Historique comparable

Runs historiques

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

Total runs55après purge

Best runrun_0045_tcn_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	Select	Econ Val	Econ Test	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_0055_tcn_directional_adamwVoir détail →	ok	v2_val3m_test3m	tcn	directional	adamw	26.9831	26.9831	-21.5358	0.5318	6.6924	0.5881	0.0564	10.82664	0.4896	0.0698	-0.0985	-0.98425	-0.9069	-0.571	-8.94095	0.4896	12	2241
run_0054_mlp_directional_adamwVoir détail →	ok	v2_val3m_test3m	mlp	directional	adamw	4.6296	4.6296	-1.5145	0.5130	2.3178	0.5407	0.0277	3.70476	0.5204	0.0339	-0.0203	1.07240	0.8182	0.583	-2.30331	0.5204	12	89925
run_0053_mlp_directional_adamwVoir détail →	ok	v2_val3m_test3m	mlp	directional	adamw	4.6296	4.6296	-1.5145	0.5130	2.3178	0.5407	0.0277	3.70476	0.5204	0.0339	-0.0203	1.07240	0.8182	0.583	-2.30331	0.5204	12	89925
run_0052_tcn_directional_adamwVoir détail →	ok	v2_val3m_test3m	tcn	directional	adamw	25.3432	25.3432	-48.3337	0.5001	5.5209	0.5932	0.0931	8.92613	0.4904	0.0893	-0.1028	-2.82829	-1.8559	-1.297	-9.53285	0.4904	12	3361
run_0051_mlp_directional_adamwVoir détail →	ok	v2_val3m_test3m	mlp	directional	adamw	5.4737	5.4737	2.7964	0.4903	2.0216	0.5328	0.0426	2.97490	0.5243	0.0267	-0.0085	1.74394	1.2437	0.925	-2.08115	0.5243	12	59961
run_0050_mlp_directional_adamwVoir détail →	ok	v2_val3m_test3m	mlp	directional	adamw	5.4737	5.4737	2.7964	0.4903	2.0216	0.5328	0.0426	2.97490	0.5243	0.0267	-0.0085	1.74394	1.2437	0.925	-2.08115	0.5243	12	59961
run_0049_tcn_directional_adamwVoir détail →	ok	v2_val3m_test3m	tcn	directional	adamw	6.0233	6.0233	-67.9209	0.4827	2.9246	0.5615	0.0789	5.01755	0.4640	0.0898	-0.0976	-6.24721	-4.4413	-3.417	-11.73805	0.4640	12	4673
run_0048_mlp_directional_adamwVoir détail →	ok	v2_val3m_test3m	mlp	directional	adamw	6.4690	6.4690	-6.3272	0.5058	1.8139	0.5379	0.0321	3.04660	0.5117	0.0340	-0.0262	0.87954	0.6730	0.503	-3.13321	0.5117	12	99913
run_0047_mlp_directional_adamwVoir détail →	ok	v2_val3m_test3m	mlp	directional	adamw	6.4690	6.4690	-6.3272	0.5058	1.8139	0.5379	0.0321	3.04660	0.5117	0.0340	-0.0262	0.87954	0.6730	0.503	-3.13321	0.5117	12	99913
run_0046_tcn_huber_adamwVoir détail →	ok	v2_val3m_test3m	tcn	huber	adamw	20.3119	20.3119	-10.8614	0.5494	6.2267	0.6080	0.0586	10.01939	0.4875	0.0811	-0.1206	-2.03889	-1.6023	-1.110	-9.83319	0.4875	12	2777
run_0045_tcn_directional_adamwVoir détail →	best	v2_val3m_test3m	tcn	directional	adamw	27.9405	27.9405	0.1795	0.5158	5.6823	0.5800	0.0642	9.17571	0.5206	0.0952	-0.0594	1.70631	1.0738	1.086	-7.92001	0.5206	12	2241
run_0044_mlp_directional_rmspropVoir détail →	ok	v2_val3m_test3m	mlp	directional	rmsprop	3.9022	3.9022	-2.1699	0.4875	1.7019	0.5303	0.0428	2.57136	0.5166	0.0326	-0.0137	1.36216	0.9092	0.680	-2.97285	0.5166	12	79937
run_0043_mlp_directional_rmspropVoir détail →	ok	v2_val3m_test3m	mlp	directional	rmsprop	3.9022	3.9022	-2.1699	0.4875	1.7019	0.5303	0.0428	2.57136	0.5166	0.0326	-0.0137	1.36216	0.9092	0.680	-2.97285	0.5166	12	79937
run_0042_cnn1d_pnl_adamwVoir détail →	ok	v2_val3m_test3m	cnn1d	pnl	adamw	18.1429	18.1429	-23.6851	0.5153	7.7806	0.6099	0.0946	12.30351	0.4882	0.0771	-0.1217	-0.09467	-0.1990	0.020	-8.31064	0.4882	12	3923
run_0041_mlp_directional_adamwVoir détail →	error	v2_val3m_test3m	mlp	directional	adamw	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a		n/a
run_0040_tcn_huber_adamwVoir détail →	ok	v2_val3m_test3m	tcn	huber	adamw	24.2932	24.2932	-10.6092	0.5111	6.1553	0.5965	0.0854	9.72994	0.5079	0.0806	-0.0886	-0.73683	-0.7371	-0.442	-8.70535	0.5079	12	2777
run_0039_tcn_huber_adamwVoir détail →	ok	v2_val3m_test3m	tcn	huber	adamw	26.5645	26.5645	-0.9783	0.4723	3.9393	0.5327	0.0603	6.49542	0.5036	0.0570	-0.0291	1.44224	0.8193	0.820	-7.36541	0.5036	12	2241
run_0038_tcn_directional_adamwVoir détail →	ok	v2_val3m_test3m	tcn	directional	adamw	-0.0625	-0.0625	-38.9064	0.4840	3.9941	0.5690	0.0850	6.09296	0.4167	0.0660	-0.1524	-9.39740	-6.6829	-5.228	-13.80393	0.4167	12	3993
run_0037_mlp_directional_adamwVoir détail →	ok	v2_val3m_test3m	mlp	directional	adamw	6.9279	6.9279	-1.9350	0.5131	1.6988	0.5340	0.0208	2.76226	0.5186	0.0322	-0.0154	1.73867	1.2796	0.959	-1.93416	0.5186	12	59961
run_0036_mlp_directional_adamwVoir détail →	ok	v2_val3m_test3m	mlp	directional	adamw	6.9279	6.9279	-1.9350	0.5131	1.6988	0.5340	0.0208	2.76226	0.5186	0.0322	-0.0154	1.73867	1.2796	0.959	-1.93416	0.5186	12	59961
run_0035_tcn_huber_adamwVoir détail →	ok	v2_val3m_test3m	tcn	huber	adamw	24.8437	24.8437	-22.7374	0.5301	7.2381	0.6132	0.0831	11.25239	0.5409	0.0828	-0.0723	2.01491	1.1878	1.166	-8.18339	0.5409	12	2777
run_0034_tcn_directional_adamwVoir détail →	ok	v2_val3m_test3m	tcn	directional	adamw	5.5619	5.5619	-70.6180	0.4841	2.8746	0.5597	0.0756	4.90135	0.4638	0.0886	-0.0959	-6.27198	-4.4511	-3.431	-11.61892	0.4638	12	4673
run_0033_mlp_directional_adamwVoir détail →	ok	v2_val3m_test3m	mlp	directional	adamw	5.9080	5.9080	-2.0102	0.5052	1.9060	0.5325	0.0274	2.89648	0.5102	0.0333	-0.0224	0.80749	0.6609	0.466	-2.47799	0.5102	12	89925
run_0032_mlp_directional_adamwVoir détail →	ok	v2_val3m_test3m	mlp	directional	adamw	5.9080	5.9080	-2.0102	0.5052	1.9060	0.5325	0.0274	2.89648	0.5102	0.0333	-0.0224	0.80749	0.6609	0.466	-2.47799	0.5102	12	89925
run_0031_tcn_directional_adamwVoir détail →	ok	v2_val3m_test3m	tcn	directional	adamw	0.5217	n/a	n/a	0.5217	6.6250	0.6034	0.0818	10.33248	0.4757	0.0579	-0.1277	-5.82848	-4.1447	-3.199	-11.42914	0.4757	12	2777
run_0030_mlp_directional_adamwVoir détail →	ok	v2_val3m_test3m	mlp	directional	adamw	0.5020	n/a	n/a	0.5020	1.9711	0.5327	0.0307	3.19695	0.5140	0.0267	-0.0188	0.50063	0.4572	0.288	-2.49705	0.5140	12	59961
run_0029_mlp_directional_adamwVoir détail →	ok	v2_val3m_test3m	mlp	directional	adamw	0.5020	n/a	n/a	0.5020	1.9711	0.5327	0.0307	3.19695	0.5140	0.0267	-0.0188	0.50063	0.4572	0.288	-2.49705	0.5140	12	59961
run_0028_tcn_huber_adamwVoir détail →	ok	v2_val3m_test3m	tcn	huber	adamw	0.4491	n/a	n/a	0.4491	1.4670	0.5395	0.0904	2.49662	0.4708	0.0945	-0.0687	-5.02846	-3.6059	-2.723	-11.37331	0.4708	12	4673
run_0027_mlp_directional_adamwVoir détail →	error	v2_val3m_test3m	mlp	directional	adamw	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a		n/a
run_0026_tcn_huber_adamwVoir détail →	ok	v2_val3m_test3m	tcn	huber	adamw	0.4996	n/a	n/a	0.4996	4.0846	0.5741	0.0744	6.75463	0.4595	0.0653	-0.1145	-5.46034	-3.8687	-3.002	-10.34521	0.4595	12	3361
run_0025_mlp_directional_adamwVoir détail →	ok	v2_val3m_test3m	mlp	directional	adamw	0.5001	n/a	n/a	0.5001	1.7722	0.5307	0.0306	2.84843	0.5273	0.0343	-0.0034	2.20308	1.5907	1.224	-2.00188	0.5273	12	79937
run_0024_mlp_directional_adamwVoir détail →	ok	v2_val3m_test3m	mlp	directional	adamw	0.5001	n/a	n/a	0.5001	1.7722	0.5307	0.0306	2.84843	0.5273	0.0343	-0.0034	2.20308	1.5907	1.224	-2.00188	0.5273	12	79937
run_0023_tcn_directional_adamwVoir détail →	ok	v2_val3m_test3m	tcn	directional	adamw	0.5037	n/a	n/a	0.5037	4.0698	0.5725	0.0688	6.42503	0.4277	0.0779	-0.1448	-9.43746	-6.6741	-5.231	-13.49475	0.4277	12	3993
run_0022_mlp_directional_adamwVoir détail →	ok	v2_val3m_test3m	mlp	directional	adamw	0.5136	n/a	n/a	0.5136	2.4258	0.5420	0.0284	3.96444	0.5194	0.0311	-0.0226	1.69074	1.1301	0.850	-2.67177	0.5194	12	49973
run_0021_mlp_directional_adamwVoir détail →	ok	v2_val3m_test3m	mlp	directional	adamw	0.5136	n/a	n/a	0.5136	2.4258	0.5420	0.0284	3.96444	0.5194	0.0311	-0.0226	1.69074	1.1301	0.850	-2.67177	0.5194	12	49973
run_0020_tcn_directional_adamwVoir détail →	ok	v2_val3m_test3m	tcn	directional	adamw	0.5380	n/a	n/a	0.5380	7.7951	0.6041	0.0661	12.34320	0.4800	0.0905	-0.1241	-1.56462	-1.3865	-0.954	-9.42297	0.4800	12	2241
run_0019_mlp_directional_adamwVoir détail →	ok	v2_val3m_test3m	mlp	directional	adamw	0.5093	n/a	n/a	0.5093	2.3670	0.5412	0.0319	3.81394	0.5108	0.0217	-0.0304	0.83117	0.6474	0.448	-2.57121	0.5108	12	89925
run_0018_mlp_directional_adamwVoir détail →	ok	v2_val3m_test3m	mlp	directional	adamw	0.5093	n/a	n/a	0.5093	2.3670	0.5412	0.0319	3.81394	0.5108	0.0217	-0.0304	0.83117	0.6474	0.448	-2.57121	0.5108	12	89925
run_0017_tcn_directional_adamwVoir détail →	ok	v2_val3m_test3m	tcn	directional	adamw	0.4951	n/a	n/a	0.4951	5.7836	0.5907	0.0956	9.22072	0.4970	0.0863	-0.0937	-1.79333	-1.2152	-0.789	-9.04739	0.4970	12	3361
run_0016_tiny_transformer_directional_adamwVoir détail →	ok	v2_val3m_test3m	tiny_transformer	directional	adamw	0.4342	n/a	n/a	0.4342	1.6449	0.5366	0.1024	2.64433	0.5464	0.0886	0.0098	4.54759	2.8068	2.449	-6.50862	0.5464	12	6057
run_0015_sep_tcn_directional_adamwVoir détail →	ok	v2_val3m_test3m	sep_tcn	directional	adamw	0.3959	n/a	n/a	0.3959	-1.3889	0.4870	0.0912	-2.29962	0.5138	0.1172	0.0267	3.10420	1.7281	1.618	-7.97390	0.5138	12	2574
run_0014_sep_tcn_directional_adamwVoir détail →	ok	v2_val3m_test3m	sep_tcn	directional	adamw	0.3959	n/a	n/a	0.3959	-1.3889	0.4870	0.0912	-2.29962	0.5138	0.1172	0.0267	3.10420	1.7281	1.618	-7.97390	0.5138	12	2574
run_0013_res_tcn_directional_adamwVoir détail →	ok	v2_val3m_test3m	res_tcn	directional	adamw	0.5559	n/a	n/a	0.5559	6.7201	0.6011	0.0452	11.11717	0.4683	0.0886	-0.1328	-3.96798	-3.0820	-2.332	-10.86810	0.4683	12	4667
run_0012_mlp_directional_adamwVoir détail →	ok	v2_val3m_test3m	mlp	directional	adamw	0.5018	n/a	n/a	0.5018	1.5820	0.5294	0.0276	2.49462	0.5166	0.0383	-0.0129	0.70108	0.5633	0.393	-2.77247	0.5166	12	89925
run_0011_mlp_directional_adamwVoir détail →	ok	v2_val3m_test3m	mlp	directional	adamw	0.4986	n/a	n/a	0.4986	1.6112	0.5278	0.0292	2.54750	0.5263	0.0316	-0.0015	1.63533	1.1857	0.882	-2.14200	0.5263	12	89925
run_0010_tcn_directional_adamwVoir détail →	ok	v2_val3m_test3m	tcn	directional	adamw	0.5394	n/a	n/a	0.5394	7.4761	0.6037	0.0643	11.93658	0.4811	0.0695	-0.1226	-1.55338	-1.2562	-0.859	-8.95955	0.4811	12	2241
run_0009_mlp_directional_adamwVoir détail →	ok	v2_val3m_test3m	mlp	directional	adamw	0.4900	n/a	n/a	0.4900	0.8174	0.5112	0.0211	1.03168	0.5178	0.0361	0.0066	2.00112	1.3739	1.040	-2.13389	0.5178	12	69949
run_0008_tcn_directional_adamwVoir détail →	ok	v2_val3m_test3m	tcn	directional	adamw	0.4735	n/a	n/a	0.4735	3.7877	0.5657	0.0922	5.76191	0.4210	0.0741	-0.1447	-9.93368	-7.0663	-5.527	-14.38079	0.4210	12	3993
run_0007_mlp_directional_adamwVoir détail →	ok	v2_val3m_test3m	mlp	directional	adamw	0.5075	n/a	n/a	0.5075	2.1105	0.5368	0.0293	3.36809	0.5111	0.0280	-0.0257	1.12263	0.7408	0.530	-2.85792	0.5111	12	49973
run_0006_tcn_directional_adamwVoir détail →	ok	v2_val3m_test3m	tcn	directional	adamw	0.5303	n/a	n/a	0.5303	6.9516	0.6058	0.0755	10.98475	0.4938	0.0830	-0.1120	-4.07543	-2.8808	-2.122	-11.13175	0.4938	12	2777
run_0005_gru_directional_rmspropVoir détail →	ok	v2_val3m_test3m	gru	directional	rmsprop	0.4811	n/a	n/a	0.4811	1.9037	0.5240	0.0428	2.97544	0.4960	0.0437	-0.0279	-0.50559	-0.2170	-0.196	-3.92763	0.4960	12	3533
run_0004_cnn1d_pnl_adamwVoir détail →	ok	v2_val3m_test3m	cnn1d	pnl	adamw	0.5383	n/a	n/a	0.5383	8.7715	0.6214	0.0831	13.61824	0.4901	0.0634	-0.1313	-2.11852	-1.5554	-1.081	-9.52151	0.4901	12	3923
run_0003_tcn_huber_adamwVoir détail →	ok	v2_val3m_test3m	tcn	huber	adamw	0.4622	n/a	n/a	0.4622	2.1526	0.5533	0.0910	3.69945	0.4736	0.0761	-0.0797	-4.50938	-3.1806	-2.380	-10.96896	0.4736	12	4673
run_0002_mlp_directional_rmspropVoir détail →	ok	v2_val3m_test3m	mlp	directional	rmsprop	0.5031	n/a	n/a	0.5031	2.3002	0.5372	0.0341	3.77041	0.5074	0.0344	-0.0298	-0.23375	-0.0532	-0.094	-3.43810	0.5074	12	99913
run_0001_tcn_directional_adamwVoir détail →	ok	v2_val3m_test3m	tcn	directional	adamw	0.4877	n/a	n/a	0.4877	4.5463	0.5698	0.0821	7.51890	0.4805	0.0853	-0.0893	-2.83219	-1.9832	-1.420	-9.55294	0.4805	12	3361