, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 75.59405394024691, "drawdown_pct": -3.757092678673979, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 75.59405394024691, "drawdown_pct": -3.757092678673979, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 75.59405394024691, "drawdown_pct": -3.757092678673979, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 75.59405394024691, "drawdown_pct": -3.757092678673979, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 75.59405394024691, "drawdown_pct": -3.757092678673979, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 118.23001639162476, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 } ] }, "recent": { "label": "Recent ridge_a1_H20_c12_p80_cap3", "variant": "ridge_a1_H20_c12_p80_cap3", "gain_pct": 25.708925820983808, "max_drawdown_pct": -1.605846500281205, "capital_score": 23.300156070562, "stability_score": 9.126835209479278, "n_trades": 8, "skipped_by_capacity": 27, "avg_trade_ret_pct": 2.964476950556938, "median_trade_ret_pct": 1.1048153882742284, "positive_month_rate": 0.6666666666666666, "worst_month_pct": 0.0, "month_gain_concentration": 0.9769328344433089, "top_asset_trade_share": 0.625, "long_counts": { "XRP": 5, "ETH": 3 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 8, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.5454545454545454, "max_open_trades": 3, "avg_exposure": 0.8484848484848485, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 0.5803052009299563, "2026-03-31 00:00:00+00:00": 24.576890619413376 } }, "selection_score": 563.8416153958258 }, { "name": "ridge_a1_H20_c12_p80_cap5", "variant": { "name": "ridge_a1_H20_c12_p80_cap5", "threshold": 0.05247557764585923, "pred_percentile": 80, "horizon": 20, "cost_bps": 12, "cap": 5, "delay_bars": 1 }, "model_diag": { "alpha": 1.0, "ykey": "y_H20_c12", "n_train": 12794, "target_mean": 0.014520496257193136 }, "val": { "label": "Validation ridge_a1_H20_c12_p80_cap5", "variant": "ridge_a1_H20_c12_p80_cap5", "gain_pct": 487.3985675840245, "max_drawdown_pct": -17.26747395499697, "capital_score": 461.497356651529, "stability_score": 456.00660100321954, "n_trades": 267, "skipped_by_capacity": 1047, "avg_trade_ret_pct": 0.6732843746382308, "median_trade_ret_pct": 0.6776498322103692, "positive_month_rate": 0.75, "worst_month_pct": -9.563789356174652, "month_gain_concentration": 0.23306791879249109, "top_asset_trade_share": 0.6142322097378277, "long_counts": { "SOL": 84, "ETH": 15, "XRP": 164, "BTC": 3, "BNB": 1 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 267, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.454106280193237, "max_open_trades": 5, "avg_exposure": 0.8908212560386473, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 10.129784966836112, "2024-10-31 00:00:00+00:00": 0.5592406892149882, "2024-11-30 00:00:00+00:00": 60.802364605125874, "2024-12-31 00:00:00+00:00": 61.7435948075661, "2025-01-31 00:00:00+00:00": -9.563789356174652, "2025-02-28 00:00:00+00:00": 43.29547335805523, "2025-03-31 00:00:00+00:00": 58.59417917034614, "2025-04-30 00:00:00+00:00": 49.95982409628408, "2025-05-31 00:00:00+00:00": 43.580920646078425, "2025-07-31 00:00:00+00:00": -1.9686309976065104, "2025-10-31 00:00:00+00:00": 8.839005685866937, "2025-11-30 00:00:00+00:00": 20.774823215181755, "2026-01-31 00:00:00+00:00": 22.13768155745737, "2026-02-28 00:00:00+00:00": -3.8892793529025766, "2026-03-31 00:00:00+00:00": 115.60733427442779 } }, "test": { "label": "Test ridge_a1_H20_c12_p80_cap5", "variant": "ridge_a1_H20_c12_p80_cap5", "gain_pct": 110.52607064271626, "max_drawdown_pct": -5.0764337617667525, "capital_score": 102.91142000006613, "stability_score": 102.91142000006613, "n_trades": 132, "skipped_by_capacity": 303, "avg_trade_ret_pct": 0.5719967256971701, "median_trade_ret_pct": 0.6090326233902261, "positive_month_rate": 0.9166666666666666, "worst_month_pct": -0.05015286670246155, "month_gain_concentration": 0.3785747257218236, "top_asset_trade_share": 0.4696969696969697, "long_counts": { "XRP": 62, "SOL": 48, "ETH": 17, "BNB": 5 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 132, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.242105263157895, "max_open_trades": 5, "avg_exposure": 0.8484210526315791, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 3.0774020346501914, "2025-02-28 00:00:00+00:00": 10.383142794378458, "2025-03-31 00:00:00+00:00": 10.472913468890198, "2025-04-30 00:00:00+00:00": 16.994877214873398, "2025-05-31 00:00:00+00:00": 0.041552220723218625, "2025-07-31 00:00:00+00:00": 0.38495628868042786, "2025-10-31 00:00:00+00:00": 4.515564716884285, "2025-11-30 00:00:00+00:00": 14.554566502350355, "2025-12-31 00:00:00+00:00": 1.8343270357703432, "2026-01-31 00:00:00+00:00": 5.766228945927196, "2026-02-28 00:00:00+00:00": -0.05015286670246155, "2026-03-31 00:00:00+00:00": 41.441421665365084 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": -0.26123868777901293, "drawdown_pct": -0.2612386877790085, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 1.2269633374333893, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 2.836829988775065, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 2.836829988775065, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 2.836829988775065, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 2.836829988775065, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 2.836829988775065, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 2.836829988775065, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 0.7155156708165151, "drawdown_pct": -2.0627962940807265, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 2.2437099574156605, "drawdown_pct": -0.5767583767645745, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 2.2437099574156605, "drawdown_pct": -0.5767583767645745, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 3.0774020346501914, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 3.8894749191604205, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 3.8894749191604205, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 00:00:00+00:00", "gain_pct": 3.8894749191604205, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 3.8894749191604205, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 3.8894749191604205, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 3.8894749191604205, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 3.8894749191604205, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 3.8894749191604205, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 3.8894749191604205, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 10:00:00+00:00", "gain_pct": 3.8894749191604205, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 2.284396005052656, "drawdown_pct": -1.5449870310315084, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 0.9845611590149872, "drawdown_pct": -2.7961578999276204, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 0.9845611590149872, "drawdown_pct": -2.7961578999276204, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": 0.9845611590149872, "drawdown_pct": -2.7961578999276204, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 0.9845611590149872, "drawdown_pct": -2.7961578999276204, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 3.536744911487972, "drawdown_pct": -0.339524295359972, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 3.0929327295165336, "drawdown_pct": -0.7667207773104034, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 4.867960446782803, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 4.867960446782803, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 4.867960446782803, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 4.867960446782803, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 4.867960446782803, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 4.867960446782803, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 4.867960446782803, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 11.343609583922358, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 13.460544829028649, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 12.335949814802234, "drawdown_pct": -0.9911771672884595, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 12.335949814802234, "drawdown_pct": -0.9911771672884595, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 12.335949814802234, "drawdown_pct": -0.9911771672884595, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 12.335949814802234, "drawdown_pct": -0.9911771672884595, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 14.900564776287908, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 14.900564776287908, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 14.900564776287908, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 14.900564776287908, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 14.900564776287908, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 14.900564776287908, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 14.900564776287908, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-07 14:00:00+00:00", "gain_pct": 23.932440376199168, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 23.932440376199168, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 23.932440376199168, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 23.932440376199168, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 17.64109213116035, "drawdown_pct": -5.0764337617667525, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 17.866031402120797, "drawdown_pct": -4.894932235388638, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 17.866031402120797, "drawdown_pct": -4.894932235388638, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 17.866031402120797, "drawdown_pct": -4.894932235388638, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 17.866031402120797, "drawdown_pct": -4.894932235388638, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 20.980109773073423, "drawdown_pct": -2.3822096895404377, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 20.980109773073423, "drawdown_pct": -2.3822096895404377, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 23.933458297918847, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 23.933458297918847, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 27.88192192579065, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 27.88192192579065, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 27.88192192579065, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 27.88192192579065, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 40.928335512792245, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 40.96988773351546, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 39.648652460872626, "drawdown_pct": -0.9372464530442493, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 41.35484402219589, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 41.35484402219589, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 42.38258917631734, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 42.38258917631734, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 49.32664499113167, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 45.870408739080176, "drawdown_pct": -2.3145475827550777, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 45.870408739080176, "drawdown_pct": -2.3145475827550777, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-04 19:00:00+00:00", "gain_pct": 52.43884079554644, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 52.43884079554644, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 60.42497524143053, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 60.42497524143053, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 60.42497524143053, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 60.42497524143053, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 62.259302277200874, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 68.02553122312807, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 73.5416806795564, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 67.97537835642561, "drawdown_pct": -3.2074728683819442, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 67.97537835642561, "drawdown_pct": -3.2074728683819442, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 67.97537835642561, "drawdown_pct": -3.2074728683819442, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 67.97537835642561, "drawdown_pct": -3.2074728683819442, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 67.97537835642561, "drawdown_pct": -3.2074728683819442, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 67.97537835642561, "drawdown_pct": -3.2074728683819442, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 67.97537835642561, "drawdown_pct": -3.2074728683819442, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 67.97537835642561, "drawdown_pct": -3.2074728683819442, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 109.41680002179069, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 } ] }, "recent": { "label": "Recent ridge_a1_H20_c12_p80_cap5", "variant": "ridge_a1_H20_c12_p80_cap5", "gain_pct": 26.37520151013942, "max_drawdown_pct": -0.9650676952589698, "capital_score": 24.927599967250963, "stability_score": 8.265773064890091, "n_trades": 10, "skipped_by_capacity": 25, "avg_trade_ret_pct": 2.3944375491413483, "median_trade_ret_pct": 2.593263075420407, "positive_month_rate": 0.6666666666666666, "worst_month_pct": 0.0, "month_gain_concentration": 0.986473076094435, "top_asset_trade_share": 0.7, "long_counts": { "XRP": 7, "ETH": 3 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 10, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 3.727272727272727, "max_open_trades": 5, "avg_exposure": 0.7454545454545454, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 0.3522657673993308, "2026-03-31 00:00:00+00:00": 25.68955792131149 } }, "selection_score": 446.497356651529 }, { "name": "ridge_a1_H20_c12_p90_cap1", "variant": { "name": "ridge_a1_H20_c12_p90_cap1", "threshold": 0.06855036234531926, "pred_percentile": 90, "horizon": 20, "cost_bps": 12, "cap": 1, "delay_bars": 1 }, "model_diag": { "alpha": 1.0, "ykey": "y_H20_c12", "n_train": 12794, "target_mean": 0.014520496257193136 }, "val": { "label": "Validation ridge_a1_H20_c12_p90_cap1", "variant": "ridge_a1_H20_c12_p90_cap1", "gain_pct": 444.94136318195547, "max_drawdown_pct": -16.936038073764525, "capital_score": 419.53730607130865, "stability_score": 403.4426914760942, "n_trades": 48, "skipped_by_capacity": 609, "avg_trade_ret_pct": 3.818699442005629, "median_trade_ret_pct": 3.920841928990563, "positive_month_rate": 0.8461538461538461, "worst_month_pct": -17.969614595214438, "month_gain_concentration": 0.23270959489561727, "top_asset_trade_share": 0.6875, "long_counts": { "SOL": 12, "XRP": 33, "BTC": 1, "ETH": 2 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 48, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 12.576200503258718, "2024-10-31 00:00:00+00:00": 9.82267471941104, "2024-11-30 00:00:00+00:00": 84.05748696954576, "2024-12-31 00:00:00+00:00": 64.14179840258805, "2025-01-31 00:00:00+00:00": -17.969614595214438, "2025-02-28 00:00:00+00:00": 32.016663650029585, "2025-03-31 00:00:00+00:00": 51.972030157762845, "2025-04-30 00:00:00+00:00": 34.3377980282649, "2025-07-31 00:00:00+00:00": 30.357086779725705, "2025-10-31 00:00:00+00:00": 8.432589178171838, "2025-11-30 00:00:00+00:00": 19.60460595362713, "2026-02-28 00:00:00+00:00": 13.893017434893125 } }, "test": { "label": "Test ridge_a1_H20_c12_p90_cap1", "variant": "ridge_a1_H20_c12_p90_cap1", "gain_pct": 79.42484428537017, "max_drawdown_pct": -16.38945729525062, "capital_score": 54.840658342494244, "stability_score": 50.688965450232494, "n_trades": 23, "skipped_by_capacity": 178, "avg_trade_ret_pct": 2.758894408090361, "median_trade_ret_pct": 3.0451631169511306, "positive_month_rate": 0.75, "worst_month_pct": -10.15169289226175, "month_gain_concentration": 0.3546503586732011, "top_asset_trade_share": 0.5217391304347826, "long_counts": { "XRP": 12, "SOL": 9, "ETH": 1, "BNB": 1 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 23, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": -10.15169289226175, "2025-02-28 00:00:00+00:00": 10.1901861600184, "2025-03-31 00:00:00+00:00": 20.634801583112946, "2025-04-30 00:00:00+00:00": 4.9099400976911625, "2025-07-31 00:00:00+00:00": 14.41426642723637, "2025-10-31 00:00:00+00:00": 1.4601465013830932, "2025-11-30 00:00:00+00:00": 6.574166108460986, "2026-02-28 00:00:00+00:00": -2.091915305164548 }, "curve": [ { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 7.460499837940347, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 7.460499837940347, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 7.460499837940347, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": -3.6229562033479255, "drawdown_pct": -10.313981470403611, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": -3.6229562033479255, "drawdown_pct": -10.313981470403611, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": -3.6229562033479255, "drawdown_pct": -10.313981470403611, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": -10.15169289226175, "drawdown_pct": -16.38945729525062, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": -6.6124411997901404, "drawdown_pct": -13.095919951008684, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": -6.6124411997901404, "drawdown_pct": -13.095919951008684, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": -6.6124411997901404, "drawdown_pct": -13.095919951008684, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": -6.6124411997901404, "drawdown_pct": -13.095919951008684, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": -6.6124411997901404, "drawdown_pct": -13.095919951008684, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": -6.6124411997901404, "drawdown_pct": -13.095919951008684, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": -6.6124411997901404, "drawdown_pct": -13.095919951008684, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": -6.6124411997901404, "drawdown_pct": -13.095919951008684, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": -5.036197497849159, "drawdown_pct": -11.629107769492597, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": -5.036197497849159, "drawdown_pct": -11.629107769492597, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": -3.286351893877722, "drawdown_pct": -10.000746086259827, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 0.03849326775664963, "drawdown_pct": -6.906729990439953, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 0.03849326775664963, "drawdown_pct": -6.906729990439953, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 0.03849326775664963, "drawdown_pct": -6.906729990439953, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 0.03849326775664963, "drawdown_pct": -6.906729990439953, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 7.378806128667776, "drawdown_pct": -0.07602208197037275, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 7.378806128667776, "drawdown_pct": -0.07602208197037275, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 13.75119626232788, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 13.75119626232788, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 13.75119626232788, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 20.627612816502207, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 20.627612816502207, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 15.686411998597308, "drawdown_pct": -4.0962435569552476, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 15.686411998597308, "drawdown_pct": -4.0962435569552476, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 15.686411998597308, "drawdown_pct": -4.0962435569552476, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 15.686411998597308, "drawdown_pct": -4.0962435569552476, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 18.77384613832905, "drawdown_pct": -1.5367681038280123, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 18.77384613832905, "drawdown_pct": -1.5367681038280123, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 20.673294850869596, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 20.673294850869596, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 25.583234948560758, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 25.583234948560758, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 25.583234948560758, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 35.8603326358045, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 39.99750137579713, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 38.22791075767063, "drawdown_pct": -1.2640158579518945, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 44.84155000906728, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 41.45764787718022, "drawdown_pct": -2.3362785966286714, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 48.03181398564121, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 49.581708073665425, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 45.93989868047666, "drawdown_pct": -2.4346622592351097, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 45.93989868047666, "drawdown_pct": -2.4346622592351097, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 45.93989868047666, "drawdown_pct": -2.4346622592351097, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 45.93989868047666, "drawdown_pct": -2.4346622592351097, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 45.93989868047666, "drawdown_pct": -2.4346622592351097, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 45.93989868047666, "drawdown_pct": -2.4346622592351097, "open_trades": 1, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a1_H20_c12_p90_cap1", "variant": "ridge_a1_H20_c12_p90_cap1", "gain_pct": 22.94433935315115, "max_drawdown_pct": 0.0, "capital_score": 22.94433935315115, "stability_score": 9.444339353151152, "n_trades": 1, "skipped_by_capacity": 15, "avg_trade_ret_pct": 22.944339353151154, "median_trade_ret_pct": 22.944339353151154, "positive_month_rate": 0.0, "worst_month_pct": 0.0, "month_gain_concentration": 0.0, "top_asset_trade_share": 1.0, "long_counts": { "XRP": 1 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 1, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2026-02-28 00:00:00+00:00": 0.0 } }, "selection_score": 304.53730607130865 }, { "name": "ridge_a1_H20_c12_p90_cap2", "variant": { "name": "ridge_a1_H20_c12_p90_cap2", "threshold": 0.06855036234531926, "pred_percentile": 90, "horizon": 20, "cost_bps": 12, "cap": 2, "delay_bars": 1 }, "model_diag": { "alpha": 1.0, "ykey": "y_H20_c12", "n_train": 12794, "target_mean": 0.014520496257193136 }, "val": { "label": "Validation ridge_a1_H20_c12_p90_cap2", "variant": "ridge_a1_H20_c12_p90_cap2", "gain_pct": 379.45212998392606, "max_drawdown_pct": -16.586310736452468, "capital_score": 354.57266387924733, "stability_score": 341.41620036892283, "n_trades": 90, "skipped_by_capacity": 567, "avg_trade_ret_pct": 1.8128455687348568, "median_trade_ret_pct": 1.9604209644952815, "positive_month_rate": 0.8461538461538461, "worst_month_pct": -14.989796843657842, "month_gain_concentration": 0.245348521370293, "top_asset_trade_share": 0.6888888888888889, "long_counts": { "SOL": 21, "XRP": 62, "BTC": 2, "ETH": 5 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 90, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.9185185185185185, "max_open_trades": 2, "avg_exposure": 0.9592592592592593, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 8.27903538356287, "2024-10-31 00:00:00+00:00": 3.6447553794391467, "2024-11-30 00:00:00+00:00": 61.626192877787446, "2024-12-31 00:00:00+00:00": 73.80925641174687, "2025-01-31 00:00:00+00:00": -14.989796843657842, "2025-02-28 00:00:00+00:00": 27.486100670958848, "2025-03-31 00:00:00+00:00": 40.489843199495624, "2025-04-30 00:00:00+00:00": 21.55705745308194, "2025-07-31 00:00:00+00:00": 26.88181214972957, "2025-10-31 00:00:00+00:00": 7.367344397972317, "2025-11-30 00:00:00+00:00": 17.244223338842687, "2026-02-28 00:00:00+00:00": 12.448702088979474 } }, "test": { "label": "Test ridge_a1_H20_c12_p90_cap2", "variant": "ridge_a1_H20_c12_p90_cap2", "gain_pct": 91.6308874260954, "max_drawdown_pct": -5.298483050067981, "capital_score": 83.68316285099343, "stability_score": 81.34595354866785, "n_trades": 43, "skipped_by_capacity": 158, "avg_trade_ret_pct": 1.567915531573468, "median_trade_ret_pct": 1.5225815584755653, "positive_month_rate": 0.75, "worst_month_pct": -2.7539675866541415, "month_gain_concentration": 0.3892067796083866, "top_asset_trade_share": 0.627906976744186, "long_counts": { "XRP": 27, "SOL": 12, "ETH": 2, "BNB": 2 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 43, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.9259259259259258, "max_open_trades": 2, "avg_exposure": 0.9629629629629629, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": -1.7658797907796213, "2025-02-28 00:00:00+00:00": 4.306314827030377, "2025-03-31 00:00:00+00:00": 22.860827832096447, "2025-04-30 00:00:00+00:00": 5.154211626212913, "2025-07-31 00:00:00+00:00": 15.243003958764234, "2025-10-31 00:00:00+00:00": 4.12409186955739, "2025-11-30 00:00:00+00:00": 7.048522184453873, "2026-02-28 00:00:00+00:00": -2.7539675866541415 }, "curve": [ { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 3.7302499189701734, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 3.7302499189701734, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 3.7302499189701734, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": -1.6191094589527921, "drawdown_pct": -5.156990735201806, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": -1.6191094589527921, "drawdown_pct": -5.156990735201806, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": -1.6191094589527921, "drawdown_pct": -5.156990735201806, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": -1.7658797907796213, "drawdown_pct": -5.298483050067981, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 0.1689105653260441, "drawdown_pct": -3.4332698093623604, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 0.1689105653260441, "drawdown_pct": -3.4332698093623604, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 0.1689105653260441, "drawdown_pct": -3.4332698093623604, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 0.1689105653260441, "drawdown_pct": -3.4332698093623604, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 0.1689105653260441, "drawdown_pct": -3.4332698093623604, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 0.1689105653260441, "drawdown_pct": -3.4332698093623604, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 0.1689105653260441, "drawdown_pct": -3.4332698093623604, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 0.1689105653260441, "drawdown_pct": -3.4332698093623604, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": -1.4396877125614083, "drawdown_pct": -4.984021185305276, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": -1.4396877125614083, "drawdown_pct": -4.984021185305276, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 0.3847949375443136, "drawdown_pct": -3.2251488683765706, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 2.5404350362507557, "drawdown_pct": -1.147027876293416, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 2.5404350362507557, "drawdown_pct": -1.147027876293416, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 2.5404350362507557, "drawdown_pct": -1.147027876293416, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 2.5404350362507557, "drawdown_pct": -1.147027876293416, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 10.202343770900953, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 10.202343770900953, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 16.83932490884365, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 16.83932490884365, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 16.83932490884365, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 24.009166599329745, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 24.009166599329745, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 18.98146850263994, "drawdown_pct": -4.05429552876051, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 18.98146850263994, "drawdown_pct": -4.05429552876051, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 18.98146850263994, "drawdown_pct": -4.05429552876051, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 18.98146850263994, "drawdown_pct": -4.05429552876051, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 22.17802702498186, "drawdown_pct": -1.4766163055221937, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 22.17802702498186, "drawdown_pct": -1.4766163055221937, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 25.401262868347203, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 25.401262868347203, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 30.555474494560116, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 30.555474494560116, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 30.555474494560116, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 41.458056317383694, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 45.79847845332435, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 46.39913798379746, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 53.487522324483734, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 49.92257032288174, "drawdown_pct": -2.3226331024260305, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 56.97109250733561, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 58.041481126281184, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 54.21712492068147, "drawdown_pct": -2.4198433084437587, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 54.21712492068147, "drawdown_pct": -2.4198433084437587, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 54.21712492068147, "drawdown_pct": -2.4198433084437587, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 54.21712492068147, "drawdown_pct": -2.4198433084437587, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 54.21712492068147, "drawdown_pct": -2.4198433084437587, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 54.21712492068147, "drawdown_pct": -2.4198433084437587, "open_trades": 2, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a1_H20_c12_p90_cap2", "variant": "ridge_a1_H20_c12_p90_cap2", "gain_pct": 24.260446124032583, "max_drawdown_pct": 0.0, "capital_score": 24.260446124032583, "stability_score": 10.760446124032585, "n_trades": 2, "skipped_by_capacity": 14, "avg_trade_ret_pct": 11.472169676575577, "median_trade_ret_pct": 11.472169676575577, "positive_month_rate": 0.0, "worst_month_pct": 0.0, "month_gain_concentration": 0.0, "top_asset_trade_share": 1.0, "long_counts": { "XRP": 2 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 2, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.0, "max_open_trades": 2, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2026-02-28 00:00:00+00:00": 0.0 } }, "selection_score": 339.57266387924733 }, { "name": "ridge_a1_H20_c12_p90_cap3", "variant": { "name": "ridge_a1_H20_c12_p90_cap3", "threshold": 0.06855036234531926, "pred_percentile": 90, "horizon": 20, "cost_bps": 12, "cap": 3, "delay_bars": 1 }, "model_diag": { "alpha": 1.0, "ykey": "y_H20_c12", "n_train": 12794, "target_mean": 0.014520496257193136 }, "val": { "label": "Validation ridge_a1_H20_c12_p90_cap3", "variant": "ridge_a1_H20_c12_p90_cap3", "gain_pct": 359.52826829711336, "max_drawdown_pct": -16.215679627577238, "capital_score": 335.2047488557475, "stability_score": 322.804281877056, "n_trades": 130, "skipped_by_capacity": 527, "avg_trade_ret_pct": 1.2050901818062631, "median_trade_ret_pct": 1.3130470702609376, "positive_month_rate": 0.8461538461538461, "worst_month_pct": -14.131236209460695, "month_gain_concentration": 0.2612464883448061, "top_asset_trade_share": 0.6923076923076923, "long_counts": { "SOL": 30, "XRP": 90, "BTC": 3, "ETH": 7 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 130, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.7925925925925927, "max_open_trades": 3, "avg_exposure": 0.9308641975308644, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 11.350100922227426, "2024-10-31 00:00:00+00:00": 1.7586318660796394, "2024-11-30 00:00:00+00:00": 50.412879330639186, "2024-12-31 00:00:00+00:00": 73.8043866593676, "2025-01-31 00:00:00+00:00": -14.131236209460695, "2025-02-28 00:00:00+00:00": 27.912465573265223, "2025-03-31 00:00:00+00:00": 38.052239909680765, "2025-04-30 00:00:00+00:00": 17.839195898717094, "2025-07-31 00:00:00+00:00": 25.81477075563896, "2025-10-31 00:00:00+00:00": 7.04235376210471, "2025-11-30 00:00:00+00:00": 16.521421950838203, "2026-02-28 00:00:00+00:00": 12.000180097772159 } }, "test": { "label": "Test ridge_a1_H20_c12_p90_cap3", "variant": "ridge_a1_H20_c12_p90_cap3", "gain_pct": 89.59010009915778, "max_drawdown_pct": -4.039919775623857, "capital_score": 83.530220435722, "stability_score": 81.40953078054959, "n_trades": 58, "skipped_by_capacity": 143, "avg_trade_ret_pct": 1.1289299778418003, "median_trade_ret_pct": 1.0804978796684437, "positive_month_rate": 0.875, "worst_month_pct": -1.7984020717198348, "month_gain_concentration": 0.42339470279002084, "top_asset_trade_share": 0.6206896551724138, "long_counts": { "XRP": 36, "SOL": 16, "ETH": 3, "BNB": 3 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 58, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.6481481481481484, "max_open_trades": 3, "avg_exposure": 0.882716049382716, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 1.4757913255255914, "2025-02-28 00:00:00+00:00": 3.8684270084947627, "2025-03-31 00:00:00+00:00": 22.770964867304116, "2025-04-30 00:00:00+00:00": 5.050346827503063, "2025-07-31 00:00:00+00:00": 10.410939769993064, "2025-10-31 00:00:00+00:00": 3.2743320393525437, "2025-11-30 00:00:00+00:00": 6.931082340470425, "2026-02-28 00:00:00+00:00": -1.7984020717198348 }, "curve": [ { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 2.4868332793134442, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 2.4868332793134442, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 2.4868332793134442, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": -1.0366577186971568, "drawdown_pct": -3.4379938234678664, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": -1.0366577186971568, "drawdown_pct": -3.4379938234678664, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": -1.0366577186971568, "drawdown_pct": -3.4379938234678664, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 1.4757913255255914, "drawdown_pct": -0.9865091167685858, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 2.808216230549519, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 2.808216230549519, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 2.808216230549519, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 2.808216230549519, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 2.808216230549519, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 2.808216230549519, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 2.808216230549519, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 2.808216230549519, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 2.284495761659329, "drawdown_pct": -0.5094149943383308, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 2.284495761659329, "drawdown_pct": -0.5094149943383308, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 3.85905898865353, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 5.344218334020354, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 5.344218334020354, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 5.344218334020354, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 5.344218334020354, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 13.474572510735015, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 13.474572510735015, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 20.342806464533098, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 20.342806464533098, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 20.342806464533098, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 27.76527191665089, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 27.76527191665089, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 22.603657430110516, "drawdown_pct": -4.039919775623857, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 22.603657430110516, "drawdown_pct": -4.039919775623857, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 22.603657430110516, "drawdown_pct": -4.039919775623857, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 22.603657430110516, "drawdown_pct": -4.039919775623857, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 25.90489307628806, "drawdown_pct": -1.4560911681669397, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 25.90489307628806, "drawdown_pct": -1.4560911681669397, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 28.11518320132447, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 28.11518320132447, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 33.16553002882753, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 33.16553002882753, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 33.16553002882753, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 40.705497798593655, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 43.5764697988206, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 43.366311705905844, "drawdown_pct": -0.14637363156319028, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 50.33578349246591, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 46.85080183817314, "drawdown_pct": -2.3181318335081635, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 53.781884178643566, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 54.48069650922264, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 51.98348210692373, "drawdown_pct": -1.6165219724716962, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 51.98348210692373, "drawdown_pct": -1.6165219724716962, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 51.98348210692373, "drawdown_pct": -1.6165219724716962, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 51.98348210692373, "drawdown_pct": -1.6165219724716962, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 51.98348210692373, "drawdown_pct": -1.6165219724716962, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 51.98348210692373, "drawdown_pct": -1.6165219724716962, "open_trades": 3, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a1_H20_c12_p90_cap3", "variant": "ridge_a1_H20_c12_p90_cap3", "gain_pct": 25.78131183048275, "max_drawdown_pct": 0.0, "capital_score": 25.78131183048275, "stability_score": 12.281311830482752, "n_trades": 3, "skipped_by_capacity": 13, "avg_trade_ret_pct": 7.946529999650227, "median_trade_ret_pct": 7.648113117717051, "positive_month_rate": 0.0, "worst_month_pct": 0.0, "month_gain_concentration": 0.0, "top_asset_trade_share": 1.0, "long_counts": { "XRP": 3 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 3, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.8, "max_open_trades": 3, "avg_exposure": 0.9333333333333332, "max_exposure": 1.0, "monthly_gain_pct": { "2026-02-28 00:00:00+00:00": 0.0 } }, "selection_score": 320.2047488557475 }, { "name": "ridge_a1_H20_c12_p90_cap5", "variant": { "name": "ridge_a1_H20_c12_p90_cap5", "threshold": 0.06855036234531926, "pred_percentile": 90, "horizon": 20, "cost_bps": 12, "cap": 5, "delay_bars": 1 }, "model_diag": { "alpha": 1.0, "ykey": "y_H20_c12", "n_train": 12794, "target_mean": 0.014520496257193136 }, "val": { "label": "Validation ridge_a1_H20_c12_p90_cap5", "variant": "ridge_a1_H20_c12_p90_cap5", "gain_pct": 324.6521864646193, "max_drawdown_pct": -15.969209134044748, "capital_score": 300.6983727635522, "stability_score": 289.8605008005867, "n_trades": 202, "skipped_by_capacity": 455, "avg_trade_ret_pct": 0.7279519774779906, "median_trade_ret_pct": 0.7878282421565627, "positive_month_rate": 0.8461538461538461, "worst_month_pct": -12.694307606529833, "month_gain_concentration": 0.2942466816623564, "top_asset_trade_share": 0.6881188118811881, "long_counts": { "SOL": 49, "BNB": 1, "XRP": 139, "BTC": 3, "ETH": 10 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 202, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.392592592592592, "max_open_trades": 5, "avg_exposure": 0.8785185185185186, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 13.30719834418207, "2024-10-31 00:00:00+00:00": 0.6289302925886631, "2024-11-30 00:00:00+00:00": 37.78680341249468, "2024-12-31 00:00:00+00:00": 73.13588521645178, "2025-01-31 00:00:00+00:00": -12.694307606529833, "2025-02-28 00:00:00+00:00": 28.745374646668324, "2025-03-31 00:00:00+00:00": 35.26074106982654, "2025-04-30 00:00:00+00:00": 12.156925601096418, "2025-07-31 00:00:00+00:00": 22.943319574020165, "2025-10-31 00:00:00+00:00": 6.595798571145792, "2025-11-30 00:00:00+00:00": 15.502484572173046, "2026-02-28 00:00:00+00:00": 2.4895038620118726 } }, "test": { "label": "Test ridge_a1_H20_c12_p90_cap5", "variant": "ridge_a1_H20_c12_p90_cap5", "gain_pct": 69.8810580895537, "max_drawdown_pct": -4.028514850031728, "capital_score": 63.838285814506115, "stability_score": 62.12400010022041, "n_trades": 84, "skipped_by_capacity": 117, "avg_trade_ret_pct": 0.6433293527946203, "median_trade_ret_pct": 0.5713958947328487, "positive_month_rate": 0.75, "worst_month_pct": -2.022474859653528, "month_gain_concentration": 0.34791505128978356, "top_asset_trade_share": 0.6071428571428571, "long_counts": { "XRP": 51, "SOL": 24, "ETH": 4, "BNB": 5 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 84, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 3.888888888888889, "max_open_trades": 5, "avg_exposure": 0.7777777777777778, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": -2.022474859653528, "2025-02-28 00:00:00+00:00": 6.466199218646452, "2025-03-31 00:00:00+00:00": 13.472875481378168, "2025-04-30 00:00:00+00:00": 2.774635243789376, "2025-07-31 00:00:00+00:00": 5.790679100918908, "2025-10-31 00:00:00+00:00": 4.0404506330780805, "2025-11-30 00:00:00+00:00": 6.1797726418681975, "2026-02-28 00:00:00+00:00": -0.9590736023160105 }, "curve": [ { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 1.492099967588075, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 1.492099967588075, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 1.492099967588075, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": -0.6014753093280376, "drawdown_pct": -2.0627962940807265, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": -0.6014753093280376, "drawdown_pct": -2.0627962940807265, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": -0.6014753093280376, "drawdown_pct": -2.0627962940807265, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": -2.022474859653528, "drawdown_pct": -3.4629048254632644, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": -1.2505802456318378, "drawdown_pct": -2.702358325520704, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": -1.2505802456318378, "drawdown_pct": -2.702358325520704, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": -1.2505802456318378, "drawdown_pct": -2.702358325520704, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": -1.2505802456318378, "drawdown_pct": -2.702358325520704, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": -1.2505802456318378, "drawdown_pct": -2.702358325520704, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": -1.2505802456318378, "drawdown_pct": -2.702358325520704, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": -1.2505802456318378, "drawdown_pct": -2.702358325520704, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": -1.2505802456318378, "drawdown_pct": -2.702358325520704, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": -2.5054924496046596, "drawdown_pct": -3.938821266354109, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 2.6101344065844074, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 3.556028490986108, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 4.443724358992924, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 4.443724358992924, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 4.443724358992924, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 4.443724358992924, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 11.896934213463453, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 11.896934213463453, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 10.51085987872483, "drawdown_pct": -1.2387062652623126, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 10.51085987872483, "drawdown_pct": -1.2387062652623126, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 10.51085987872483, "drawdown_pct": -1.2387062652623126, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 18.45776746702417, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 18.45776746702417, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 13.685678713599046, "drawdown_pct": -4.028514850031728, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 13.685678713599046, "drawdown_pct": -4.028514850031728, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 13.685678713599046, "drawdown_pct": -4.028514850031728, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 13.685678713599046, "drawdown_pct": -4.028514850031728, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 16.68931011577348, "drawdown_pct": -1.492901131825719, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 16.68931011577348, "drawdown_pct": -1.492901131825719, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 17.91659984037109, "drawdown_pct": -0.4568443574658132, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 17.91659984037109, "drawdown_pct": -0.4568443574658132, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 20.691235084160468, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 20.691235084160468, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 20.691235084160468, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 24.95524294763166, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 26.481914185079376, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 27.40152309757842, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 33.614946328605726, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 30.522364818157456, "drawdown_pct": -2.3145475827551, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 36.702137460025654, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 37.074736522492856, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 35.74306385770964, "drawdown_pct": -0.9714938715674193, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 35.74306385770964, "drawdown_pct": -0.9714938715674193, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 35.74306385770964, "drawdown_pct": -0.9714938715674193, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 35.74306385770964, "drawdown_pct": -0.9714938715674193, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 35.74306385770964, "drawdown_pct": -0.9714938715674193, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 35.74306385770964, "drawdown_pct": -0.9714938715674193, "open_trades": 5, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a1_H20_c12_p90_cap5", "variant": "ridge_a1_H20_c12_p90_cap5", "gain_pct": 23.920587907763377, "max_drawdown_pct": 0.0, "capital_score": 23.920587907763377, "stability_score": 16.420587907763377, "n_trades": 5, "skipped_by_capacity": 11, "avg_trade_ret_pct": 4.387287740818259, "median_trade_ret_pct": 4.588867870630231, "positive_month_rate": 0.0, "worst_month_pct": 0.0, "month_gain_concentration": 0.0, "top_asset_trade_share": 0.8, "long_counts": { "XRP": 4, "ETH": 1 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 5, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.2, "max_open_trades": 5, "avg_exposure": 0.8400000000000001, "max_exposure": 1.0, "monthly_gain_pct": { "2026-02-28 00:00:00+00:00": 0.0 } }, "selection_score": 285.6983727635522 }, { "name": "ridge_a10_H20_c12_p70_cap1", "variant": { "name": "ridge_a10_H20_c12_p70_cap1", "threshold": 0.032006686092834725, "pred_percentile": 70, "horizon": 20, "cost_bps": 12, "cap": 1, "delay_bars": 1 }, "model_diag": { "alpha": 10.0, "ykey": "y_H20_c12", "n_train": 12794, "target_mean": 0.014520496257193136 }, "val": { "label": "Validation ridge_a10_H20_c12_p70_cap1", "variant": "ridge_a10_H20_c12_p70_cap1", "gain_pct": 1086.1987815028795, "max_drawdown_pct": -21.242526275681694, "capital_score": 1054.334992089357, "stability_score": 1032.3410623214932, "n_trades": 78, "skipped_by_capacity": 1893, "avg_trade_ret_pct": 3.437560726852419, "median_trade_ret_pct": 3.4161849483114826, "positive_month_rate": 0.7647058823529411, "worst_month_pct": -24.93783266203377, "month_gain_concentration": 0.19283873932811027, "top_asset_trade_share": 0.5897435897435898, "long_counts": { "SOL": 23, "ETH": 8, "XRP": 46, "BTC": 1 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 78, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 63.406794305723935, "2024-10-31 00:00:00+00:00": 2.361691949256084, "2024-11-30 00:00:00+00:00": 96.82095412973575, "2024-12-31 00:00:00+00:00": 43.41576028194021, "2025-01-31 00:00:00+00:00": 19.659077231393553, "2025-02-28 00:00:00+00:00": 118.93424123205057, "2025-03-31 00:00:00+00:00": 189.6118371964556, "2025-04-30 00:00:00+00:00": 201.0633441304292, "2025-05-31 00:00:00+00:00": 35.03551087157973, "2025-07-31 00:00:00+00:00": -20.44036242773302, "2025-08-31 00:00:00+00:00": 17.857907644766897, "2025-10-31 00:00:00+00:00": -24.93783266203377, "2025-11-30 00:00:00+00:00": 90.2638042616677, "2026-01-31 00:00:00+00:00": -1.7477704164024317, "2026-02-28 00:00:00+00:00": 6.7713525118133475, "2026-03-31 00:00:00+00:00": 211.483503015613 } }, "test": { "label": "Test ridge_a10_H20_c12_p70_cap1", "variant": "ridge_a10_H20_c12_p70_cap1", "gain_pct": 240.25145198711328, "max_drawdown_pct": -16.38945729525062, "capital_score": 215.66726604423735, "stability_score": 215.66726604423735, "n_trades": 44, "skipped_by_capacity": 643, "avg_trade_ret_pct": 2.9739326862301505, "median_trade_ret_pct": 3.5301288417761514, "positive_month_rate": 0.9230769230769231, "worst_month_pct": -2.6577441400129374, "month_gain_concentration": 0.24657390589383818, "top_asset_trade_share": 0.4772727272727273, "long_counts": { "XRP": 21, "SOL": 15, "ETH": 5, "BTC": 1, "BNB": 2 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 44, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 5.938574724734124, "2025-02-28 00:00:00+00:00": 29.332834157163788, "2025-03-31 00:00:00+00:00": 45.89979879257339, "2025-04-30 00:00:00+00:00": 20.157542802750612, "2025-05-31 00:00:00+00:00": 7.627181607492503, "2025-07-31 00:00:00+00:00": 1.3059980400619793, "2025-08-31 00:00:00+00:00": -2.6577441400129374, "2025-10-31 00:00:00+00:00": 7.6369975957951794, "2025-11-30 00:00:00+00:00": 18.468025985313005, "2025-12-31 00:00:00+00:00": 5.364813544021445, "2026-01-31 00:00:00+00:00": 8.801765483513833, "2026-02-28 00:00:00+00:00": 58.80002094744481, "2026-03-31 00:00:00+00:00": 29.1345872778993 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": -1.306193438895022, "drawdown_pct": -1.3061934388950203, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 6.056857839653375, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 14.490253100805347, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 14.490253100805347, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 14.490253100805347, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 14:00:00+00:00", "gain_pct": 14.490253100805347, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 14.490253100805347, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 01:00:00+00:00", "gain_pct": 14.490253100805347, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 14.490253100805347, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 14.490253100805347, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 2.681749610570094, "drawdown_pct": -10.313981470403611, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 2.681749610570094, "drawdown_pct": -10.313981470403611, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 2.681749610570094, "drawdown_pct": -10.313981470403611, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-23 14:00:00+00:00", "gain_pct": -4.274078038375492, "drawdown_pct": -16.38945729525062, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-27 14:00:00+00:00", "gain_pct": 0.5117379685713388, "drawdown_pct": -12.209349489276022, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 5.938574724734124, "drawdown_pct": -7.469350573049849, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 10.111644779832062, "drawdown_pct": -3.824437628867894, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 10.111644779832062, "drawdown_pct": -3.824437628867894, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 00:00:00+00:00", "gain_pct": 10.111644779832062, "drawdown_pct": -3.824437628867894, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 10.111644779832062, "drawdown_pct": -3.824437628867894, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 10.111644779832062, "drawdown_pct": -3.824437628867894, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 10.111644779832062, "drawdown_pct": -3.824437628867894, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 10.111644779832062, "drawdown_pct": -3.824437628867894, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 10.111644779832062, "drawdown_pct": -3.824437628867894, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 10.111644779832062, "drawdown_pct": -3.824437628867894, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 10:00:00+00:00", "gain_pct": 10.111644779832062, "drawdown_pct": -3.824437628867894, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 1.6055916223126445, "drawdown_pct": -11.253937457145923, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 1.6055916223126445, "drawdown_pct": -11.253937457145923, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 19:00:00+00:00", "gain_pct": 1.6055916223126445, "drawdown_pct": -11.253937457145923, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 1.6055916223126445, "drawdown_pct": -11.253937457145923, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": 1.6055916223126445, "drawdown_pct": -11.253937457145923, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 1.6055916223126445, "drawdown_pct": -11.253937457145923, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 10.170101990584797, "drawdown_pct": -3.7733789499240444, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 11.136464845423149, "drawdown_pct": -2.929322072883611, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-10 03:00:00+00:00", "gain_pct": 11.136464845423149, "drawdown_pct": -2.929322072883611, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-18 16:00:00+00:00", "gain_pct": 14.957141085626546, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 21.247706922207612, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 21.247706922207612, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 21.247706922207612, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 21.247706922207612, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 21.247706922207612, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 21.247706922207612, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 21.247706922207612, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-26 17:00:00+00:00", "gain_pct": 30.144243379378736, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 30.144243379378736, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-28 03:00:00+00:00", "gain_pct": 35.27140888189791, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 35.27140888189791, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 55.588654614590155, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 16:00:00+00:00", "gain_pct": 55.588654614590155, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 55.588654614590155, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 55.588654614590155, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-03 06:00:00+00:00", "gain_pct": 55.588654614590155, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 55.588654614590155, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 64.82205590969696, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 64.82205590969696, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 05:00:00+00:00", "gain_pct": 64.82205590969696, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 64.82205590969696, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 64.82205590969696, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 64.82205590969696, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 64.82205590969696, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 64.82205590969696, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 14:00:00+00:00", "gain_pct": 78.21851953474771, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 78.21851953474771, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 78.21851953474771, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 78.21851953474771, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-09 16:00:00+00:00", "gain_pct": 68.30706247884461, "drawdown_pct": -5.561406907529964, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 68.30706247884461, "drawdown_pct": -5.561406907529964, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 73.68421902471397, "drawdown_pct": -2.544236436185676, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 73.68421902471397, "drawdown_pct": -2.544236436185676, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 73.68421902471397, "drawdown_pct": -2.544236436185676, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 73.68421902471397, "drawdown_pct": -2.544236436185676, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 78.319496220069, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 78.319496220069, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 81.1712076744713, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 81.1712076744713, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 06:00:00+00:00", "gain_pct": 88.54267936758558, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 88.54267936758558, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 88.54267936758558, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 88.54267936758558, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 14:00:00+00:00", "gain_pct": 88.54267936758558, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 88.54267936758558, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 101.03238204709263, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-09 01:00:00+00:00", "gain_pct": 101.03238204709263, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-10 15:00:00+00:00", "gain_pct": 101.32875047722192, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 108.95593208471442, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 104.04832576774086, "drawdown_pct": -2.3486322058489995, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 110.2619301247764, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 110.2619301247764, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-08-14 12:00:00+00:00", "gain_pct": 107.60418598476346, "drawdown_pct": -1.2640158579519056, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-10 22:00:00+00:00", "gain_pct": 108.34989324174046, "drawdown_pct": -0.9093595221452033, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-11 00:00:00+00:00", "gain_pct": 108.34989324174046, "drawdown_pct": -0.9093595221452033, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-11 05:00:00+00:00", "gain_pct": 108.34989324174046, "drawdown_pct": -0.9093595221452033, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 101.63779344129037, "drawdown_pct": -4.101615864730334, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 101.63779344129037, "drawdown_pct": -4.101615864730334, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 111.285335807797, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 106.34912172950442, "drawdown_pct": -2.3362785966286714, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 106.34912172950442, "drawdown_pct": -2.3362785966286714, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-19 09:00:00+00:00", "gain_pct": 115.24118358055864, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-04 19:00:00+00:00", "gain_pct": 123.03815236879097, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 123.03815236879097, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-04 21:00:00+00:00", "gain_pct": 123.03815236879097, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 133.70920956587165, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 133.70920956587165, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 133.70920956587165, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 133.70920956587165, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 139.0740231098931, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 147.87578859340692, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 155.90855840305647, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 149.6780493134646, "drawdown_pct": -2.4346622592351097, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 149.6780493134646, "drawdown_pct": -2.4346622592351097, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 149.6780493134646, "drawdown_pct": -2.4346622592351097, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 149.6780493134646, "drawdown_pct": -2.4346622592351097, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 149.6780493134646, "drawdown_pct": -2.4346622592351097, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 149.6780493134646, "drawdown_pct": -2.4346622592351097, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 149.6780493134646, "drawdown_pct": -2.4346622592351097, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 05:00:00+00:00", "gain_pct": 149.6780493134646, "drawdown_pct": -2.4346622592351097, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 149.6780493134646, "drawdown_pct": -2.4346622592351097, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 16:00:00+00:00", "gain_pct": 205.96642150503084, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-28 06:00:00+00:00", "gain_pct": 206.67580954085173, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-28 07:00:00+00:00", "gain_pct": 206.67580954085173, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 235.81039681875103, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a10_H20_c12_p70_cap1", "variant": "ridge_a10_H20_c12_p70_cap1", "gain_pct": 36.97205775940381, "max_drawdown_pct": -2.4185184697359086, "capital_score": 33.344280054799945, "stability_score": 21.67787598670045, "n_trades": 5, "skipped_by_capacity": 52, "avg_trade_ret_pct": 6.837824167325265, "median_trade_ret_pct": 3.2406431685935244, "positive_month_rate": 0.6666666666666666, "worst_month_pct": 0.0, "month_gain_concentration": 0.6666561627239799, "top_asset_trade_share": 0.8, "long_counts": { "XRP": 4, "ETH": 1 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 5, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 23.45580438384846, "2026-03-31 00:00:00+00:00": 11.72845655211475 } }, "selection_score": 930.6373081595852 }, { "name": "ridge_a10_H20_c12_p70_cap2", "variant": { "name": "ridge_a10_H20_c12_p70_cap2", "threshold": 0.032006686092834725, "pred_percentile": 70, "horizon": 20, "cost_bps": 12, "cap": 2, "delay_bars": 1 }, "model_diag": { "alpha": 10.0, "ykey": "y_H20_c12", "n_train": 12794, "target_mean": 0.014520496257193136 }, "val": { "label": "Validation ridge_a10_H20_c12_p70_cap2", "variant": "ridge_a10_H20_c12_p70_cap2", "gain_pct": 1262.3855433647618, "max_drawdown_pct": -16.038331602416676, "capital_score": 1238.3280459611367, "stability_score": 1212.7997902326065, "n_trades": 147, "skipped_by_capacity": 1824, "avg_trade_ret_pct": 1.8470465925044866, "median_trade_ret_pct": 1.7189120805297653, "positive_month_rate": 0.7647058823529411, "worst_month_pct": -30.06907205506093, "month_gain_concentration": 0.2008382936797898, "top_asset_trade_share": 0.5986394557823129, "long_counts": { "SOL": 43, "XRP": 88, "ETH": 13, "BTC": 2, "BNB": 1 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 147, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.9461538461538461, "max_open_trades": 2, "avg_exposure": 0.9730769230769231, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 56.309708961094145, "2024-10-31 00:00:00+00:00": 2.3120567729754953, "2024-11-30 00:00:00+00:00": 115.34031499932627, "2024-12-31 00:00:00+00:00": 79.18184742511323, "2025-01-31 00:00:00+00:00": 23.717333882375385, "2025-02-28 00:00:00+00:00": 120.57762625920009, "2025-03-31 00:00:00+00:00": 218.6210404172151, "2025-04-30 00:00:00+00:00": 229.9289620087627, "2025-05-31 00:00:00+00:00": 40.09554177194775, "2025-07-31 00:00:00+00:00": -11.579748279255796, "2025-08-31 00:00:00+00:00": 20.584391320792065, "2025-10-31 00:00:00+00:00": -30.06907205506093, "2025-11-30 00:00:00+00:00": 104.74729169561112, "2026-01-31 00:00:00+00:00": -2.002922238469864, "2026-02-28 00:00:00+00:00": 8.200435486130118, "2026-03-31 00:00:00+00:00": 256.2410669719584 } }, "test": { "label": "Test ridge_a10_H20_c12_p70_cap2", "variant": "ridge_a10_H20_c12_p70_cap2", "gain_pct": 248.61197099661763, "max_drawdown_pct": -11.691284206757292, "capital_score": 231.0750446864817, "stability_score": 231.0750446864817, "n_trades": 81, "skipped_by_capacity": 606, "avg_trade_ret_pct": 1.5923172392810676, "median_trade_ret_pct": 1.6203215842967622, "positive_month_rate": 1.0, "worst_month_pct": 0.8815642782487032, "month_gain_concentration": 0.25734749386528655, "top_asset_trade_share": 0.48148148148148145, "long_counts": { "XRP": 39, "SOL": 27, "ETH": 10, "BTC": 2, "BNB": 3 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 81, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.8934426229508197, "max_open_trades": 2, "avg_exposure": 0.9467213114754098, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 0.9705156405194941, "2025-02-28 00:00:00+00:00": 25.777071661695487, "2025-03-31 00:00:00+00:00": 43.60806904998506, "2025-04-30 00:00:00+00:00": 34.389964550488855, "2025-05-31 00:00:00+00:00": 7.830090491494701, "2025-07-31 00:00:00+00:00": 1.406959165004423, "2025-08-31 00:00:00+00:00": 0.8815642782487032, "2025-10-31 00:00:00+00:00": 7.7354984462776315, "2025-11-30 00:00:00+00:00": 15.00443427004717, "2025-12-31 00:00:00+00:00": 5.4855231440361365, "2026-01-31 00:00:00+00:00": 9.031978905331243, "2026-02-28 00:00:00+00:00": 62.804869716944324, "2026-03-31 00:00:00+00:00": 29.12040581870758 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": -0.6530967194475039, "drawdown_pct": -0.653096719447499, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 4.464039111780295, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 8.61740811757359, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 8.61740811757359, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 8.61740811757359, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 14:00:00+00:00", "gain_pct": 8.61740811757359, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 8.61740811757359, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 01:00:00+00:00", "gain_pct": 8.61740811757359, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 8.61740811757359, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 8.61740811757359, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 4.121409383783146, "drawdown_pct": -4.139298489726184, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 4.121409383783146, "drawdown_pct": -4.139298489726184, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 4.121409383783146, "drawdown_pct": -4.139298489726184, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-23 14:00:00+00:00", "gain_pct": -4.081361763465409, "drawdown_pct": -11.691284206757292, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-27 14:00:00+00:00", "gain_pct": -1.6836363363810989, "drawdown_pct": -9.483787757855778, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 0.9705156405194941, "drawdown_pct": -7.0402089403354795, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 2.959201236687292, "drawdown_pct": -5.209300220791069, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 2.959201236687292, "drawdown_pct": -5.209300220791069, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 00:00:00+00:00", "gain_pct": 2.959201236687292, "drawdown_pct": -5.209300220791069, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 2.959201236687292, "drawdown_pct": -5.209300220791069, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 2.959201236687292, "drawdown_pct": -5.209300220791069, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 2.959201236687292, "drawdown_pct": -5.209300220791069, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 2.959201236687292, "drawdown_pct": -5.209300220791069, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 2.959201236687292, "drawdown_pct": -5.209300220791069, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 2.959201236687292, "drawdown_pct": -5.209300220791069, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 10:00:00+00:00", "gain_pct": 2.959201236687292, "drawdown_pct": -5.209300220791069, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": -1.0175645292138285, "drawdown_pct": -8.870560266323036, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": -0.18222606165953437, "drawdown_pct": -8.101495268334801, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 19:00:00+00:00", "gain_pct": -0.18222606165953437, "drawdown_pct": -8.101495268334801, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": -0.18222606165953437, "drawdown_pct": -8.101495268334801, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": -0.18222606165953437, "drawdown_pct": -8.101495268334801, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": -0.18222606165953437, "drawdown_pct": -8.101495268334801, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 4.983082703871048, "drawdown_pct": -3.3459879743848675, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 5.905966698897089, "drawdown_pct": -2.496323071658535, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-10 03:00:00+00:00", "gain_pct": 5.905966698897089, "drawdown_pct": -2.496323071658535, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-18 16:00:00+00:00", "gain_pct": 8.180167175676957, "drawdown_pct": -0.40255144131531306, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 13.15779455873188, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 13.15779455873188, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 13.15779455873188, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 13.15779455873188, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 13.15779455873188, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 13.15779455873188, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 13.15779455873188, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-26 17:00:00+00:00", "gain_pct": 21.61304144954906, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 21.61304144954906, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-28 03:00:00+00:00", "gain_pct": 26.74758730221498, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 26.74758730221498, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 46.49940887023587, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 16:00:00+00:00", "gain_pct": 46.49940887023587, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 46.49940887023587, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 46.49940887023587, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-03 06:00:00+00:00", "gain_pct": 46.49940887023587, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 46.49940887023587, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 55.32239557016351, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 55.32239557016351, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 05:00:00+00:00", "gain_pct": 55.32239557016351, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 55.32239557016351, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 55.32239557016351, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 55.32239557016351, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 55.32239557016351, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 55.32239557016351, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 14:00:00+00:00", "gain_pct": 68.2032640433981, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 68.2032640433981, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 68.2032640433981, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 68.2032640433981, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-09 16:00:00+00:00", "gain_pct": 58.97885610481441, "drawdown_pct": -5.4840837905521855, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 58.97885610481441, "drawdown_pct": -5.4840837905521855, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 63.27703105136109, "drawdown_pct": -2.9287380480119474, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 63.27703105136109, "drawdown_pct": -2.9287380480119474, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 63.27703105136109, "drawdown_pct": -2.9287380480119474, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 63.27703105136109, "drawdown_pct": -2.9287380480119474, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 67.66363504674155, "drawdown_pct": -0.32081957489084045, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 67.66363504674155, "drawdown_pct": -0.32081957489084045, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 70.35565635220004, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 70.35565635220004, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 06:00:00+00:00", "gain_pct": 77.35757231761949, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 77.35757231761949, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 77.35757231761949, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 77.35757231761949, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 14:00:00+00:00", "gain_pct": 77.35757231761949, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 77.35757231761949, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 89.30090522476695, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-04-09 01:00:00+00:00", "gain_pct": 89.30090522476695, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-10 15:00:00+00:00", "gain_pct": 104.7456209026889, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 112.5757113941836, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 107.6124043543858, "drawdown_pct": -2.3348420227531252, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 113.98267055918802, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 113.98267055918802, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-08-14 12:00:00+00:00", "gain_pct": 114.86423483743673, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-10 22:00:00+00:00", "gain_pct": 115.63671300237073, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-11 00:00:00+00:00", "gain_pct": 115.63671300237073, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-11 05:00:00+00:00", "gain_pct": 115.63671300237073, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 108.74581360757253, "drawdown_pct": -3.1956058404221888, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 108.74581360757253, "drawdown_pct": -3.1956058404221888, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 118.85291243846521, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 113.76976224854599, "drawdown_pct": -2.3226331024260194, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 113.76976224854599, "drawdown_pct": -2.3226331024260194, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-19 09:00:00+00:00", "gain_pct": 122.59973328371436, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-11-04 19:00:00+00:00", "gain_pct": 126.63149696343874, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 126.63149696343874, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-04 21:00:00+00:00", "gain_pct": 126.63149696343874, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 137.60416755376153, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 137.60416755376153, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 137.60416755376153, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 137.60416755376153, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 143.08969069779766, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 152.1216696031289, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 160.3582263486365, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 154.05796523035616, "drawdown_pct": -2.4198433084437587, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 154.05796523035616, "drawdown_pct": -2.4198433084437587, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 154.05796523035616, "drawdown_pct": -2.4198433084437587, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 154.05796523035616, "drawdown_pct": -2.4198433084437587, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 154.05796523035616, "drawdown_pct": -2.4198433084437587, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 154.05796523035616, "drawdown_pct": -2.4198433084437587, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 154.05796523035616, "drawdown_pct": -2.4198433084437587, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 05:00:00+00:00", "gain_pct": 154.05796523035616, "drawdown_pct": -2.4198433084437587, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 154.05796523035616, "drawdown_pct": -2.4198433084437587, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 16:00:00+00:00", "gain_pct": 214.5618809471518, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2026-02-28 06:00:00+00:00", "gain_pct": 214.92653932007323, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2026-02-28 07:00:00+00:00", "gain_pct": 214.92653932007323, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 244.0469451387808, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a10_H20_c12_p70_cap2", "variant": "ridge_a10_H20_c12_p70_cap2", "gain_pct": 33.771982232344925, "max_drawdown_pct": -2.4038953907647764, "capital_score": 30.16613914619776, "stability_score": 22.31283764476143, "n_trades": 9, "skipped_by_capacity": 48, "avg_trade_ret_pct": 3.382802796361727, "median_trade_ret_pct": 1.6203215842967622, "positive_month_rate": 0.6666666666666666, "worst_month_pct": 0.0, "month_gain_concentration": 0.8074653933907866, "top_asset_trade_share": 0.5555555555555556, "long_counts": { "XRP": 5, "ETH": 3, "SOL": 1 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 9, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.9230769230769231, "max_open_trades": 2, "avg_exposure": 0.9615384615384616, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 24.876922833021837, "2026-03-31 00:00:00+00:00": 5.9317322952880716 } }, "selection_score": 1223.3280459611367 }, { "name": "ridge_a10_H20_c12_p70_cap3", "variant": { "name": "ridge_a10_H20_c12_p70_cap3", "threshold": 0.032006686092834725, "pred_percentile": 70, "horizon": 20, "cost_bps": 12, "cap": 3, "delay_bars": 1 }, "model_diag": { "alpha": 10.0, "ykey": "y_H20_c12", "n_train": 12794, "target_mean": 0.014520496257193136 }, "val": { "label": "Validation ridge_a10_H20_c12_p70_cap3", "variant": "ridge_a10_H20_c12_p70_cap3", "gain_pct": 1181.527415583594, "max_drawdown_pct": -15.925985308244417, "capital_score": 1157.6384376212272, "stability_score": 1133.245135056296, "n_trades": 213, "skipped_by_capacity": 1758, "avg_trade_ret_pct": 1.2285797318120688, "median_trade_ret_pct": 1.1489154096842362, "positive_month_rate": 0.7647058823529411, "worst_month_pct": -28.724288480424093, "month_gain_concentration": 0.20553718555326292, "top_asset_trade_share": 0.6056338028169014, "long_counts": { "SOL": 61, "XRP": 129, "ETH": 18, "BTC": 3, "BNB": 2 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 213, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.8653846153846154, "max_open_trades": 3, "avg_exposure": 0.9551282051282052, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 46.748646605131256, "2024-10-31 00:00:00+00:00": 2.1696955547033383, "2024-11-30 00:00:00+00:00": 117.19565993952409, "2024-12-31 00:00:00+00:00": 72.99745486042542, "2025-01-31 00:00:00+00:00": 17.73059785602669, "2025-02-28 00:00:00+00:00": 107.26176941941509, "2025-03-31 00:00:00+00:00": 213.37505011726688, "2025-04-30 00:00:00+00:00": 220.37471621452835, "2025-05-31 00:00:00+00:00": 25.282465614003172, "2025-07-31 00:00:00+00:00": -7.227023573090605, "2025-08-31 00:00:00+00:00": 19.380694253605157, "2025-10-31 00:00:00+00:00": -28.724288480424093, "2025-11-30 00:00:00+00:00": 98.84884288148328, "2026-01-31 00:00:00+00:00": -1.8821405382021794, "2026-02-28 00:00:00+00:00": 7.844705437704761, "2026-03-31 00:00:00+00:00": 245.57224045772057 } }, "test": { "label": "Test ridge_a10_H20_c12_p70_cap3", "variant": "ridge_a10_H20_c12_p70_cap3", "gain_pct": 217.85218067477786, "max_drawdown_pct": -7.261910472759759, "capital_score": 206.9593149656382, "stability_score": 206.9593149656382, "n_trades": 114, "skipped_by_capacity": 573, "avg_trade_ret_pct": 1.037522560065805, "median_trade_ret_pct": 1.0802143895311749, "positive_month_rate": 0.9230769230769231, "worst_month_pct": -0.2882034699221663, "month_gain_concentration": 0.2551914186940759, "top_asset_trade_share": 0.4649122807017544, "long_counts": { "XRP": 53, "SOL": 39, "ETH": 15, "BTC": 3, "BNB": 4 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 114, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.7295081967213113, "max_open_trades": 3, "avg_exposure": 0.9098360655737705, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 1.8220990882151682, "2025-02-28 00:00:00+00:00": 19.666150536968473, "2025-03-31 00:00:00+00:00": 31.187558917965276, "2025-04-30 00:00:00+00:00": 35.931331448814745, "2025-05-31 00:00:00+00:00": 7.408578042553302, "2025-07-31 00:00:00+00:00": 0.8800389705849341, "2025-08-31 00:00:00+00:00": -0.2882034699221663, "2025-10-31 00:00:00+00:00": 7.301649624541767, "2025-11-30 00:00:00+00:00": 12.494110567278994, "2025-12-31 00:00:00+00:00": 4.409120599203703, "2026-01-31 00:00:00+00:00": 8.229618435203491, "2026-02-28 00:00:00+00:00": 54.111890422694586, "2026-03-31 00:00:00+00:00": 28.60217168398384 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": -0.43539781296500735, "drawdown_pct": -0.43539781296501046, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 3.3470140302870846, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 6.086318953233686, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 6.086318953233686, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 6.086318953233686, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-19 14:00:00+00:00", "gain_pct": 6.086318953233686, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 6.086318953233686, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 01:00:00+00:00", "gain_pct": 6.086318953233686, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 6.086318953233686, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 6.086318953233686, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 3.1718779963584893, "drawdown_pct": -2.747235445279217, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 5.780987318485586, "drawdown_pct": -0.2878143362507468, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 5.780987318485586, "drawdown_pct": -0.2878143362507468, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-23 14:00:00+00:00", "gain_pct": -1.6175745529965155, "drawdown_pct": -7.261910472759759, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-27 14:00:00+00:00", "gain_pct": 0.021968066383266205, "drawdown_pct": -5.7164306827573, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 1.8220990882151682, "drawdown_pct": -4.0195756692230304, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 3.159071177171171, "drawdown_pct": -2.759307519523735, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 3.159071177171171, "drawdown_pct": -2.759307519523735, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 00:00:00+00:00", "gain_pct": 3.159071177171171, "drawdown_pct": -2.759307519523735, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 3.159071177171171, "drawdown_pct": -2.759307519523735, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 3.159071177171171, "drawdown_pct": -2.759307519523735, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 3.159071177171171, "drawdown_pct": -2.759307519523735, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 3.159071177171171, "drawdown_pct": -2.759307519523735, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 3.159071177171171, "drawdown_pct": -2.759307519523735, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 3.159071177171171, "drawdown_pct": -2.759307519523735, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 10:00:00+00:00", "gain_pct": 3.159071177171171, "drawdown_pct": -2.759307519523735, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 0.5027473921380761, "drawdown_pct": -5.2632343323713915, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": -0.5686466740445155, "drawdown_pct": -6.273161038052355, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 19:00:00+00:00", "gain_pct": -0.5686466740445155, "drawdown_pct": -6.273161038052355, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": -0.5686466740445155, "drawdown_pct": -6.273161038052355, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": -0.5686466740445155, "drawdown_pct": -6.273161038052355, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": -0.5686466740445155, "drawdown_pct": -6.273161038052355, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 3.4847202473810484, "drawdown_pct": -2.4523413872051703, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 3.1567892285491297, "drawdown_pct": -2.761458549594875, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-10 03:00:00+00:00", "gain_pct": 3.1567892285491297, "drawdown_pct": -2.761458549594875, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-18 16:00:00+00:00", "gain_pct": 5.830926604897854, "drawdown_pct": -0.2407401358213046, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 9.065599902395462, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 9.065599902395462, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 9.065599902395462, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 9.065599902395462, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 9.065599902395462, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 9.065599902395462, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 9.065599902395462, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-26 17:00:00+00:00", "gain_pct": 16.458622788169137, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 16.458622788169137, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-28 03:00:00+00:00", "gain_pct": 21.48824962518364, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 21.48824962518364, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 32.848258550549986, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 16:00:00+00:00", "gain_pct": 32.848258550549986, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 32.848258550549986, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 32.848258550549986, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-03 06:00:00+00:00", "gain_pct": 32.848258550549986, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 32.848258550549986, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 40.889116514509425, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 40.889116514509425, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 05:00:00+00:00", "gain_pct": 40.889116514509425, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 40.889116514509425, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 40.889116514509425, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 40.889116514509425, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 40.889116514509425, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 40.889116514509425, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 14:00:00+00:00", "gain_pct": 52.65339805953383, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 52.65339805953383, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 52.65339805953383, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 52.65339805953383, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-09 16:00:00+00:00", "gain_pct": 44.32013074006906, "drawdown_pct": -5.458946492769745, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 44.32013074006906, "drawdown_pct": -5.458946492769745, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 46.32016808738848, "drawdown_pct": -4.148764490440904, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 46.32016808738848, "drawdown_pct": -4.148764490440904, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 46.32016808738848, "drawdown_pct": -4.148764490440904, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 46.32016808738848, "drawdown_pct": -4.148764490440904, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 50.25999635001705, "drawdown_pct": -1.5678666442678013, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 50.25999635001705, "drawdown_pct": -1.5678666442678013, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 52.67580854314892, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 52.67580854314892, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 06:00:00+00:00", "gain_pct": 58.97249561934686, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 58.97249561934686, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 58.97249561934686, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 58.97249561934686, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 14:00:00+00:00", "gain_pct": 58.97249561934686, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 58.97249561934686, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 69.73761470893257, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-04-09 01:00:00+00:00", "gain_pct": 69.73761470893257, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-10 15:00:00+00:00", "gain_pct": 88.60713999196366, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 96.01571803451696, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 92.95860625806648, "drawdown_pct": -1.5596258336345037, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 96.8957570051019, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 96.8957570051019, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-08-14 12:00:00+00:00", "gain_pct": 96.60755353517973, "drawdown_pct": -0.14637363156316807, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-10-10 22:00:00+00:00", "gain_pct": 97.0786405364872, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-11 00:00:00+00:00", "gain_pct": 97.0786405364872, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-11 05:00:00+00:00", "gain_pct": 97.0786405364872, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 90.79758461202627, "drawdown_pct": -3.1870810085571133, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 90.79758461202627, "drawdown_pct": -3.1870810085571133, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 100.07283461374996, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 95.4348825443665, "drawdown_pct": -2.3181318335081524, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 95.4348825443665, "drawdown_pct": -2.3181318335081524, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-19 09:00:00+00:00", "gain_pct": 103.9092031597215, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-11-04 19:00:00+00:00", "gain_pct": 106.37136160329007, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 106.37136160329007, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-04 21:00:00+00:00", "gain_pct": 106.37136160329007, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 116.4033137270005, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 116.4033137270005, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 116.4033137270005, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 116.4033137270005, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 120.8124343262042, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 129.0420527614077, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 136.54495531410245, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 127.65774211622366, "drawdown_pct": -3.75709267867399, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 127.65774211622366, "drawdown_pct": -3.75709267867399, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 127.65774211622366, "drawdown_pct": -3.75709267867399, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 127.65774211622366, "drawdown_pct": -3.75709267867399, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 127.65774211622366, "drawdown_pct": -3.75709267867399, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 127.65774211622366, "drawdown_pct": -3.75709267867399, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 127.65774211622366, "drawdown_pct": -3.75709267867399, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 05:00:00+00:00", "gain_pct": 127.65774211622366, "drawdown_pct": -3.75709267867399, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 127.65774211622366, "drawdown_pct": -3.75709267867399, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 16:00:00+00:00", "gain_pct": 182.9352798620962, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2026-02-28 06:00:00+00:00", "gain_pct": 183.15394318410227, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2026-02-28 07:00:00+00:00", "gain_pct": 183.15394318410227, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 211.75611486808612, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a10_H20_c12_p70_cap3", "variant": "ridge_a10_H20_c12_p70_cap3", "gain_pct": 32.80396685938376, "max_drawdown_pct": -1.6058465002812161, "capital_score": 30.395197108961938, "stability_score": 20.198774793951547, "n_trades": 12, "skipped_by_capacity": 45, "avg_trade_ret_pct": 2.43882026734607, "median_trade_ret_pct": 1.0713100636683546, "positive_month_rate": 0.6666666666666666, "worst_month_pct": 0.0, "month_gain_concentration": 0.8678568926004157, "top_asset_trade_share": 0.5833333333333334, "long_counts": { "XRP": 7, "ETH": 3, "BTC": 1, "SOL": 1 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 12, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.6923076923076925, "max_open_trades": 3, "avg_exposure": 0.8974358974358974, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 26.258683880551857, "2026-03-31 00:00:00+00:00": 3.9982445421415065 } }, "selection_score": 1142.6384376212272 }, { "name": "ridge_a10_H20_c12_p70_cap5", "variant": { "name": "ridge_a10_H20_c12_p70_cap5", "threshold": 0.032006686092834725, "pred_percentile": 70, "horizon": 20, "cost_bps": 12, "cap": 5, "delay_bars": 1 }, "model_diag": { "alpha": 10.0, "ykey": "y_H20_c12", "n_train": 12794, "target_mean": 0.014520496257193136 }, "val": { "label": "Validation ridge_a10_H20_c12_p70_cap5", "variant": "ridge_a10_H20_c12_p70_cap5", "gain_pct": 930.1926199740019, "max_drawdown_pct": -15.837703670770775, "capital_score": 906.4360644678458, "stability_score": 887.9892068094803, "n_trades": 337, "skipped_by_capacity": 1634, "avg_trade_ret_pct": 0.7027145672565125, "median_trade_ret_pct": 0.6875648322119061, "positive_month_rate": 0.7058823529411765, "worst_month_pct": -23.676827984774945, "month_gain_concentration": 0.21267222826607518, "top_asset_trade_share": 0.5756676557863502, "long_counts": { "SOL": 103, "XRP": 194, "ETH": 24, "BNB": 7, "BTC": 9 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 337, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.6, "max_open_trades": 5, "avg_exposure": 0.9199999999999999, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 37.13292157033132, "2024-10-31 00:00:00+00:00": 1.063671796169558, "2024-11-30 00:00:00+00:00": 86.60424739721668, "2024-12-31 00:00:00+00:00": 66.09417231218524, "2025-01-31 00:00:00+00:00": 11.597096058498494, "2025-02-28 00:00:00+00:00": 81.24283707376424, "2025-03-31 00:00:00+00:00": 176.10436888003164, "2025-04-30 00:00:00+00:00": 176.6059542537257, "2025-05-31 00:00:00+00:00": 12.407890477765136, "2025-07-31 00:00:00+00:00": -3.5175612972085446, "2025-08-31 00:00:00+00:00": 15.793586682427417, "2025-10-31 00:00:00+00:00": -23.676827984774945, "2025-11-30 00:00:00+00:00": 81.21121896114391, "2026-01-31 00:00:00+00:00": -1.5323510191678906, "2026-02-28 00:00:00+00:00": -6.7778990122410505, "2026-03-31 00:00:00+00:00": 201.47044367016053 } }, "test": { "label": "Test ridge_a10_H20_c12_p70_cap5", "variant": "ridge_a10_H20_c12_p70_cap5", "gain_pct": 184.1208113672983, "max_drawdown_pct": -5.0764337617667525, "capital_score": 176.50616072464817, "stability_score": 176.50616072464817, "n_trades": 169, "skipped_by_capacity": 518, "avg_trade_ret_pct": 0.626376964087002, "median_trade_ret_pct": 0.6389698051494714, "positive_month_rate": 1.0, "worst_month_pct": 0.4888584749332665, "month_gain_concentration": 0.29223219211998674, "top_asset_trade_share": 0.4437869822485207, "long_counts": { "XRP": 75, "SOL": 57, "ETH": 25, "BNB": 7, "BTC": 5 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 169, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.237704918032787, "max_open_trades": 5, "avg_exposure": 0.8475409836065573, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 3.5242702976004665, "2025-02-28 00:00:00+00:00": 13.70570621225994, "2025-03-31 00:00:00+00:00": 18.249737709904494, "2025-04-30 00:00:00+00:00": 35.51548959017239, "2025-05-31 00:00:00+00:00": 8.023366233821946, "2025-07-31 00:00:00+00:00": 0.4888584749332665, "2025-08-31 00:00:00+00:00": 1.3051402027646475, "2025-10-31 00:00:00+00:00": 6.883355765783705, "2025-11-30 00:00:00+00:00": 10.921752350512634, "2025-12-31 00:00:00+00:00": 4.005311986935595, "2026-01-31 00:00:00+00:00": 7.200638280048679, "2026-02-28 00:00:00+00:00": 51.8090404451348, "2026-03-31 00:00:00+00:00": 15.654578147763232 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": -0.26123868777901293, "drawdown_pct": -0.2612386877790085, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 2.0037495458466594, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 3.6259698445854127, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 3.6259698445854127, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 3.6259698445854127, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-01-19 14:00:00+00:00", "gain_pct": 3.6259698445854127, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 3.6259698445854127, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 01:00:00+00:00", "gain_pct": 3.6259698445854127, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 3.6259698445854127, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 3.6259698445854127, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 1.9239767460909576, "drawdown_pct": -1.6424387641891691, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 3.4705074657462376, "drawdown_pct": -0.15002260444204607, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 3.4705074657462376, "drawdown_pct": -0.15002260444204607, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-23 14:00:00+00:00", "gain_pct": 1.4043729238335487, "drawdown_pct": -2.1438611615251846, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-27 14:00:00+00:00", "gain_pct": 2.4183149390545537, "drawdown_pct": -1.1653979280889293, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 3.5242702976004665, "drawdown_pct": -0.09814098448243103, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 4.339863736491452, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 4.339863736491452, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 00:00:00+00:00", "gain_pct": 4.339863736491452, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 4.339863736491452, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 4.339863736491452, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 4.339863736491452, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 4.339863736491452, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 4.339863736491452, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 4.339863736491452, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 10:00:00+00:00", "gain_pct": 4.339863736491452, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 2.727826373566714, "drawdown_pct": -1.5449870310315084, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 1.4223563938498387, "drawdown_pct": -2.7961578999276093, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 19:00:00+00:00", "gain_pct": 1.4223563938498387, "drawdown_pct": -2.7961578999276093, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 1.4223563938498387, "drawdown_pct": -2.7961578999276093, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": 1.4223563938498387, "drawdown_pct": -2.7961578999276093, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 1.4223563938498387, "drawdown_pct": -2.7961578999276093, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 4.077576434832579, "drawdown_pct": -0.2513778456921023, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 3.321542988616315, "drawdown_pct": -0.9759651885753784, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-10 03:00:00+00:00", "gain_pct": 3.321542988616315, "drawdown_pct": -0.9759651885753784, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-18 16:00:00+00:00", "gain_pct": 5.443332625096318, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 7.3714417129843355, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 7.3714417129843355, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 7.3714417129843355, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 7.3714417129843355, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 7.3714417129843355, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 7.3714417129843355, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 7.3714417129843355, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-26 17:00:00+00:00", "gain_pct": 14.001682073527618, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 14.001682073527618, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-28 03:00:00+00:00", "gain_pct": 17.229976509860407, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 17.229976509860407, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 23.145942551547293, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-02 16:00:00+00:00", "gain_pct": 23.145942551547293, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 23.145942551547293, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 23.145942551547293, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-03 06:00:00+00:00", "gain_pct": 23.145942551547293, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 23.145942551547293, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 25.06392248642652, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 25.06392248642652, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 05:00:00+00:00", "gain_pct": 25.06392248642652, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 25.06392248642652, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 25.06392248642652, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 25.06392248642652, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 25.06392248642652, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 25.06392248642652, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-07 14:00:00+00:00", "gain_pct": 34.29239642993224, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 34.29239642993224, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 34.29239642993224, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 34.29239642993224, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-09 16:00:00+00:00", "gain_pct": 27.475131878077505, "drawdown_pct": -5.0764337617667525, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 27.475131878077505, "drawdown_pct": -5.0764337617667525, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 28.534959671753427, "drawdown_pct": -4.287239569205825, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 28.534959671753427, "drawdown_pct": -4.287239569205825, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 28.534959671753427, "drawdown_pct": -4.287239569205825, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 28.534959671753427, "drawdown_pct": -4.287239569205825, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 31.930916361425034, "drawdown_pct": -1.7584614850024827, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 31.930916361425034, "drawdown_pct": -1.7584614850024827, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 35.4797142197649, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 35.4797142197649, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-04-07 06:00:00+00:00", "gain_pct": 39.796036311135026, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 39.796036311135026, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 39.796036311135026, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 39.796036311135026, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 14:00:00+00:00", "gain_pct": 39.796036311135026, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 39.796036311135026, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 50.523479423056955, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-04-09 01:00:00+00:00", "gain_pct": 50.523479423056955, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-10 15:00:00+00:00", "gain_pct": 70.9952038099373, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 79.01857004375924, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 77.34072484573358, "drawdown_pct": -0.9372464530442493, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 79.5074285186925, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 79.5074285186925, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-08-14 12:00:00+00:00", "gain_pct": 80.81256872145715, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-10-10 22:00:00+00:00", "gain_pct": 81.07245110418782, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-11 00:00:00+00:00", "gain_pct": 81.07245110418782, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-11 05:00:00+00:00", "gain_pct": 81.07245110418782, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 75.31379513820517, "drawdown_pct": -3.1803048618749608, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 75.31379513820517, "drawdown_pct": -3.1803048618749608, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 83.8639190374067, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 79.60830114376762, "drawdown_pct": -2.3145475827551, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 79.60830114376762, "drawdown_pct": -2.3145475827551, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-19 09:00:00+00:00", "gain_pct": 87.69592448724086, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-11-04 19:00:00+00:00", "gain_pct": 89.05575650503658, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 89.05575650503658, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-04 21:00:00+00:00", "gain_pct": 89.05575650503658, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 98.61767683775349, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 98.61767683775349, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 98.61767683775349, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 98.61767683775349, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 102.62298882468909, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 109.82362710473777, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 116.71197602513274, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 109.76099819159222, "drawdown_pct": -3.2074728683819442, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 109.76099819159222, "drawdown_pct": -3.2074728683819442, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 109.76099819159222, "drawdown_pct": -3.2074728683819442, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 109.76099819159222, "drawdown_pct": -3.2074728683819442, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 109.76099819159222, "drawdown_pct": -3.2074728683819442, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 109.76099819159222, "drawdown_pct": -3.2074728683819442, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 109.76099819159222, "drawdown_pct": -3.2074728683819442, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 05:00:00+00:00", "gain_pct": 109.76099819159222, "drawdown_pct": -3.2074728683819442, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 109.76099819159222, "drawdown_pct": -3.2074728683819442, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 16:00:00+00:00", "gain_pct": 161.51140387640925, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2026-02-28 06:00:00+00:00", "gain_pct": 161.63266754987256, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2026-02-28 07:00:00+00:00", "gain_pct": 161.63266754987256, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 177.2872456976358, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a10_H20_c12_p70_cap5", "variant": "ridge_a10_H20_c12_p70_cap5", "gain_pct": 27.567565255004524, "max_drawdown_pct": -0.9650676952589698, "capital_score": 26.119963712116068, "stability_score": 15.578515282837673, "n_trades": 16, "skipped_by_capacity": 41, "avg_trade_ret_pct": 1.5497135985028876, "median_trade_ret_pct": 0.6427860382010128, "positive_month_rate": 0.6666666666666666, "worst_month_pct": 0.0, "month_gain_concentration": 0.9066579371711359, "top_asset_trade_share": 0.5625, "long_counts": { "XRP": 9, "ETH": 4, "BTC": 1, "SOL": 2 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 16, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.076923076923077, "max_open_trades": 5, "avg_exposure": 0.8153846153846154, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 22.632402339539354, "2026-03-31 00:00:00+00:00": 2.3300464646422228 } }, "selection_score": 891.4360644678458 }, { "name": "ridge_a10_H20_c12_p80_cap1", "variant": { "name": "ridge_a10_H20_c12_p80_cap1", "threshold": 0.052452464749170535, "pred_percentile": 80, "horizon": 20, "cost_bps": 12, "cap": 1, "delay_bars": 1 }, "model_diag": { "alpha": 10.0, "ykey": "y_H20_c12", "n_train": 12794, "target_mean": 0.014520496257193136 }, "val": { "label": "Validation ridge_a10_H20_c12_p80_cap1", "variant": "ridge_a10_H20_c12_p80_cap1", "gain_pct": 843.7434801681081, "max_drawdown_pct": -16.38945729525062, "capital_score": 819.1592942252322, "stability_score": 807.1672298577471, "n_trades": 64, "skipped_by_capacity": 1250, "avg_trade_ret_pct": 3.7613703592173753, "median_trade_ret_pct": 3.4422851950561197, "positive_month_rate": 0.875, "worst_month_pct": -15.742064367485114, "month_gain_concentration": 0.20263730358080265, "top_asset_trade_share": 0.625, "long_counts": { "SOL": 18, "ETH": 5, "XRP": 40, "BTC": 1 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 64, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 26.186490872389044, "2024-10-31 00:00:00+00:00": 4.050398151531283, "2024-11-30 00:00:00+00:00": 92.07350173665895, "2024-12-31 00:00:00+00:00": 69.46465417308221, "2025-01-31 00:00:00+00:00": 10.765427205369178, "2025-02-28 00:00:00+00:00": 69.77114579715521, "2025-03-31 00:00:00+00:00": 132.9881083517053, "2025-04-30 00:00:00+00:00": 102.33927875610141, "2025-05-31 00:00:00+00:00": 62.62619562392604, "2025-07-31 00:00:00+00:00": -15.742064367485114, "2025-10-31 00:00:00+00:00": 13.753197019202958, "2025-11-30 00:00:00+00:00": 31.974284821322954, "2026-01-31 00:00:00+00:00": 40.69853440433462, "2026-02-28 00:00:00+00:00": 5.387309348646568, "2026-03-31 00:00:00+00:00": 168.25693993820107 } }, "test": { "label": "Test ridge_a10_H20_c12_p80_cap1", "variant": "ridge_a10_H20_c12_p80_cap1", "gain_pct": 122.73632738438718, "max_drawdown_pct": -19.809203781979445, "capital_score": 93.02252171141802, "stability_score": 93.02252171141802, "n_trades": 35, "skipped_by_capacity": 400, "avg_trade_ret_pct": 2.4797810596186434, "median_trade_ret_pct": 3.0451631169511306, "positive_month_rate": 0.9166666666666666, "worst_month_pct": -4.274078038375492, "month_gain_concentration": 0.3258721028211439, "top_asset_trade_share": 0.4857142857142857, "long_counts": { "XRP": 17, "SOL": 13, "ETH": 4, "BNB": 1 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 35, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": -4.274078038375492, "2025-02-28 00:00:00+00:00": 20.696308329401404, "2025-03-31 00:00:00+00:00": 14.471906289429072, "2025-04-30 00:00:00+00:00": 19.980411038848217, "2025-05-31 00:00:00+00:00": 0.22242413072498834, "2025-07-31 00:00:00+00:00": 0.9443730407463988, "2025-10-31 00:00:00+00:00": 1.5857614277407777, "2025-11-30 00:00:00+00:00": 14.287031907140431, "2025-12-31 00:00:00+00:00": 3.854482431918484, "2026-01-31 00:00:00+00:00": 6.3238452087263965, "2026-02-28 00:00:00+00:00": 1.294878605975157, "2026-03-31 00:00:00+00:00": 40.44176744510793 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": -1.306193438895022, "drawdown_pct": -1.3061934388950203, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 6.056857839653375, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 14.490253100805347, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 14.490253100805347, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 14.490253100805347, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 14.490253100805347, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 14.490253100805347, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 14.490253100805347, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 2.681749610570094, "drawdown_pct": -10.313981470403611, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 2.681749610570094, "drawdown_pct": -10.313981470403611, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 2.681749610570094, "drawdown_pct": -10.313981470403611, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": -4.274078038375492, "drawdown_pct": -16.38945729525062, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": -0.5032987969833584, "drawdown_pct": -13.095919951008684, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": -0.5032987969833584, "drawdown_pct": -13.095919951008684, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 00:00:00+00:00", "gain_pct": -0.5032987969833584, "drawdown_pct": -13.095919951008684, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": -0.5032987969833584, "drawdown_pct": -13.095919951008684, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": -0.5032987969833584, "drawdown_pct": -13.095919951008684, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": -0.5032987969833584, "drawdown_pct": -13.095919951008684, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": -0.5032987969833584, "drawdown_pct": -13.095919951008684, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": -0.5032987969833584, "drawdown_pct": -13.095919951008684, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": -0.5032987969833584, "drawdown_pct": -13.095919951008684, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 10:00:00+00:00", "gain_pct": -0.5032987969833584, "drawdown_pct": -13.095919951008684, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": -8.189354446437221, "drawdown_pct": -19.809203781979445, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": -8.189354446437221, "drawdown_pct": -19.809203781979445, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": -8.189354446437221, "drawdown_pct": -19.809203781979445, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": -8.189354446437221, "drawdown_pct": -19.809203781979445, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": -8.189354446437221, "drawdown_pct": -19.809203781979445, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": -0.45047695744897, "drawdown_pct": -13.04978341265386, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 0.422726929513189, "drawdown_pct": -12.287095006162762, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 3.875083699090837, "drawdown_pct": -9.271679565917424, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 3.875083699090837, "drawdown_pct": -9.271679565917424, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 3.875083699090837, "drawdown_pct": -9.271679565917424, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 3.875083699090837, "drawdown_pct": -9.271679565917424, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 3.875083699090837, "drawdown_pct": -9.271679565917424, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 3.875083699090837, "drawdown_pct": -9.271679565917424, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 3.875083699090837, "drawdown_pct": -9.271679565917424, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 11.49690593869478, "drawdown_pct": -2.6144995587310094, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 16.42223029102591, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 13.530169672777717, "drawdown_pct": -2.4841137392908386, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 13.530169672777717, "drawdown_pct": -2.4841137392908386, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 13.530169672777717, "drawdown_pct": -2.4841137392908386, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 13.530169672777717, "drawdown_pct": -2.4841137392908386, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 20.267612182882303, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 20.267612182882303, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 20.267612182882303, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 20.267612182882303, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 20.267612182882303, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 20.267612182882303, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 20.267612182882303, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 14:00:00+00:00", "gain_pct": 30.042764440189558, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 30.042764440189558, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 30.042764440189558, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 30.042764440189558, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 22.81055715586993, "drawdown_pct": -5.561406907529964, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 25.48487245136377, "drawdown_pct": -3.5049177925789876, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 25.48487245136377, "drawdown_pct": -3.5049177925789876, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 25.48487245136377, "drawdown_pct": -3.5049177925789876, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 25.48487245136377, "drawdown_pct": -3.5049177925789876, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 28.833807495100103, "drawdown_pct": -0.9296610621081447, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 28.833807495100103, "drawdown_pct": -0.9296610621081447, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 30.894136580454983, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 30.894136580454983, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 36.219941022467424, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 36.219941022467424, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 36.219941022467424, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 36.219941022467424, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 50.8745476193032, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 51.09697175002819, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 47.54825960944447, "drawdown_pct": -2.3486322058489884, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 52.04134479077459, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 52.04134479077459, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 50.119518081975855, "drawdown_pct": -1.2640158579519167, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 50.119518081975855, "drawdown_pct": -1.2640158579519167, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 57.302122027486234, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 53.627106218515365, "drawdown_pct": -2.3362785966286714, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 53.627106218515365, "drawdown_pct": -2.3362785966286714, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-04 19:00:00+00:00", "gain_pct": 60.24725424262101, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 60.24725424262101, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 67.9141381256558, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 67.9141381256558, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 67.9141381256558, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 67.9141381256558, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 71.76862055757428, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 78.09246576630068, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 83.86380709193605, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 79.38734437227583, "drawdown_pct": -2.4346622592351097, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 79.38734437227583, "drawdown_pct": -2.4346622592351097, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 79.38734437227583, "drawdown_pct": -2.4346622592351097, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 79.38734437227583, "drawdown_pct": -2.4346622592351097, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 79.38734437227583, "drawdown_pct": -2.4346622592351097, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 79.38734437227583, "drawdown_pct": -2.4346622592351097, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 79.38734437227583, "drawdown_pct": -2.4346622592351097, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 79.38734437227583, "drawdown_pct": -2.4346622592351097, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 119.82911181738376, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a10_H20_c12_p80_cap1", "variant": "ridge_a10_H20_c12_p80_cap1", "gain_pct": 25.088493673153366, "max_drawdown_pct": -2.4185184697359086, "capital_score": 21.460715968549504, "stability_score": 3.753429291354033, "n_trades": 4, "skipped_by_capacity": 31, "avg_trade_ret_pct": 6.172248793936797, "median_trade_ret_pct": 2.281566026165436, "positive_month_rate": 0.6666666666666666, "worst_month_pct": 0.0, "month_gain_concentration": 0.9682914670878189, "top_asset_trade_share": 0.75, "long_counts": { "XRP": 3, "ETH": 1 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 4, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 0.7437491452869409, "2026-03-31 00:00:00+00:00": 22.71205523856152 } }, "selection_score": 704.1592942252322 }, { "name": "ridge_a10_H20_c12_p80_cap2", "variant": { "name": "ridge_a10_H20_c12_p80_cap2", "threshold": 0.052452464749170535, "pred_percentile": 80, "horizon": 20, "cost_bps": 12, "cap": 2, "delay_bars": 1 }, "model_diag": { "alpha": 10.0, "ykey": "y_H20_c12", "n_train": 12794, "target_mean": 0.014520496257193136 }, "val": { "label": "Validation ridge_a10_H20_c12_p80_cap2", "variant": "ridge_a10_H20_c12_p80_cap2", "gain_pct": 747.3902038089299, "max_drawdown_pct": -16.038331602416676, "capital_score": 723.3327064053049, "stability_score": 720.5788883014303, "n_trades": 123, "skipped_by_capacity": 1191, "avg_trade_ret_pct": 1.801206370365881, "median_trade_ret_pct": 1.6895073059901333, "positive_month_rate": 0.875, "worst_month_pct": -6.961135177045321, "month_gain_concentration": 0.21667175488881651, "top_asset_trade_share": 0.6097560975609756, "long_counts": { "SOL": 36, "ETH": 9, "XRP": 75, "BTC": 2, "BNB": 1 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 123, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.9468599033816425, "max_open_trades": 2, "avg_exposure": 0.9734299516908212, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 13.622997216482105, "2024-10-31 00:00:00+00:00": 3.7384080639964026, "2024-11-30 00:00:00+00:00": 89.30769093620928, "2024-12-31 00:00:00+00:00": 70.75086762729993, "2025-01-31 00:00:00+00:00": 12.540536055469943, "2025-02-28 00:00:00+00:00": 64.32612858899677, "2025-03-31 00:00:00+00:00": 91.20118723026593, "2025-04-30 00:00:00+00:00": 76.1036390100324, "2025-05-31 00:00:00+00:00": 71.19060452338749, "2025-07-31 00:00:00+00:00": -6.961135177045321, "2025-10-31 00:00:00+00:00": 12.374252623256552, "2025-11-30 00:00:00+00:00": 28.963540233767958, "2026-01-31 00:00:00+00:00": 36.98006082696509, "2026-02-28 00:00:00+00:00": 5.100588986544608, "2026-03-31 00:00:00+00:00": 159.37938494951425 } }, "test": { "label": "Test ridge_a10_H20_c12_p80_cap2", "variant": "ridge_a10_H20_c12_p80_cap2", "gain_pct": 127.44537510201297, "max_drawdown_pct": -11.10008288763934, "capital_score": 110.79525077055396, "stability_score": 110.79525077055396, "n_trades": 65, "skipped_by_capacity": 370, "avg_trade_ret_pct": 1.3117819421297747, "median_trade_ret_pct": 1.3343979151886776, "positive_month_rate": 0.9166666666666666, "worst_month_pct": -2.830453752596256, "month_gain_concentration": 0.33916432227868637, "top_asset_trade_share": 0.4461538461538462, "long_counts": { "XRP": 29, "SOL": 25, "ETH": 9, "BNB": 2 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 65, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.9263157894736842, "max_open_trades": 2, "avg_exposure": 0.9631578947368421, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": -2.830453752596256, "2025-02-28 00:00:00+00:00": 19.714404363644178, "2025-03-31 00:00:00+00:00": 12.800471346015499, "2025-04-30 00:00:00+00:00": 20.245851000551994, "2025-05-31 00:00:00+00:00": 0.11051602526129045, "2025-07-31 00:00:00+00:00": 0.9930638914457006, "2025-10-31 00:00:00+00:00": 4.272180967007387, "2025-11-30 00:00:00+00:00": 14.24501505266781, "2025-12-31 00:00:00+00:00": 3.91439347373057, "2026-01-31 00:00:00+00:00": 6.44509527233302, "2026-02-28 00:00:00+00:00": 1.381713788715274, "2026-03-31 00:00:00+00:00": 43.17475773927907 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": -0.6530967194475039, "drawdown_pct": -0.653096719447499, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 3.0527910596746892, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 7.150050480112682, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 7.150050480112682, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 7.150050480112682, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 7.150050480112682, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 7.150050480112682, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 7.150050480112682, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 1.624332304089208, "drawdown_pct": -5.156990735201816, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 5.479292559521895, "drawdown_pct": -1.5592693732803142, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 5.479292559521895, "drawdown_pct": -1.5592693732803142, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": -2.830453752596256, "drawdown_pct": -9.31451192788877, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": -0.9166309323151864, "drawdown_pct": -7.5283972114647435, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": -0.9166309323151864, "drawdown_pct": -7.5283972114647435, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 00:00:00+00:00", "gain_pct": -0.9166309323151864, "drawdown_pct": -7.5283972114647435, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": -0.9166309323151864, "drawdown_pct": -7.5283972114647435, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": -0.9166309323151864, "drawdown_pct": -7.5283972114647435, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": -0.9166309323151864, "drawdown_pct": -7.5283972114647435, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": -0.9166309323151864, "drawdown_pct": -7.5283972114647435, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": -0.9166309323151864, "drawdown_pct": -7.5283972114647435, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": -0.9166309323151864, "drawdown_pct": -7.5283972114647435, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 10:00:00+00:00", "gain_pct": -0.9166309323151864, "drawdown_pct": -7.5283972114647435, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": -4.743693937327222, "drawdown_pct": -11.10008288763934, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": -3.9398012431051086, "drawdown_pct": -10.349833409808884, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": -3.9398012431051086, "drawdown_pct": -10.349833409808884, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": -3.9398012431051086, "drawdown_pct": -10.349833409808884, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": -3.9398012431051086, "drawdown_pct": -10.349833409808884, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 1.0310628333077716, "drawdown_pct": -5.710671734998963, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 1.9192054605569098, "drawdown_pct": -4.881794265254813, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 4.107795139459654, "drawdown_pct": -2.839247697057945, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 4.107795139459654, "drawdown_pct": -2.839247697057945, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 4.107795139459654, "drawdown_pct": -2.839247697057945, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 4.107795139459654, "drawdown_pct": -2.839247697057945, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 4.107795139459654, "drawdown_pct": -2.839247697057945, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 4.107795139459654, "drawdown_pct": -2.839247697057945, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 4.107795139459654, "drawdown_pct": -2.839247697057945, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 11.886818357395143, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 16.883950611047922, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 13.998452083521556, "drawdown_pct": -2.468686686616517, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 13.998452083521556, "drawdown_pct": -2.468686686616517, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 13.998452083521556, "drawdown_pct": -2.468686686616517, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 13.998452083521556, "drawdown_pct": -2.468686686616517, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 20.864055394154406, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 20.864055394154406, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 20.864055394154406, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 20.864055394154406, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 20.864055394154406, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 20.864055394154406, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 20.864055394154406, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 14:00:00+00:00", "gain_pct": 30.887297663622093, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 30.887297663622093, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 30.887297663622093, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 30.887297663622093, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 23.70932858855963, "drawdown_pct": -5.484083790552163, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 24.29576947526934, "drawdown_pct": -5.036033523507266, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 24.29576947526934, "drawdown_pct": -5.036033523507266, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 24.29576947526934, "drawdown_pct": -5.036033523507266, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 24.29576947526934, "drawdown_pct": -5.036033523507266, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 27.635102114271035, "drawdown_pct": -2.4847296929524365, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 27.635102114271035, "drawdown_pct": -2.4847296929524365, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 29.68442195706342, "drawdown_pct": -0.9190163812916707, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 29.68442195706342, "drawdown_pct": -0.9190163812916707, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 35.01467892657689, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 35.01467892657689, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 35.01467892657689, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 35.01467892657689, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 49.930272957615415, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 50.040788982876705, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 46.537573590434164, "drawdown_pct": -2.3348420227531252, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 51.033852874322406, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 51.033852874322406, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 51.65608106295252, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 51.65608106295252, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 58.998997182413945, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 55.30603384132979, "drawdown_pct": -2.3226331024260194, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 55.30603384132979, "drawdown_pct": -2.3226331024260194, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-04 19:00:00+00:00", "gain_pct": 61.72110286690781, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 61.72110286690781, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 69.5510488939976, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 69.5510488939976, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 69.5510488939976, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 69.5510488939976, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 73.46544236772817, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 79.9105376400612, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 85.7880306565074, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 81.29225142877647, "drawdown_pct": -2.4198433084437587, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 81.29225142877647, "drawdown_pct": -2.4198433084437587, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 81.29225142877647, "drawdown_pct": -2.4198433084437587, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 81.29225142877647, "drawdown_pct": -2.4198433084437587, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 81.29225142877647, "drawdown_pct": -2.4198433084437587, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 81.29225142877647, "drawdown_pct": -2.4198433084437587, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 81.29225142877647, "drawdown_pct": -2.4198433084437587, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 81.29225142877647, "drawdown_pct": -2.4198433084437587, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 124.46700916805554, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a10_H20_c12_p80_cap2", "variant": "ridge_a10_H20_c12_p80_cap2", "gain_pct": 25.70266454443184, "max_drawdown_pct": -2.4038953907647764, "capital_score": 22.096821458284676, "stability_score": 9.815872912189395, "n_trades": 7, "skipped_by_capacity": 28, "avg_trade_ret_pct": 3.4430791043010966, "median_trade_ret_pct": 1.6203215842967622, "positive_month_rate": 0.6666666666666666, "worst_month_pct": 0.0, "month_gain_concentration": 0.9655236561295256, "top_asset_trade_share": 0.5714285714285714, "long_counts": { "XRP": 4, "ETH": 3 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 7, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.9090909090909092, "max_open_trades": 2, "avg_exposure": 0.9545454545454546, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 0.8576653460305153, "2026-03-31 00:00:00+00:00": 24.01925748699132 } }, "selection_score": 708.3327064053049 }, { "name": "ridge_a10_H20_c12_p80_cap3", "variant": { "name": "ridge_a10_H20_c12_p80_cap3", "threshold": 0.052452464749170535, "pred_percentile": 80, "horizon": 20, "cost_bps": 12, "cap": 3, "delay_bars": 1 }, "model_diag": { "alpha": 10.0, "ykey": "y_H20_c12", "n_train": 12794, "target_mean": 0.014520496257193136 }, "val": { "label": "Validation ridge_a10_H20_c12_p80_cap3", "variant": "ridge_a10_H20_c12_p80_cap3", "gain_pct": 603.1651348371917, "max_drawdown_pct": -16.215679627577263, "capital_score": 578.8416153958258, "stability_score": 576.7620699412803, "n_trades": 176, "skipped_by_capacity": 1138, "avg_trade_ret_pct": 1.1353262989121684, "median_trade_ret_pct": 1.1032762967622987, "positive_month_rate": 0.8125, "worst_month_pct": -3.830531010607615, "month_gain_concentration": 0.22620458468100632, "top_asset_trade_share": 0.6193181818181818, "long_counts": { "SOL": 52, "ETH": 11, "XRP": 109, "BTC": 3, "BNB": 1 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 176, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.8309178743961354, "max_open_trades": 3, "avg_exposure": 0.9436392914653783, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 9.693388827003957, "2024-10-31 00:00:00+00:00": 1.6599882482941695, "2024-11-30 00:00:00+00:00": 75.15743101697721, "2024-12-31 00:00:00+00:00": 66.85017698670734, "2025-01-31 00:00:00+00:00": -2.1624434409921207, "2025-02-28 00:00:00+00:00": 53.96196892573744, "2025-03-31 00:00:00+00:00": 68.9083852681855, "2025-04-30 00:00:00+00:00": 62.47763489352303, "2025-05-31 00:00:00+00:00": 52.74221372779698, "2025-07-31 00:00:00+00:00": -3.830531010607615, "2025-10-31 00:00:00+00:00": 10.27232713367107, "2025-11-30 00:00:00+00:00": 24.098967010953345, "2026-01-31 00:00:00+00:00": 30.801563168719667, "2026-02-28 00:00:00+00:00": 4.30433503784991, "2026-03-31 00:00:00+00:00": 134.74377174762878 } }, "test": { "label": "Test ridge_a10_H20_c12_p80_cap3", "variant": "ridge_a10_H20_c12_p80_cap3", "gain_pct": 120.15830241064222, "max_drawdown_pct": -6.644335085614794, "capital_score": 110.19179978222003, "stability_score": 110.19179978222003, "n_trades": 89, "skipped_by_capacity": 346, "avg_trade_ret_pct": 0.9085959213347532, "median_trade_ret_pct": 1.0150543723170435, "positive_month_rate": 0.9166666666666666, "worst_month_pct": -1.0677287573923024, "month_gain_concentration": 0.35739118453681135, "top_asset_trade_share": 0.4606741573033708, "long_counts": { "XRP": 41, "SOL": 32, "ETH": 13, "BNB": 3 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 89, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.778947368421053, "max_open_trades": 3, "avg_exposure": 0.9263157894736842, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 0.13683391696378067, "2025-02-28 00:00:00+00:00": 14.531479887644295, "2025-03-31 00:00:00+00:00": 13.575089988901155, "2025-04-30 00:00:00+00:00": 20.17583160068989, "2025-05-31 00:00:00+00:00": 0.07293481004876412, "2025-07-31 00:00:00+00:00": 0.6666756008997936, "2025-10-31 00:00:00+00:00": 3.4016408709378823, "2025-11-30 00:00:00+00:00": 14.352945699202593, "2025-12-31 00:00:00+00:00": 3.4007864311084006, "2026-01-31 00:00:00+00:00": 6.3475638912426575, "2026-02-28 00:00:00+00:00": -1.0677287573923024, "2026-03-31 00:00:00+00:00": 42.63596245137785 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": -0.43539781296500735, "drawdown_pct": -0.43539781296501046, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 2.0406078486382313, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 4.745285308775806, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 4.745285308775806, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 4.745285308775806, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 4.745285308775806, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 4.745285308775806, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 4.745285308775806, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 1.1441488694863011, "drawdown_pct": -3.4379938234678664, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 3.7019790342459515, "drawdown_pct": -0.9960412742724634, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 3.7019790342459515, "drawdown_pct": -0.9960412742724634, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 0.13683391696378067, "drawdown_pct": -4.399674293909173, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 1.4516776809625327, "drawdown_pct": -3.1443970180654257, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 1.4516776809625327, "drawdown_pct": -3.1443970180654257, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 00:00:00+00:00", "gain_pct": 1.4516776809625327, "drawdown_pct": -3.1443970180654257, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 1.4516776809625327, "drawdown_pct": -3.1443970180654257, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 1.4516776809625327, "drawdown_pct": -3.1443970180654257, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 1.4516776809625327, "drawdown_pct": -3.1443970180654257, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 1.4516776809625327, "drawdown_pct": -3.1443970180654257, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 1.4516776809625327, "drawdown_pct": -3.1443970180654257, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 1.4516776809625327, "drawdown_pct": -3.1443970180654257, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 10:00:00+00:00", "gain_pct": 1.4516776809625327, "drawdown_pct": -3.1443970180654257, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": -1.1606810905953893, "drawdown_pct": -5.638407859562511, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": -2.2143424335225035, "drawdown_pct": -6.644335085614794, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": -2.2143424335225035, "drawdown_pct": -6.644335085614794, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": -2.2143424335225035, "drawdown_pct": -6.644335085614794, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": -2.2143424335225035, "drawdown_pct": -6.644335085614794, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 1.7719369090753645, "drawdown_pct": -2.8386465232639213, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 1.4494335010426767, "drawdown_pct": -3.1465395296956578, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 4.079311029835154, "drawdown_pct": -0.6358035848367249, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 4.079311029835154, "drawdown_pct": -0.6358035848367249, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 4.079311029835154, "drawdown_pct": -0.6358035848367249, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 4.079311029835154, "drawdown_pct": -0.6358035848367249, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 4.079311029835154, "drawdown_pct": -0.6358035848367249, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 4.079311029835154, "drawdown_pct": -0.6358035848367249, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 4.079311029835154, "drawdown_pct": -0.6358035848367249, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 11.134337812502935, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 14.668313804608076, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 12.777181775461983, "drawdown_pct": -1.6492193583386383, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 12.777181775461983, "drawdown_pct": -1.6492193583386383, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 12.777181775461983, "drawdown_pct": -1.6492193583386383, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 12.777181775461983, "drawdown_pct": -1.6492193583386383, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 19.603205015255284, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 19.603205015255284, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 19.603205015255284, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 19.603205015255284, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 19.603205015255284, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 19.603205015255284, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 19.603205015255284, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 14:00:00+00:00", "gain_pct": 29.59010685903138, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 29.59010685903138, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 29.59010685903138, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 29.59010685903138, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 22.51585226567373, "drawdown_pct": -5.4589464927697335, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 22.904843787756292, "drawdown_pct": -5.15877579956574, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 22.904843787756292, "drawdown_pct": -5.15877579956574, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 22.904843787756292, "drawdown_pct": -5.15877579956574, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 22.904843787756292, "drawdown_pct": -5.15877579956574, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 26.214189201300044, "drawdown_pct": -2.6050735967087957, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 26.214189201300044, "drawdown_pct": -2.6050735967087957, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 28.24340379350923, "drawdown_pct": -1.039202064234035, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 28.24340379350923, "drawdown_pct": -1.039202064234035, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 33.53244461130194, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 33.53244461130194, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 33.53244461130194, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 33.53244461130194, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 48.41923539419912, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 48.492170204247884, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 46.17624795681792, "drawdown_pct": -1.5596258336345037, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 49.15884580514768, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 49.15884580514768, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 48.94051658574497, "drawdown_pct": -0.14637363156316807, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 48.94051658574497, "drawdown_pct": -0.14637363156316807, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 56.180967399248544, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 52.56048667608556, "drawdown_pct": -2.3181318335081635, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 52.56048667608556, "drawdown_pct": -2.3181318335081635, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-04 19:00:00+00:00", "gain_pct": 59.17571554667498, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 59.17571554667498, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 66.91343237528815, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 66.91343237528815, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 66.91343237528815, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 66.91343237528815, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 70.31421880639655, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 76.66178269763921, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 82.44882540174245, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 75.59405394024691, "drawdown_pct": -3.757092678673979, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 75.59405394024691, "drawdown_pct": -3.757092678673979, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 75.59405394024691, "drawdown_pct": -3.757092678673979, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 75.59405394024691, "drawdown_pct": -3.757092678673979, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 75.59405394024691, "drawdown_pct": -3.757092678673979, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 75.59405394024691, "drawdown_pct": -3.757092678673979, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 75.59405394024691, "drawdown_pct": -3.757092678673979, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 75.59405394024691, "drawdown_pct": -3.757092678673979, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 118.23001639162476, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 } ] }, "recent": { "label": "Recent ridge_a10_H20_c12_p80_cap3", "variant": "ridge_a10_H20_c12_p80_cap3", "gain_pct": 25.708925820983808, "max_drawdown_pct": -1.605846500281205, "capital_score": 23.300156070562, "stability_score": 9.126835209479278, "n_trades": 8, "skipped_by_capacity": 27, "avg_trade_ret_pct": 2.964476950556938, "median_trade_ret_pct": 1.1048153882742284, "positive_month_rate": 0.6666666666666666, "worst_month_pct": 0.0, "month_gain_concentration": 0.9769328344433089, "top_asset_trade_share": 0.625, "long_counts": { "XRP": 5, "ETH": 3 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 8, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.5454545454545454, "max_open_trades": 3, "avg_exposure": 0.8484848484848485, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 0.5803052009299563, "2026-03-31 00:00:00+00:00": 24.576890619413376 } }, "selection_score": 563.8416153958258 }, { "name": "ridge_a10_H20_c12_p80_cap5", "variant": { "name": "ridge_a10_H20_c12_p80_cap5", "threshold": 0.052452464749170535, "pred_percentile": 80, "horizon": 20, "cost_bps": 12, "cap": 5, "delay_bars": 1 }, "model_diag": { "alpha": 10.0, "ykey": "y_H20_c12", "n_train": 12794, "target_mean": 0.014520496257193136 }, "val": { "label": "Validation ridge_a10_H20_c12_p80_cap5", "variant": "ridge_a10_H20_c12_p80_cap5", "gain_pct": 487.3985675840245, "max_drawdown_pct": -17.26747395499697, "capital_score": 461.497356651529, "stability_score": 456.00660100321954, "n_trades": 267, "skipped_by_capacity": 1047, "avg_trade_ret_pct": 0.6732843746382308, "median_trade_ret_pct": 0.6776498322103692, "positive_month_rate": 0.75, "worst_month_pct": -9.563789356174652, "month_gain_concentration": 0.23306791879249109, "top_asset_trade_share": 0.6142322097378277, "long_counts": { "SOL": 84, "ETH": 15, "XRP": 164, "BTC": 3, "BNB": 1 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 267, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.454106280193237, "max_open_trades": 5, "avg_exposure": 0.8908212560386473, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 10.129784966836112, "2024-10-31 00:00:00+00:00": 0.5592406892149882, "2024-11-30 00:00:00+00:00": 60.802364605125874, "2024-12-31 00:00:00+00:00": 61.7435948075661, "2025-01-31 00:00:00+00:00": -9.563789356174652, "2025-02-28 00:00:00+00:00": 43.29547335805523, "2025-03-31 00:00:00+00:00": 58.59417917034614, "2025-04-30 00:00:00+00:00": 49.95982409628408, "2025-05-31 00:00:00+00:00": 43.580920646078425, "2025-07-31 00:00:00+00:00": -1.9686309976065104, "2025-10-31 00:00:00+00:00": 8.839005685866937, "2025-11-30 00:00:00+00:00": 20.774823215181755, "2026-01-31 00:00:00+00:00": 22.13768155745737, "2026-02-28 00:00:00+00:00": -3.8892793529025766, "2026-03-31 00:00:00+00:00": 115.60733427442779 } }, "test": { "label": "Test ridge_a10_H20_c12_p80_cap5", "variant": "ridge_a10_H20_c12_p80_cap5", "gain_pct": 110.52607064271626, "max_drawdown_pct": -5.0764337617667525, "capital_score": 102.91142000006613, "stability_score": 102.91142000006613, "n_trades": 132, "skipped_by_capacity": 303, "avg_trade_ret_pct": 0.5719967256971701, "median_trade_ret_pct": 0.6090326233902261, "positive_month_rate": 0.9166666666666666, "worst_month_pct": -0.05015286670246155, "month_gain_concentration": 0.3785747257218236, "top_asset_trade_share": 0.4696969696969697, "long_counts": { "XRP": 62, "SOL": 48, "ETH": 17, "BNB": 5 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 132, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.242105263157895, "max_open_trades": 5, "avg_exposure": 0.8484210526315791, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 3.0774020346501914, "2025-02-28 00:00:00+00:00": 10.383142794378458, "2025-03-31 00:00:00+00:00": 10.472913468890198, "2025-04-30 00:00:00+00:00": 16.994877214873398, "2025-05-31 00:00:00+00:00": 0.041552220723218625, "2025-07-31 00:00:00+00:00": 0.38495628868042786, "2025-10-31 00:00:00+00:00": 4.515564716884285, "2025-11-30 00:00:00+00:00": 14.554566502350355, "2025-12-31 00:00:00+00:00": 1.8343270357703432, "2026-01-31 00:00:00+00:00": 5.766228945927196, "2026-02-28 00:00:00+00:00": -0.05015286670246155, "2026-03-31 00:00:00+00:00": 41.441421665365084 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": -0.26123868777901293, "drawdown_pct": -0.2612386877790085, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 1.2269633374333893, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 2.836829988775065, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 2.836829988775065, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 2.836829988775065, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 2.836829988775065, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 2.836829988775065, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 2.836829988775065, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 0.7155156708165151, "drawdown_pct": -2.0627962940807265, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 2.2437099574156605, "drawdown_pct": -0.5767583767645745, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 2.2437099574156605, "drawdown_pct": -0.5767583767645745, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 3.0774020346501914, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 3.8894749191604205, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 3.8894749191604205, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 00:00:00+00:00", "gain_pct": 3.8894749191604205, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 3.8894749191604205, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 3.8894749191604205, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 3.8894749191604205, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 3.8894749191604205, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 3.8894749191604205, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 3.8894749191604205, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 10:00:00+00:00", "gain_pct": 3.8894749191604205, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 2.284396005052656, "drawdown_pct": -1.5449870310315084, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 0.9845611590149872, "drawdown_pct": -2.7961578999276204, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 0.9845611590149872, "drawdown_pct": -2.7961578999276204, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": 0.9845611590149872, "drawdown_pct": -2.7961578999276204, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 0.9845611590149872, "drawdown_pct": -2.7961578999276204, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 3.536744911487972, "drawdown_pct": -0.339524295359972, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 3.0929327295165336, "drawdown_pct": -0.7667207773104034, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 4.867960446782803, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 4.867960446782803, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 4.867960446782803, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 4.867960446782803, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 4.867960446782803, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 4.867960446782803, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 4.867960446782803, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 11.343609583922358, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 13.460544829028649, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 12.335949814802234, "drawdown_pct": -0.9911771672884595, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 12.335949814802234, "drawdown_pct": -0.9911771672884595, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 12.335949814802234, "drawdown_pct": -0.9911771672884595, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 12.335949814802234, "drawdown_pct": -0.9911771672884595, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 14.900564776287908, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 14.900564776287908, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 14.900564776287908, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 14.900564776287908, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 14.900564776287908, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 14.900564776287908, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 14.900564776287908, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-07 14:00:00+00:00", "gain_pct": 23.932440376199168, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 23.932440376199168, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 23.932440376199168, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 23.932440376199168, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 17.64109213116035, "drawdown_pct": -5.0764337617667525, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 17.866031402120797, "drawdown_pct": -4.894932235388638, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 17.866031402120797, "drawdown_pct": -4.894932235388638, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 17.866031402120797, "drawdown_pct": -4.894932235388638, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 17.866031402120797, "drawdown_pct": -4.894932235388638, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 20.980109773073423, "drawdown_pct": -2.3822096895404377, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 20.980109773073423, "drawdown_pct": -2.3822096895404377, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 23.933458297918847, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 23.933458297918847, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 27.88192192579065, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 27.88192192579065, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 27.88192192579065, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 27.88192192579065, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 40.928335512792245, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 40.96988773351546, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 39.648652460872626, "drawdown_pct": -0.9372464530442493, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 41.35484402219589, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 41.35484402219589, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 42.38258917631734, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 42.38258917631734, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 49.32664499113167, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 45.870408739080176, "drawdown_pct": -2.3145475827550777, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 45.870408739080176, "drawdown_pct": -2.3145475827550777, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-04 19:00:00+00:00", "gain_pct": 52.43884079554644, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 52.43884079554644, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 60.42497524143053, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 60.42497524143053, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 60.42497524143053, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 60.42497524143053, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 62.259302277200874, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 68.02553122312807, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 73.5416806795564, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 67.97537835642561, "drawdown_pct": -3.2074728683819442, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 67.97537835642561, "drawdown_pct": -3.2074728683819442, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 67.97537835642561, "drawdown_pct": -3.2074728683819442, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 67.97537835642561, "drawdown_pct": -3.2074728683819442, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 67.97537835642561, "drawdown_pct": -3.2074728683819442, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 67.97537835642561, "drawdown_pct": -3.2074728683819442, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 67.97537835642561, "drawdown_pct": -3.2074728683819442, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 67.97537835642561, "drawdown_pct": -3.2074728683819442, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 109.41680002179069, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 } ] }, "recent": { "label": "Recent ridge_a10_H20_c12_p80_cap5", "variant": "ridge_a10_H20_c12_p80_cap5", "gain_pct": 26.37520151013942, "max_drawdown_pct": -0.9650676952589698, "capital_score": 24.927599967250963, "stability_score": 8.265773064890091, "n_trades": 10, "skipped_by_capacity": 25, "avg_trade_ret_pct": 2.3944375491413483, "median_trade_ret_pct": 2.593263075420407, "positive_month_rate": 0.6666666666666666, "worst_month_pct": 0.0, "month_gain_concentration": 0.986473076094435, "top_asset_trade_share": 0.7, "long_counts": { "XRP": 7, "ETH": 3 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 10, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 3.727272727272727, "max_open_trades": 5, "avg_exposure": 0.7454545454545454, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 0.3522657673993308, "2026-03-31 00:00:00+00:00": 25.68955792131149 } }, "selection_score": 446.497356651529 }, { "name": "ridge_a10_H20_c12_p90_cap1", "variant": { "name": "ridge_a10_H20_c12_p90_cap1", "threshold": 0.06853466520931831, "pred_percentile": 90, "horizon": 20, "cost_bps": 12, "cap": 1, "delay_bars": 1 }, "model_diag": { "alpha": 10.0, "ykey": "y_H20_c12", "n_train": 12794, "target_mean": 0.014520496257193136 }, "val": { "label": "Validation ridge_a10_H20_c12_p90_cap1", "variant": "ridge_a10_H20_c12_p90_cap1", "gain_pct": 444.94136318195547, "max_drawdown_pct": -16.936038073764525, "capital_score": 419.53730607130865, "stability_score": 403.4426914760942, "n_trades": 48, "skipped_by_capacity": 609, "avg_trade_ret_pct": 3.818699442005629, "median_trade_ret_pct": 3.920841928990563, "positive_month_rate": 0.8461538461538461, "worst_month_pct": -17.969614595214438, "month_gain_concentration": 0.23270959489561727, "top_asset_trade_share": 0.6875, "long_counts": { "SOL": 12, "XRP": 33, "BTC": 1, "ETH": 2 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 48, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 12.576200503258718, "2024-10-31 00:00:00+00:00": 9.82267471941104, "2024-11-30 00:00:00+00:00": 84.05748696954576, "2024-12-31 00:00:00+00:00": 64.14179840258805, "2025-01-31 00:00:00+00:00": -17.969614595214438, "2025-02-28 00:00:00+00:00": 32.016663650029585, "2025-03-31 00:00:00+00:00": 51.972030157762845, "2025-04-30 00:00:00+00:00": 34.3377980282649, "2025-07-31 00:00:00+00:00": 30.357086779725705, "2025-10-31 00:00:00+00:00": 8.432589178171838, "2025-11-30 00:00:00+00:00": 19.60460595362713, "2026-02-28 00:00:00+00:00": 13.893017434893125 } }, "test": { "label": "Test ridge_a10_H20_c12_p90_cap1", "variant": "ridge_a10_H20_c12_p90_cap1", "gain_pct": 79.42484428537017, "max_drawdown_pct": -16.38945729525062, "capital_score": 54.840658342494244, "stability_score": 50.688965450232494, "n_trades": 23, "skipped_by_capacity": 177, "avg_trade_ret_pct": 2.758894408090361, "median_trade_ret_pct": 3.0451631169511306, "positive_month_rate": 0.75, "worst_month_pct": -10.15169289226175, "month_gain_concentration": 0.3546503586732011, "top_asset_trade_share": 0.5217391304347826, "long_counts": { "XRP": 12, "SOL": 9, "ETH": 1, "BNB": 1 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 23, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": -10.15169289226175, "2025-02-28 00:00:00+00:00": 10.1901861600184, "2025-03-31 00:00:00+00:00": 20.634801583112946, "2025-04-30 00:00:00+00:00": 4.9099400976911625, "2025-07-31 00:00:00+00:00": 14.41426642723637, "2025-10-31 00:00:00+00:00": 1.4601465013830932, "2025-11-30 00:00:00+00:00": 6.574166108460986, "2026-02-28 00:00:00+00:00": -2.091915305164548 }, "curve": [ { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 7.460499837940347, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 7.460499837940347, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 7.460499837940347, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": -3.6229562033479255, "drawdown_pct": -10.313981470403611, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": -3.6229562033479255, "drawdown_pct": -10.313981470403611, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": -3.6229562033479255, "drawdown_pct": -10.313981470403611, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": -10.15169289226175, "drawdown_pct": -16.38945729525062, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": -6.6124411997901404, "drawdown_pct": -13.095919951008684, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": -6.6124411997901404, "drawdown_pct": -13.095919951008684, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": -6.6124411997901404, "drawdown_pct": -13.095919951008684, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": -6.6124411997901404, "drawdown_pct": -13.095919951008684, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": -6.6124411997901404, "drawdown_pct": -13.095919951008684, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": -6.6124411997901404, "drawdown_pct": -13.095919951008684, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": -6.6124411997901404, "drawdown_pct": -13.095919951008684, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": -6.6124411997901404, "drawdown_pct": -13.095919951008684, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": -5.036197497849159, "drawdown_pct": -11.629107769492597, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": -5.036197497849159, "drawdown_pct": -11.629107769492597, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": -3.286351893877722, "drawdown_pct": -10.000746086259827, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 0.03849326775664963, "drawdown_pct": -6.906729990439953, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 0.03849326775664963, "drawdown_pct": -6.906729990439953, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 0.03849326775664963, "drawdown_pct": -6.906729990439953, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 0.03849326775664963, "drawdown_pct": -6.906729990439953, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 7.378806128667776, "drawdown_pct": -0.07602208197037275, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 7.378806128667776, "drawdown_pct": -0.07602208197037275, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 13.75119626232788, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 13.75119626232788, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 13.75119626232788, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 20.627612816502207, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 20.627612816502207, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 15.686411998597308, "drawdown_pct": -4.0962435569552476, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 15.686411998597308, "drawdown_pct": -4.0962435569552476, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 15.686411998597308, "drawdown_pct": -4.0962435569552476, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 15.686411998597308, "drawdown_pct": -4.0962435569552476, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 18.77384613832905, "drawdown_pct": -1.5367681038280123, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 18.77384613832905, "drawdown_pct": -1.5367681038280123, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 20.673294850869596, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 20.673294850869596, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 25.583234948560758, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 25.583234948560758, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 25.583234948560758, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 35.8603326358045, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 39.99750137579713, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 38.22791075767063, "drawdown_pct": -1.2640158579518945, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 44.84155000906728, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 41.45764787718022, "drawdown_pct": -2.3362785966286714, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 48.03181398564121, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 49.581708073665425, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 45.93989868047666, "drawdown_pct": -2.4346622592351097, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 45.93989868047666, "drawdown_pct": -2.4346622592351097, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 45.93989868047666, "drawdown_pct": -2.4346622592351097, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 45.93989868047666, "drawdown_pct": -2.4346622592351097, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 45.93989868047666, "drawdown_pct": -2.4346622592351097, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 45.93989868047666, "drawdown_pct": -2.4346622592351097, "open_trades": 1, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a10_H20_c12_p90_cap1", "variant": "ridge_a10_H20_c12_p90_cap1", "gain_pct": 22.94433935315115, "max_drawdown_pct": 0.0, "capital_score": 22.94433935315115, "stability_score": 9.444339353151152, "n_trades": 1, "skipped_by_capacity": 15, "avg_trade_ret_pct": 22.944339353151154, "median_trade_ret_pct": 22.944339353151154, "positive_month_rate": 0.0, "worst_month_pct": 0.0, "month_gain_concentration": 0.0, "top_asset_trade_share": 1.0, "long_counts": { "XRP": 1 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 1, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2026-02-28 00:00:00+00:00": 0.0 } }, "selection_score": 304.53730607130865 }, { "name": "ridge_a10_H20_c12_p90_cap2", "variant": { "name": "ridge_a10_H20_c12_p90_cap2", "threshold": 0.06853466520931831, "pred_percentile": 90, "horizon": 20, "cost_bps": 12, "cap": 2, "delay_bars": 1 }, "model_diag": { "alpha": 10.0, "ykey": "y_H20_c12", "n_train": 12794, "target_mean": 0.014520496257193136 }, "val": { "label": "Validation ridge_a10_H20_c12_p90_cap2", "variant": "ridge_a10_H20_c12_p90_cap2", "gain_pct": 379.45212998392606, "max_drawdown_pct": -16.586310736452468, "capital_score": 354.57266387924733, "stability_score": 341.41620036892283, "n_trades": 90, "skipped_by_capacity": 567, "avg_trade_ret_pct": 1.8128455687348568, "median_trade_ret_pct": 1.9604209644952815, "positive_month_rate": 0.8461538461538461, "worst_month_pct": -14.989796843657842, "month_gain_concentration": 0.245348521370293, "top_asset_trade_share": 0.6888888888888889, "long_counts": { "SOL": 21, "XRP": 62, "BTC": 2, "ETH": 5 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 90, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.9185185185185185, "max_open_trades": 2, "avg_exposure": 0.9592592592592593, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 8.27903538356287, "2024-10-31 00:00:00+00:00": 3.6447553794391467, "2024-11-30 00:00:00+00:00": 61.626192877787446, "2024-12-31 00:00:00+00:00": 73.80925641174687, "2025-01-31 00:00:00+00:00": -14.989796843657842, "2025-02-28 00:00:00+00:00": 27.486100670958848, "2025-03-31 00:00:00+00:00": 40.489843199495624, "2025-04-30 00:00:00+00:00": 21.55705745308194, "2025-07-31 00:00:00+00:00": 26.88181214972957, "2025-10-31 00:00:00+00:00": 7.367344397972317, "2025-11-30 00:00:00+00:00": 17.244223338842687, "2026-02-28 00:00:00+00:00": 12.448702088979474 } }, "test": { "label": "Test ridge_a10_H20_c12_p90_cap2", "variant": "ridge_a10_H20_c12_p90_cap2", "gain_pct": 91.6308874260954, "max_drawdown_pct": -5.298483050067981, "capital_score": 83.68316285099343, "stability_score": 81.34595354866785, "n_trades": 43, "skipped_by_capacity": 157, "avg_trade_ret_pct": 1.567915531573468, "median_trade_ret_pct": 1.5225815584755653, "positive_month_rate": 0.75, "worst_month_pct": -2.7539675866541415, "month_gain_concentration": 0.3892067796083866, "top_asset_trade_share": 0.627906976744186, "long_counts": { "XRP": 27, "SOL": 12, "ETH": 2, "BNB": 2 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 43, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.9259259259259258, "max_open_trades": 2, "avg_exposure": 0.9629629629629629, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": -1.7658797907796213, "2025-02-28 00:00:00+00:00": 4.306314827030377, "2025-03-31 00:00:00+00:00": 22.860827832096447, "2025-04-30 00:00:00+00:00": 5.154211626212913, "2025-07-31 00:00:00+00:00": 15.243003958764234, "2025-10-31 00:00:00+00:00": 4.12409186955739, "2025-11-30 00:00:00+00:00": 7.048522184453873, "2026-02-28 00:00:00+00:00": -2.7539675866541415 }, "curve": [ { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 3.7302499189701734, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 3.7302499189701734, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 3.7302499189701734, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": -1.6191094589527921, "drawdown_pct": -5.156990735201806, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": -1.6191094589527921, "drawdown_pct": -5.156990735201806, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": -1.6191094589527921, "drawdown_pct": -5.156990735201806, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": -1.7658797907796213, "drawdown_pct": -5.298483050067981, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 0.1689105653260441, "drawdown_pct": -3.4332698093623604, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 0.1689105653260441, "drawdown_pct": -3.4332698093623604, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 0.1689105653260441, "drawdown_pct": -3.4332698093623604, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 0.1689105653260441, "drawdown_pct": -3.4332698093623604, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 0.1689105653260441, "drawdown_pct": -3.4332698093623604, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 0.1689105653260441, "drawdown_pct": -3.4332698093623604, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 0.1689105653260441, "drawdown_pct": -3.4332698093623604, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 0.1689105653260441, "drawdown_pct": -3.4332698093623604, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": -1.4396877125614083, "drawdown_pct": -4.984021185305276, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": -1.4396877125614083, "drawdown_pct": -4.984021185305276, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 0.3847949375443136, "drawdown_pct": -3.2251488683765706, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 2.5404350362507557, "drawdown_pct": -1.147027876293416, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 2.5404350362507557, "drawdown_pct": -1.147027876293416, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 2.5404350362507557, "drawdown_pct": -1.147027876293416, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 2.5404350362507557, "drawdown_pct": -1.147027876293416, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 10.202343770900953, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 10.202343770900953, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 16.83932490884365, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 16.83932490884365, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 16.83932490884365, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 24.009166599329745, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 24.009166599329745, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 18.98146850263994, "drawdown_pct": -4.05429552876051, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 18.98146850263994, "drawdown_pct": -4.05429552876051, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 18.98146850263994, "drawdown_pct": -4.05429552876051, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 18.98146850263994, "drawdown_pct": -4.05429552876051, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 22.17802702498186, "drawdown_pct": -1.4766163055221937, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 22.17802702498186, "drawdown_pct": -1.4766163055221937, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 25.401262868347203, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 25.401262868347203, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 30.555474494560116, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 30.555474494560116, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 30.555474494560116, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 41.458056317383694, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 45.79847845332435, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 46.39913798379746, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 53.487522324483734, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 49.92257032288174, "drawdown_pct": -2.3226331024260305, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 56.97109250733561, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 58.041481126281184, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 54.21712492068147, "drawdown_pct": -2.4198433084437587, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 54.21712492068147, "drawdown_pct": -2.4198433084437587, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 54.21712492068147, "drawdown_pct": -2.4198433084437587, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 54.21712492068147, "drawdown_pct": -2.4198433084437587, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 54.21712492068147, "drawdown_pct": -2.4198433084437587, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 54.21712492068147, "drawdown_pct": -2.4198433084437587, "open_trades": 2, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a10_H20_c12_p90_cap2", "variant": "ridge_a10_H20_c12_p90_cap2", "gain_pct": 24.260446124032583, "max_drawdown_pct": 0.0, "capital_score": 24.260446124032583, "stability_score": 10.760446124032585, "n_trades": 2, "skipped_by_capacity": 14, "avg_trade_ret_pct": 11.472169676575577, "median_trade_ret_pct": 11.472169676575577, "positive_month_rate": 0.0, "worst_month_pct": 0.0, "month_gain_concentration": 0.0, "top_asset_trade_share": 1.0, "long_counts": { "XRP": 2 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 2, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.0, "max_open_trades": 2, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2026-02-28 00:00:00+00:00": 0.0 } }, "selection_score": 339.57266387924733 }, { "name": "ridge_a10_H20_c12_p90_cap3", "variant": { "name": "ridge_a10_H20_c12_p90_cap3", "threshold": 0.06853466520931831, "pred_percentile": 90, "horizon": 20, "cost_bps": 12, "cap": 3, "delay_bars": 1 }, "model_diag": { "alpha": 10.0, "ykey": "y_H20_c12", "n_train": 12794, "target_mean": 0.014520496257193136 }, "val": { "label": "Validation ridge_a10_H20_c12_p90_cap3", "variant": "ridge_a10_H20_c12_p90_cap3", "gain_pct": 359.52826829711336, "max_drawdown_pct": -16.215679627577238, "capital_score": 335.2047488557475, "stability_score": 322.804281877056, "n_trades": 130, "skipped_by_capacity": 527, "avg_trade_ret_pct": 1.2050901818062631, "median_trade_ret_pct": 1.3130470702609376, "positive_month_rate": 0.8461538461538461, "worst_month_pct": -14.131236209460695, "month_gain_concentration": 0.2612464883448061, "top_asset_trade_share": 0.6923076923076923, "long_counts": { "SOL": 30, "XRP": 90, "BTC": 3, "ETH": 7 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 130, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.7925925925925927, "max_open_trades": 3, "avg_exposure": 0.9308641975308644, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 11.350100922227426, "2024-10-31 00:00:00+00:00": 1.7586318660796394, "2024-11-30 00:00:00+00:00": 50.412879330639186, "2024-12-31 00:00:00+00:00": 73.8043866593676, "2025-01-31 00:00:00+00:00": -14.131236209460695, "2025-02-28 00:00:00+00:00": 27.912465573265223, "2025-03-31 00:00:00+00:00": 38.052239909680765, "2025-04-30 00:00:00+00:00": 17.839195898717094, "2025-07-31 00:00:00+00:00": 25.81477075563896, "2025-10-31 00:00:00+00:00": 7.04235376210471, "2025-11-30 00:00:00+00:00": 16.521421950838203, "2026-02-28 00:00:00+00:00": 12.000180097772159 } }, "test": { "label": "Test ridge_a10_H20_c12_p90_cap3", "variant": "ridge_a10_H20_c12_p90_cap3", "gain_pct": 89.59010009915778, "max_drawdown_pct": -4.039919775623857, "capital_score": 83.530220435722, "stability_score": 81.40953078054959, "n_trades": 58, "skipped_by_capacity": 142, "avg_trade_ret_pct": 1.1289299778418003, "median_trade_ret_pct": 1.0804978796684437, "positive_month_rate": 0.875, "worst_month_pct": -1.7984020717198348, "month_gain_concentration": 0.42339470279002084, "top_asset_trade_share": 0.6206896551724138, "long_counts": { "XRP": 36, "SOL": 16, "ETH": 3, "BNB": 3 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 58, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.6481481481481484, "max_open_trades": 3, "avg_exposure": 0.882716049382716, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 1.4757913255255914, "2025-02-28 00:00:00+00:00": 3.8684270084947627, "2025-03-31 00:00:00+00:00": 22.770964867304116, "2025-04-30 00:00:00+00:00": 5.050346827503063, "2025-07-31 00:00:00+00:00": 10.410939769993064, "2025-10-31 00:00:00+00:00": 3.2743320393525437, "2025-11-30 00:00:00+00:00": 6.931082340470425, "2026-02-28 00:00:00+00:00": -1.7984020717198348 }, "curve": [ { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 2.4868332793134442, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 2.4868332793134442, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 2.4868332793134442, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": -1.0366577186971568, "drawdown_pct": -3.4379938234678664, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": -1.0366577186971568, "drawdown_pct": -3.4379938234678664, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": -1.0366577186971568, "drawdown_pct": -3.4379938234678664, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 1.4757913255255914, "drawdown_pct": -0.9865091167685858, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 2.808216230549519, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 2.808216230549519, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 2.808216230549519, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 2.808216230549519, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 2.808216230549519, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 2.808216230549519, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 2.808216230549519, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 2.808216230549519, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 2.284495761659329, "drawdown_pct": -0.5094149943383308, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 2.284495761659329, "drawdown_pct": -0.5094149943383308, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 3.85905898865353, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 5.344218334020354, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 5.344218334020354, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 5.344218334020354, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 5.344218334020354, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 13.474572510735015, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 13.474572510735015, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 20.342806464533098, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 20.342806464533098, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 20.342806464533098, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 27.76527191665089, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 27.76527191665089, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 22.603657430110516, "drawdown_pct": -4.039919775623857, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 22.603657430110516, "drawdown_pct": -4.039919775623857, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 22.603657430110516, "drawdown_pct": -4.039919775623857, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 22.603657430110516, "drawdown_pct": -4.039919775623857, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 25.90489307628806, "drawdown_pct": -1.4560911681669397, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 25.90489307628806, "drawdown_pct": -1.4560911681669397, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 28.11518320132447, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 28.11518320132447, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 33.16553002882753, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 33.16553002882753, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 33.16553002882753, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 40.705497798593655, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 43.5764697988206, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 43.366311705905844, "drawdown_pct": -0.14637363156319028, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 50.33578349246591, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 46.85080183817314, "drawdown_pct": -2.3181318335081635, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 53.781884178643566, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 54.48069650922264, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 51.98348210692373, "drawdown_pct": -1.6165219724716962, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 51.98348210692373, "drawdown_pct": -1.6165219724716962, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 51.98348210692373, "drawdown_pct": -1.6165219724716962, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 51.98348210692373, "drawdown_pct": -1.6165219724716962, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 51.98348210692373, "drawdown_pct": -1.6165219724716962, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 51.98348210692373, "drawdown_pct": -1.6165219724716962, "open_trades": 3, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a10_H20_c12_p90_cap3", "variant": "ridge_a10_H20_c12_p90_cap3", "gain_pct": 25.78131183048275, "max_drawdown_pct": 0.0, "capital_score": 25.78131183048275, "stability_score": 12.281311830482752, "n_trades": 3, "skipped_by_capacity": 13, "avg_trade_ret_pct": 7.946529999650227, "median_trade_ret_pct": 7.648113117717051, "positive_month_rate": 0.0, "worst_month_pct": 0.0, "month_gain_concentration": 0.0, "top_asset_trade_share": 1.0, "long_counts": { "XRP": 3 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 3, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.8, "max_open_trades": 3, "avg_exposure": 0.9333333333333332, "max_exposure": 1.0, "monthly_gain_pct": { "2026-02-28 00:00:00+00:00": 0.0 } }, "selection_score": 320.2047488557475 }, { "name": "ridge_a10_H20_c12_p90_cap5", "variant": { "name": "ridge_a10_H20_c12_p90_cap5", "threshold": 0.06853466520931831, "pred_percentile": 90, "horizon": 20, "cost_bps": 12, "cap": 5, "delay_bars": 1 }, "model_diag": { "alpha": 10.0, "ykey": "y_H20_c12", "n_train": 12794, "target_mean": 0.014520496257193136 }, "val": { "label": "Validation ridge_a10_H20_c12_p90_cap5", "variant": "ridge_a10_H20_c12_p90_cap5", "gain_pct": 324.6521864646193, "max_drawdown_pct": -15.969209134044748, "capital_score": 300.6983727635522, "stability_score": 289.8605008005867, "n_trades": 202, "skipped_by_capacity": 455, "avg_trade_ret_pct": 0.7279519774779906, "median_trade_ret_pct": 0.7878282421565627, "positive_month_rate": 0.8461538461538461, "worst_month_pct": -12.694307606529833, "month_gain_concentration": 0.2942466816623564, "top_asset_trade_share": 0.6881188118811881, "long_counts": { "SOL": 49, "BNB": 1, "XRP": 139, "BTC": 3, "ETH": 10 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 202, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.392592592592592, "max_open_trades": 5, "avg_exposure": 0.8785185185185186, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 13.30719834418207, "2024-10-31 00:00:00+00:00": 0.6289302925886631, "2024-11-30 00:00:00+00:00": 37.78680341249468, "2024-12-31 00:00:00+00:00": 73.13588521645178, "2025-01-31 00:00:00+00:00": -12.694307606529833, "2025-02-28 00:00:00+00:00": 28.745374646668324, "2025-03-31 00:00:00+00:00": 35.26074106982654, "2025-04-30 00:00:00+00:00": 12.156925601096418, "2025-07-31 00:00:00+00:00": 22.943319574020165, "2025-10-31 00:00:00+00:00": 6.595798571145792, "2025-11-30 00:00:00+00:00": 15.502484572173046, "2026-02-28 00:00:00+00:00": 2.4895038620118726 } }, "test": { "label": "Test ridge_a10_H20_c12_p90_cap5", "variant": "ridge_a10_H20_c12_p90_cap5", "gain_pct": 69.8810580895537, "max_drawdown_pct": -4.028514850031728, "capital_score": 63.838285814506115, "stability_score": 62.12400010022041, "n_trades": 84, "skipped_by_capacity": 116, "avg_trade_ret_pct": 0.6433293527946203, "median_trade_ret_pct": 0.5713958947328487, "positive_month_rate": 0.75, "worst_month_pct": -2.022474859653528, "month_gain_concentration": 0.34791505128978356, "top_asset_trade_share": 0.6071428571428571, "long_counts": { "XRP": 51, "SOL": 24, "ETH": 4, "BNB": 5 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 84, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 3.888888888888889, "max_open_trades": 5, "avg_exposure": 0.7777777777777778, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": -2.022474859653528, "2025-02-28 00:00:00+00:00": 6.466199218646452, "2025-03-31 00:00:00+00:00": 13.472875481378168, "2025-04-30 00:00:00+00:00": 2.774635243789376, "2025-07-31 00:00:00+00:00": 5.790679100918908, "2025-10-31 00:00:00+00:00": 4.0404506330780805, "2025-11-30 00:00:00+00:00": 6.1797726418681975, "2026-02-28 00:00:00+00:00": -0.9590736023160105 }, "curve": [ { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 1.492099967588075, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 1.492099967588075, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 1.492099967588075, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": -0.6014753093280376, "drawdown_pct": -2.0627962940807265, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": -0.6014753093280376, "drawdown_pct": -2.0627962940807265, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": -0.6014753093280376, "drawdown_pct": -2.0627962940807265, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": -2.022474859653528, "drawdown_pct": -3.4629048254632644, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": -1.2505802456318378, "drawdown_pct": -2.702358325520704, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": -1.2505802456318378, "drawdown_pct": -2.702358325520704, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": -1.2505802456318378, "drawdown_pct": -2.702358325520704, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": -1.2505802456318378, "drawdown_pct": -2.702358325520704, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": -1.2505802456318378, "drawdown_pct": -2.702358325520704, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": -1.2505802456318378, "drawdown_pct": -2.702358325520704, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": -1.2505802456318378, "drawdown_pct": -2.702358325520704, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": -1.2505802456318378, "drawdown_pct": -2.702358325520704, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": -2.5054924496046596, "drawdown_pct": -3.938821266354109, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 2.6101344065844074, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 3.556028490986108, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 4.443724358992924, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 4.443724358992924, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 4.443724358992924, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 4.443724358992924, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 11.896934213463453, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 11.896934213463453, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 10.51085987872483, "drawdown_pct": -1.2387062652623126, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 10.51085987872483, "drawdown_pct": -1.2387062652623126, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 10.51085987872483, "drawdown_pct": -1.2387062652623126, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 18.45776746702417, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 18.45776746702417, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 13.685678713599046, "drawdown_pct": -4.028514850031728, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 13.685678713599046, "drawdown_pct": -4.028514850031728, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 13.685678713599046, "drawdown_pct": -4.028514850031728, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 13.685678713599046, "drawdown_pct": -4.028514850031728, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 16.68931011577348, "drawdown_pct": -1.492901131825719, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 16.68931011577348, "drawdown_pct": -1.492901131825719, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 17.91659984037109, "drawdown_pct": -0.4568443574658132, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 17.91659984037109, "drawdown_pct": -0.4568443574658132, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 20.691235084160468, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 20.691235084160468, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 20.691235084160468, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 24.95524294763166, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 26.481914185079376, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 27.40152309757842, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 33.614946328605726, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 30.522364818157456, "drawdown_pct": -2.3145475827551, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 36.702137460025654, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 37.074736522492856, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 35.74306385770964, "drawdown_pct": -0.9714938715674193, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 35.74306385770964, "drawdown_pct": -0.9714938715674193, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 35.74306385770964, "drawdown_pct": -0.9714938715674193, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 35.74306385770964, "drawdown_pct": -0.9714938715674193, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 35.74306385770964, "drawdown_pct": -0.9714938715674193, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 35.74306385770964, "drawdown_pct": -0.9714938715674193, "open_trades": 5, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a10_H20_c12_p90_cap5", "variant": "ridge_a10_H20_c12_p90_cap5", "gain_pct": 23.920587907763377, "max_drawdown_pct": 0.0, "capital_score": 23.920587907763377, "stability_score": 16.420587907763377, "n_trades": 5, "skipped_by_capacity": 11, "avg_trade_ret_pct": 4.387287740818259, "median_trade_ret_pct": 4.588867870630231, "positive_month_rate": 0.0, "worst_month_pct": 0.0, "month_gain_concentration": 0.0, "top_asset_trade_share": 0.8, "long_counts": { "XRP": 4, "ETH": 1 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 5, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.2, "max_open_trades": 5, "avg_exposure": 0.8400000000000001, "max_exposure": 1.0, "monthly_gain_pct": { "2026-02-28 00:00:00+00:00": 0.0 } }, "selection_score": 285.6983727635522 }, { "name": "ridge_a100_H20_c12_p70_cap1", "variant": { "name": "ridge_a100_H20_c12_p70_cap1", "threshold": 0.03206556007154939, "pred_percentile": 70, "horizon": 20, "cost_bps": 12, "cap": 1, "delay_bars": 1 }, "model_diag": { "alpha": 100.0, "ykey": "y_H20_c12", "n_train": 12794, "target_mean": 0.014520496257193136 }, "val": { "label": "Validation ridge_a100_H20_c12_p70_cap1", "variant": "ridge_a100_H20_c12_p70_cap1", "gain_pct": 1086.1987815028795, "max_drawdown_pct": -21.242526275681694, "capital_score": 1054.334992089357, "stability_score": 1032.3410623214932, "n_trades": 78, "skipped_by_capacity": 1893, "avg_trade_ret_pct": 3.437560726852419, "median_trade_ret_pct": 3.4161849483114826, "positive_month_rate": 0.7647058823529411, "worst_month_pct": -24.93783266203377, "month_gain_concentration": 0.19283873932811027, "top_asset_trade_share": 0.5897435897435898, "long_counts": { "SOL": 23, "ETH": 8, "XRP": 46, "BTC": 1 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 78, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 63.406794305723935, "2024-10-31 00:00:00+00:00": 2.361691949256084, "2024-11-30 00:00:00+00:00": 96.82095412973575, "2024-12-31 00:00:00+00:00": 43.41576028194021, "2025-01-31 00:00:00+00:00": 19.659077231393553, "2025-02-28 00:00:00+00:00": 118.93424123205057, "2025-03-31 00:00:00+00:00": 189.6118371964556, "2025-04-30 00:00:00+00:00": 201.0633441304292, "2025-05-31 00:00:00+00:00": 35.03551087157973, "2025-07-31 00:00:00+00:00": -20.44036242773302, "2025-08-31 00:00:00+00:00": 17.857907644766897, "2025-10-31 00:00:00+00:00": -24.93783266203377, "2025-11-30 00:00:00+00:00": 90.2638042616677, "2026-01-31 00:00:00+00:00": -1.7477704164024317, "2026-02-28 00:00:00+00:00": 6.7713525118133475, "2026-03-31 00:00:00+00:00": 211.483503015613 } }, "test": { "label": "Test ridge_a100_H20_c12_p70_cap1", "variant": "ridge_a100_H20_c12_p70_cap1", "gain_pct": 240.25145198711328, "max_drawdown_pct": -16.38945729525062, "capital_score": 215.66726604423735, "stability_score": 215.66726604423735, "n_trades": 44, "skipped_by_capacity": 643, "avg_trade_ret_pct": 2.9739326862301505, "median_trade_ret_pct": 3.5301288417761514, "positive_month_rate": 0.9230769230769231, "worst_month_pct": -2.6577441400129374, "month_gain_concentration": 0.24657390589383818, "top_asset_trade_share": 0.4772727272727273, "long_counts": { "XRP": 21, "SOL": 15, "ETH": 5, "BTC": 1, "BNB": 2 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 44, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 5.938574724734124, "2025-02-28 00:00:00+00:00": 29.332834157163788, "2025-03-31 00:00:00+00:00": 45.89979879257339, "2025-04-30 00:00:00+00:00": 20.157542802750612, "2025-05-31 00:00:00+00:00": 7.627181607492503, "2025-07-31 00:00:00+00:00": 1.3059980400619793, "2025-08-31 00:00:00+00:00": -2.6577441400129374, "2025-10-31 00:00:00+00:00": 7.6369975957951794, "2025-11-30 00:00:00+00:00": 18.468025985313005, "2025-12-31 00:00:00+00:00": 5.364813544021445, "2026-01-31 00:00:00+00:00": 8.801765483513833, "2026-02-28 00:00:00+00:00": 58.80002094744481, "2026-03-31 00:00:00+00:00": 29.1345872778993 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": -1.306193438895022, "drawdown_pct": -1.3061934388950203, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 6.056857839653375, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 14.490253100805347, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 14.490253100805347, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 14.490253100805347, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 14:00:00+00:00", "gain_pct": 14.490253100805347, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 14.490253100805347, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 01:00:00+00:00", "gain_pct": 14.490253100805347, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 14.490253100805347, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 14.490253100805347, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 2.681749610570094, "drawdown_pct": -10.313981470403611, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 2.681749610570094, "drawdown_pct": -10.313981470403611, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 2.681749610570094, "drawdown_pct": -10.313981470403611, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-23 14:00:00+00:00", "gain_pct": -4.274078038375492, "drawdown_pct": -16.38945729525062, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-27 14:00:00+00:00", "gain_pct": 0.5117379685713388, "drawdown_pct": -12.209349489276022, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 5.938574724734124, "drawdown_pct": -7.469350573049849, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 10.111644779832062, "drawdown_pct": -3.824437628867894, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 10.111644779832062, "drawdown_pct": -3.824437628867894, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 00:00:00+00:00", "gain_pct": 10.111644779832062, "drawdown_pct": -3.824437628867894, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 10.111644779832062, "drawdown_pct": -3.824437628867894, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 10.111644779832062, "drawdown_pct": -3.824437628867894, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 10.111644779832062, "drawdown_pct": -3.824437628867894, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 10.111644779832062, "drawdown_pct": -3.824437628867894, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 10.111644779832062, "drawdown_pct": -3.824437628867894, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 10.111644779832062, "drawdown_pct": -3.824437628867894, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 10:00:00+00:00", "gain_pct": 10.111644779832062, "drawdown_pct": -3.824437628867894, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 1.6055916223126445, "drawdown_pct": -11.253937457145923, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 1.6055916223126445, "drawdown_pct": -11.253937457145923, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 19:00:00+00:00", "gain_pct": 1.6055916223126445, "drawdown_pct": -11.253937457145923, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 1.6055916223126445, "drawdown_pct": -11.253937457145923, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": 1.6055916223126445, "drawdown_pct": -11.253937457145923, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 1.6055916223126445, "drawdown_pct": -11.253937457145923, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 10.170101990584797, "drawdown_pct": -3.7733789499240444, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 11.136464845423149, "drawdown_pct": -2.929322072883611, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-10 03:00:00+00:00", "gain_pct": 11.136464845423149, "drawdown_pct": -2.929322072883611, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-18 16:00:00+00:00", "gain_pct": 14.957141085626546, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 21.247706922207612, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 21.247706922207612, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 21.247706922207612, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 21.247706922207612, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 21.247706922207612, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 21.247706922207612, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 21.247706922207612, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-26 17:00:00+00:00", "gain_pct": 30.144243379378736, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 30.144243379378736, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-28 03:00:00+00:00", "gain_pct": 35.27140888189791, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 35.27140888189791, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 55.588654614590155, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 16:00:00+00:00", "gain_pct": 55.588654614590155, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 55.588654614590155, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 55.588654614590155, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-03 06:00:00+00:00", "gain_pct": 55.588654614590155, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 55.588654614590155, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 64.82205590969696, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 64.82205590969696, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 05:00:00+00:00", "gain_pct": 64.82205590969696, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 64.82205590969696, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 64.82205590969696, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 64.82205590969696, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 64.82205590969696, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 64.82205590969696, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 14:00:00+00:00", "gain_pct": 78.21851953474771, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 78.21851953474771, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 78.21851953474771, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 78.21851953474771, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-09 16:00:00+00:00", "gain_pct": 68.30706247884461, "drawdown_pct": -5.561406907529964, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 68.30706247884461, "drawdown_pct": -5.561406907529964, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 73.68421902471397, "drawdown_pct": -2.544236436185676, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 73.68421902471397, "drawdown_pct": -2.544236436185676, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 73.68421902471397, "drawdown_pct": -2.544236436185676, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 73.68421902471397, "drawdown_pct": -2.544236436185676, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 78.319496220069, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 78.319496220069, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 81.1712076744713, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 81.1712076744713, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 06:00:00+00:00", "gain_pct": 88.54267936758558, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 88.54267936758558, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 88.54267936758558, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 88.54267936758558, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 14:00:00+00:00", "gain_pct": 88.54267936758558, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 88.54267936758558, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 101.03238204709263, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-09 01:00:00+00:00", "gain_pct": 101.03238204709263, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-10 15:00:00+00:00", "gain_pct": 101.32875047722192, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 108.95593208471442, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 104.04832576774086, "drawdown_pct": -2.3486322058489995, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 110.2619301247764, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 110.2619301247764, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-08-14 12:00:00+00:00", "gain_pct": 107.60418598476346, "drawdown_pct": -1.2640158579519056, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-10 22:00:00+00:00", "gain_pct": 108.34989324174046, "drawdown_pct": -0.9093595221452033, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-11 00:00:00+00:00", "gain_pct": 108.34989324174046, "drawdown_pct": -0.9093595221452033, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-11 05:00:00+00:00", "gain_pct": 108.34989324174046, "drawdown_pct": -0.9093595221452033, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 101.63779344129037, "drawdown_pct": -4.101615864730334, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 101.63779344129037, "drawdown_pct": -4.101615864730334, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 111.285335807797, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 106.34912172950442, "drawdown_pct": -2.3362785966286714, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 106.34912172950442, "drawdown_pct": -2.3362785966286714, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-19 09:00:00+00:00", "gain_pct": 115.24118358055864, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-04 19:00:00+00:00", "gain_pct": 123.03815236879097, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 123.03815236879097, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-04 21:00:00+00:00", "gain_pct": 123.03815236879097, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 133.70920956587165, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 133.70920956587165, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 133.70920956587165, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 133.70920956587165, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 139.0740231098931, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 147.87578859340692, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 155.90855840305647, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 149.6780493134646, "drawdown_pct": -2.4346622592351097, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 149.6780493134646, "drawdown_pct": -2.4346622592351097, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 149.6780493134646, "drawdown_pct": -2.4346622592351097, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 149.6780493134646, "drawdown_pct": -2.4346622592351097, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 149.6780493134646, "drawdown_pct": -2.4346622592351097, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 149.6780493134646, "drawdown_pct": -2.4346622592351097, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 149.6780493134646, "drawdown_pct": -2.4346622592351097, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 05:00:00+00:00", "gain_pct": 149.6780493134646, "drawdown_pct": -2.4346622592351097, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 149.6780493134646, "drawdown_pct": -2.4346622592351097, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 16:00:00+00:00", "gain_pct": 205.96642150503084, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-28 06:00:00+00:00", "gain_pct": 206.67580954085173, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-28 07:00:00+00:00", "gain_pct": 206.67580954085173, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 235.81039681875103, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a100_H20_c12_p70_cap1", "variant": "ridge_a100_H20_c12_p70_cap1", "gain_pct": 36.97205775940381, "max_drawdown_pct": -2.4185184697359086, "capital_score": 33.344280054799945, "stability_score": 21.67787598670045, "n_trades": 5, "skipped_by_capacity": 52, "avg_trade_ret_pct": 6.837824167325265, "median_trade_ret_pct": 3.2406431685935244, "positive_month_rate": 0.6666666666666666, "worst_month_pct": 0.0, "month_gain_concentration": 0.6666561627239799, "top_asset_trade_share": 0.8, "long_counts": { "XRP": 4, "ETH": 1 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 5, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 23.45580438384846, "2026-03-31 00:00:00+00:00": 11.72845655211475 } }, "selection_score": 930.6373081595852 }, { "name": "ridge_a100_H20_c12_p70_cap2", "variant": { "name": "ridge_a100_H20_c12_p70_cap2", "threshold": 0.03206556007154939, "pred_percentile": 70, "horizon": 20, "cost_bps": 12, "cap": 2, "delay_bars": 1 }, "model_diag": { "alpha": 100.0, "ykey": "y_H20_c12", "n_train": 12794, "target_mean": 0.014520496257193136 }, "val": { "label": "Validation ridge_a100_H20_c12_p70_cap2", "variant": "ridge_a100_H20_c12_p70_cap2", "gain_pct": 1262.3855433647618, "max_drawdown_pct": -16.038331602416676, "capital_score": 1238.3280459611367, "stability_score": 1212.7997902326065, "n_trades": 147, "skipped_by_capacity": 1824, "avg_trade_ret_pct": 1.8470465925044866, "median_trade_ret_pct": 1.7189120805297653, "positive_month_rate": 0.7647058823529411, "worst_month_pct": -30.06907205506093, "month_gain_concentration": 0.2008382936797898, "top_asset_trade_share": 0.5986394557823129, "long_counts": { "SOL": 43, "XRP": 88, "ETH": 13, "BTC": 2, "BNB": 1 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 147, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.9461538461538461, "max_open_trades": 2, "avg_exposure": 0.9730769230769231, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 56.309708961094145, "2024-10-31 00:00:00+00:00": 2.3120567729754953, "2024-11-30 00:00:00+00:00": 115.34031499932627, "2024-12-31 00:00:00+00:00": 79.18184742511323, "2025-01-31 00:00:00+00:00": 23.717333882375385, "2025-02-28 00:00:00+00:00": 120.57762625920009, "2025-03-31 00:00:00+00:00": 218.6210404172151, "2025-04-30 00:00:00+00:00": 229.9289620087627, "2025-05-31 00:00:00+00:00": 40.09554177194775, "2025-07-31 00:00:00+00:00": -11.579748279255796, "2025-08-31 00:00:00+00:00": 20.584391320792065, "2025-10-31 00:00:00+00:00": -30.06907205506093, "2025-11-30 00:00:00+00:00": 104.74729169561112, "2026-01-31 00:00:00+00:00": -2.002922238469864, "2026-02-28 00:00:00+00:00": 8.200435486130118, "2026-03-31 00:00:00+00:00": 256.2410669719584 } }, "test": { "label": "Test ridge_a100_H20_c12_p70_cap2", "variant": "ridge_a100_H20_c12_p70_cap2", "gain_pct": 248.61197099661763, "max_drawdown_pct": -11.691284206757292, "capital_score": 231.0750446864817, "stability_score": 231.0750446864817, "n_trades": 81, "skipped_by_capacity": 606, "avg_trade_ret_pct": 1.5923172392810676, "median_trade_ret_pct": 1.6203215842967622, "positive_month_rate": 1.0, "worst_month_pct": 0.8815642782487032, "month_gain_concentration": 0.25734749386528655, "top_asset_trade_share": 0.48148148148148145, "long_counts": { "XRP": 39, "SOL": 27, "ETH": 10, "BTC": 2, "BNB": 3 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 81, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.8934426229508197, "max_open_trades": 2, "avg_exposure": 0.9467213114754098, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 0.9705156405194941, "2025-02-28 00:00:00+00:00": 25.777071661695487, "2025-03-31 00:00:00+00:00": 43.60806904998506, "2025-04-30 00:00:00+00:00": 34.389964550488855, "2025-05-31 00:00:00+00:00": 7.830090491494701, "2025-07-31 00:00:00+00:00": 1.406959165004423, "2025-08-31 00:00:00+00:00": 0.8815642782487032, "2025-10-31 00:00:00+00:00": 7.7354984462776315, "2025-11-30 00:00:00+00:00": 15.00443427004717, "2025-12-31 00:00:00+00:00": 5.4855231440361365, "2026-01-31 00:00:00+00:00": 9.031978905331243, "2026-02-28 00:00:00+00:00": 62.804869716944324, "2026-03-31 00:00:00+00:00": 29.12040581870758 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": -0.6530967194475039, "drawdown_pct": -0.653096719447499, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 4.464039111780295, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 8.61740811757359, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 8.61740811757359, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 8.61740811757359, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 14:00:00+00:00", "gain_pct": 8.61740811757359, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 8.61740811757359, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 01:00:00+00:00", "gain_pct": 8.61740811757359, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 8.61740811757359, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 8.61740811757359, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 4.121409383783146, "drawdown_pct": -4.139298489726184, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 4.121409383783146, "drawdown_pct": -4.139298489726184, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 4.121409383783146, "drawdown_pct": -4.139298489726184, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-23 14:00:00+00:00", "gain_pct": -4.081361763465409, "drawdown_pct": -11.691284206757292, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-27 14:00:00+00:00", "gain_pct": -1.6836363363810989, "drawdown_pct": -9.483787757855778, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 0.9705156405194941, "drawdown_pct": -7.0402089403354795, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 2.959201236687292, "drawdown_pct": -5.209300220791069, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 2.959201236687292, "drawdown_pct": -5.209300220791069, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 00:00:00+00:00", "gain_pct": 2.959201236687292, "drawdown_pct": -5.209300220791069, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 2.959201236687292, "drawdown_pct": -5.209300220791069, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 2.959201236687292, "drawdown_pct": -5.209300220791069, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 2.959201236687292, "drawdown_pct": -5.209300220791069, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 2.959201236687292, "drawdown_pct": -5.209300220791069, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 2.959201236687292, "drawdown_pct": -5.209300220791069, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 2.959201236687292, "drawdown_pct": -5.209300220791069, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 10:00:00+00:00", "gain_pct": 2.959201236687292, "drawdown_pct": -5.209300220791069, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": -1.0175645292138285, "drawdown_pct": -8.870560266323036, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": -0.18222606165953437, "drawdown_pct": -8.101495268334801, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 19:00:00+00:00", "gain_pct": -0.18222606165953437, "drawdown_pct": -8.101495268334801, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": -0.18222606165953437, "drawdown_pct": -8.101495268334801, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": -0.18222606165953437, "drawdown_pct": -8.101495268334801, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": -0.18222606165953437, "drawdown_pct": -8.101495268334801, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 4.983082703871048, "drawdown_pct": -3.3459879743848675, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 5.905966698897089, "drawdown_pct": -2.496323071658535, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-10 03:00:00+00:00", "gain_pct": 5.905966698897089, "drawdown_pct": -2.496323071658535, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-18 16:00:00+00:00", "gain_pct": 8.180167175676957, "drawdown_pct": -0.40255144131531306, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 13.15779455873188, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 13.15779455873188, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 13.15779455873188, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 13.15779455873188, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 13.15779455873188, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 13.15779455873188, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 13.15779455873188, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-26 17:00:00+00:00", "gain_pct": 21.61304144954906, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 21.61304144954906, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-28 03:00:00+00:00", "gain_pct": 26.74758730221498, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 26.74758730221498, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 46.49940887023587, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 16:00:00+00:00", "gain_pct": 46.49940887023587, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 46.49940887023587, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 46.49940887023587, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-03 06:00:00+00:00", "gain_pct": 46.49940887023587, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 46.49940887023587, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 55.32239557016351, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 55.32239557016351, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 05:00:00+00:00", "gain_pct": 55.32239557016351, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 55.32239557016351, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 55.32239557016351, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 55.32239557016351, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 55.32239557016351, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 55.32239557016351, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 14:00:00+00:00", "gain_pct": 68.2032640433981, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 68.2032640433981, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 68.2032640433981, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 68.2032640433981, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-09 16:00:00+00:00", "gain_pct": 58.97885610481441, "drawdown_pct": -5.4840837905521855, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 58.97885610481441, "drawdown_pct": -5.4840837905521855, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 63.27703105136109, "drawdown_pct": -2.9287380480119474, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 63.27703105136109, "drawdown_pct": -2.9287380480119474, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 63.27703105136109, "drawdown_pct": -2.9287380480119474, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 63.27703105136109, "drawdown_pct": -2.9287380480119474, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 67.66363504674155, "drawdown_pct": -0.32081957489084045, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 67.66363504674155, "drawdown_pct": -0.32081957489084045, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 70.35565635220004, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 70.35565635220004, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 06:00:00+00:00", "gain_pct": 77.35757231761949, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 77.35757231761949, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 77.35757231761949, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 77.35757231761949, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 14:00:00+00:00", "gain_pct": 77.35757231761949, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 77.35757231761949, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 89.30090522476695, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-04-09 01:00:00+00:00", "gain_pct": 89.30090522476695, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-10 15:00:00+00:00", "gain_pct": 104.7456209026889, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 112.5757113941836, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 107.6124043543858, "drawdown_pct": -2.3348420227531252, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 113.98267055918802, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 113.98267055918802, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-08-14 12:00:00+00:00", "gain_pct": 114.86423483743673, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-10 22:00:00+00:00", "gain_pct": 115.63671300237073, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-11 00:00:00+00:00", "gain_pct": 115.63671300237073, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-11 05:00:00+00:00", "gain_pct": 115.63671300237073, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 108.74581360757253, "drawdown_pct": -3.1956058404221888, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 108.74581360757253, "drawdown_pct": -3.1956058404221888, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 118.85291243846521, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 113.76976224854599, "drawdown_pct": -2.3226331024260194, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 113.76976224854599, "drawdown_pct": -2.3226331024260194, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-19 09:00:00+00:00", "gain_pct": 122.59973328371436, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-11-04 19:00:00+00:00", "gain_pct": 126.63149696343874, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 126.63149696343874, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-04 21:00:00+00:00", "gain_pct": 126.63149696343874, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 137.60416755376153, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 137.60416755376153, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 137.60416755376153, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 137.60416755376153, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 143.08969069779766, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 152.1216696031289, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 160.3582263486365, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 154.05796523035616, "drawdown_pct": -2.4198433084437587, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 154.05796523035616, "drawdown_pct": -2.4198433084437587, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 154.05796523035616, "drawdown_pct": -2.4198433084437587, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 154.05796523035616, "drawdown_pct": -2.4198433084437587, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 154.05796523035616, "drawdown_pct": -2.4198433084437587, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 154.05796523035616, "drawdown_pct": -2.4198433084437587, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 154.05796523035616, "drawdown_pct": -2.4198433084437587, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 05:00:00+00:00", "gain_pct": 154.05796523035616, "drawdown_pct": -2.4198433084437587, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 154.05796523035616, "drawdown_pct": -2.4198433084437587, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 16:00:00+00:00", "gain_pct": 214.5618809471518, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2026-02-28 06:00:00+00:00", "gain_pct": 214.92653932007323, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2026-02-28 07:00:00+00:00", "gain_pct": 214.92653932007323, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 244.0469451387808, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a100_H20_c12_p70_cap2", "variant": "ridge_a100_H20_c12_p70_cap2", "gain_pct": 33.771982232344925, "max_drawdown_pct": -2.4038953907647764, "capital_score": 30.16613914619776, "stability_score": 22.31283764476143, "n_trades": 9, "skipped_by_capacity": 48, "avg_trade_ret_pct": 3.382802796361727, "median_trade_ret_pct": 1.6203215842967622, "positive_month_rate": 0.6666666666666666, "worst_month_pct": 0.0, "month_gain_concentration": 0.8074653933907866, "top_asset_trade_share": 0.5555555555555556, "long_counts": { "XRP": 5, "ETH": 3, "SOL": 1 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 9, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.9230769230769231, "max_open_trades": 2, "avg_exposure": 0.9615384615384616, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 24.876922833021837, "2026-03-31 00:00:00+00:00": 5.9317322952880716 } }, "selection_score": 1223.3280459611367 }, { "name": "ridge_a100_H20_c12_p70_cap3", "variant": { "name": "ridge_a100_H20_c12_p70_cap3", "threshold": 0.03206556007154939, "pred_percentile": 70, "horizon": 20, "cost_bps": 12, "cap": 3, "delay_bars": 1 }, "model_diag": { "alpha": 100.0, "ykey": "y_H20_c12", "n_train": 12794, "target_mean": 0.014520496257193136 }, "val": { "label": "Validation ridge_a100_H20_c12_p70_cap3", "variant": "ridge_a100_H20_c12_p70_cap3", "gain_pct": 1181.527415583594, "max_drawdown_pct": -15.925985308244417, "capital_score": 1157.6384376212272, "stability_score": 1133.245135056296, "n_trades": 213, "skipped_by_capacity": 1758, "avg_trade_ret_pct": 1.2285797318120688, "median_trade_ret_pct": 1.1489154096842362, "positive_month_rate": 0.7647058823529411, "worst_month_pct": -28.724288480424093, "month_gain_concentration": 0.20553718555326292, "top_asset_trade_share": 0.6056338028169014, "long_counts": { "SOL": 61, "XRP": 129, "ETH": 18, "BTC": 3, "BNB": 2 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 213, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.8653846153846154, "max_open_trades": 3, "avg_exposure": 0.9551282051282052, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 46.748646605131256, "2024-10-31 00:00:00+00:00": 2.1696955547033383, "2024-11-30 00:00:00+00:00": 117.19565993952409, "2024-12-31 00:00:00+00:00": 72.99745486042542, "2025-01-31 00:00:00+00:00": 17.73059785602669, "2025-02-28 00:00:00+00:00": 107.26176941941509, "2025-03-31 00:00:00+00:00": 213.37505011726688, "2025-04-30 00:00:00+00:00": 220.37471621452835, "2025-05-31 00:00:00+00:00": 25.282465614003172, "2025-07-31 00:00:00+00:00": -7.227023573090605, "2025-08-31 00:00:00+00:00": 19.380694253605157, "2025-10-31 00:00:00+00:00": -28.724288480424093, "2025-11-30 00:00:00+00:00": 98.84884288148328, "2026-01-31 00:00:00+00:00": -1.8821405382021794, "2026-02-28 00:00:00+00:00": 7.844705437704761, "2026-03-31 00:00:00+00:00": 245.57224045772057 } }, "test": { "label": "Test ridge_a100_H20_c12_p70_cap3", "variant": "ridge_a100_H20_c12_p70_cap3", "gain_pct": 217.85218067477786, "max_drawdown_pct": -7.261910472759759, "capital_score": 206.9593149656382, "stability_score": 206.9593149656382, "n_trades": 114, "skipped_by_capacity": 573, "avg_trade_ret_pct": 1.037522560065805, "median_trade_ret_pct": 1.0802143895311749, "positive_month_rate": 0.9230769230769231, "worst_month_pct": -0.2882034699221663, "month_gain_concentration": 0.2551914186940759, "top_asset_trade_share": 0.4649122807017544, "long_counts": { "XRP": 53, "SOL": 39, "ETH": 15, "BTC": 3, "BNB": 4 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 114, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.7295081967213113, "max_open_trades": 3, "avg_exposure": 0.9098360655737705, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 1.8220990882151682, "2025-02-28 00:00:00+00:00": 19.666150536968473, "2025-03-31 00:00:00+00:00": 31.187558917965276, "2025-04-30 00:00:00+00:00": 35.931331448814745, "2025-05-31 00:00:00+00:00": 7.408578042553302, "2025-07-31 00:00:00+00:00": 0.8800389705849341, "2025-08-31 00:00:00+00:00": -0.2882034699221663, "2025-10-31 00:00:00+00:00": 7.301649624541767, "2025-11-30 00:00:00+00:00": 12.494110567278994, "2025-12-31 00:00:00+00:00": 4.409120599203703, "2026-01-31 00:00:00+00:00": 8.229618435203491, "2026-02-28 00:00:00+00:00": 54.111890422694586, "2026-03-31 00:00:00+00:00": 28.60217168398384 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": -0.43539781296500735, "drawdown_pct": -0.43539781296501046, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 3.3470140302870846, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 6.086318953233686, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 6.086318953233686, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 6.086318953233686, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-19 14:00:00+00:00", "gain_pct": 6.086318953233686, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 6.086318953233686, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 01:00:00+00:00", "gain_pct": 6.086318953233686, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 6.086318953233686, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 6.086318953233686, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 3.1718779963584893, "drawdown_pct": -2.747235445279217, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 5.780987318485586, "drawdown_pct": -0.2878143362507468, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 5.780987318485586, "drawdown_pct": -0.2878143362507468, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-23 14:00:00+00:00", "gain_pct": -1.6175745529965155, "drawdown_pct": -7.261910472759759, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-27 14:00:00+00:00", "gain_pct": 0.021968066383266205, "drawdown_pct": -5.7164306827573, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 1.8220990882151682, "drawdown_pct": -4.0195756692230304, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 3.159071177171171, "drawdown_pct": -2.759307519523735, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 3.159071177171171, "drawdown_pct": -2.759307519523735, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 00:00:00+00:00", "gain_pct": 3.159071177171171, "drawdown_pct": -2.759307519523735, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 3.159071177171171, "drawdown_pct": -2.759307519523735, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 3.159071177171171, "drawdown_pct": -2.759307519523735, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 3.159071177171171, "drawdown_pct": -2.759307519523735, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 3.159071177171171, "drawdown_pct": -2.759307519523735, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 3.159071177171171, "drawdown_pct": -2.759307519523735, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 3.159071177171171, "drawdown_pct": -2.759307519523735, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 10:00:00+00:00", "gain_pct": 3.159071177171171, "drawdown_pct": -2.759307519523735, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 0.5027473921380761, "drawdown_pct": -5.2632343323713915, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": -0.5686466740445155, "drawdown_pct": -6.273161038052355, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 19:00:00+00:00", "gain_pct": -0.5686466740445155, "drawdown_pct": -6.273161038052355, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": -0.5686466740445155, "drawdown_pct": -6.273161038052355, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": -0.5686466740445155, "drawdown_pct": -6.273161038052355, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": -0.5686466740445155, "drawdown_pct": -6.273161038052355, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 3.4847202473810484, "drawdown_pct": -2.4523413872051703, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 3.1567892285491297, "drawdown_pct": -2.761458549594875, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-10 03:00:00+00:00", "gain_pct": 3.1567892285491297, "drawdown_pct": -2.761458549594875, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-18 16:00:00+00:00", "gain_pct": 5.830926604897854, "drawdown_pct": -0.2407401358213046, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 9.065599902395462, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 9.065599902395462, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 9.065599902395462, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 9.065599902395462, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 9.065599902395462, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 9.065599902395462, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 9.065599902395462, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-26 17:00:00+00:00", "gain_pct": 16.458622788169137, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 16.458622788169137, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-28 03:00:00+00:00", "gain_pct": 21.48824962518364, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 21.48824962518364, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 32.848258550549986, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 16:00:00+00:00", "gain_pct": 32.848258550549986, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 32.848258550549986, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 32.848258550549986, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-03 06:00:00+00:00", "gain_pct": 32.848258550549986, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 32.848258550549986, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 40.889116514509425, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 40.889116514509425, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 05:00:00+00:00", "gain_pct": 40.889116514509425, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 40.889116514509425, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 40.889116514509425, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 40.889116514509425, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 40.889116514509425, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 40.889116514509425, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 14:00:00+00:00", "gain_pct": 52.65339805953383, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 52.65339805953383, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 52.65339805953383, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 52.65339805953383, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-09 16:00:00+00:00", "gain_pct": 44.32013074006906, "drawdown_pct": -5.458946492769745, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 44.32013074006906, "drawdown_pct": -5.458946492769745, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 46.32016808738848, "drawdown_pct": -4.148764490440904, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 46.32016808738848, "drawdown_pct": -4.148764490440904, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 46.32016808738848, "drawdown_pct": -4.148764490440904, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 46.32016808738848, "drawdown_pct": -4.148764490440904, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 50.25999635001705, "drawdown_pct": -1.5678666442678013, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 50.25999635001705, "drawdown_pct": -1.5678666442678013, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 52.67580854314892, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 52.67580854314892, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 06:00:00+00:00", "gain_pct": 58.97249561934686, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 58.97249561934686, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 58.97249561934686, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 58.97249561934686, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 14:00:00+00:00", "gain_pct": 58.97249561934686, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 58.97249561934686, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 69.73761470893257, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-04-09 01:00:00+00:00", "gain_pct": 69.73761470893257, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-10 15:00:00+00:00", "gain_pct": 88.60713999196366, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 96.01571803451696, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 92.95860625806648, "drawdown_pct": -1.5596258336345037, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 96.8957570051019, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 96.8957570051019, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-08-14 12:00:00+00:00", "gain_pct": 96.60755353517973, "drawdown_pct": -0.14637363156316807, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-10-10 22:00:00+00:00", "gain_pct": 97.0786405364872, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-11 00:00:00+00:00", "gain_pct": 97.0786405364872, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-11 05:00:00+00:00", "gain_pct": 97.0786405364872, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 90.79758461202627, "drawdown_pct": -3.1870810085571133, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 90.79758461202627, "drawdown_pct": -3.1870810085571133, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 100.07283461374996, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 95.4348825443665, "drawdown_pct": -2.3181318335081524, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 95.4348825443665, "drawdown_pct": -2.3181318335081524, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-19 09:00:00+00:00", "gain_pct": 103.9092031597215, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-11-04 19:00:00+00:00", "gain_pct": 106.37136160329007, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 106.37136160329007, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-04 21:00:00+00:00", "gain_pct": 106.37136160329007, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 116.4033137270005, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 116.4033137270005, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 116.4033137270005, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 116.4033137270005, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 120.8124343262042, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 129.0420527614077, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 136.54495531410245, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 127.65774211622366, "drawdown_pct": -3.75709267867399, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 127.65774211622366, "drawdown_pct": -3.75709267867399, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 127.65774211622366, "drawdown_pct": -3.75709267867399, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 127.65774211622366, "drawdown_pct": -3.75709267867399, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 127.65774211622366, "drawdown_pct": -3.75709267867399, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 127.65774211622366, "drawdown_pct": -3.75709267867399, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 127.65774211622366, "drawdown_pct": -3.75709267867399, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 05:00:00+00:00", "gain_pct": 127.65774211622366, "drawdown_pct": -3.75709267867399, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 127.65774211622366, "drawdown_pct": -3.75709267867399, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 16:00:00+00:00", "gain_pct": 182.9352798620962, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2026-02-28 06:00:00+00:00", "gain_pct": 183.15394318410227, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2026-02-28 07:00:00+00:00", "gain_pct": 183.15394318410227, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 211.75611486808612, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a100_H20_c12_p70_cap3", "variant": "ridge_a100_H20_c12_p70_cap3", "gain_pct": 32.80396685938376, "max_drawdown_pct": -1.6058465002812161, "capital_score": 30.395197108961938, "stability_score": 20.198774793951547, "n_trades": 12, "skipped_by_capacity": 45, "avg_trade_ret_pct": 2.43882026734607, "median_trade_ret_pct": 1.0713100636683546, "positive_month_rate": 0.6666666666666666, "worst_month_pct": 0.0, "month_gain_concentration": 0.8678568926004157, "top_asset_trade_share": 0.5833333333333334, "long_counts": { "XRP": 7, "ETH": 3, "BTC": 1, "SOL": 1 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 12, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.6923076923076925, "max_open_trades": 3, "avg_exposure": 0.8974358974358974, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 26.258683880551857, "2026-03-31 00:00:00+00:00": 3.9982445421415065 } }, "selection_score": 1142.6384376212272 }, { "name": "ridge_a100_H20_c12_p70_cap5", "variant": { "name": "ridge_a100_H20_c12_p70_cap5", "threshold": 0.03206556007154939, "pred_percentile": 70, "horizon": 20, "cost_bps": 12, "cap": 5, "delay_bars": 1 }, "model_diag": { "alpha": 100.0, "ykey": "y_H20_c12", "n_train": 12794, "target_mean": 0.014520496257193136 }, "val": { "label": "Validation ridge_a100_H20_c12_p70_cap5", "variant": "ridge_a100_H20_c12_p70_cap5", "gain_pct": 917.6578995326371, "max_drawdown_pct": -15.837703670770754, "capital_score": 893.901344026481, "stability_score": 875.6535499936105, "n_trades": 337, "skipped_by_capacity": 1634, "avg_trade_ret_pct": 0.6990394188042178, "median_trade_ret_pct": 0.6875648322119061, "positive_month_rate": 0.7058823529411765, "worst_month_pct": -23.388743587766612, "month_gain_concentration": 0.2129491060460766, "top_asset_trade_share": 0.5786350148367952, "long_counts": { "SOL": 103, "XRP": 195, "ETH": 23, "BNB": 7, "BTC": 9 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 337, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.6038461538461535, "max_open_trades": 5, "avg_exposure": 0.9207692307692307, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 35.46437648287491, "2024-10-31 00:00:00+00:00": 1.0507297226700416, "2024-11-30 00:00:00+00:00": 85.55050268082923, "2024-12-31 00:00:00+00:00": 65.2899809826475, "2025-01-31 00:00:00+00:00": 11.455990061225464, "2025-02-28 00:00:00+00:00": 80.25432654588951, "2025-03-31 00:00:00+00:00": 173.96164431608577, "2025-04-30 00:00:00+00:00": 174.4571267219319, "2025-05-31 00:00:00+00:00": 12.256919256082597, "2025-07-31 00:00:00+00:00": -3.4747618763614128, "2025-08-31 00:00:00+00:00": 15.601420489433622, "2025-10-31 00:00:00+00:00": -23.388743587766612, "2025-11-30 00:00:00+00:00": 80.22309314210418, "2026-01-31 00:00:00+00:00": -1.5137063586735167, "2026-02-28 00:00:00+00:00": -6.695429901464308, "2026-03-31 00:00:00+00:00": 199.01908104181348 } }, "test": { "label": "Test ridge_a100_H20_c12_p70_cap5", "variant": "ridge_a100_H20_c12_p70_cap5", "gain_pct": 184.1208113672983, "max_drawdown_pct": -5.0764337617667525, "capital_score": 176.50616072464817, "stability_score": 176.50616072464817, "n_trades": 169, "skipped_by_capacity": 518, "avg_trade_ret_pct": 0.626376964087002, "median_trade_ret_pct": 0.6389698051494714, "positive_month_rate": 1.0, "worst_month_pct": 0.4888584749332665, "month_gain_concentration": 0.29223219211998674, "top_asset_trade_share": 0.4437869822485207, "long_counts": { "XRP": 75, "SOL": 57, "ETH": 25, "BNB": 7, "BTC": 5 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 169, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.237704918032787, "max_open_trades": 5, "avg_exposure": 0.8475409836065573, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 3.5242702976004665, "2025-02-28 00:00:00+00:00": 13.70570621225994, "2025-03-31 00:00:00+00:00": 18.249737709904494, "2025-04-30 00:00:00+00:00": 35.51548959017239, "2025-05-31 00:00:00+00:00": 8.023366233821946, "2025-07-31 00:00:00+00:00": 0.4888584749332665, "2025-08-31 00:00:00+00:00": 1.3051402027646475, "2025-10-31 00:00:00+00:00": 6.883355765783705, "2025-11-30 00:00:00+00:00": 10.921752350512634, "2025-12-31 00:00:00+00:00": 4.005311986935595, "2026-01-31 00:00:00+00:00": 7.200638280048679, "2026-02-28 00:00:00+00:00": 51.8090404451348, "2026-03-31 00:00:00+00:00": 15.654578147763232 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": -0.26123868777901293, "drawdown_pct": -0.2612386877790085, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 2.0037495458466594, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 3.6259698445854127, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 3.6259698445854127, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 3.6259698445854127, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-01-19 14:00:00+00:00", "gain_pct": 3.6259698445854127, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 3.6259698445854127, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 01:00:00+00:00", "gain_pct": 3.6259698445854127, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 3.6259698445854127, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 3.6259698445854127, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 1.9239767460909576, "drawdown_pct": -1.6424387641891691, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 3.4705074657462376, "drawdown_pct": -0.15002260444204607, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 3.4705074657462376, "drawdown_pct": -0.15002260444204607, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-23 14:00:00+00:00", "gain_pct": 1.4043729238335487, "drawdown_pct": -2.1438611615251846, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-27 14:00:00+00:00", "gain_pct": 2.4183149390545537, "drawdown_pct": -1.1653979280889293, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 3.5242702976004665, "drawdown_pct": -0.09814098448243103, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 4.339863736491452, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 4.339863736491452, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 00:00:00+00:00", "gain_pct": 4.339863736491452, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 4.339863736491452, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 4.339863736491452, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 4.339863736491452, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 4.339863736491452, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 4.339863736491452, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 4.339863736491452, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 10:00:00+00:00", "gain_pct": 4.339863736491452, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 2.727826373566714, "drawdown_pct": -1.5449870310315084, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 1.4223563938498387, "drawdown_pct": -2.7961578999276093, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 19:00:00+00:00", "gain_pct": 1.4223563938498387, "drawdown_pct": -2.7961578999276093, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 1.4223563938498387, "drawdown_pct": -2.7961578999276093, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": 1.4223563938498387, "drawdown_pct": -2.7961578999276093, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 1.4223563938498387, "drawdown_pct": -2.7961578999276093, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 4.077576434832579, "drawdown_pct": -0.2513778456921023, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 3.321542988616315, "drawdown_pct": -0.9759651885753784, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-10 03:00:00+00:00", "gain_pct": 3.321542988616315, "drawdown_pct": -0.9759651885753784, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-18 16:00:00+00:00", "gain_pct": 5.443332625096318, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 7.3714417129843355, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 7.3714417129843355, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 7.3714417129843355, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 7.3714417129843355, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 7.3714417129843355, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 7.3714417129843355, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 7.3714417129843355, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-26 17:00:00+00:00", "gain_pct": 14.001682073527618, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 14.001682073527618, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-28 03:00:00+00:00", "gain_pct": 17.229976509860407, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 17.229976509860407, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 23.145942551547293, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-02 16:00:00+00:00", "gain_pct": 23.145942551547293, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 23.145942551547293, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 23.145942551547293, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-03 06:00:00+00:00", "gain_pct": 23.145942551547293, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 23.145942551547293, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 25.06392248642652, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 25.06392248642652, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 05:00:00+00:00", "gain_pct": 25.06392248642652, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 25.06392248642652, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 25.06392248642652, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 25.06392248642652, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 25.06392248642652, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 25.06392248642652, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-07 14:00:00+00:00", "gain_pct": 34.29239642993224, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 34.29239642993224, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 34.29239642993224, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 34.29239642993224, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-09 16:00:00+00:00", "gain_pct": 27.475131878077505, "drawdown_pct": -5.0764337617667525, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 27.475131878077505, "drawdown_pct": -5.0764337617667525, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 28.534959671753427, "drawdown_pct": -4.287239569205825, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 28.534959671753427, "drawdown_pct": -4.287239569205825, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 28.534959671753427, "drawdown_pct": -4.287239569205825, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 28.534959671753427, "drawdown_pct": -4.287239569205825, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 31.930916361425034, "drawdown_pct": -1.7584614850024827, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 31.930916361425034, "drawdown_pct": -1.7584614850024827, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 35.4797142197649, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 35.4797142197649, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-04-07 06:00:00+00:00", "gain_pct": 39.796036311135026, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 39.796036311135026, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 39.796036311135026, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 39.796036311135026, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 14:00:00+00:00", "gain_pct": 39.796036311135026, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 39.796036311135026, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 50.523479423056955, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-04-09 01:00:00+00:00", "gain_pct": 50.523479423056955, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-10 15:00:00+00:00", "gain_pct": 70.9952038099373, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 79.01857004375924, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 77.34072484573358, "drawdown_pct": -0.9372464530442493, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 79.5074285186925, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 79.5074285186925, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-08-14 12:00:00+00:00", "gain_pct": 80.81256872145715, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-10-10 22:00:00+00:00", "gain_pct": 81.07245110418782, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-11 00:00:00+00:00", "gain_pct": 81.07245110418782, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-11 05:00:00+00:00", "gain_pct": 81.07245110418782, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 75.31379513820517, "drawdown_pct": -3.1803048618749608, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 75.31379513820517, "drawdown_pct": -3.1803048618749608, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 83.8639190374067, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 79.60830114376762, "drawdown_pct": -2.3145475827551, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 79.60830114376762, "drawdown_pct": -2.3145475827551, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-19 09:00:00+00:00", "gain_pct": 87.69592448724086, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-11-04 19:00:00+00:00", "gain_pct": 89.05575650503658, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 89.05575650503658, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-04 21:00:00+00:00", "gain_pct": 89.05575650503658, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 98.61767683775349, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 98.61767683775349, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 98.61767683775349, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 98.61767683775349, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 102.62298882468909, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 109.82362710473777, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 116.71197602513274, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 109.76099819159222, "drawdown_pct": -3.2074728683819442, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 109.76099819159222, "drawdown_pct": -3.2074728683819442, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 109.76099819159222, "drawdown_pct": -3.2074728683819442, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 109.76099819159222, "drawdown_pct": -3.2074728683819442, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 109.76099819159222, "drawdown_pct": -3.2074728683819442, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 109.76099819159222, "drawdown_pct": -3.2074728683819442, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 109.76099819159222, "drawdown_pct": -3.2074728683819442, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 05:00:00+00:00", "gain_pct": 109.76099819159222, "drawdown_pct": -3.2074728683819442, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 109.76099819159222, "drawdown_pct": -3.2074728683819442, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 16:00:00+00:00", "gain_pct": 161.51140387640925, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2026-02-28 06:00:00+00:00", "gain_pct": 161.63266754987256, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2026-02-28 07:00:00+00:00", "gain_pct": 161.63266754987256, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 177.2872456976358, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a100_H20_c12_p70_cap5", "variant": "ridge_a100_H20_c12_p70_cap5", "gain_pct": 27.567565255004524, "max_drawdown_pct": -0.9650676952589698, "capital_score": 26.119963712116068, "stability_score": 15.578515282837673, "n_trades": 16, "skipped_by_capacity": 41, "avg_trade_ret_pct": 1.5497135985028876, "median_trade_ret_pct": 0.6427860382010128, "positive_month_rate": 0.6666666666666666, "worst_month_pct": 0.0, "month_gain_concentration": 0.9066579371711359, "top_asset_trade_share": 0.5625, "long_counts": { "XRP": 9, "ETH": 4, "BTC": 1, "SOL": 2 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 16, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.076923076923077, "max_open_trades": 5, "avg_exposure": 0.8153846153846154, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 22.632402339539354, "2026-03-31 00:00:00+00:00": 2.3300464646422228 } }, "selection_score": 878.901344026481 }, { "name": "ridge_a100_H20_c12_p80_cap1", "variant": { "name": "ridge_a100_H20_c12_p80_cap1", "threshold": 0.052308250132774944, "pred_percentile": 80, "horizon": 20, "cost_bps": 12, "cap": 1, "delay_bars": 1 }, "model_diag": { "alpha": 100.0, "ykey": "y_H20_c12", "n_train": 12794, "target_mean": 0.014520496257193136 }, "val": { "label": "Validation ridge_a100_H20_c12_p80_cap1", "variant": "ridge_a100_H20_c12_p80_cap1", "gain_pct": 895.3860352871473, "max_drawdown_pct": -16.38945729525062, "capital_score": 870.8018493442713, "stability_score": 858.236825542421, "n_trades": 65, "skipped_by_capacity": 1249, "avg_trade_ret_pct": 3.787689224831926, "median_trade_ret_pct": 3.4467462290527084, "positive_month_rate": 0.875, "worst_month_pct": -16.603485340311863, "month_gain_concentration": 0.20137902494300083, "top_asset_trade_share": 0.6153846153846154, "long_counts": { "SOL": 19, "ETH": 5, "XRP": 40, "BTC": 1 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 65, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 26.186490872389044, "2024-10-31 00:00:00+00:00": 4.050398151531283, "2024-11-30 00:00:00+00:00": 92.07350173665895, "2024-12-31 00:00:00+00:00": 69.46465417308221, "2025-01-31 00:00:00+00:00": 10.765427205369178, "2025-02-28 00:00:00+00:00": 90.14439727360849, "2025-03-31 00:00:00+00:00": 140.26534613935746, "2025-04-30 00:00:00+00:00": 107.93938297410705, "2025-05-31 00:00:00+00:00": 66.05316156050469, "2025-07-31 00:00:00+00:00": -16.603485340311863, "2025-10-31 00:00:00+00:00": 14.505785249005271, "2025-11-30 00:00:00+00:00": 33.72394858163091, "2026-01-31 00:00:00+00:00": 42.92559753155808, "2026-02-28 00:00:00+00:00": 5.682108121647161, "2026-03-31 00:00:00+00:00": 177.46412226847963 } }, "test": { "label": "Test ridge_a100_H20_c12_p80_cap1", "variant": "ridge_a100_H20_c12_p80_cap1", "gain_pct": 122.73632738438718, "max_drawdown_pct": -19.809203781979445, "capital_score": 93.02252171141802, "stability_score": 93.02252171141802, "n_trades": 35, "skipped_by_capacity": 400, "avg_trade_ret_pct": 2.4797810596186434, "median_trade_ret_pct": 3.0451631169511306, "positive_month_rate": 0.9166666666666666, "worst_month_pct": -4.274078038375492, "month_gain_concentration": 0.3258721028211439, "top_asset_trade_share": 0.4857142857142857, "long_counts": { "XRP": 17, "SOL": 13, "ETH": 4, "BNB": 1 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 35, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": -4.274078038375492, "2025-02-28 00:00:00+00:00": 20.696308329401404, "2025-03-31 00:00:00+00:00": 14.471906289429072, "2025-04-30 00:00:00+00:00": 19.980411038848217, "2025-05-31 00:00:00+00:00": 0.22242413072498834, "2025-07-31 00:00:00+00:00": 0.9443730407463988, "2025-10-31 00:00:00+00:00": 1.5857614277407777, "2025-11-30 00:00:00+00:00": 14.287031907140431, "2025-12-31 00:00:00+00:00": 3.854482431918484, "2026-01-31 00:00:00+00:00": 6.3238452087263965, "2026-02-28 00:00:00+00:00": 1.294878605975157, "2026-03-31 00:00:00+00:00": 40.44176744510793 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": -1.306193438895022, "drawdown_pct": -1.3061934388950203, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 6.056857839653375, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 14.490253100805347, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 14.490253100805347, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 14.490253100805347, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 14.490253100805347, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 14.490253100805347, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 14.490253100805347, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 2.681749610570094, "drawdown_pct": -10.313981470403611, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 2.681749610570094, "drawdown_pct": -10.313981470403611, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 2.681749610570094, "drawdown_pct": -10.313981470403611, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": -4.274078038375492, "drawdown_pct": -16.38945729525062, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": -0.5032987969833584, "drawdown_pct": -13.095919951008684, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": -0.5032987969833584, "drawdown_pct": -13.095919951008684, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 00:00:00+00:00", "gain_pct": -0.5032987969833584, "drawdown_pct": -13.095919951008684, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": -0.5032987969833584, "drawdown_pct": -13.095919951008684, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": -0.5032987969833584, "drawdown_pct": -13.095919951008684, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": -0.5032987969833584, "drawdown_pct": -13.095919951008684, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": -0.5032987969833584, "drawdown_pct": -13.095919951008684, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": -0.5032987969833584, "drawdown_pct": -13.095919951008684, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": -0.5032987969833584, "drawdown_pct": -13.095919951008684, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 10:00:00+00:00", "gain_pct": -0.5032987969833584, "drawdown_pct": -13.095919951008684, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": -8.189354446437221, "drawdown_pct": -19.809203781979445, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": -8.189354446437221, "drawdown_pct": -19.809203781979445, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": -8.189354446437221, "drawdown_pct": -19.809203781979445, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": -8.189354446437221, "drawdown_pct": -19.809203781979445, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": -8.189354446437221, "drawdown_pct": -19.809203781979445, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": -0.45047695744897, "drawdown_pct": -13.04978341265386, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 0.422726929513189, "drawdown_pct": -12.287095006162762, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 3.875083699090837, "drawdown_pct": -9.271679565917424, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 3.875083699090837, "drawdown_pct": -9.271679565917424, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 3.875083699090837, "drawdown_pct": -9.271679565917424, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 3.875083699090837, "drawdown_pct": -9.271679565917424, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 3.875083699090837, "drawdown_pct": -9.271679565917424, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 3.875083699090837, "drawdown_pct": -9.271679565917424, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 3.875083699090837, "drawdown_pct": -9.271679565917424, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 11.49690593869478, "drawdown_pct": -2.6144995587310094, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 16.42223029102591, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 13.530169672777717, "drawdown_pct": -2.4841137392908386, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 13.530169672777717, "drawdown_pct": -2.4841137392908386, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 13.530169672777717, "drawdown_pct": -2.4841137392908386, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 13.530169672777717, "drawdown_pct": -2.4841137392908386, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 20.267612182882303, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 20.267612182882303, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 20.267612182882303, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 20.267612182882303, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 20.267612182882303, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 20.267612182882303, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 20.267612182882303, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 14:00:00+00:00", "gain_pct": 30.042764440189558, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 30.042764440189558, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 30.042764440189558, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 30.042764440189558, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 22.81055715586993, "drawdown_pct": -5.561406907529964, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 25.48487245136377, "drawdown_pct": -3.5049177925789876, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 25.48487245136377, "drawdown_pct": -3.5049177925789876, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 25.48487245136377, "drawdown_pct": -3.5049177925789876, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 25.48487245136377, "drawdown_pct": -3.5049177925789876, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 28.833807495100103, "drawdown_pct": -0.9296610621081447, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 28.833807495100103, "drawdown_pct": -0.9296610621081447, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 30.894136580454983, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 30.894136580454983, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 36.219941022467424, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 36.219941022467424, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 36.219941022467424, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 36.219941022467424, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 50.8745476193032, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 51.09697175002819, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 47.54825960944447, "drawdown_pct": -2.3486322058489884, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 52.04134479077459, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 52.04134479077459, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 50.119518081975855, "drawdown_pct": -1.2640158579519167, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 50.119518081975855, "drawdown_pct": -1.2640158579519167, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 57.302122027486234, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 53.627106218515365, "drawdown_pct": -2.3362785966286714, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 53.627106218515365, "drawdown_pct": -2.3362785966286714, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-04 19:00:00+00:00", "gain_pct": 60.24725424262101, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 60.24725424262101, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 67.9141381256558, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 67.9141381256558, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 67.9141381256558, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 67.9141381256558, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 71.76862055757428, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 78.09246576630068, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 83.86380709193605, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 79.38734437227583, "drawdown_pct": -2.4346622592351097, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 79.38734437227583, "drawdown_pct": -2.4346622592351097, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 79.38734437227583, "drawdown_pct": -2.4346622592351097, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 79.38734437227583, "drawdown_pct": -2.4346622592351097, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 79.38734437227583, "drawdown_pct": -2.4346622592351097, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 79.38734437227583, "drawdown_pct": -2.4346622592351097, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 79.38734437227583, "drawdown_pct": -2.4346622592351097, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 79.38734437227583, "drawdown_pct": -2.4346622592351097, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 119.82911181738376, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a100_H20_c12_p80_cap1", "variant": "ridge_a100_H20_c12_p80_cap1", "gain_pct": 25.088493673153366, "max_drawdown_pct": -2.4185184697359086, "capital_score": 21.460715968549504, "stability_score": 3.753429291354033, "n_trades": 4, "skipped_by_capacity": 31, "avg_trade_ret_pct": 6.172248793936797, "median_trade_ret_pct": 2.281566026165436, "positive_month_rate": 0.6666666666666666, "worst_month_pct": 0.0, "month_gain_concentration": 0.9682914670878189, "top_asset_trade_share": 0.75, "long_counts": { "XRP": 3, "ETH": 1 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 4, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 0.7437491452869409, "2026-03-31 00:00:00+00:00": 22.71205523856152 } }, "selection_score": 755.8018493442713 }, { "name": "ridge_a100_H20_c12_p80_cap2", "variant": { "name": "ridge_a100_H20_c12_p80_cap2", "threshold": 0.052308250132774944, "pred_percentile": 80, "horizon": 20, "cost_bps": 12, "cap": 2, "delay_bars": 1 }, "model_diag": { "alpha": 100.0, "ykey": "y_H20_c12", "n_train": 12794, "target_mean": 0.014520496257193136 }, "val": { "label": "Validation ridge_a100_H20_c12_p80_cap2", "variant": "ridge_a100_H20_c12_p80_cap2", "gain_pct": 770.5752091769883, "max_drawdown_pct": -16.038331602416676, "capital_score": 746.5177117733633, "stability_score": 743.7209552844822, "n_trades": 124, "skipped_by_capacity": 1190, "avg_trade_ret_pct": 1.8087454182829432, "median_trade_ret_pct": 1.6933900868859253, "positive_month_rate": 0.875, "worst_month_pct": -7.151595198558539, "month_gain_concentration": 0.21589012019591636, "top_asset_trade_share": 0.6048387096774194, "long_counts": { "SOL": 37, "ETH": 9, "XRP": 75, "BTC": 2, "BNB": 1 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 124, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.9425837320574162, "max_open_trades": 2, "avg_exposure": 0.9712918660287081, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 13.622997216482105, "2024-10-31 00:00:00+00:00": 3.7384080639964026, "2024-11-30 00:00:00+00:00": 89.30769093620928, "2024-12-31 00:00:00+00:00": 70.75086762729993, "2025-01-31 00:00:00+00:00": 12.540536055469943, "2025-02-28 00:00:00+00:00": 74.01958190768585, "2025-03-31 00:00:00+00:00": 93.69649577407785, "2025-04-30 00:00:00+00:00": 78.18587134059902, "2025-05-31 00:00:00+00:00": 73.13841385681019, "2025-07-31 00:00:00+00:00": -7.151595198558539, "2025-10-31 00:00:00+00:00": 12.712818153287913, "2025-11-30 00:00:00+00:00": 29.755996687453035, "2026-01-31 00:00:00+00:00": 37.99185315702789, "2026-02-28 00:00:00+00:00": 5.240143565417156, "2026-03-31 00:00:00+00:00": 163.7400819212313 } }, "test": { "label": "Test ridge_a100_H20_c12_p80_cap2", "variant": "ridge_a100_H20_c12_p80_cap2", "gain_pct": 127.44537510201297, "max_drawdown_pct": -11.10008288763934, "capital_score": 110.79525077055396, "stability_score": 110.79525077055396, "n_trades": 65, "skipped_by_capacity": 370, "avg_trade_ret_pct": 1.3117819421297747, "median_trade_ret_pct": 1.3343979151886776, "positive_month_rate": 0.9166666666666666, "worst_month_pct": -2.830453752596256, "month_gain_concentration": 0.33916432227868637, "top_asset_trade_share": 0.4461538461538462, "long_counts": { "XRP": 29, "SOL": 25, "ETH": 9, "BNB": 2 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 65, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.9263157894736842, "max_open_trades": 2, "avg_exposure": 0.9631578947368421, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": -2.830453752596256, "2025-02-28 00:00:00+00:00": 19.714404363644178, "2025-03-31 00:00:00+00:00": 12.800471346015499, "2025-04-30 00:00:00+00:00": 20.245851000551994, "2025-05-31 00:00:00+00:00": 0.11051602526129045, "2025-07-31 00:00:00+00:00": 0.9930638914457006, "2025-10-31 00:00:00+00:00": 4.272180967007387, "2025-11-30 00:00:00+00:00": 14.24501505266781, "2025-12-31 00:00:00+00:00": 3.91439347373057, "2026-01-31 00:00:00+00:00": 6.44509527233302, "2026-02-28 00:00:00+00:00": 1.381713788715274, "2026-03-31 00:00:00+00:00": 43.17475773927907 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": -0.6530967194475039, "drawdown_pct": -0.653096719447499, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 3.0527910596746892, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 7.150050480112682, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 7.150050480112682, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 7.150050480112682, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 7.150050480112682, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 7.150050480112682, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 7.150050480112682, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 1.624332304089208, "drawdown_pct": -5.156990735201816, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 5.479292559521895, "drawdown_pct": -1.5592693732803142, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 5.479292559521895, "drawdown_pct": -1.5592693732803142, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": -2.830453752596256, "drawdown_pct": -9.31451192788877, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": -0.9166309323151864, "drawdown_pct": -7.5283972114647435, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": -0.9166309323151864, "drawdown_pct": -7.5283972114647435, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 00:00:00+00:00", "gain_pct": -0.9166309323151864, "drawdown_pct": -7.5283972114647435, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": -0.9166309323151864, "drawdown_pct": -7.5283972114647435, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": -0.9166309323151864, "drawdown_pct": -7.5283972114647435, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": -0.9166309323151864, "drawdown_pct": -7.5283972114647435, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": -0.9166309323151864, "drawdown_pct": -7.5283972114647435, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": -0.9166309323151864, "drawdown_pct": -7.5283972114647435, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": -0.9166309323151864, "drawdown_pct": -7.5283972114647435, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 10:00:00+00:00", "gain_pct": -0.9166309323151864, "drawdown_pct": -7.5283972114647435, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": -4.743693937327222, "drawdown_pct": -11.10008288763934, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": -3.9398012431051086, "drawdown_pct": -10.349833409808884, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": -3.9398012431051086, "drawdown_pct": -10.349833409808884, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": -3.9398012431051086, "drawdown_pct": -10.349833409808884, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": -3.9398012431051086, "drawdown_pct": -10.349833409808884, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 1.0310628333077716, "drawdown_pct": -5.710671734998963, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 1.9192054605569098, "drawdown_pct": -4.881794265254813, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 4.107795139459654, "drawdown_pct": -2.839247697057945, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 4.107795139459654, "drawdown_pct": -2.839247697057945, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 4.107795139459654, "drawdown_pct": -2.839247697057945, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 4.107795139459654, "drawdown_pct": -2.839247697057945, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 4.107795139459654, "drawdown_pct": -2.839247697057945, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 4.107795139459654, "drawdown_pct": -2.839247697057945, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 4.107795139459654, "drawdown_pct": -2.839247697057945, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 11.886818357395143, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 16.883950611047922, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 13.998452083521556, "drawdown_pct": -2.468686686616517, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 13.998452083521556, "drawdown_pct": -2.468686686616517, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 13.998452083521556, "drawdown_pct": -2.468686686616517, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 13.998452083521556, "drawdown_pct": -2.468686686616517, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 20.864055394154406, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 20.864055394154406, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 20.864055394154406, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 20.864055394154406, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 20.864055394154406, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 20.864055394154406, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 20.864055394154406, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 14:00:00+00:00", "gain_pct": 30.887297663622093, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 30.887297663622093, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 30.887297663622093, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 30.887297663622093, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 23.70932858855963, "drawdown_pct": -5.484083790552163, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 24.29576947526934, "drawdown_pct": -5.036033523507266, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 24.29576947526934, "drawdown_pct": -5.036033523507266, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 24.29576947526934, "drawdown_pct": -5.036033523507266, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 24.29576947526934, "drawdown_pct": -5.036033523507266, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 27.635102114271035, "drawdown_pct": -2.4847296929524365, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 27.635102114271035, "drawdown_pct": -2.4847296929524365, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 29.68442195706342, "drawdown_pct": -0.9190163812916707, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 29.68442195706342, "drawdown_pct": -0.9190163812916707, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 35.01467892657689, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 35.01467892657689, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 35.01467892657689, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 35.01467892657689, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 49.930272957615415, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 50.040788982876705, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 46.537573590434164, "drawdown_pct": -2.3348420227531252, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 51.033852874322406, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 51.033852874322406, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 51.65608106295252, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 51.65608106295252, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 58.998997182413945, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 55.30603384132979, "drawdown_pct": -2.3226331024260194, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 55.30603384132979, "drawdown_pct": -2.3226331024260194, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-04 19:00:00+00:00", "gain_pct": 61.72110286690781, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 61.72110286690781, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 69.5510488939976, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 69.5510488939976, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 69.5510488939976, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 69.5510488939976, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 73.46544236772817, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 79.9105376400612, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 85.7880306565074, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 81.29225142877647, "drawdown_pct": -2.4198433084437587, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 81.29225142877647, "drawdown_pct": -2.4198433084437587, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 81.29225142877647, "drawdown_pct": -2.4198433084437587, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 81.29225142877647, "drawdown_pct": -2.4198433084437587, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 81.29225142877647, "drawdown_pct": -2.4198433084437587, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 81.29225142877647, "drawdown_pct": -2.4198433084437587, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 81.29225142877647, "drawdown_pct": -2.4198433084437587, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 81.29225142877647, "drawdown_pct": -2.4198433084437587, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 124.46700916805554, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a100_H20_c12_p80_cap2", "variant": "ridge_a100_H20_c12_p80_cap2", "gain_pct": 25.70266454443184, "max_drawdown_pct": -2.4038953907647764, "capital_score": 22.096821458284676, "stability_score": 9.815872912189395, "n_trades": 7, "skipped_by_capacity": 28, "avg_trade_ret_pct": 3.4430791043010966, "median_trade_ret_pct": 1.6203215842967622, "positive_month_rate": 0.6666666666666666, "worst_month_pct": 0.0, "month_gain_concentration": 0.9655236561295256, "top_asset_trade_share": 0.5714285714285714, "long_counts": { "XRP": 4, "ETH": 3 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 7, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.9090909090909092, "max_open_trades": 2, "avg_exposure": 0.9545454545454546, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 0.8576653460305153, "2026-03-31 00:00:00+00:00": 24.01925748699132 } }, "selection_score": 731.5177117733633 }, { "name": "ridge_a100_H20_c12_p80_cap3", "variant": { "name": "ridge_a100_H20_c12_p80_cap3", "threshold": 0.052308250132774944, "pred_percentile": 80, "horizon": 20, "cost_bps": 12, "cap": 3, "delay_bars": 1 }, "model_diag": { "alpha": 100.0, "ykey": "y_H20_c12", "n_train": 12794, "target_mean": 0.014520496257193136 }, "val": { "label": "Validation ridge_a100_H20_c12_p80_cap3", "variant": "ridge_a100_H20_c12_p80_cap3", "gain_pct": 615.9910933724304, "max_drawdown_pct": -16.215679627577263, "capital_score": 591.6675739310646, "stability_score": 589.6929976598781, "n_trades": 177, "skipped_by_capacity": 1137, "avg_trade_ret_pct": 1.1392172927491302, "median_trade_ret_pct": 1.1263382039934222, "positive_month_rate": 0.8125, "worst_month_pct": -3.900401129980594, "month_gain_concentration": 0.22554098527927816, "top_asset_trade_share": 0.615819209039548, "long_counts": { "SOL": 53, "ETH": 11, "XRP": 109, "BTC": 3, "BNB": 1 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 177, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.8229665071770333, "max_open_trades": 3, "avg_exposure": 0.9409888357256778, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 9.693388827003957, "2024-10-31 00:00:00+00:00": 1.6599882482941695, "2024-11-30 00:00:00+00:00": 75.15743101697721, "2024-12-31 00:00:00+00:00": 66.85017698670734, "2025-01-31 00:00:00+00:00": -2.1624434409921207, "2025-02-28 00:00:00+00:00": 59.528194924682964, "2025-03-31 00:00:00+00:00": 70.1652964095274, "2025-04-30 00:00:00+00:00": 63.61724707681151, "2025-05-31 00:00:00+00:00": 53.70424869343282, "2025-07-31 00:00:00+00:00": -3.900401129980594, "2025-10-31 00:00:00+00:00": 10.459697689105951, "2025-11-30 00:00:00+00:00": 24.53853993104144, "2026-01-31 00:00:00+00:00": 31.363393601501343, "2026-02-28 00:00:00+00:00": 4.382847495282704, "2026-03-31 00:00:00+00:00": 137.20154154265265 } }, "test": { "label": "Test ridge_a100_H20_c12_p80_cap3", "variant": "ridge_a100_H20_c12_p80_cap3", "gain_pct": 120.15830241064222, "max_drawdown_pct": -6.644335085614794, "capital_score": 110.19179978222003, "stability_score": 110.19179978222003, "n_trades": 89, "skipped_by_capacity": 346, "avg_trade_ret_pct": 0.9085959213347532, "median_trade_ret_pct": 1.0150543723170435, "positive_month_rate": 0.9166666666666666, "worst_month_pct": -1.0677287573923024, "month_gain_concentration": 0.35739118453681135, "top_asset_trade_share": 0.4606741573033708, "long_counts": { "XRP": 41, "SOL": 32, "ETH": 13, "BNB": 3 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 89, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.778947368421053, "max_open_trades": 3, "avg_exposure": 0.9263157894736842, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 0.13683391696378067, "2025-02-28 00:00:00+00:00": 14.531479887644295, "2025-03-31 00:00:00+00:00": 13.575089988901155, "2025-04-30 00:00:00+00:00": 20.17583160068989, "2025-05-31 00:00:00+00:00": 0.07293481004876412, "2025-07-31 00:00:00+00:00": 0.6666756008997936, "2025-10-31 00:00:00+00:00": 3.4016408709378823, "2025-11-30 00:00:00+00:00": 14.352945699202593, "2025-12-31 00:00:00+00:00": 3.4007864311084006, "2026-01-31 00:00:00+00:00": 6.3475638912426575, "2026-02-28 00:00:00+00:00": -1.0677287573923024, "2026-03-31 00:00:00+00:00": 42.63596245137785 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": -0.43539781296500735, "drawdown_pct": -0.43539781296501046, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 2.0406078486382313, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 4.745285308775806, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 4.745285308775806, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 4.745285308775806, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 4.745285308775806, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 4.745285308775806, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 4.745285308775806, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 1.1441488694863011, "drawdown_pct": -3.4379938234678664, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 3.7019790342459515, "drawdown_pct": -0.9960412742724634, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 3.7019790342459515, "drawdown_pct": -0.9960412742724634, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 0.13683391696378067, "drawdown_pct": -4.399674293909173, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 1.4516776809625327, "drawdown_pct": -3.1443970180654257, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 1.4516776809625327, "drawdown_pct": -3.1443970180654257, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 00:00:00+00:00", "gain_pct": 1.4516776809625327, "drawdown_pct": -3.1443970180654257, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 1.4516776809625327, "drawdown_pct": -3.1443970180654257, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 1.4516776809625327, "drawdown_pct": -3.1443970180654257, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 1.4516776809625327, "drawdown_pct": -3.1443970180654257, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 1.4516776809625327, "drawdown_pct": -3.1443970180654257, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 1.4516776809625327, "drawdown_pct": -3.1443970180654257, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 1.4516776809625327, "drawdown_pct": -3.1443970180654257, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 10:00:00+00:00", "gain_pct": 1.4516776809625327, "drawdown_pct": -3.1443970180654257, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": -1.1606810905953893, "drawdown_pct": -5.638407859562511, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": -2.2143424335225035, "drawdown_pct": -6.644335085614794, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": -2.2143424335225035, "drawdown_pct": -6.644335085614794, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": -2.2143424335225035, "drawdown_pct": -6.644335085614794, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": -2.2143424335225035, "drawdown_pct": -6.644335085614794, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 1.7719369090753645, "drawdown_pct": -2.8386465232639213, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 1.4494335010426767, "drawdown_pct": -3.1465395296956578, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 4.079311029835154, "drawdown_pct": -0.6358035848367249, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 4.079311029835154, "drawdown_pct": -0.6358035848367249, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 4.079311029835154, "drawdown_pct": -0.6358035848367249, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 4.079311029835154, "drawdown_pct": -0.6358035848367249, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 4.079311029835154, "drawdown_pct": -0.6358035848367249, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 4.079311029835154, "drawdown_pct": -0.6358035848367249, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 4.079311029835154, "drawdown_pct": -0.6358035848367249, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 11.134337812502935, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 14.668313804608076, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 12.777181775461983, "drawdown_pct": -1.6492193583386383, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 12.777181775461983, "drawdown_pct": -1.6492193583386383, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 12.777181775461983, "drawdown_pct": -1.6492193583386383, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 12.777181775461983, "drawdown_pct": -1.6492193583386383, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 19.603205015255284, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 19.603205015255284, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 19.603205015255284, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 19.603205015255284, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 19.603205015255284, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 19.603205015255284, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 19.603205015255284, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 14:00:00+00:00", "gain_pct": 29.59010685903138, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 29.59010685903138, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 29.59010685903138, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 29.59010685903138, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 22.51585226567373, "drawdown_pct": -5.4589464927697335, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 22.904843787756292, "drawdown_pct": -5.15877579956574, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 22.904843787756292, "drawdown_pct": -5.15877579956574, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 22.904843787756292, "drawdown_pct": -5.15877579956574, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 22.904843787756292, "drawdown_pct": -5.15877579956574, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 26.214189201300044, "drawdown_pct": -2.6050735967087957, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 26.214189201300044, "drawdown_pct": -2.6050735967087957, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 28.24340379350923, "drawdown_pct": -1.039202064234035, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 28.24340379350923, "drawdown_pct": -1.039202064234035, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 33.53244461130194, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 33.53244461130194, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 33.53244461130194, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 33.53244461130194, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 48.41923539419912, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 48.492170204247884, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 46.17624795681792, "drawdown_pct": -1.5596258336345037, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 49.15884580514768, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 49.15884580514768, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 48.94051658574497, "drawdown_pct": -0.14637363156316807, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 48.94051658574497, "drawdown_pct": -0.14637363156316807, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 56.180967399248544, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 52.56048667608556, "drawdown_pct": -2.3181318335081635, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 52.56048667608556, "drawdown_pct": -2.3181318335081635, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-04 19:00:00+00:00", "gain_pct": 59.17571554667498, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 59.17571554667498, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 66.91343237528815, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 66.91343237528815, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 66.91343237528815, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 66.91343237528815, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 70.31421880639655, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 76.66178269763921, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 82.44882540174245, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 75.59405394024691, "drawdown_pct": -3.757092678673979, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 75.59405394024691, "drawdown_pct": -3.757092678673979, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 75.59405394024691, "drawdown_pct": -3.757092678673979, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 75.59405394024691, "drawdown_pct": -3.757092678673979, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 75.59405394024691, "drawdown_pct": -3.757092678673979, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 75.59405394024691, "drawdown_pct": -3.757092678673979, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 75.59405394024691, "drawdown_pct": -3.757092678673979, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 75.59405394024691, "drawdown_pct": -3.757092678673979, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 118.23001639162476, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 } ] }, "recent": { "label": "Recent ridge_a100_H20_c12_p80_cap3", "variant": "ridge_a100_H20_c12_p80_cap3", "gain_pct": 25.708925820983808, "max_drawdown_pct": -1.605846500281205, "capital_score": 23.300156070562, "stability_score": 9.126835209479278, "n_trades": 8, "skipped_by_capacity": 27, "avg_trade_ret_pct": 2.964476950556938, "median_trade_ret_pct": 1.1048153882742284, "positive_month_rate": 0.6666666666666666, "worst_month_pct": 0.0, "month_gain_concentration": 0.9769328344433089, "top_asset_trade_share": 0.625, "long_counts": { "XRP": 5, "ETH": 3 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 8, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.5454545454545454, "max_open_trades": 3, "avg_exposure": 0.8484848484848485, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 0.5803052009299563, "2026-03-31 00:00:00+00:00": 24.576890619413376 } }, "selection_score": 576.6675739310646 }, { "name": "ridge_a100_H20_c12_p80_cap5", "variant": { "name": "ridge_a100_H20_c12_p80_cap5", "threshold": 0.052308250132774944, "pred_percentile": 80, "horizon": 20, "cost_bps": 12, "cap": 5, "delay_bars": 1 }, "model_diag": { "alpha": 100.0, "ykey": "y_H20_c12", "n_train": 12794, "target_mean": 0.014520496257193136 }, "val": { "label": "Validation ridge_a100_H20_c12_p80_cap5", "variant": "ridge_a100_H20_c12_p80_cap5", "gain_pct": 493.82717102145443, "max_drawdown_pct": -17.26747395499697, "capital_score": 467.92596008895896, "stability_score": 462.50396177756045, "n_trades": 268, "skipped_by_capacity": 1046, "avg_trade_ret_pct": 0.6748557737061204, "median_trade_ret_pct": 0.6782794896615281, "positive_month_rate": 0.75, "worst_month_pct": -9.563789356174652, "month_gain_concentration": 0.23260880304918574, "top_asset_trade_share": 0.6119402985074627, "long_counts": { "SOL": 85, "ETH": 15, "XRP": 164, "BTC": 3, "BNB": 1 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 268, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.440191387559809, "max_open_trades": 5, "avg_exposure": 0.8880382775119617, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 10.129784966836112, "2024-10-31 00:00:00+00:00": 0.5592406892149882, "2024-11-30 00:00:00+00:00": 60.802364605125874, "2024-12-31 00:00:00+00:00": 61.7435948075661, "2025-01-31 00:00:00+00:00": -9.563789356174652, "2025-02-28 00:00:00+00:00": 46.21720817522612, "2025-03-31 00:00:00+00:00": 59.235445190413486, "2025-04-30 00:00:00+00:00": 50.50659406584623, "2025-05-31 00:00:00+00:00": 44.05787866356911, "2025-07-31 00:00:00+00:00": -1.99017607567896, "2025-10-31 00:00:00+00:00": 8.935741472216193, "2025-11-30 00:00:00+00:00": 21.00218689514844, "2026-01-31 00:00:00+00:00": 22.37996062249215, "2026-02-28 00:00:00+00:00": -3.9318443777373773, "2026-03-31 00:00:00+00:00": 116.87256328165108 } }, "test": { "label": "Test ridge_a100_H20_c12_p80_cap5", "variant": "ridge_a100_H20_c12_p80_cap5", "gain_pct": 110.52607064271626, "max_drawdown_pct": -5.0764337617667525, "capital_score": 102.91142000006613, "stability_score": 102.91142000006613, "n_trades": 132, "skipped_by_capacity": 303, "avg_trade_ret_pct": 0.5719967256971701, "median_trade_ret_pct": 0.6090326233902261, "positive_month_rate": 0.9166666666666666, "worst_month_pct": -0.05015286670246155, "month_gain_concentration": 0.3785747257218236, "top_asset_trade_share": 0.4696969696969697, "long_counts": { "XRP": 62, "SOL": 48, "ETH": 17, "BNB": 5 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 132, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.242105263157895, "max_open_trades": 5, "avg_exposure": 0.8484210526315791, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 3.0774020346501914, "2025-02-28 00:00:00+00:00": 10.383142794378458, "2025-03-31 00:00:00+00:00": 10.472913468890198, "2025-04-30 00:00:00+00:00": 16.994877214873398, "2025-05-31 00:00:00+00:00": 0.041552220723218625, "2025-07-31 00:00:00+00:00": 0.38495628868042786, "2025-10-31 00:00:00+00:00": 4.515564716884285, "2025-11-30 00:00:00+00:00": 14.554566502350355, "2025-12-31 00:00:00+00:00": 1.8343270357703432, "2026-01-31 00:00:00+00:00": 5.766228945927196, "2026-02-28 00:00:00+00:00": -0.05015286670246155, "2026-03-31 00:00:00+00:00": 41.441421665365084 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": -0.26123868777901293, "drawdown_pct": -0.2612386877790085, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 1.2269633374333893, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 2.836829988775065, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 2.836829988775065, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 2.836829988775065, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 2.836829988775065, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 2.836829988775065, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 2.836829988775065, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 0.7155156708165151, "drawdown_pct": -2.0627962940807265, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 2.2437099574156605, "drawdown_pct": -0.5767583767645745, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 2.2437099574156605, "drawdown_pct": -0.5767583767645745, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 3.0774020346501914, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 3.8894749191604205, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 3.8894749191604205, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 00:00:00+00:00", "gain_pct": 3.8894749191604205, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 3.8894749191604205, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 3.8894749191604205, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 3.8894749191604205, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 3.8894749191604205, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 3.8894749191604205, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 3.8894749191604205, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 10:00:00+00:00", "gain_pct": 3.8894749191604205, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 2.284396005052656, "drawdown_pct": -1.5449870310315084, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 0.9845611590149872, "drawdown_pct": -2.7961578999276204, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 0.9845611590149872, "drawdown_pct": -2.7961578999276204, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": 0.9845611590149872, "drawdown_pct": -2.7961578999276204, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 0.9845611590149872, "drawdown_pct": -2.7961578999276204, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 3.536744911487972, "drawdown_pct": -0.339524295359972, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 3.0929327295165336, "drawdown_pct": -0.7667207773104034, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 4.867960446782803, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 4.867960446782803, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 4.867960446782803, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 4.867960446782803, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 4.867960446782803, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 4.867960446782803, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 4.867960446782803, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 11.343609583922358, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 13.460544829028649, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 12.335949814802234, "drawdown_pct": -0.9911771672884595, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 12.335949814802234, "drawdown_pct": -0.9911771672884595, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 12.335949814802234, "drawdown_pct": -0.9911771672884595, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 12.335949814802234, "drawdown_pct": -0.9911771672884595, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 14.900564776287908, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 14.900564776287908, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 14.900564776287908, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 14.900564776287908, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 14.900564776287908, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 14.900564776287908, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 14.900564776287908, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-07 14:00:00+00:00", "gain_pct": 23.932440376199168, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 23.932440376199168, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 23.932440376199168, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 23.932440376199168, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 17.64109213116035, "drawdown_pct": -5.0764337617667525, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 17.866031402120797, "drawdown_pct": -4.894932235388638, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 17.866031402120797, "drawdown_pct": -4.894932235388638, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 17.866031402120797, "drawdown_pct": -4.894932235388638, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 17.866031402120797, "drawdown_pct": -4.894932235388638, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 20.980109773073423, "drawdown_pct": -2.3822096895404377, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 20.980109773073423, "drawdown_pct": -2.3822096895404377, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 23.933458297918847, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 23.933458297918847, "drawdown_pct": 0.0, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 27.88192192579065, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 27.88192192579065, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 27.88192192579065, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 27.88192192579065, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 40.928335512792245, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 40.96988773351546, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 39.648652460872626, "drawdown_pct": -0.9372464530442493, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 41.35484402219589, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 41.35484402219589, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 42.38258917631734, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 42.38258917631734, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 49.32664499113167, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 45.870408739080176, "drawdown_pct": -2.3145475827550777, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 45.870408739080176, "drawdown_pct": -2.3145475827550777, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-04 19:00:00+00:00", "gain_pct": 52.43884079554644, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 52.43884079554644, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 60.42497524143053, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 60.42497524143053, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 60.42497524143053, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 60.42497524143053, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 62.259302277200874, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 68.02553122312807, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 73.5416806795564, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 67.97537835642561, "drawdown_pct": -3.2074728683819442, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 67.97537835642561, "drawdown_pct": -3.2074728683819442, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 67.97537835642561, "drawdown_pct": -3.2074728683819442, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 67.97537835642561, "drawdown_pct": -3.2074728683819442, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 67.97537835642561, "drawdown_pct": -3.2074728683819442, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 67.97537835642561, "drawdown_pct": -3.2074728683819442, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 67.97537835642561, "drawdown_pct": -3.2074728683819442, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 67.97537835642561, "drawdown_pct": -3.2074728683819442, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 109.41680002179069, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 } ] }, "recent": { "label": "Recent ridge_a100_H20_c12_p80_cap5", "variant": "ridge_a100_H20_c12_p80_cap5", "gain_pct": 26.37520151013942, "max_drawdown_pct": -0.9650676952589698, "capital_score": 24.927599967250963, "stability_score": 8.265773064890091, "n_trades": 10, "skipped_by_capacity": 25, "avg_trade_ret_pct": 2.3944375491413483, "median_trade_ret_pct": 2.593263075420407, "positive_month_rate": 0.6666666666666666, "worst_month_pct": 0.0, "month_gain_concentration": 0.986473076094435, "top_asset_trade_share": 0.7, "long_counts": { "XRP": 7, "ETH": 3 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 10, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 3.727272727272727, "max_open_trades": 5, "avg_exposure": 0.7454545454545454, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 0.3522657673993308, "2026-03-31 00:00:00+00:00": 25.68955792131149 } }, "selection_score": 452.92596008895896 }, { "name": "ridge_a100_H20_c12_p90_cap1", "variant": { "name": "ridge_a100_H20_c12_p90_cap1", "threshold": 0.06836575819588102, "pred_percentile": 90, "horizon": 20, "cost_bps": 12, "cap": 1, "delay_bars": 1 }, "model_diag": { "alpha": 100.0, "ykey": "y_H20_c12", "n_train": 12794, "target_mean": 0.014520496257193136 }, "val": { "label": "Validation ridge_a100_H20_c12_p90_cap1", "variant": "ridge_a100_H20_c12_p90_cap1", "gain_pct": 444.94136318195547, "max_drawdown_pct": -16.936038073764525, "capital_score": 419.53730607130865, "stability_score": 403.4426914760942, "n_trades": 48, "skipped_by_capacity": 609, "avg_trade_ret_pct": 3.818699442005629, "median_trade_ret_pct": 3.920841928990563, "positive_month_rate": 0.8461538461538461, "worst_month_pct": -17.969614595214438, "month_gain_concentration": 0.23270959489561727, "top_asset_trade_share": 0.6875, "long_counts": { "SOL": 12, "XRP": 33, "BTC": 1, "ETH": 2 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 48, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 12.576200503258718, "2024-10-31 00:00:00+00:00": 9.82267471941104, "2024-11-30 00:00:00+00:00": 84.05748696954576, "2024-12-31 00:00:00+00:00": 64.14179840258805, "2025-01-31 00:00:00+00:00": -17.969614595214438, "2025-02-28 00:00:00+00:00": 32.016663650029585, "2025-03-31 00:00:00+00:00": 51.972030157762845, "2025-04-30 00:00:00+00:00": 34.3377980282649, "2025-07-31 00:00:00+00:00": 30.357086779725705, "2025-10-31 00:00:00+00:00": 8.432589178171838, "2025-11-30 00:00:00+00:00": 19.60460595362713, "2026-02-28 00:00:00+00:00": 13.893017434893125 } }, "test": { "label": "Test ridge_a100_H20_c12_p90_cap1", "variant": "ridge_a100_H20_c12_p90_cap1", "gain_pct": 83.04285348001471, "max_drawdown_pct": -16.38945729525062, "capital_score": 58.45866753713879, "stability_score": 53.85045290574661, "n_trades": 23, "skipped_by_capacity": 175, "avg_trade_ret_pct": 2.8479681307131846, "median_trade_ret_pct": 3.4378241610595306, "positive_month_rate": 0.75, "worst_month_pct": -10.15169289226175, "month_gain_concentration": 0.37712416096517787, "top_asset_trade_share": 0.5652173913043478, "long_counts": { "XRP": 13, "SOL": 8, "ETH": 1, "BNB": 1 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 23, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": -10.15169289226175, "2025-02-28 00:00:00+00:00": 10.1901861600184, "2025-03-31 00:00:00+00:00": 23.068116167040387, "2025-04-30 00:00:00+00:00": 5.008946500563354, "2025-07-31 00:00:00+00:00": 14.704922655338521, "2025-10-31 00:00:00+00:00": 1.4895896004620965, "2025-11-30 00:00:00+00:00": 6.706730768178346, "2026-02-28 00:00:00+00:00": -2.134097695449725 }, "curve": [ { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 7.460499837940347, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 7.460499837940347, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 7.460499837940347, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": -3.6229562033479255, "drawdown_pct": -10.313981470403611, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": -3.6229562033479255, "drawdown_pct": -10.313981470403611, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": -3.6229562033479255, "drawdown_pct": -10.313981470403611, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": -10.15169289226175, "drawdown_pct": -16.38945729525062, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": -6.6124411997901404, "drawdown_pct": -13.095919951008684, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": -6.6124411997901404, "drawdown_pct": -13.095919951008684, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": -6.6124411997901404, "drawdown_pct": -13.095919951008684, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": -6.6124411997901404, "drawdown_pct": -13.095919951008684, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": -6.6124411997901404, "drawdown_pct": -13.095919951008684, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": -6.6124411997901404, "drawdown_pct": -13.095919951008684, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": -6.6124411997901404, "drawdown_pct": -13.095919951008684, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": -6.6124411997901404, "drawdown_pct": -13.095919951008684, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": -5.036197497849159, "drawdown_pct": -11.629107769492597, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": -5.036197497849159, "drawdown_pct": -11.629107769492597, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": -3.286351893877722, "drawdown_pct": -10.000746086259827, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 0.03849326775664963, "drawdown_pct": -6.906729990439953, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 0.03849326775664963, "drawdown_pct": -6.906729990439953, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 0.03849326775664963, "drawdown_pct": -6.906729990439953, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 0.03849326775664963, "drawdown_pct": -6.906729990439953, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 7.378806128667776, "drawdown_pct": -0.07602208197037275, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 7.378806128667776, "drawdown_pct": -0.07602208197037275, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 13.75119626232788, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 13.75119626232788, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 13.75119626232788, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 20.627612816502207, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 20.627612816502207, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 15.686411998597308, "drawdown_pct": -4.0962435569552476, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 15.686411998597308, "drawdown_pct": -4.0962435569552476, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 15.686411998597308, "drawdown_pct": -4.0962435569552476, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 15.686411998597308, "drawdown_pct": -4.0962435569552476, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 18.77384613832905, "drawdown_pct": -1.5367681038280123, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 23.106609434797036, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 23.106609434797036, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 28.11555593536039, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 28.11555593536039, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 28.11555593536039, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 38.59988598261984, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 42.82047859069891, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 41.01520509290967, "drawdown_pct": -1.2640158579519056, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 47.76220495953726, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 44.31006819116101, "drawdown_pct": -2.3362785966286603, "open_trades": 1, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 51.016798959339354, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 52.59794586011384, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 48.88270126388963, "drawdown_pct": -2.4346622592351097, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 48.88270126388963, "drawdown_pct": -2.4346622592351097, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 48.88270126388963, "drawdown_pct": -2.4346622592351097, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 48.88270126388963, "drawdown_pct": -2.4346622592351097, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 48.88270126388963, "drawdown_pct": -2.4346622592351097, "open_trades": 1, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 48.88270126388963, "drawdown_pct": -2.4346622592351097, "open_trades": 1, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a100_H20_c12_p90_cap1", "variant": "ridge_a100_H20_c12_p90_cap1", "gain_pct": 22.94433935315115, "max_drawdown_pct": 0.0, "capital_score": 22.94433935315115, "stability_score": 9.444339353151152, "n_trades": 1, "skipped_by_capacity": 15, "avg_trade_ret_pct": 22.944339353151154, "median_trade_ret_pct": 22.944339353151154, "positive_month_rate": 0.0, "worst_month_pct": 0.0, "month_gain_concentration": 0.0, "top_asset_trade_share": 1.0, "long_counts": { "XRP": 1 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 1, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.0, "max_open_trades": 1, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2026-02-28 00:00:00+00:00": 0.0 } }, "selection_score": 304.53730607130865 }, { "name": "ridge_a100_H20_c12_p90_cap2", "variant": { "name": "ridge_a100_H20_c12_p90_cap2", "threshold": 0.06836575819588102, "pred_percentile": 90, "horizon": 20, "cost_bps": 12, "cap": 2, "delay_bars": 1 }, "model_diag": { "alpha": 100.0, "ykey": "y_H20_c12", "n_train": 12794, "target_mean": 0.014520496257193136 }, "val": { "label": "Validation ridge_a100_H20_c12_p90_cap2", "variant": "ridge_a100_H20_c12_p90_cap2", "gain_pct": 379.45212998392606, "max_drawdown_pct": -16.586310736452468, "capital_score": 354.57266387924733, "stability_score": 341.41620036892283, "n_trades": 90, "skipped_by_capacity": 567, "avg_trade_ret_pct": 1.8128455687348568, "median_trade_ret_pct": 1.9604209644952815, "positive_month_rate": 0.8461538461538461, "worst_month_pct": -14.989796843657842, "month_gain_concentration": 0.245348521370293, "top_asset_trade_share": 0.6888888888888889, "long_counts": { "SOL": 21, "XRP": 62, "BTC": 2, "ETH": 5 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 90, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.9185185185185185, "max_open_trades": 2, "avg_exposure": 0.9592592592592593, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 8.27903538356287, "2024-10-31 00:00:00+00:00": 3.6447553794391467, "2024-11-30 00:00:00+00:00": 61.626192877787446, "2024-12-31 00:00:00+00:00": 73.80925641174687, "2025-01-31 00:00:00+00:00": -14.989796843657842, "2025-02-28 00:00:00+00:00": 27.486100670958848, "2025-03-31 00:00:00+00:00": 40.489843199495624, "2025-04-30 00:00:00+00:00": 21.55705745308194, "2025-07-31 00:00:00+00:00": 26.88181214972957, "2025-10-31 00:00:00+00:00": 7.367344397972317, "2025-11-30 00:00:00+00:00": 17.244223338842687, "2026-02-28 00:00:00+00:00": 12.448702088979474 } }, "test": { "label": "Test ridge_a100_H20_c12_p90_cap2", "variant": "ridge_a100_H20_c12_p90_cap2", "gain_pct": 90.11074798780109, "max_drawdown_pct": -5.298483050067981, "capital_score": 82.16302341269912, "stability_score": 79.37730912698483, "n_trades": 42, "skipped_by_capacity": 156, "avg_trade_ret_pct": 1.586208584464465, "median_trade_ret_pct": 1.6207468195026653, "positive_month_rate": 0.75, "worst_month_pct": -2.7321213446600723, "month_gain_concentration": 0.3803337737203483, "top_asset_trade_share": 0.6428571428571429, "long_counts": { "XRP": 27, "SOL": 11, "ETH": 2, "BNB": 2 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 42, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.9245283018867925, "max_open_trades": 2, "avg_exposure": 0.9622641509433962, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": -1.7658797907796213, "2025-02-28 00:00:00+00:00": 4.306314827030377, "2025-03-31 00:00:00+00:00": 21.866064368551946, "2025-04-30 00:00:00+00:00": 5.1133251048824775, "2025-07-31 00:00:00+00:00": 15.122086648475545, "2025-10-31 00:00:00+00:00": 4.091376920614351, "2025-11-30 00:00:00+00:00": 6.992608773530435, "2026-02-28 00:00:00+00:00": -2.7321213446600723 }, "curve": [ { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 3.7302499189701734, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 3.7302499189701734, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 3.7302499189701734, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": -1.6191094589527921, "drawdown_pct": -5.156990735201806, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": -1.6191094589527921, "drawdown_pct": -5.156990735201806, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": -1.6191094589527921, "drawdown_pct": -5.156990735201806, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": -1.7658797907796213, "drawdown_pct": -5.298483050067981, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 0.1689105653260441, "drawdown_pct": -3.4332698093623604, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 0.1689105653260441, "drawdown_pct": -3.4332698093623604, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 0.1689105653260441, "drawdown_pct": -3.4332698093623604, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 0.1689105653260441, "drawdown_pct": -3.4332698093623604, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 0.1689105653260441, "drawdown_pct": -3.4332698093623604, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 0.1689105653260441, "drawdown_pct": -3.4332698093623604, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 0.1689105653260441, "drawdown_pct": -3.4332698093623604, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 0.1689105653260441, "drawdown_pct": -3.4332698093623604, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": -1.4396877125614083, "drawdown_pct": -4.984021185305276, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": -1.4396877125614083, "drawdown_pct": -4.984021185305276, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 0.3847949375443136, "drawdown_pct": -3.2251488683765706, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 2.5404350362507557, "drawdown_pct": -1.147027876293416, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 2.5404350362507557, "drawdown_pct": -1.147027876293416, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 2.5404350362507557, "drawdown_pct": -1.147027876293416, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 2.5404350362507557, "drawdown_pct": -1.147027876293416, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 10.202343770900953, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 10.202343770900953, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 16.83932490884365, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 16.83932490884365, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 16.83932490884365, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 24.009166599329745, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 24.009166599329745, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 18.98146850263994, "drawdown_pct": -4.05429552876051, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 18.98146850263994, "drawdown_pct": -4.05429552876051, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 18.98146850263994, "drawdown_pct": -4.05429552876051, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 18.98146850263994, "drawdown_pct": -4.05429552876051, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 22.17802702498186, "drawdown_pct": -1.4766163055221937, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 24.4064994048027, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 24.4064994048027, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 29.51982450968518, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 29.51982450968518, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 29.51982450968518, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 40.335920041959696, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 44.641911158160724, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 45.237805870949586, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 52.26996058845356, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 48.733288078775075, "drawdown_pct": -2.3226331024260194, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 55.72589685230551, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 56.787794460350796, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 52.99377550764544, "drawdown_pct": -2.4198433084437587, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 52.99377550764544, "drawdown_pct": -2.4198433084437587, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 52.99377550764544, "drawdown_pct": -2.4198433084437587, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 52.99377550764544, "drawdown_pct": -2.4198433084437587, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 52.99377550764544, "drawdown_pct": -2.4198433084437587, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 52.99377550764544, "drawdown_pct": -2.4198433084437587, "open_trades": 2, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a100_H20_c12_p90_cap2", "variant": "ridge_a100_H20_c12_p90_cap2", "gain_pct": 24.260446124032583, "max_drawdown_pct": 0.0, "capital_score": 24.260446124032583, "stability_score": 10.760446124032585, "n_trades": 2, "skipped_by_capacity": 14, "avg_trade_ret_pct": 11.472169676575577, "median_trade_ret_pct": 11.472169676575577, "positive_month_rate": 0.0, "worst_month_pct": 0.0, "month_gain_concentration": 0.0, "top_asset_trade_share": 1.0, "long_counts": { "XRP": 2 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 2, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.0, "max_open_trades": 2, "avg_exposure": 1.0, "max_exposure": 1.0, "monthly_gain_pct": { "2026-02-28 00:00:00+00:00": 0.0 } }, "selection_score": 339.57266387924733 }, { "name": "ridge_a100_H20_c12_p90_cap3", "variant": { "name": "ridge_a100_H20_c12_p90_cap3", "threshold": 0.06836575819588102, "pred_percentile": 90, "horizon": 20, "cost_bps": 12, "cap": 3, "delay_bars": 1 }, "model_diag": { "alpha": 100.0, "ykey": "y_H20_c12", "n_train": 12794, "target_mean": 0.014520496257193136 }, "val": { "label": "Validation ridge_a100_H20_c12_p90_cap3", "variant": "ridge_a100_H20_c12_p90_cap3", "gain_pct": 359.52826829711336, "max_drawdown_pct": -16.215679627577238, "capital_score": 335.2047488557475, "stability_score": 322.804281877056, "n_trades": 130, "skipped_by_capacity": 527, "avg_trade_ret_pct": 1.2050901818062631, "median_trade_ret_pct": 1.3130470702609376, "positive_month_rate": 0.8461538461538461, "worst_month_pct": -14.131236209460695, "month_gain_concentration": 0.2612464883448061, "top_asset_trade_share": 0.6923076923076923, "long_counts": { "SOL": 30, "XRP": 90, "BTC": 3, "ETH": 7 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 130, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.7925925925925927, "max_open_trades": 3, "avg_exposure": 0.9308641975308644, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 11.350100922227426, "2024-10-31 00:00:00+00:00": 1.7586318660796394, "2024-11-30 00:00:00+00:00": 50.412879330639186, "2024-12-31 00:00:00+00:00": 73.8043866593676, "2025-01-31 00:00:00+00:00": -14.131236209460695, "2025-02-28 00:00:00+00:00": 27.912465573265223, "2025-03-31 00:00:00+00:00": 38.052239909680765, "2025-04-30 00:00:00+00:00": 17.839195898717094, "2025-07-31 00:00:00+00:00": 25.81477075563896, "2025-10-31 00:00:00+00:00": 7.04235376210471, "2025-11-30 00:00:00+00:00": 16.521421950838203, "2026-02-28 00:00:00+00:00": 12.000180097772159 } }, "test": { "label": "Test ridge_a100_H20_c12_p90_cap3", "variant": "ridge_a100_H20_c12_p90_cap3", "gain_pct": 88.58480815791381, "max_drawdown_pct": -4.039919775623857, "capital_score": 82.52492849447803, "stability_score": 80.0775600734254, "n_trades": 57, "skipped_by_capacity": 141, "avg_trade_ret_pct": 1.1393836346442694, "median_trade_ret_pct": 1.1459413870198436, "positive_month_rate": 0.875, "worst_month_pct": -1.788866135461177, "month_gain_concentration": 0.4170873249509408, "top_asset_trade_share": 0.631578947368421, "long_counts": { "XRP": 36, "SOL": 15, "ETH": 3, "BNB": 3 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 57, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.660377358490566, "max_open_trades": 3, "avg_exposure": 0.8867924528301887, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 1.4757913255255914, "2025-02-28 00:00:00+00:00": 3.8684270084947627, "2025-03-31 00:00:00+00:00": 22.091640571594965, "2025-04-30 00:00:00+00:00": 5.023567618232548, "2025-07-31 00:00:00+00:00": 10.355736287078713, "2025-10-31 00:00:00+00:00": 3.256970058898929, "2025-11-30 00:00:00+00:00": 6.894330626022651, "2026-02-28 00:00:00+00:00": -1.788866135461177 }, "curve": [ { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 2.4868332793134442, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 2.4868332793134442, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 2.4868332793134442, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": -1.0366577186971568, "drawdown_pct": -3.4379938234678664, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": -1.0366577186971568, "drawdown_pct": -3.4379938234678664, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": -1.0366577186971568, "drawdown_pct": -3.4379938234678664, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 1.4757913255255914, "drawdown_pct": -0.9865091167685858, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 2.808216230549519, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 2.808216230549519, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 2.808216230549519, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 2.808216230549519, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 2.808216230549519, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 2.808216230549519, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 2.808216230549519, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 2.808216230549519, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 2.284495761659329, "drawdown_pct": -0.5094149943383308, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 2.284495761659329, "drawdown_pct": -0.5094149943383308, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 3.85905898865353, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 5.344218334020354, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 5.344218334020354, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 5.344218334020354, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 5.344218334020354, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 13.474572510735015, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 13.474572510735015, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 20.342806464533098, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 20.342806464533098, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 20.342806464533098, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 27.76527191665089, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 27.76527191665089, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 22.603657430110516, "drawdown_pct": -4.039919775623857, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 22.603657430110516, "drawdown_pct": -4.039919775623857, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 22.603657430110516, "drawdown_pct": -4.039919775623857, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 22.603657430110516, "drawdown_pct": -4.039919775623857, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 25.90489307628806, "drawdown_pct": -1.4560911681669397, "open_trades": 1, "exposure": 0.3333333333333333 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 27.43585890561532, "drawdown_pct": -0.2578267209030538, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 27.43585890561532, "drawdown_pct": -0.2578267209030538, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 32.45942652384787, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 32.45942652384787, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 32.45942652384787, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 39.959413994894675, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 42.81516281092658, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 42.60611907069736, "drawdown_pct": -0.14637363156317917, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 49.5386355847084, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 46.07213286982551, "drawdown_pct": -2.3181318335081635, "open_trades": 3, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 52.96646349584816, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 53.66157040929835, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.6666666666666666 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 51.17759736038698, "drawdown_pct": -1.6165219724716962, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 51.17759736038698, "drawdown_pct": -1.6165219724716962, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 51.17759736038698, "drawdown_pct": -1.6165219724716962, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 51.17759736038698, "drawdown_pct": -1.6165219724716962, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 51.17759736038698, "drawdown_pct": -1.6165219724716962, "open_trades": 3, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 51.17759736038698, "drawdown_pct": -1.6165219724716962, "open_trades": 3, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a100_H20_c12_p90_cap3", "variant": "ridge_a100_H20_c12_p90_cap3", "gain_pct": 25.78131183048275, "max_drawdown_pct": 0.0, "capital_score": 25.78131183048275, "stability_score": 12.281311830482752, "n_trades": 3, "skipped_by_capacity": 13, "avg_trade_ret_pct": 7.946529999650227, "median_trade_ret_pct": 7.648113117717051, "positive_month_rate": 0.0, "worst_month_pct": 0.0, "month_gain_concentration": 0.0, "top_asset_trade_share": 1.0, "long_counts": { "XRP": 3 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 3, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 2.8, "max_open_trades": 3, "avg_exposure": 0.9333333333333332, "max_exposure": 1.0, "monthly_gain_pct": { "2026-02-28 00:00:00+00:00": 0.0 } }, "selection_score": 320.2047488557475 }, { "name": "ridge_a100_H20_c12_p90_cap5", "variant": { "name": "ridge_a100_H20_c12_p90_cap5", "threshold": 0.06836575819588102, "pred_percentile": 90, "horizon": 20, "cost_bps": 12, "cap": 5, "delay_bars": 1 }, "model_diag": { "alpha": 100.0, "ykey": "y_H20_c12", "n_train": 12794, "target_mean": 0.014520496257193136 }, "val": { "label": "Validation ridge_a100_H20_c12_p90_cap5", "variant": "ridge_a100_H20_c12_p90_cap5", "gain_pct": 324.65218646461943, "max_drawdown_pct": -15.969209134044737, "capital_score": 300.69837276355236, "stability_score": 289.86050080058686, "n_trades": 202, "skipped_by_capacity": 455, "avg_trade_ret_pct": 0.7279519774779906, "median_trade_ret_pct": 0.7878282421565627, "positive_month_rate": 0.8461538461538461, "worst_month_pct": -12.694307606529833, "month_gain_concentration": 0.29424668166235646, "top_asset_trade_share": 0.6881188118811881, "long_counts": { "SOL": 49, "BNB": 1, "XRP": 139, "BTC": 3, "ETH": 10 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 202, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.392592592592592, "max_open_trades": 5, "avg_exposure": 0.8785185185185186, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 13.30719834418207, "2024-10-31 00:00:00+00:00": 0.6289302925886631, "2024-11-30 00:00:00+00:00": 37.786803412494734, "2024-12-31 00:00:00+00:00": 73.13588521645181, "2025-01-31 00:00:00+00:00": -12.694307606529833, "2025-02-28 00:00:00+00:00": 28.745374646668324, "2025-03-31 00:00:00+00:00": 35.260741069826565, "2025-04-30 00:00:00+00:00": 12.156925601096418, "2025-07-31 00:00:00+00:00": 22.943319574020165, "2025-10-31 00:00:00+00:00": 6.595798571145792, "2025-11-30 00:00:00+00:00": 15.502484572173046, "2026-02-28 00:00:00+00:00": 2.4895038620118157 } }, "test": { "label": "Test ridge_a100_H20_c12_p90_cap5", "variant": "ridge_a100_H20_c12_p90_cap5", "gain_pct": 69.33943787985095, "max_drawdown_pct": -4.028514850031728, "capital_score": 63.29666560480336, "stability_score": 61.362930665044324, "n_trades": 83, "skipped_by_capacity": 115, "avg_trade_ret_pct": 0.647226779646837, "median_trade_ret_pct": 0.6090326233902261, "positive_month_rate": 0.75, "worst_month_pct": -2.022474859653528, "month_gain_concentration": 0.3420566546714182, "top_asset_trade_share": 0.6144578313253012, "long_counts": { "XRP": 51, "SOL": 23, "ETH": 4, "BNB": 5 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 83, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 3.9245283018867925, "max_open_trades": 5, "avg_exposure": 0.7849056603773585, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": -2.022474859653528, "2025-02-28 00:00:00+00:00": 6.466199218646452, "2025-03-31 00:00:00+00:00": 13.096930015466882, "2025-04-30 00:00:00+00:00": 2.7657890631763706, "2025-07-31 00:00:00+00:00": 5.772217073049333, "2025-10-31 00:00:00+00:00": 4.027568739453287, "2025-11-30 00:00:00+00:00": 6.1600700935567545, "2026-02-28 00:00:00+00:00": -0.9560158532564742 }, "curve": [ { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 1.492099967588075, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 1.492099967588075, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 1.492099967588075, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": -0.6014753093280376, "drawdown_pct": -2.0627962940807265, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": -0.6014753093280376, "drawdown_pct": -2.0627962940807265, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": -0.6014753093280376, "drawdown_pct": -2.0627962940807265, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": -2.022474859653528, "drawdown_pct": -3.4629048254632644, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": -1.2505802456318378, "drawdown_pct": -2.702358325520704, "open_trades": 4, "exposure": 0.8 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": -1.2505802456318378, "drawdown_pct": -2.702358325520704, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": -1.2505802456318378, "drawdown_pct": -2.702358325520704, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": -1.2505802456318378, "drawdown_pct": -2.702358325520704, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": -1.2505802456318378, "drawdown_pct": -2.702358325520704, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": -1.2505802456318378, "drawdown_pct": -2.702358325520704, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": -1.2505802456318378, "drawdown_pct": -2.702358325520704, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": -1.2505802456318378, "drawdown_pct": -2.702358325520704, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": -2.5054924496046596, "drawdown_pct": -3.938821266354109, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 2.6101344065844074, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 3.556028490986108, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 4.443724358992924, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 4.443724358992924, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 4.443724358992924, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 4.443724358992924, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 11.896934213463453, "drawdown_pct": 0.0, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 11.896934213463453, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 10.51085987872483, "drawdown_pct": -1.2387062652623126, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 10.51085987872483, "drawdown_pct": -1.2387062652623126, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 10.51085987872483, "drawdown_pct": -1.2387062652623126, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 18.45776746702417, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 18.45776746702417, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 13.685678713599046, "drawdown_pct": -4.028514850031728, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 13.685678713599046, "drawdown_pct": -4.028514850031728, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 13.685678713599046, "drawdown_pct": -4.028514850031728, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 13.685678713599046, "drawdown_pct": -4.028514850031728, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 16.68931011577348, "drawdown_pct": -1.492901131825719, "open_trades": 1, "exposure": 0.2 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 17.540654374459805, "drawdown_pct": -0.7742110223541654, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 17.540654374459805, "drawdown_pct": -0.7742110223541654, "open_trades": 3, "exposure": 0.6 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 20.306443437636176, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 20.306443437636176, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 20.306443437636176, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 24.556856655187673, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 26.07866051068551, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 26.995337496708288, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 33.18895089354214, "drawdown_pct": 0.0, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 30.106229250138796, "drawdown_pct": -2.3145475827550888, "open_trades": 5, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 36.26629934369555, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 36.637710473943486, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 0.4 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 35.310283490439076, "drawdown_pct": -0.9714938715674304, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 35.310283490439076, "drawdown_pct": -0.9714938715674304, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 35.310283490439076, "drawdown_pct": -0.9714938715674304, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 35.310283490439076, "drawdown_pct": -0.9714938715674304, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 35.310283490439076, "drawdown_pct": -0.9714938715674304, "open_trades": 5, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 35.310283490439076, "drawdown_pct": -0.9714938715674304, "open_trades": 5, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a100_H20_c12_p90_cap5", "variant": "ridge_a100_H20_c12_p90_cap5", "gain_pct": 23.920587907763377, "max_drawdown_pct": 0.0, "capital_score": 23.920587907763377, "stability_score": 16.420587907763377, "n_trades": 5, "skipped_by_capacity": 11, "avg_trade_ret_pct": 4.387287740818259, "median_trade_ret_pct": 4.588867870630231, "positive_month_rate": 0.0, "worst_month_pct": 0.0, "month_gain_concentration": 0.0, "top_asset_trade_share": 0.8, "long_counts": { "XRP": 4, "ETH": 1 }, "cost_bps_roundtrip": 12.0, "delay_bars": 1, "horizon_bars": 20, "avg_bars_held": 21.0, "timeouts": 5, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 4.2, "max_open_trades": 5, "avg_exposure": 0.8400000000000001, "max_exposure": 1.0, "monthly_gain_pct": { "2026-02-28 00:00:00+00:00": 0.0 } }, "selection_score": 285.69837276355236 } ], "selected": { "name": "ridge_a1_H10_c8_p70_cap2", "variant": { "name": "ridge_a1_H10_c8_p70_cap2", "threshold": 0.033558452906995294, "pred_percentile": 70, "horizon": 10, "cost_bps": 8, "cap": 2, "delay_bars": 1 }, "model_diag": { "alpha": 1.0, "ykey": "y_H10_c8", "n_train": 12794, "target_mean": 0.008213253534827653 }, "val": { "label": "Validation ridge_a1_H10_c8_p70_cap2", "variant": "ridge_a1_H10_c8_p70_cap2", "gain_pct": 2192.8121201541094, "max_drawdown_pct": -11.451495366599474, "capital_score": 2175.6348771042103, "stability_score": 2149.2484739799597, "n_trades": 188, "skipped_by_capacity": 1783, "avg_trade_ret_pct": 1.7054948693501295, "median_trade_ret_pct": 1.4564806098937189, "positive_month_rate": 0.7058823529411765, "worst_month_pct": -30.854488230633706, "month_gain_concentration": 0.17560926953373907, "top_asset_trade_share": 0.601063829787234, "long_counts": { "SOL": 54, "XRP": 113, "BTC": 4, "ETH": 14, "BNB": 3 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 188, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.942084942084942, "max_open_trades": 2, "avg_exposure": 0.971042471042471, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 46.034968679605015, "2024-10-31 00:00:00+00:00": 5.171122962568944, "2024-11-30 00:00:00+00:00": 127.32515614649057, "2024-12-31 00:00:00+00:00": 266.9496997522311, "2025-01-31 00:00:00+00:00": 163.93300397148528, "2025-02-28 00:00:00+00:00": 338.3250739701341, "2025-03-31 00:00:00+00:00": 245.78281153172497, "2025-04-30 00:00:00+00:00": 385.0005130211441, "2025-05-31 00:00:00+00:00": 49.12003240680042, "2025-07-31 00:00:00+00:00": -4.0555618506582505, "2025-08-31 00:00:00+00:00": 103.07614200683338, "2025-10-31 00:00:00+00:00": -7.2855723655891325, "2025-11-30 00:00:00+00:00": 186.11367582389948, "2026-01-31 00:00:00+00:00": -11.321493390524893, "2026-02-28 00:00:00+00:00": 275.53790663180735, "2026-03-31 00:00:00+00:00": -30.854488230633706 } }, "test": { "label": "Test ridge_a1_H10_c8_p70_cap2", "variant": "ridge_a1_H10_c8_p70_cap2", "gain_pct": 199.21305509848702, "max_drawdown_pct": -7.8485607421914345, "capital_score": 187.44021398519988, "stability_score": 187.44021398519988, "n_trades": 102, "skipped_by_capacity": 600, "avg_trade_ret_pct": 1.097484338236863, "median_trade_ret_pct": 1.167014354538602, "positive_month_rate": 1.0, "worst_month_pct": 0.7091586366762215, "month_gain_concentration": 0.1956230964274636, "top_asset_trade_share": 0.4803921568627451, "long_counts": { "XRP": 49, "SOL": 32, "ETH": 13, "BNB": 6, "BTC": 2 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 102, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.9024390243902438, "max_open_trades": 2, "avg_exposure": 0.9512195121951219, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 24.98752086600659, "2025-02-28 00:00:00+00:00": 38.0058356403223, "2025-03-31 00:00:00+00:00": 26.908060381037956, "2025-04-30 00:00:00+00:00": 13.579741154644381, "2025-05-31 00:00:00+00:00": 4.247370743156523, "2025-07-31 00:00:00+00:00": 4.594850830810202, "2025-08-31 00:00:00+00:00": 7.306160538964036, "2025-10-31 00:00:00+00:00": 13.705657409743026, "2025-11-30 00:00:00+00:00": 16.744085479201516, "2025-12-31 00:00:00+00:00": 0.7091586366762215, "2026-01-31 00:00:00+00:00": 5.855605344521393, "2026-02-28 00:00:00+00:00": 31.49007165647015, "2026-03-31 00:00:00+00:00": 6.146803839344159 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 1.2567547412292157, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 8.733743148200091, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 10.40769440424944, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 10.40769440424944, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 10.40769440424944, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 14:00:00+00:00", "gain_pct": 10.40769440424944, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 12.831424808443458, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-20 01:00:00+00:00", "gain_pct": 12.831424808443458, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 12.831424808443458, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 12.831424808443458, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 12.831424808443458, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 12.831424808443458, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 12.831424808443458, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-23 14:00:00+00:00", "gain_pct": 22.880797632769543, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-27 14:00:00+00:00", "gain_pct": 23.211001658254432, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 24.98752086600659, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 27.270781862757403, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 27.270781862757403, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 00:00:00+00:00", "gain_pct": 27.270781862757403, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 27.270781862757403, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 27.270781862757403, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 17.629480520015136, "drawdown_pct": -7.575423990982455, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 17.629480520015136, "drawdown_pct": -7.575423990982455, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 17.629480520015136, "drawdown_pct": -7.575423990982455, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 17.629480520015136, "drawdown_pct": -7.575423990982455, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 10:00:00+00:00", "gain_pct": 17.629480520015136, "drawdown_pct": -7.575423990982455, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 17.629480520015136, "drawdown_pct": -7.575423990982455, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 17.629480520015136, "drawdown_pct": -7.575423990982455, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 19:00:00+00:00", "gain_pct": 28.65712507738732, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 28.65712507738732, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": 28.65712507738732, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 25.452478971215328, "drawdown_pct": -2.490842309933783, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 25.452478971215328, "drawdown_pct": -2.490842309933783, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 30.41348109320225, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-10 03:00:00+00:00", "gain_pct": 30.41348109320225, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-18 16:00:00+00:00", "gain_pct": 34.6497418978542, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 39.522064124718696, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 39.522064124718696, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 39.522064124718696, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 39.522064124718696, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 39.522064124718696, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 39.522064124718696, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 44.1155395253993, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-26 17:00:00+00:00", "gain_pct": 45.1765212904553, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 45.1765212904553, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-28 03:00:00+00:00", "gain_pct": 51.12627433518304, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 62.993356506328894, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 64.72279259024478, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 16:00:00+00:00", "gain_pct": 64.72279259024478, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 64.72279259024478, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 64.72279259024478, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-03 06:00:00+00:00", "gain_pct": 81.90671213350555, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 81.90671213350555, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 77.76171072190951, "drawdown_pct": -2.2786412678130974, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 77.76171072190951, "drawdown_pct": -2.2786412678130974, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 05:00:00+00:00", "gain_pct": 77.76171072190951, "drawdown_pct": -2.2786412678130974, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 83.68224003163687, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 83.68224003163687, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 83.68224003163687, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 83.68224003163687, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 83.68224003163687, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 14:00:00+00:00", "gain_pct": 89.76676917433889, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 89.76676917433889, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 89.76676917433889, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 89.76676917433889, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-09 16:00:00+00:00", "gain_pct": 82.5392358260251, "drawdown_pct": -3.808640142718478, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 82.5392358260251, "drawdown_pct": -3.808640142718478, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 87.3107084754823, "drawdown_pct": -1.2942522600467576, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 87.3107084754823, "drawdown_pct": -1.2942522600467576, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 87.3107084754823, "drawdown_pct": -1.2942522600467576, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 74.8728090271967, "drawdown_pct": -7.8485607421914345, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 85.7936460402234, "drawdown_pct": -2.0936875046154046, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 85.7936460402234, "drawdown_pct": -2.0936875046154046, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 89.90141688736685, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 89.90141688736685, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 06:00:00+00:00", "gain_pct": 94.22450361957024, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 94.22450361957024, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 94.22450361957024, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 94.22450361957024, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 94.22450361957024, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 100.88366575565772, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-04-09 01:00:00+00:00", "gain_pct": 100.88366575565772, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-09 17:00:00+00:00", "gain_pct": 100.2757282732604, "drawdown_pct": -0.3026316152238917, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-10 15:00:00+00:00", "gain_pct": 97.39053991434176, "drawdown_pct": -1.7388799772126706, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-22 21:00:00+00:00", "gain_pct": 103.48115804201123, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 107.72852878516775, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 106.75440695098285, "drawdown_pct": -0.4689398417645041, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 112.32337961597796, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 112.32337961597796, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-08-14 12:00:00+00:00", "gain_pct": 121.39204497271987, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-08-24 19:00:00+00:00", "gain_pct": 119.62954015494199, "drawdown_pct": -0.7961012411241142, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-10 22:00:00+00:00", "gain_pct": 118.21330720575406, "drawdown_pct": -1.4357958378122815, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-11 05:00:00+00:00", "gain_pct": 118.21330720575406, "drawdown_pct": -1.4357958378122815, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 115.70290961668036, "drawdown_pct": -2.569710829827032, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 115.70290961668036, "drawdown_pct": -2.569710829827032, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 128.13295612162094, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 126.90600700085827, "drawdown_pct": -0.5378219533124229, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 126.90600700085827, "drawdown_pct": -0.5378219533124229, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-19 09:00:00+00:00", "gain_pct": 133.33519756468502, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-11-04 19:00:00+00:00", "gain_pct": 135.8948909473658, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 135.8948909473658, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-04 21:00:00+00:00", "gain_pct": 135.8948909473658, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 143.77320854904585, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 143.77320854904585, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 143.77320854904585, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 150.07928304388653, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 150.78844168056276, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 156.64404702508415, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 165.64059535372104, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 166.45222975976657, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 166.45222975976657, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 166.45222975976657, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 166.45222975976657, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 166.45222975976657, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 166.45222975976657, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 166.45222975976657, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 05:00:00+00:00", "gain_pct": 166.45222975976657, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 192.10500502789978, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 16:00:00+00:00", "gain_pct": 192.10500502789978, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-28 06:00:00+00:00", "gain_pct": 188.1341186815543, "drawdown_pct": -1.3594037342722687, "open_trades": 1, "exposure": 0.5 }, { "t": "2026-02-28 07:00:00+00:00", "gain_pct": 188.1341186815543, "drawdown_pct": -1.3594037342722687, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 194.28092252089846, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 } ] }, "recent": { "label": "Recent ridge_a1_H10_c8_p70_cap2", "variant": "ridge_a1_H10_c8_p70_cap2", "gain_pct": 19.62869008732119, "max_drawdown_pct": -1.3594037342722909, "capital_score": 17.589584485912752, "stability_score": 4.455153817504029, "n_trades": 11, "skipped_by_capacity": 46, "avg_trade_ret_pct": 1.6563612066068303, "median_trade_ret_pct": 1.3722558108335237, "positive_month_rate": 0.6666666666666666, "worst_month_pct": 0.0, "month_gain_concentration": 0.9217408630999854, "top_asset_trade_share": 0.6363636363636364, "long_counts": { "XRP": 7, "ETH": 3, "SOL": 1 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 11, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.9230769230769231, "max_open_trades": 2, "avg_exposure": 0.9615384615384616, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 15.497546089767269, "2026-03-31 00:00:00+00:00": 1.3157977796215192 } }, "selection_score": 2175.6348771042103 }, "val_metrics": { "label": "Validation ridge_a1_H10_c8_p70_cap2", "variant": "ridge_a1_H10_c8_p70_cap2", "gain_pct": 2192.8121201541094, "max_drawdown_pct": -11.451495366599474, "capital_score": 2175.6348771042103, "stability_score": 2149.2484739799597, "n_trades": 188, "skipped_by_capacity": 1783, "avg_trade_ret_pct": 1.7054948693501295, "median_trade_ret_pct": 1.4564806098937189, "positive_month_rate": 0.7058823529411765, "worst_month_pct": -30.854488230633706, "month_gain_concentration": 0.17560926953373907, "top_asset_trade_share": 0.601063829787234, "long_counts": { "SOL": 54, "XRP": 113, "BTC": 4, "ETH": 14, "BNB": 3 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 188, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.942084942084942, "max_open_trades": 2, "avg_exposure": 0.971042471042471, "max_exposure": 1.0, "monthly_gain_pct": { "2024-07-31 00:00:00+00:00": 0.0, "2024-08-31 00:00:00+00:00": 46.034968679605015, "2024-10-31 00:00:00+00:00": 5.171122962568944, "2024-11-30 00:00:00+00:00": 127.32515614649057, "2024-12-31 00:00:00+00:00": 266.9496997522311, "2025-01-31 00:00:00+00:00": 163.93300397148528, "2025-02-28 00:00:00+00:00": 338.3250739701341, "2025-03-31 00:00:00+00:00": 245.78281153172497, "2025-04-30 00:00:00+00:00": 385.0005130211441, "2025-05-31 00:00:00+00:00": 49.12003240680042, "2025-07-31 00:00:00+00:00": -4.0555618506582505, "2025-08-31 00:00:00+00:00": 103.07614200683338, "2025-10-31 00:00:00+00:00": -7.2855723655891325, "2025-11-30 00:00:00+00:00": 186.11367582389948, "2026-01-31 00:00:00+00:00": -11.321493390524893, "2026-02-28 00:00:00+00:00": 275.53790663180735, "2026-03-31 00:00:00+00:00": -30.854488230633706 } }, "test_metrics": { "label": "Test ridge_a1_H10_c8_p70_cap2", "variant": "ridge_a1_H10_c8_p70_cap2", "gain_pct": 199.21305509848702, "max_drawdown_pct": -7.8485607421914345, "capital_score": 187.44021398519988, "stability_score": 187.44021398519988, "n_trades": 102, "skipped_by_capacity": 600, "avg_trade_ret_pct": 1.097484338236863, "median_trade_ret_pct": 1.167014354538602, "positive_month_rate": 1.0, "worst_month_pct": 0.7091586366762215, "month_gain_concentration": 0.1956230964274636, "top_asset_trade_share": 0.4803921568627451, "long_counts": { "XRP": 49, "SOL": 32, "ETH": 13, "BNB": 6, "BTC": 2 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 102, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.9024390243902438, "max_open_trades": 2, "avg_exposure": 0.9512195121951219, "max_exposure": 1.0, "monthly_gain_pct": { "2025-01-31 00:00:00+00:00": 24.98752086600659, "2025-02-28 00:00:00+00:00": 38.0058356403223, "2025-03-31 00:00:00+00:00": 26.908060381037956, "2025-04-30 00:00:00+00:00": 13.579741154644381, "2025-05-31 00:00:00+00:00": 4.247370743156523, "2025-07-31 00:00:00+00:00": 4.594850830810202, "2025-08-31 00:00:00+00:00": 7.306160538964036, "2025-10-31 00:00:00+00:00": 13.705657409743026, "2025-11-30 00:00:00+00:00": 16.744085479201516, "2025-12-31 00:00:00+00:00": 0.7091586366762215, "2026-01-31 00:00:00+00:00": 5.855605344521393, "2026-02-28 00:00:00+00:00": 31.49007165647015, "2026-03-31 00:00:00+00:00": 6.146803839344159 }, "curve": [ { "t": "2025-01-08 18:00:00+00:00", "gain_pct": 0.0, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-15 13:00:00+00:00", "gain_pct": 1.2567547412292157, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-18 06:00:00+00:00", "gain_pct": 8.733743148200091, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-19 09:00:00+00:00", "gain_pct": 10.40769440424944, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 10:00:00+00:00", "gain_pct": 10.40769440424944, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 12:00:00+00:00", "gain_pct": 10.40769440424944, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 14:00:00+00:00", "gain_pct": 10.40769440424944, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-19 23:00:00+00:00", "gain_pct": 12.831424808443458, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-20 01:00:00+00:00", "gain_pct": 12.831424808443458, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 02:00:00+00:00", "gain_pct": 12.831424808443458, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 03:00:00+00:00", "gain_pct": 12.831424808443458, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 06:00:00+00:00", "gain_pct": 12.831424808443458, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 07:00:00+00:00", "gain_pct": 12.831424808443458, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-20 08:00:00+00:00", "gain_pct": 12.831424808443458, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-01-23 14:00:00+00:00", "gain_pct": 22.880797632769543, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-27 14:00:00+00:00", "gain_pct": 23.211001658254432, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-01-29 19:00:00+00:00", "gain_pct": 24.98752086600659, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-02 17:00:00+00:00", "gain_pct": 27.270781862757403, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-02 18:00:00+00:00", "gain_pct": 27.270781862757403, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 00:00:00+00:00", "gain_pct": 27.270781862757403, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 01:00:00+00:00", "gain_pct": 27.270781862757403, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 03:00:00+00:00", "gain_pct": 27.270781862757403, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 05:00:00+00:00", "gain_pct": 17.629480520015136, "drawdown_pct": -7.575423990982455, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 06:00:00+00:00", "gain_pct": 17.629480520015136, "drawdown_pct": -7.575423990982455, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 08:00:00+00:00", "gain_pct": 17.629480520015136, "drawdown_pct": -7.575423990982455, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 09:00:00+00:00", "gain_pct": 17.629480520015136, "drawdown_pct": -7.575423990982455, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 10:00:00+00:00", "gain_pct": 17.629480520015136, "drawdown_pct": -7.575423990982455, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 14:00:00+00:00", "gain_pct": 17.629480520015136, "drawdown_pct": -7.575423990982455, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 15:00:00+00:00", "gain_pct": 17.629480520015136, "drawdown_pct": -7.575423990982455, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 19:00:00+00:00", "gain_pct": 28.65712507738732, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 20:00:00+00:00", "gain_pct": 28.65712507738732, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-03 21:00:00+00:00", "gain_pct": 28.65712507738732, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-04 07:00:00+00:00", "gain_pct": 25.452478971215328, "drawdown_pct": -2.490842309933783, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-04 15:00:00+00:00", "gain_pct": 25.452478971215328, "drawdown_pct": -2.490842309933783, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-10 01:00:00+00:00", "gain_pct": 30.41348109320225, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-10 03:00:00+00:00", "gain_pct": 30.41348109320225, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-18 16:00:00+00:00", "gain_pct": 34.6497418978542, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 07:00:00+00:00", "gain_pct": 39.522064124718696, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 08:00:00+00:00", "gain_pct": 39.522064124718696, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 10:00:00+00:00", "gain_pct": 39.522064124718696, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 11:00:00+00:00", "gain_pct": 39.522064124718696, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 15:00:00+00:00", "gain_pct": 39.522064124718696, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 16:00:00+00:00", "gain_pct": 39.522064124718696, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-25 19:00:00+00:00", "gain_pct": 44.1155395253993, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-26 17:00:00+00:00", "gain_pct": 45.1765212904553, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-02-26 18:00:00+00:00", "gain_pct": 45.1765212904553, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-28 03:00:00+00:00", "gain_pct": 51.12627433518304, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-02-28 14:00:00+00:00", "gain_pct": 62.993356506328894, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 15:00:00+00:00", "gain_pct": 64.72279259024478, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 16:00:00+00:00", "gain_pct": 64.72279259024478, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 17:00:00+00:00", "gain_pct": 64.72279259024478, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-02 19:00:00+00:00", "gain_pct": 64.72279259024478, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-03 06:00:00+00:00", "gain_pct": 81.90671213350555, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-03 08:00:00+00:00", "gain_pct": 81.90671213350555, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 01:00:00+00:00", "gain_pct": 77.76171072190951, "drawdown_pct": -2.2786412678130974, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 02:00:00+00:00", "gain_pct": 77.76171072190951, "drawdown_pct": -2.2786412678130974, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 05:00:00+00:00", "gain_pct": 77.76171072190951, "drawdown_pct": -2.2786412678130974, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 14:00:00+00:00", "gain_pct": 83.68224003163687, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 15:00:00+00:00", "gain_pct": 83.68224003163687, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 16:00:00+00:00", "gain_pct": 83.68224003163687, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 17:00:00+00:00", "gain_pct": 83.68224003163687, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-04 18:00:00+00:00", "gain_pct": 83.68224003163687, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 14:00:00+00:00", "gain_pct": 89.76676917433889, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 15:00:00+00:00", "gain_pct": 89.76676917433889, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 16:00:00+00:00", "gain_pct": 89.76676917433889, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-07 17:00:00+00:00", "gain_pct": 89.76676917433889, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-09 16:00:00+00:00", "gain_pct": 82.5392358260251, "drawdown_pct": -3.808640142718478, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-03-09 17:00:00+00:00", "gain_pct": 82.5392358260251, "drawdown_pct": -3.808640142718478, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 14:00:00+00:00", "gain_pct": 87.3107084754823, "drawdown_pct": -1.2942522600467576, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-10 18:00:00+00:00", "gain_pct": 87.3107084754823, "drawdown_pct": -1.2942522600467576, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 00:00:00+00:00", "gain_pct": 87.3107084754823, "drawdown_pct": -1.2942522600467576, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 01:00:00+00:00", "gain_pct": 74.8728090271967, "drawdown_pct": -7.8485607421914345, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 13:00:00+00:00", "gain_pct": 85.7936460402234, "drawdown_pct": -2.0936875046154046, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-11 15:00:00+00:00", "gain_pct": 85.7936460402234, "drawdown_pct": -2.0936875046154046, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-12 13:00:00+00:00", "gain_pct": 89.90141688736685, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-03-12 15:00:00+00:00", "gain_pct": 89.90141688736685, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 06:00:00+00:00", "gain_pct": 94.22450361957024, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 08:00:00+00:00", "gain_pct": 94.22450361957024, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 10:00:00+00:00", "gain_pct": 94.22450361957024, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 13:00:00+00:00", "gain_pct": 94.22450361957024, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-07 15:00:00+00:00", "gain_pct": 94.22450361957024, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-08 16:00:00+00:00", "gain_pct": 100.88366575565772, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-04-09 01:00:00+00:00", "gain_pct": 100.88366575565772, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-09 17:00:00+00:00", "gain_pct": 100.2757282732604, "drawdown_pct": -0.3026316152238917, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-10 15:00:00+00:00", "gain_pct": 97.39053991434176, "drawdown_pct": -1.7388799772126706, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-04-22 21:00:00+00:00", "gain_pct": 103.48115804201123, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-05-23 11:00:00+00:00", "gain_pct": 107.72852878516775, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-15 14:00:00+00:00", "gain_pct": 106.75440695098285, "drawdown_pct": -0.4689398417645041, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-24 06:00:00+00:00", "gain_pct": 112.32337961597796, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-07-24 07:00:00+00:00", "gain_pct": 112.32337961597796, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-08-14 12:00:00+00:00", "gain_pct": 121.39204497271987, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-08-24 19:00:00+00:00", "gain_pct": 119.62954015494199, "drawdown_pct": -0.7961012411241142, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-10 22:00:00+00:00", "gain_pct": 118.21330720575406, "drawdown_pct": -1.4357958378122815, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-11 05:00:00+00:00", "gain_pct": 118.21330720575406, "drawdown_pct": -1.4357958378122815, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-12 14:00:00+00:00", "gain_pct": 115.70290961668036, "drawdown_pct": -2.569710829827032, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-12 16:00:00+00:00", "gain_pct": 115.70290961668036, "drawdown_pct": -2.569710829827032, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-14 15:00:00+00:00", "gain_pct": 128.13295612162094, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-17 07:00:00+00:00", "gain_pct": 126.90600700085827, "drawdown_pct": -0.5378219533124229, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-17 09:00:00+00:00", "gain_pct": 126.90600700085827, "drawdown_pct": -0.5378219533124229, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-10-19 09:00:00+00:00", "gain_pct": 133.33519756468502, "drawdown_pct": 0.0, "open_trades": 1, "exposure": 0.5 }, { "t": "2025-11-04 19:00:00+00:00", "gain_pct": 135.8948909473658, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-04 20:00:00+00:00", "gain_pct": 135.8948909473658, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-04 21:00:00+00:00", "gain_pct": 135.8948909473658, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 09:00:00+00:00", "gain_pct": 143.77320854904585, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 12:00:00+00:00", "gain_pct": 143.77320854904585, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 15:00:00+00:00", "gain_pct": 143.77320854904585, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-11-21 22:00:00+00:00", "gain_pct": 150.07928304388653, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2025-12-07 15:00:00+00:00", "gain_pct": 150.78844168056276, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-01-21 16:00:00+00:00", "gain_pct": 156.64404702508415, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-03 19:00:00+00:00", "gain_pct": 165.64059535372104, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 19:00:00+00:00", "gain_pct": 166.45222975976657, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 20:00:00+00:00", "gain_pct": 166.45222975976657, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 21:00:00+00:00", "gain_pct": 166.45222975976657, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 22:00:00+00:00", "gain_pct": 166.45222975976657, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-05 23:00:00+00:00", "gain_pct": 166.45222975976657, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 01:00:00+00:00", "gain_pct": 166.45222975976657, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 02:00:00+00:00", "gain_pct": 166.45222975976657, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 05:00:00+00:00", "gain_pct": 166.45222975976657, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 14:00:00+00:00", "gain_pct": 192.10500502789978, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-06 16:00:00+00:00", "gain_pct": 192.10500502789978, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-02-28 06:00:00+00:00", "gain_pct": 188.1341186815543, "drawdown_pct": -1.3594037342722687, "open_trades": 1, "exposure": 0.5 }, { "t": "2026-02-28 07:00:00+00:00", "gain_pct": 188.1341186815543, "drawdown_pct": -1.3594037342722687, "open_trades": 2, "exposure": 1.0 }, { "t": "2026-03-23 11:00:00+00:00", "gain_pct": 194.28092252089846, "drawdown_pct": 0.0, "open_trades": 2, "exposure": 1.0 } ] }, "recent_metrics": { "label": "Recent ridge_a1_H10_c8_p70_cap2", "variant": "ridge_a1_H10_c8_p70_cap2", "gain_pct": 19.62869008732119, "max_drawdown_pct": -1.3594037342722909, "capital_score": 17.589584485912752, "stability_score": 4.455153817504029, "n_trades": 11, "skipped_by_capacity": 46, "avg_trade_ret_pct": 1.6563612066068303, "median_trade_ret_pct": 1.3722558108335237, "positive_month_rate": 0.6666666666666666, "worst_month_pct": 0.0, "month_gain_concentration": 0.9217408630999854, "top_asset_trade_share": 0.6363636363636364, "long_counts": { "XRP": 7, "ETH": 3, "SOL": 1 }, "cost_bps_roundtrip": 8.0, "delay_bars": 1, "horizon_bars": 10, "avg_bars_held": 11.0, "timeouts": 11, "tp_hits": 0, "hit_rate": 0.0, "avg_open_trades": 1.9230769230769231, "max_open_trades": 2, "avg_exposure": 0.9615384615384616, "max_exposure": 1.0, "monthly_gain_pct": { "2026-01-31 00:00:00+00:00": 0.0, "2026-02-28 00:00:00+00:00": 15.497546089767269, "2026-03-31 00:00:00+00:00": 1.3157977796215192 } }, "summary": { "val_score": 2175.6348771042103, "val_selection_score": 2175.6348771042103, "test_score": 187.44021398519988, "recent_score": 17.589584485912752, "test_gain_pct": 199.21305509848702, "test_dd_pct": -7.8485607421914345, "recent_gain_pct": 19.62869008732119, "recent_dd_pct": -1.3594037342722909, "avg_trade_ret_pct": 1.097484338236863, "selected_variant": "ridge_a1_H10_c8_p70_cap2", "selected_horizon": 10, "selected_cap": 2, "selected_cost_bps": 8, "selected_pred_percentile": 70, "selected_threshold": 0.033558452906995294, "test_top_asset_share": 0.4803921568627451, "test_n_trades": 102, "test_tp_hits": 0, "test_timeouts": 102, "test_hit_rate": 0.0, "test_avg_bars_held": 11.0, "test_avg_open_trades": 1.9024390243902438, "test_max_open_trades": 2, "test_avg_exposure": 0.9512195121951219, "test_max_exposure": 1.0, "success": false }, "interpretation": "Défavorable/mitigé: le Ridge close-H dédié ne satisfait pas simultanément transfert Test, recent, DD, nombre de trades et avg/trade sous sélection Validation-only.", "lesson": "Le score TP-prob et les features pré-entry ne suffisent pas à apprendre une utilité close-H robuste; le signal TP-touch reste difficile à transformer en rendement close-to-close tradable.", "next_implication": "Ne pas promouvoir; limiter la famille 125/close-H à des diagnostics ou chercher de nouvelles cibles/features plutôt qu'un nouveau retuning historique.", "report_url": "https://hermes.overalex.fr/reports/autonomous-ridge-closeh-dedicated-h10h20-utility-135.html", "results_url": "https://hermes.overalex.fr/reports/protocols/autonomous_ridge_lab/ridge_closeh_dedicated_h10h20_executable_utility_135/results.json", "dashboard_url": "https://hermes.overalex.fr/reports/autonomous-ridge-lab.html", "elapsed_sec": 62.0424702167511, "plots": [ "autonomous-ridge-closeh-dedicated-h10h20-utility-135-comparison.png", "autonomous-ridge-closeh-dedicated-h10h20-utility-135-test-curve.png" ] }