OVERLAP6 — CONSENSUS / RANKING — CAP3/5/10
Réduire l'exposition saturée par consensus de modèles
60 configs. Val6/Test6, 6 modèles superposés. Modes: ranking individuel ou consensus 3/6, 4/6, 5/6; caps 3/5/10. Frais = 0.
Best robust40.12
Val/Test56.16/57.22
Test gain/DD104.8% / -31.7%
Avg/trade0.050%
Open avg/max4.65/5
Classement
| Config | Seuil | Val | Test | Robust | Gain | DD | Avg/trade | Trades | Open avg | Open max | Skipped | TP | SL | Timeout | Recent score | Recent gain | Recent DD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1h H=42 k=2.25 ranked_cap5 ranked cap=5 agree=1 | p70 | 56.16 | 57.22 | 40.12 | 104.77% | -31.70% | 0.050% | 1538 | 4.65 | 5 | 15818 | 14.1% | 12.4% | 73.5% | -61.18 | -21.67% | -26.34% |
| 1h H=42 k=2.25 ranked_cap10 ranked cap=10 agree=1 | p60 | 52.01 | 46.80 | 31.46 | 92.98% | -30.78% | 0.022% | 3104 | 9.45 | 10 | 20562 | 14.2% | 11.9% | 73.9% | -65.63 | -21.13% | -29.67% |
| 1h H=36 k=2.25 cons3_cap3 consensus cap=3 agree=3 | p60 | 180.08 | 33.18 | 23.64 | 75.91% | -28.49% | 0.070% | 912 | 2.42 | 3 | 3313 | 12.4% | 10.1% | 77.5% | -53.95 | -16.82% | -24.76% |
| 1h H=36 k=2.25 ranked_cap10 ranked cap=10 agree=1 | p60 | 59.12 | 28.11 | 18.36 | 59.06% | -20.63% | 0.014% | 3525 | 9.31 | 10 | 20250 | 11.9% | 10.8% | 77.3% | -53.49 | -14.13% | -26.24% |
| 1h H=48 k=2.25 cons3_cap10 consensus cap=10 agree=3 | p60 | 18.03 | 15.47 | 8.79 | 46.46% | -20.66% | 0.019% | 2109 | 7.42 | 10 | 2074 | 14.2% | 11.5% | 74.3% | -29.71 | -6.29% | -15.61% |
| 1h H=42 k=2.25 cons4_cap3 consensus cap=3 agree=4 | p60 | 64.39 | 14.49 | 5.83 | 46.91% | -21.61% | 0.064% | 700 | 2.17 | 3 | 2346 | 13.1% | 11.0% | 75.9% | -32.95 | -8.94% | -16.01% |
| 1h H=36 k=2.25 cons3_cap5 consensus cap=5 agree=3 | p60 | 71.52 | 12.30 | 0.62 | 52.61% | -26.87% | 0.032% | 1467 | 3.89 | 5 | 2758 | 12.1% | 10.2% | 77.6% | -39.95 | -11.68% | -18.85% |
| 1h H=48 k=2.0 ranked_cap10 ranked cap=10 agree=1 | p70 | 24.46 | 14.80 | -4.88 | 66.42% | -34.41% | 0.020% | 2715 | 9.18 | 10 | 14777 | 15.4% | 15.6% | 69.1% | -43.71 | -8.80% | -23.27% |
| 1h H=48 k=2.0 cons3_cap10 consensus cap=10 agree=3 | p60 | 1.24 | 2.67 | -5.04 | 35.33% | -21.77% | 0.015% | 2156 | 7.41 | 10 | 1975 | 15.0% | 13.9% | 71.1% | -29.15 | -8.36% | -13.86% |
| 1h H=36 k=2.25 ranked_cap3 ranked cap=3 agree=1 | p80 | 10.96 | 109.86 | -5.58 | 149.55% | -26.46% | 0.100% | 1006 | 2.62 | 3 | 10369 | 13.8% | 10.0% | 76.1% | -50.84 | -11.67% | -26.12% |
| 1h H=48 k=2.25 cons5_cap10 consensus cap=10 agree=5 | p90 | -6.13 | -2.50 | -6.13 | 10.81% | -8.88% | 0.039% | 273 | 0.91 | 10 | 37 | 19.8% | 14.7% | 65.6% | -5.35 | -2.14% | -2.14% |
| 1h H=48 k=2.25 ranked_cap10 ranked cap=10 agree=1 | p90 | -0.84 | 17.68 | -10.22 | 51.40% | -22.48% | 0.023% | 1880 | 6.45 | 10 | 3508 | 15.3% | 13.4% | 71.3% | -32.34 | -9.34% | -15.33% |
| 1h H=48 k=2.0 cons5_cap3 consensus cap=3 agree=5 | p80 | -8.21 | 36.84 | -10.70 | 62.97% | -17.42% | 0.152% | 347 | 1.15 | 3 | 404 | 17.9% | 14.4% | 67.7% | -14.41 | -4.51% | -6.61% |
| 1h H=48 k=2.25 cons5_cap3 consensus cap=3 agree=5 | p80 | -7.01 | 73.29 | -10.79 | 95.84% | -15.03% | 0.209% | 340 | 1.17 | 3 | 444 | 17.4% | 10.6% | 72.1% | -8.25 | -2.01% | -4.16% |
| 1h H=48 k=2.25 cons3_cap5 consensus cap=5 agree=3 | p60 | 31.41 | 8.18 | -10.82 | 50.41% | -28.15% | 0.040% | 1143 | 4.00 | 5 | 3040 | 14.4% | 12.2% | 73.3% | -38.86 | -8.87% | -19.99% |
| 1h H=42 k=2.25 cons5_cap10 consensus cap=10 agree=5 | p90 | -8.57 | -13.70 | -13.70 | 0.83% | -9.69% | 0.004% | 277 | 0.82 | 10 | 35 | 14.1% | 17.3% | 68.6% | -3.73 | -1.49% | -1.49% |
| 1h H=36 k=2.25 cons3_cap10 consensus cap=10 agree=3 | p60 | -10.19 | 30.76 | -14.95 | 57.38% | -17.75% | 0.018% | 2635 | 7.05 | 10 | 1590 | 11.7% | 10.4% | 78.0% | -35.86 | -10.35% | -17.00% |
| 1h H=42 k=2.25 cons3_cap10 consensus cap=10 agree=3 | p60 | -5.09 | -7.10 | -15.56 | 28.07% | -23.44% | 0.011% | 2355 | 7.31 | 10 | 1805 | 12.8% | 11.4% | 75.8% | -30.95 | -8.90% | -14.70% |
| 1h H=48 k=2.25 cons5_cap5 consensus cap=5 agree=5 | p90 | -20.49 | -7.89 | -20.49 | 12.23% | -13.41% | 0.056% | 225 | 0.75 | 5 | 85 | 18.7% | 16.0% | 65.3% | -10.63 | -4.25% | -4.25% |
| 1h H=48 k=2.0 cons5_cap10 consensus cap=10 agree=5 | p90 | -22.40 | -11.72 | -22.40 | 1.22% | -8.63% | 0.006% | 265 | 0.85 | 10 | 34 | 20.8% | 19.6% | 59.6% | -6.40 | -2.56% | -2.56% |
| 1h H=42 k=2.25 cons5_cap3 consensus cap=3 agree=5 | p60 | 2.20 | -12.30 | -22.94 | 22.06% | -22.91% | 0.042% | 600 | 1.89 | 3 | 1490 | 12.7% | 12.2% | 75.2% | -18.17 | -4.04% | -9.42% |
| 1h H=42 k=2.25 cons3_cap5 consensus cap=5 agree=3 | p60 | 33.02 | -7.29 | -23.21 | 37.71% | -30.00% | 0.028% | 1287 | 3.98 | 5 | 2873 | 13.4% | 11.4% | 75.2% | -26.76 | -2.02% | -16.49% |
| 1h H=42 k=2.25 cons4_cap5 consensus cap=5 agree=4 | p60 | 11.64 | -12.80 | -23.61 | 22.23% | -23.35% | 0.021% | 1121 | 3.49 | 5 | 1925 | 13.1% | 11.4% | 75.5% | -30.97 | -7.76% | -15.47% |
| 1h H=48 k=2.25 cons4_cap5 consensus cap=5 agree=4 | p60 | 63.25 | -14.03 | -24.50 | 24.42% | -25.63% | 0.025% | 1008 | 3.55 | 5 | 2052 | 13.6% | 12.4% | 74.0% | -40.76 | -11.13% | -19.75% |
| 1h H=42 k=2.25 ranked_cap3 ranked cap=3 agree=1 | p70 | 0.76 | 60.75 | -25.32 | 117.89% | -38.09% | 0.094% | 934 | 2.83 | 3 | 16422 | 13.8% | 12.3% | 73.9% | -55.19 | -17.10% | -25.39% |
| 1h H=48 k=2.25 ranked_cap5 ranked cap=5 agree=1 | p70 | -7.16 | 54.61 | -25.61 | 96.04% | -27.62% | 0.054% | 1362 | 4.65 | 5 | 16349 | 15.9% | 13.4% | 70.7% | -66.72 | -20.46% | -30.84% |
| 1h H=36 k=2.25 cons4_cap10 consensus cap=10 agree=4 | p90 | -26.99 | -9.24 | -26.99 | 12.35% | -14.39% | 0.025% | 488 | 1.25 | 10 | 48 | 16.0% | 13.3% | 70.7% | -9.34 | -3.74% | -3.74% |
| 1h H=36 k=2.25 cons5_cap10 consensus cap=10 agree=5 | p90 | -27.35 | -19.50 | -27.35 | 0.71% | -13.47% | 0.003% | 310 | 0.79 | 10 | 36 | 14.8% | 15.2% | 70.0% | -1.50 | -0.40% | -0.74% |
| 1h H=42 k=2.0 cons5_cap3 consensus cap=3 agree=5 | p60 | -17.56 | -6.43 | -27.55 | 27.92% | -22.90% | 0.049% | 608 | 1.85 | 3 | 1393 | 14.5% | 14.0% | 71.5% | -20.29 | -7.67% | -8.41% |
| 1h H=42 k=2.0 cons5_cap10 consensus cap=10 agree=5 | p90 | -28.76 | -14.72 | -28.76 | 1.41% | -10.75% | 0.006% | 268 | 0.76 | 10 | 32 | 17.2% | 17.5% | 65.3% | -3.55 | -1.42% | -1.42% |
| 1h H=48 k=2.25 cons4_cap10 consensus cap=10 agree=4 | p90 | -29.35 | 15.09 | -29.35 | 27.52% | -8.29% | 0.055% | 450 | 1.50 | 10 | 61 | 21.3% | 13.8% | 64.9% | -8.29 | -3.32% | -3.32% |
| 1h H=36 k=2.25 cons4_cap5 consensus cap=5 agree=4 | p90 | -30.11 | 6.53 | -30.11 | 31.18% | -16.43% | 0.070% | 410 | 1.05 | 5 | 126 | 15.9% | 13.4% | 70.7% | -17.35 | -6.94% | -6.94% |
| 1h H=36 k=2.25 ranked_cap5 ranked cap=5 agree=1 | p70 | 35.54 | -10.96 | -31.43 | 36.69% | -31.77% | 0.021% | 1753 | 4.62 | 5 | 15815 | 11.9% | 10.8% | 77.3% | -70.47 | -23.02% | -31.63% |
| 1h H=42 k=2.0 cons4_cap3 consensus cap=3 agree=4 | p60 | -16.14 | -16.66 | -31.62 | 24.30% | -27.31% | 0.039% | 714 | 2.17 | 3 | 2230 | 13.6% | 12.7% | 73.7% | -35.49 | -10.36% | -16.75% |
| 1h H=42 k=2.25 cons4_cap10 consensus cap=10 agree=4 | p90 | -32.38 | 9.12 | -32.38 | 23.97% | -9.90% | 0.048% | 453 | 1.33 | 10 | 50 | 18.1% | 14.6% | 67.3% | -9.65 | -3.86% | -3.86% |
| 1h H=48 k=2.0 ranked_cap5 ranked cap=5 agree=1 | p60 | -13.60 | 47.85 | -33.56 | 90.58% | -28.49% | 0.049% | 1455 | 4.83 | 5 | 22215 | 16.6% | 16.6% | 66.9% | -78.45 | -30.61% | -31.89% |
| 1h H=42 k=2.0 cons3_cap10 consensus cap=10 agree=3 | p90 | -32.82 | -4.91 | -34.40 | 14.86% | -13.17% | 0.021% | 700 | 2.04 | 10 | 82 | 17.7% | 15.7% | 66.6% | -12.07 | -4.70% | -4.91% |
| 1h H=36 k=2.25 cons4_cap3 consensus cap=3 agree=4 | p80 | -17.40 | -27.19 | -34.78 | 8.13% | -23.55% | 0.022% | 565 | 1.50 | 3 | 756 | 12.7% | 11.7% | 75.6% | -41.97 | -16.24% | -17.15% |
| 1h H=48 k=2.0 cons3_cap3 consensus cap=3 agree=3 | p90 | -1.12 | -34.40 | -35.78 | -2.32% | -21.38% | 0.007% | 395 | 1.27 | 3 | 375 | 19.0% | 19.2% | 61.8% | -31.67 | -11.14% | -13.69% |
| 1h H=42 k=2.0 ranked_cap10 ranked cap=10 agree=1 | p60 | -15.40 | 43.28 | -37.27 | 95.78% | -35.00% | 0.022% | 3172 | 9.48 | 10 | 20276 | 16.4% | 13.6% | 70.1% | -87.57 | -32.73% | -36.56% |
| 1h H=48 k=2.0 cons5_cap5 consensus cap=5 agree=5 | p60 | -25.81 | -14.50 | -39.10 | 23.97% | -25.65% | 0.028% | 866 | 2.95 | 5 | 1150 | 15.9% | 15.5% | 68.6% | -22.94 | -6.71% | -10.82% |
| 1h H=42 k=2.25 cons5_cap5 consensus cap=5 agree=5 | p90 | -38.82 | -37.66 | -39.72 | -6.31% | -20.90% | -0.025% | 227 | 0.67 | 5 | 85 | 12.8% | 18.5% | 68.7% | -7.43 | -2.97% | -2.97% |
| 1h H=48 k=2.0 cons4_cap5 consensus cap=5 agree=4 | p70 | -7.11 | -28.93 | -40.34 | 10.89% | -26.54% | 0.015% | 898 | 3.06 | 5 | 1167 | 15.7% | 15.5% | 68.8% | -31.25 | -9.35% | -14.60% |
| 1h H=42 k=2.0 cons5_cap5 consensus cap=5 agree=5 | p60 | -34.06 | -3.98 | -41.44 | 28.14% | -21.42% | 0.030% | 942 | 2.85 | 5 | 1059 | 15.4% | 14.0% | 70.6% | -16.14 | -5.86% | -6.85% |
| 1h H=42 k=2.0 cons4_cap5 consensus cap=5 agree=4 | p60 | -27.13 | -27.03 | -41.48 | 11.72% | -25.84% | 0.013% | 1145 | 3.47 | 5 | 1799 | 14.2% | 13.8% | 72.0% | -31.60 | -8.93% | -15.11% |
| 1h H=48 k=2.25 cons4_cap3 consensus cap=3 agree=4 | p60 | 10.09 | -24.18 | -42.00 | 17.78% | -27.97% | 0.036% | 630 | 2.23 | 3 | 2430 | 12.9% | 12.9% | 74.3% | -33.75 | -7.13% | -17.75% |
| 1h H=48 k=2.25 cons3_cap3 consensus cap=3 agree=3 | p60 | 10.57 | -15.64 | -42.77 | 37.42% | -35.38% | 0.056% | 708 | 2.46 | 3 | 3475 | 14.3% | 12.6% | 73.2% | -39.87 | -9.08% | -20.52% |
| 1h H=48 k=2.0 cons4_cap10 consensus cap=10 agree=4 | p60 | -37.80 | 14.36 | -43.12 | 40.80% | -17.63% | 0.020% | 1785 | 6.12 | 10 | 1147 | 15.7% | 13.8% | 70.5% | -24.48 | -5.51% | -12.65% |
| 1h H=42 k=2.0 cons4_cap10 consensus cap=10 agree=4 | p60 | -40.65 | 12.92 | -45.80 | 40.01% | -18.06% | 0.018% | 1974 | 5.95 | 10 | 970 | 15.0% | 13.5% | 71.5% | -26.19 | -9.32% | -11.24% |
| 1h H=42 k=2.0 ranked_cap5 ranked cap=5 agree=1 | p70 | -25.22 | 39.74 | -47.61 | 94.91% | -36.78% | 0.046% | 1576 | 4.68 | 5 | 15575 | 16.1% | 14.5% | 69.5% | -73.15 | -24.74% | -32.27% |
| 1h H=42 k=2.0 cons3_cap5 consensus cap=5 agree=3 | p70 | 9.57 | -31.60 | -48.72 | 15.12% | -31.15% | 0.015% | 1205 | 3.63 | 5 | 1711 | 14.8% | 14.3% | 71.0% | -35.65 | -10.35% | -16.87% |
| 1h H=36 k=2.25 cons5_cap5 consensus cap=5 agree=5 | p80 | -50.37 | -8.91 | -52.67 | 16.10% | -16.67% | 0.029% | 567 | 1.49 | 5 | 283 | 13.4% | 11.5% | 75.1% | -11.53 | -4.61% | -4.61% |
| 1h H=42 k=2.0 cons3_cap3 consensus cap=3 agree=3 | p70 | -14.40 | -38.68 | -54.12 | 5.10% | -29.19% | 0.016% | 760 | 2.30 | 3 | 2156 | 14.3% | 13.7% | 72.0% | -46.72 | -14.88% | -21.23% |
| 1h H=48 k=2.0 cons3_cap5 consensus cap=5 agree=3 | p60 | 34.96 | -35.20 | -57.78 | 16.18% | -34.25% | 0.017% | 1170 | 4.01 | 5 | 2961 | 14.4% | 15.1% | 70.5% | -49.17 | -14.68% | -22.99% |
| 1h H=42 k=2.25 cons3_cap3 consensus cap=3 agree=3 | p60 | 37.87 | -41.28 | -58.98 | 10.58% | -34.57% | 0.022% | 796 | 2.45 | 3 | 3364 | 13.3% | 11.4% | 75.3% | -39.02 | -8.95% | -20.05% |
| 1h H=36 k=2.25 cons5_cap3 consensus cap=3 agree=5 | p80 | -55.88 | -39.76 | -64.05 | -2.87% | -24.59% | 0.001% | 420 | 1.10 | 3 | 430 | 13.6% | 12.1% | 74.3% | -17.10 | -6.84% | -6.84% |
| 1h H=48 k=2.0 cons4_cap3 consensus cap=3 agree=4 | p70 | 34.25 | -60.04 | -79.29 | -9.06% | -33.99% | -0.006% | 585 | 2.01 | 3 | 1480 | 14.7% | 16.8% | 68.5% | -37.48 | -10.02% | -18.30% |
| 1h H=48 k=2.0 ranked_cap3 ranked cap=3 agree=1 | p90 | -65.12 | -70.58 | -100.09 | -10.91% | -39.78% | -0.006% | 680 | 2.28 | 3 | 4465 | 14.6% | 16.6% | 68.8% | -70.40 | -26.13% | -29.51% |
| 1h H=48 k=2.25 ranked_cap3 ranked cap=3 agree=1 | p90 | -82.82 | -38.14 | -106.71 | 9.35% | -31.66% | 0.025% | 669 | 2.28 | 3 | 4719 | 13.8% | 15.4% | 70.9% | -49.12 | -15.04% | -22.72% |
| 1h H=42 k=2.0 ranked_cap3 ranked cap=3 agree=1 | p90 | -65.50 | -90.71 | -126.05 | -24.43% | -44.18% | -0.026% | 767 | 2.26 | 3 | 4370 | 14.2% | 17.1% | 68.7% | -74.52 | -28.20% | -30.88% |
Consensus ouvre au maximum un trade par timestamp si assez de modèles sont d'accord. Ranking garde les signaux individuels les plus forts sous la limite cap.
