Historique comparable

Runs historiques

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

Total runs14après purge

Best runrun_0008_res_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	Scaler	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_0014_cnn1d_pnl_adamwVoir détail →	ok	v3_robust_norm_val3m_test3m	robust	cnn1d	pnl	adamw	12.6651	12.6651	-14.0607	0.4456	2.1769	0.5160	0.0704	4.15516	0.4573	0.0939	-0.0587	-3.18168	-2.3627	-1.674	-11.05232	0.4573	12	3049
run_0013_cnn1d_pnl_adamwVoir détail →	ok	v3_robust_norm_val3m_test3m	standard	cnn1d	pnl	adamw	18.3882	18.3882	-36.6620	0.4782	5.0606	0.5720	0.0938	8.37529	0.4835	0.0970	-0.0885	-1.11289	-0.9140	-0.514	-9.63912	0.4835	12	3049
run_0012_mlp_directional_rmspropVoir détail →	ok	v3_robust_norm_val3m_test3m	standard_winsor	mlp	directional	rmsprop	5.8387	5.8387	2.8045	0.4862	1.3891	0.5279	0.0417	2.38949	0.5284	0.0288	0.0005	2.23972	1.4969	1.163	-2.80676	0.5284	12	99913
run_0011_mlp_directional_rmspropVoir détail →	ok	v3_robust_norm_val3m_test3m	robust	mlp	directional	rmsprop	4.5876	4.5876	-8.0666	0.5044	1.4056	0.5417	0.0373	2.12184	0.5087	0.0340	-0.0330	0.38469	0.2780	0.216	-4.26903	0.5087	12	99913
run_0010_mlp_directional_rmspropVoir détail →	ok	v3_robust_norm_val3m_test3m	standard	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_0009_mlp_directional_rmspropVoir détail →	ok	v3_robust_norm_val3m_test3m	standard	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_0008_res_tcn_directional_adamwVoir détail →	best	v3_robust_norm_val3m_test3m	standard	res_tcn	directional	adamw	25.3446	25.3446	-28.0529	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_0007_mlp_directional_rmspropVoir détail →	ok	v3_robust_norm_val3m_test3m	standard	mlp	directional	rmsprop	9.1253	9.1253	-1.5085	0.5002	1.9467	0.5339	0.0337	3.20521	0.5059	0.0363	-0.0281	-0.19257	-0.0495	-0.105	-3.19953	0.5059	12	99913
run_0006_cnn1d_pnl_adamwVoir détail →	ok	v3_robust_norm_val3m_test3m	standard	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_0005_mlp_directional_rmspropVoir détail →	ok	v3_robust_norm_val3m_test3m	robust_winsor	mlp	directional	rmsprop	2.3678	2.3678	5.5593	0.4770	0.6505	0.5217	0.0447	0.69445	0.5271	0.0345	0.0055	2.82291	1.7932	1.417	-3.04788	0.5271	12	79937
run_0004_mlp_directional_rmspropVoir détail →	ok	v3_robust_norm_val3m_test3m	robust_winsor	mlp	directional	rmsprop	2.3678	2.3678	5.5593	0.4770	0.6505	0.5217	0.0447	0.69445	0.5271	0.0345	0.0055	2.82291	1.7932	1.417	-3.04788	0.5271	12	79937
run_0003_mlp_directional_rmspropVoir détail →	ok	v3_robust_norm_val3m_test3m	standard_winsor	mlp	directional	rmsprop	12.4611	12.4611	-0.3527	0.4825	1.7616	0.5244	0.0419	2.79870	0.5149	0.0410	-0.0095	1.53339	0.9521	0.726	-3.28317	0.5149	12	79937
run_0002_mlp_directional_rmspropVoir détail →	ok	v3_robust_norm_val3m_test3m	robust	mlp	directional	rmsprop	1.9107	1.9107	-2.0465	0.4805	1.4327	0.5259	0.0454	2.01347	0.5247	0.0308	-0.0012	1.82084	1.1790	0.910	-3.19389	0.5247	12	79937
run_0001_mlp_directional_rmspropVoir détail →	ok	v3_robust_norm_val3m_test3m	standard	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