Historique comparable

Runs historiques

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

Total runs32après purge

Best runrun_0001_cnn1d_directional_adamwrobust Val score

Tableau comparatif

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

Run	Statut	Protocol	Arch	Loss	Opt	Robust	Val BT	Val DA	Val std	Val PNL	Test DA	Test std	Gap	Test PNL	Test BT	Sharpe	Max DD	Hit	Folds	Params
run_0032_mlp_directional_adamwVoir détail →	ok	v1_walkforward_2025_signflip_train_only	mlp	directional	adamw	0.5065	1.6534	0.5613	0.0549	1.44407	0.5136	0.0465	-0.0477	0.47149	0.6400	0.410	-1.00529	0.5136	12	79937
run_0031_tcn_directional_adamwVoir détail →	ok	v1_walkforward_2025_signflip_train_only	tcn	directional	adamw	0.5166	7.6721	0.6982	0.1816	6.01216	0.5177	0.1410	-0.1805	0.85224	0.8927	0.796	-3.53661	0.5177	12	2241
run_0030_mlp_directional_adamwVoir détail →	ok	v1_walkforward_2025_signflip_train_only	mlp	directional	adamw	0.4839	1.1114	0.5328	0.0490	0.93848	0.5163	0.0666	-0.0165	0.65110	0.8800	0.651	-1.20994	0.5163	12	59961
run_0029_mlp_directional_adamwVoir détail →	ok	v1_walkforward_2025_signflip_train_only	mlp	directional	adamw	0.4936	1.9439	0.5639	0.0703	1.53716	0.5127	0.0892	-0.0512	0.20319	0.4188	0.263	-1.53346	0.5127	12	49973
run_0028_tcn_directional_adamwVoir détail →	ok	v1_walkforward_2025_signflip_train_only	tcn	directional	adamw	0.5507	5.3769	0.6605	0.1097	4.10644	0.5547	0.1572	-0.1057	0.78970	0.7504	0.646	-3.47254	0.5547	12	3361
run_0027_mlp_directional_adamwVoir détail →	ok	v1_walkforward_2025_signflip_train_only	mlp	directional	adamw	0.4950	1.8217	0.5514	0.0564	1.42372	0.5102	0.0603	-0.0412	-0.09326	0.2065	0.072	-1.62225	0.5102	12	99913
run_0026_tcn_directional_adamwVoir détail →	ok	v1_walkforward_2025_signflip_train_only	tcn	directional	adamw	0.5303	7.5353	0.6970	0.1667	6.04232	0.5193	0.1212	-0.1777	1.28123	1.5302	1.364	-3.22200	0.5193	12	2241
run_0025_tcn_directional_adamwVoir détail →	ok	v1_walkforward_2025_signflip_train_only	tcn	directional	adamw	0.4306	2.1607	0.5817	0.1511	1.60193	0.5361	0.1715	-0.0456	-0.20711	0.1681	0.209	-4.04953	0.5361	12	4673
run_0024_gru_directional_rmspropVoir détail →	ok	v1_walkforward_2025_signflip_train_only	gru	directional	rmsprop	0.4718	1.6150	0.5413	0.0695	1.33285	0.4918	0.0785	-0.0495	-0.33047	-0.1297	-0.204	-1.99401	0.4918	12	3533
run_0023_cnn1d_pnl_adamwVoir détail →	ok	v1_walkforward_2025_signflip_train_only	cnn1d	pnl	adamw	0.5636	7.3440	0.6856	0.1221	5.65933	0.4767	0.1596	-0.2090	-0.07478	-0.2606	-0.223	-3.76993	0.4767	12	3923
run_0022_tcn_huber_adamwVoir détail →	ok	v1_walkforward_2025_signflip_train_only	tcn	huber	adamw	0.3420	2.1824	0.5695	0.2275	1.48410	0.5120	0.1439	-0.0576	-0.34666	-0.2719	-0.209	-4.24281	0.5120	12	4673
run_0021_mlp_directional_rmspropVoir détail →	ok	v1_walkforward_2025_signflip_train_only	mlp	directional	rmsprop	0.5091	1.9752	0.5692	0.0602	1.79382	0.5294	0.0409	-0.0398	0.79784	1.0574	0.783	-0.99066	0.5294	12	99913
run_0020_tcn_directional_adamwVoir détail →	ok	v1_walkforward_2025_signflip_train_only	tcn	directional	adamw	0.5500	6.0606	0.6642	0.1142	4.72013	0.5329	0.1644	-0.1313	0.55320	0.5454	0.498	-3.84317	0.5329	12	3361
run_0019_cnn1d_directional_adamwVoir détail →	ok	v1_walkforward_2025_signflip_train_only	cnn1d	directional	adamw	0.5671	7.3602	0.6978	0.1307	5.42699	0.5099	0.1191	-0.1880	0.54902	0.5597	0.488	-3.56554	0.5099	12	4845
run_0018_cnn1d_directional_adamwVoir détail →	ok	v1_walkforward_2025_signflip_train_only	cnn1d	directional	adamw	0.5671	7.3602	0.6978	0.1307	5.42699	0.5099	0.1191	-0.1880	0.54902	0.5597	0.488	-3.56554	0.5099	12	4845
run_0017_cnn1d_directional_adamwVoir détail →	ok	v1_walkforward_2025_signflip_train_only	cnn1d	directional	adamw	0.5671	7.3602	0.6978	0.1307	5.42699	0.5099	0.1191	-0.1880	0.54902	0.5597	0.488	-3.56554	0.5099	12	4845
run_0016_cnn1d_directional_adamwVoir détail →	ok	v1_walkforward_2025_signflip_train_only	cnn1d	directional	adamw	0.5671	7.3602	0.6978	0.1307	5.42699	0.5099	0.1191	-0.1880	0.54902	0.5597	0.488	-3.56554	0.5099	12	4845
run_0015_cnn1d_directional_adamwVoir détail →	ok	v1_walkforward_2025_signflip_train_only	cnn1d	directional	adamw	0.5671	7.3602	0.6978	0.1307	5.42699	0.5099	0.1191	-0.1880	0.54902	0.5597	0.488	-3.56554	0.5099	12	4845
run_0014_cnn1d_directional_adamwVoir détail →	ok	v1_walkforward_2025_signflip_train_only	cnn1d	directional	adamw	0.5671	7.3602	0.6978	0.1307	5.42699	0.5099	0.1191	-0.1880	0.54902	0.5597	0.488	-3.56554	0.5099	12	4845
run_0013_cnn1d_directional_adamwVoir détail →	ok	v1_walkforward_2025_signflip_train_only	cnn1d	directional	adamw	0.5671	7.3602	0.6978	0.1307	5.42699	0.5099	0.1191	-0.1880	0.54902	0.5597	0.488	-3.56554	0.5099	12	4845
run_0012_cnn1d_mae_adamwVoir détail →	ok	v1_walkforward_2025_signflip_train_only	cnn1d	mae	adamw	0.3645	2.0096	0.5642	0.1997	1.73181	0.4330	0.1324	-0.1312	-2.42295	-2.9637	-2.604	-5.35591	0.4330	12	4489
run_0011_gru_pnl_rmspropVoir détail →	ok	v1_walkforward_2025_signflip_train_only	gru	pnl	rmsprop	0.5186	2.5902	0.5745	0.0558	2.14359	0.4795	0.0645	-0.0949	-0.41246	-0.1393	-0.198	-2.14871	0.4795	12	2641
run_0010_mlp_directional_adamwVoir détail →	ok	v1_walkforward_2025_signflip_train_only	mlp	directional	adamw	0.4863	2.3709	0.5678	0.0815	1.99591	0.5462	0.0715	-0.0216	1.09905	1.4119	1.116	-1.03048	0.5462	12	59961
run_0009_mlp_mse_adamwVoir détail →	ok	v1_walkforward_2025_signflip_train_only	mlp	mse	adamw	0.4805	1.4254	0.5458	0.0652	1.15185	0.5437	0.0745	-0.0021	1.13278	1.4095	1.110	-0.96080	0.5437	12	79937
run_0008_cnn1d_directional_sgd_momentumVoir détail →	ok	v1_walkforward_2025_signflip_train_only	cnn1d	directional	sgd_momentum	0.3481	3.4077	0.5754	0.2273	2.61701	0.4675	0.2006	-0.1080	-0.51000	-0.8654	-0.739	-4.17631	0.4675	12	5929
run_0007_cnn1d_huber_adamVoir détail →	ok	v1_walkforward_2025_signflip_train_only	cnn1d	huber	adam	0.3281	0.9180	0.5439	0.2158	0.49412	0.4618	0.1958	-0.0821	-1.68086	-2.3462	-2.065	-4.93099	0.4618	12	3049
run_0006_lstm_huber_adamwVoir détail →	ok	v1_walkforward_2025_signflip_train_only	lstm	huber	adamw	0.4130	4.0658	0.5963	0.1833	2.61502	0.5237	0.1490	-0.0726	0.73128	0.6332	0.514	-2.83079	0.5237	12	5793
run_0005_lstm_directional_sgd_momentumVoir détail →	ok	v1_walkforward_2025_signflip_train_only	lstm	directional	sgd_momentum	0.4623	0.5753	0.5275	0.0652	0.15706	0.4739	0.0786	-0.0536	-0.67511	-0.3090	-0.324	-2.29558	0.4739	7	3361
run_0004_gru_directional_adamwVoir détail →	ok	v1_walkforward_2025_signflip_train_only	gru	directional	adamw	0.5177	2.3594	0.5824	0.0646	1.77666	0.5023	0.0715	-0.0800	-0.27032	0.0637	-0.038	-1.72751	0.5023	12	4521
run_0003_gru_huber_adamVoir détail →	ok	v1_walkforward_2025_signflip_train_only	gru	huber	adam	0.4600	2.3761	0.5643	0.1043	2.24061	0.4905	0.1239	-0.0738	0.24872	0.2340	0.138	-2.23874	0.4905	12	6785
run_0002_cnn1d_pnl_rmspropVoir détail →	error	v1_walkforward_2025_signflip_train_only	cnn1d	pnl	rmsprop	0.5211	5.9541	0.6534	0.1322	4.61226	0.4677	0.1788	-0.1857	-0.66073	-0.8072	-0.674	-4.24073	0.4677	12	6833
run_0001_cnn1d_directional_adamwVoir détail →	best	v1_walkforward_2025_signflip_train_only	cnn1d	directional	adamw	0.5671	7.3602	0.6978	0.1307	5.42699	0.5099	0.1191	-0.1880	0.54902	0.5597	0.488	-3.56554	0.5099	12	4845