ROBUSTESSE LOCALE — FRAIS 0
1h Ridge autour H36/k2.25, jusqu'aux dernières données
96 configs. H30/H36/H42/H48, k 2.0/2.25/2.5, half/vol-target, Val1/6/9/12. Données testées jusqu'à 2026-05-22 11:00:00+00:00. Seuil sélectionné sur Val uniquement. Colonnes récentes = tests 2026 jusqu'à la dernière donnée disponible.
Best robust33.49
Val/Test60.50/33.49
Test gain/DD56.1% / -15.1%
Avg/trade0.173%
Recent 2026-19.1 / 3.5%
Classement
| Config | Seuil | Val | Test | Robust | Test gain | Test DD | Avg/trade | Trades | TP | SL | Timeout | Recent score | Recent gain | Recent DD | Recent avg/trade |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1h H=42 k=2.0 Ridge half Val9 1h_H42_k20_ridge_half_val9 | p70 | 60.50 | 33.49 | 33.49 | 56.08% | -15.07% | 0.173% | 295 | 14.2% | 12.5% | 73.2% | -19.14 | 3.46% | -15.07% | 0.060% |
| 1h H=48 k=2.0 Ridge half Val12 1h_H48_k20_ridge_half_val12 | p70 | 119.01 | 35.22 | 32.89 | 61.85% | -17.76% | 0.199% | 282 | 19.5% | 18.1% | 62.4% | -34.60 | -7.97% | -17.76% | -0.078% |
| 1h H=42 k=2.25 Ridge half Val6 1h_H42_k225_ridge_half_val6 | p70 | 45.11 | 29.36 | 27.22 | 62.56% | -22.14% | 0.186% | 297 | 14.5% | 11.8% | 73.7% | -44.87 | -11.67% | -22.14% | -0.137% |
| 1h H=48 k=2.5 Ridge half Val6 1h_H48_k25_ridge_half_val6 | p80 | 62.65 | 17.70 | 17.70 | 46.53% | -19.22% | 0.193% | 232 | 16.8% | 12.9% | 70.3% | -35.04 | -6.21% | -19.22% | -0.094% |
| 1h H=42 k=2.0 Ridge vol_target Val9 1h_H42_k20_ridge_vol_target_val9 | p70 | 23.44 | 15.75 | 15.75 | 27.40% | -7.76% | 0.089% | 295 | 14.2% | 12.5% | 73.2% | -11.40 | 0.24% | -7.76% | 0.010% |
| 1h H=48 k=2.25 Ridge half Val9 1h_H48_k225_ridge_half_val9 | p60 | 34.88 | 26.30 | 15.25 | 51.99% | -17.13% | 0.179% | 275 | 17.8% | 11.6% | 70.5% | -38.65 | -12.96% | -17.13% | -0.155% |
| 1h H=48 k=2.0 Ridge vol_target Val12 1h_H48_k20_ridge_vol_target_val12 | p70 | 41.04 | 10.39 | 10.39 | 28.28% | -11.93% | 0.097% | 282 | 19.5% | 18.1% | 62.4% | -22.17 | -4.28% | -11.93% | -0.045% |
| 1h H=42 k=2.25 Ridge vol_target Val6 1h_H42_k225_ridge_vol_target_val6 | p70 | 16.87 | 8.85 | 8.85 | 27.66% | -12.54% | 0.089% | 297 | 14.5% | 11.8% | 73.7% | -23.99 | -5.18% | -12.54% | -0.060% |
| 1h H=48 k=2.25 Ridge vol_target Val9 1h_H48_k225_ridge_vol_target_val9 | p60 | 10.32 | 9.59 | 8.56 | 23.94% | -9.56% | 0.086% | 275 | 17.8% | 11.6% | 70.5% | -21.93 | -7.58% | -9.56% | -0.093% |
| 1h H=42 k=2.5 Ridge vol_target Val6 1h_H42_k25_ridge_vol_target_val6 | p80 | 29.55 | 5.91 | 5.91 | 22.45% | -11.03% | 0.084% | 262 | 15.3% | 11.8% | 72.9% | -24.99 | -8.45% | -11.03% | -0.126% |
| 1h H=48 k=2.5 Ridge vol_target Val6 1h_H48_k25_ridge_vol_target_val6 | p80 | 24.23 | 5.19 | 5.19 | 22.26% | -11.38% | 0.094% | 232 | 16.8% | 12.9% | 70.3% | -21.12 | -4.05% | -11.38% | -0.069% |
| 1h H=36 k=2.25 Ridge vol_target Val6 1h_H36_k225_ridge_vol_target_val6 | p70 | 1.75 | 25.03 | 1.75 | 38.68% | -9.10% | 0.102% | 344 | 16.6% | 10.5% | 73.0% | -16.42 | -2.77% | -9.10% | -0.025% |
| 1h H=30 k=2.5 Ridge vol_target Val6 1h_H30_k25_ridge_vol_target_val6 | p60 | 0.41 | 46.17 | 0.41 | 57.89% | -7.81% | 0.117% | 411 | 11.4% | 9.0% | 79.6% | -9.69 | 1.56% | -7.50% | 0.019% |
| 1h H=42 k=2.5 Ridge half Val6 1h_H42_k25_ridge_half_val6 | p80 | 66.03 | 3.92 | -0.34 | 38.66% | -23.16% | 0.149% | 262 | 15.3% | 11.8% | 72.9% | -52.84 | -18.10% | -23.16% | -0.279% |
| 1h H=36 k=2.25 Ridge vol_target Val9 1h_H36_k225_ridge_vol_target_val9 | p80 | 34.02 | -0.98 | -0.98 | 13.76% | -9.82% | 0.049% | 302 | 12.3% | 10.9% | 76.8% | -18.26 | -3.52% | -9.82% | -0.033% |
| 1h H=48 k=2.25 Ridge vol_target Val12 1h_H48_k225_ridge_vol_target_val12 | p60 | -2.75 | 4.85 | -2.75 | 22.34% | -11.66% | 0.079% | 282 | 18.8% | 14.5% | 66.7% | -10.63 | 2.36% | -8.66% | 0.036% |
| 1h H=36 k=2.25 Ridge half Val9 1h_H36_k225_ridge_half_val9 | p80 | 87.56 | -2.86 | -2.86 | 24.40% | -18.18% | 0.092% | 302 | 12.3% | 10.9% | 76.8% | -35.65 | -8.38% | -18.18% | -0.079% |
| 1h H=48 k=2.25 Ridge vol_target Val6 1h_H48_k225_ridge_vol_target_val6 | p80 | -4.84 | 23.35 | -4.84 | 36.83% | -8.98% | 0.143% | 232 | 19.0% | 11.2% | 69.8% | -17.93 | -4.45% | -8.98% | -0.082% |
| 1h H=36 k=2.5 Ridge vol_target Val9 1h_H36_k25_ridge_vol_target_val9 | p80 | 29.37 | -5.51 | -5.51 | 14.61% | -13.42% | 0.052% | 296 | 13.2% | 10.1% | 76.7% | -30.78 | -10.65% | -13.42% | -0.116% |
| 1h H=30 k=2.5 Ridge half Val6 1h_H30_k25_ridge_half_val6 | p60 | 1.61 | 110.11 | -7.14 | 131.05% | -13.96% | 0.222% | 411 | 11.4% | 9.0% | 79.6% | -22.46 | -1.51% | -13.96% | 0.001% |
| 1h H=30 k=2.5 Ridge vol_target Val12 1h_H30_k25_ridge_vol_target_val12 | p90 | 3.36 | -9.45 | -9.45 | 4.52% | -9.31% | 0.024% | 244 | 9.4% | 11.9% | 78.7% | -19.85 | -5.89% | -9.31% | -0.054% |
| 1h H=48 k=2.25 Ridge half Val6 1h_H48_k225_ridge_half_val6 | p80 | -6.76 | 50.99 | -11.30 | 77.00% | -17.34% | 0.273% | 232 | 19.0% | 11.2% | 69.8% | -34.94 | -8.94% | -17.34% | -0.159% |
| 1h H=30 k=2.25 Ridge vol_target Val6 1h_H30_k225_ridge_vol_target_val6 | p60 | -12.01 | 27.79 | -12.01 | 42.96% | -10.11% | 0.093% | 413 | 11.9% | 12.1% | 76.0% | -17.94 | -2.78% | -10.11% | -0.019% |
| 1h H=36 k=2.5 Ridge vol_target Val1 1h_H36_k25_ridge_vol_target_val1 | p70 | 40.80 | -13.59 | -13.59 | 7.12% | -13.81% | 0.027% | 336 | 12.5% | 11.9% | 75.6% | -17.05 | -4.67% | -8.25% | -0.052% |
| 1h H=48 k=2.25 Ridge half Val12 1h_H48_k225_ridge_half_val12 | p60 | -4.63 | 7.26 | -14.10 | 36.51% | -19.50% | 0.138% | 282 | 18.8% | 14.5% | 66.7% | -27.22 | 0.93% | -18.77% | 0.032% |
| 1h H=42 k=2.0 Ridge vol_target Val12 1h_H42_k20_ridge_vol_target_val12 | p90 | 77.91 | -14.79 | -14.79 | 9.00% | -15.86% | 0.046% | 222 | 14.9% | 14.4% | 70.7% | -30.96 | -11.93% | -12.69% | -0.163% |
| 1h H=36 k=2.25 Ridge vol_target Val1 1h_H36_k225_ridge_vol_target_val1 | p70 | 39.14 | -16.94 | -16.94 | 9.66% | -17.73% | 0.034% | 343 | 13.7% | 13.7% | 72.6% | -0.70 | 8.66% | -6.24% | 0.102% |
| 1h H=48 k=2.5 Ridge vol_target Val9 1h_H48_k25_ridge_vol_target_val9 | p90 | 6.76 | -19.98 | -19.98 | 0.10% | -13.38% | 0.008% | 183 | 15.3% | 13.1% | 71.6% | -9.14 | -0.44% | -5.80% | -0.001% |
| 1h H=36 k=2.0 Ridge vol_target Val12 1h_H36_k20_ridge_vol_target_val12 | p90 | -20.92 | -6.95 | -20.92 | 10.20% | -11.44% | 0.046% | 248 | 14.5% | 14.9% | 70.6% | -19.13 | -3.29% | -10.56% | -0.031% |
| 1h H=36 k=2.0 Ridge vol_target Val6 1h_H36_k20_ridge_vol_target_val6 | p80 | -10.12 | -21.71 | -21.71 | -0.91% | -13.87% | 0.004% | 306 | 15.4% | 15.4% | 69.3% | -32.07 | -12.36% | -13.14% | -0.178% |
| 1h H=30 k=2.5 Ridge vol_target Val9 1h_H30_k25_ridge_vol_target_val9 | p90 | 37.22 | -21.75 | -21.75 | -2.27% | -12.99% | -0.004% | 245 | 9.0% | 11.4% | 79.6% | -7.46 | 2.25% | -6.48% | 0.032% |
| 1h H=30 k=2.0 Ridge vol_target Val9 1h_H30_k20_ridge_vol_target_val9 | p70 | -22.28 | 20.95 | -22.28 | 35.49% | -9.69% | 0.080% | 410 | 13.9% | 13.2% | 72.9% | -13.42 | 1.11% | -9.69% | 0.016% |
| 1h H=36 k=2.0 Ridge half Val12 1h_H36_k20_ridge_half_val12 | p90 | -19.09 | -6.92 | -22.99 | 21.79% | -19.14% | 0.100% | 248 | 14.5% | 14.9% | 70.6% | -37.26 | -9.41% | -18.57% | -0.098% |
| 1h H=30 k=2.25 Ridge half Val6 1h_H30_k225_ridge_half_val6 | p60 | -17.06 | 90.34 | -23.03 | 112.97% | -15.08% | 0.201% | 413 | 11.9% | 12.1% | 76.0% | -24.19 | -1.56% | -15.08% | 0.001% |
| 1h H=36 k=2.25 Ridge vol_target Val12 1h_H36_k225_ridge_vol_target_val12 | p90 | 1.90 | -23.18 | -23.18 | -2.10% | -14.05% | -0.002% | 239 | 13.0% | 13.8% | 73.2% | -31.05 | -10.54% | -13.67% | -0.123% |
| 1h H=42 k=2.25 Ridge vol_target Val9 1h_H42_k225_ridge_vol_target_val9 | p80 | 34.66 | -23.36 | -23.36 | -2.38% | -13.99% | -0.002% | 267 | 13.9% | 14.6% | 71.5% | -16.27 | -1.57% | -9.80% | -0.014% |
| 1h H=48 k=2.0 Ridge vol_target Val1 1h_H48_k20_ridge_vol_target_val1 | p60 | 14.41 | -25.82 | -25.82 | -4.44% | -14.25% | -0.008% | 290 | 16.9% | 18.6% | 64.5% | -30.86 | -9.48% | -14.25% | -0.118% |
| 1h H=36 k=2.5 Ridge vol_target Val12 1h_H36_k25_ridge_vol_target_val12 | p70 | 20.56 | -26.25 | -26.25 | -3.65% | -15.07% | -0.005% | 328 | 9.5% | 11.9% | 78.7% | -31.55 | -8.95% | -15.07% | -0.087% |
| 1h H=48 k=2.5 Ridge vol_target Val12 1h_H48_k25_ridge_vol_target_val12 | p90 | -12.88 | -27.15 | -27.15 | -7.88% | -12.85% | -0.034% | 198 | 12.6% | 15.7% | 71.7% | -30.01 | -10.93% | -12.72% | -0.161% |
| 1h H=36 k=2.5 Ridge vol_target Val6 1h_H36_k25_ridge_vol_target_val6 | p60 | 30.21 | -27.34 | -27.34 | -1.44% | -17.27% | 0.002% | 348 | 11.8% | 11.5% | 76.7% | -39.62 | -13.71% | -17.27% | -0.153% |
| 1h H=36 k=2.5 Ridge half Val9 1h_H36_k25_ridge_half_val9 | p80 | 71.54 | -19.38 | -27.50 | 21.84% | -27.47% | 0.088% | 296 | 13.2% | 10.1% | 76.7% | -63.01 | -21.80% | -27.47% | -0.249% |
| 1h H=30 k=2.5 Ridge half Val12 1h_H30_k25_ridge_half_val12 | p90 | 10.16 | -23.55 | -28.99 | 5.37% | -19.28% | 0.040% | 244 | 9.4% | 11.9% | 78.7% | -36.20 | -9.30% | -17.93% | -0.083% |
| 1h H=36 k=2.5 Ridge half Val1 1h_H36_k25_ridge_half_val1 | p70 | 109.43 | -25.09 | -29.04 | 10.82% | -23.94% | 0.052% | 336 | 12.5% | 11.9% | 75.6% | -32.49 | -8.48% | -16.00% | -0.090% |
| 1h H=30 k=2.0 Ridge vol_target Val1 1h_H30_k20_ridge_vol_target_val1 | p90 | 10.93 | -30.28 | -30.28 | -8.32% | -14.64% | -0.024% | 280 | 13.2% | 16.8% | 70.0% | -30.28 | -9.71% | -13.72% | -0.224% |
| 1h H=48 k=2.5 Ridge half Val9 1h_H48_k25_ridge_half_val9 | p70 | 22.04 | -26.48 | -31.57 | 10.73% | -24.81% | 0.066% | 255 | 12.2% | 14.1% | 73.7% | -29.73 | -4.25% | -16.99% | -0.036% |
| 1h H=30 k=2.5 Ridge vol_target Val1 1h_H30_k25_ridge_vol_target_val1 | p90 | 9.32 | -32.46 | -32.46 | -5.39% | -18.04% | -0.014% | 269 | 10.0% | 14.9% | 75.1% | -18.44 | -5.33% | -8.74% | -0.125% |
| 1h H=30 k=2.0 Ridge vol_target Val6 1h_H30_k20_ridge_vol_target_val6 | p70 | -32.57 | 6.95 | -32.57 | 32.05% | -16.74% | 0.076% | 399 | 14.8% | 13.0% | 72.2% | -33.82 | -8.72% | -16.74% | -0.081% |
| 1h H=36 k=2.25 Ridge half Val6 1h_H36_k225_ridge_half_val6 | p60 | 22.48 | -26.96 | -33.06 | 12.09% | -26.04% | 0.053% | 355 | 15.2% | 10.7% | 74.1% | -56.29 | -17.23% | -26.04% | -0.182% |
| 1h H=48 k=2.0 Ridge vol_target Val6 1h_H48_k20_ridge_vol_target_val6 | p60 | -3.05 | -34.39 | -34.39 | -8.55% | -17.23% | -0.024% | 284 | 16.5% | 17.6% | 65.8% | -40.97 | -16.35% | -16.41% | -0.221% |
| 1h H=42 k=2.0 Ridge half Val12 1h_H42_k20_ridge_half_val12 | p90 | 198.90 | -26.90 | -34.72 | 14.83% | -27.82% | 0.086% | 222 | 14.9% | 14.4% | 70.7% | -57.34 | -22.20% | -23.42% | -0.317% |
| 1h H=42 k=2.5 Ridge vol_target Val12 1h_H42_k25_ridge_vol_target_val12 | p70 | 17.25 | -36.36 | -36.36 | -10.43% | -17.28% | -0.030% | 297 | 12.8% | 13.8% | 73.4% | -19.41 | -5.57% | -9.23% | -0.059% |
| 1h H=30 k=2.25 Ridge vol_target Val1 1h_H30_k225_ridge_vol_target_val1 | p90 | 19.42 | -36.95 | -36.95 | -10.46% | -17.65% | -0.034% | 273 | 10.6% | 15.8% | 73.6% | -31.69 | -11.78% | -13.27% | -0.260% |
| 1h H=36 k=2.25 Ridge half Val1 1h_H36_k225_ridge_half_val1 | p70 | 116.47 | -28.66 | -38.17 | 15.61% | -29.51% | 0.064% | 343 | 13.7% | 13.7% | 72.6% | -8.18 | 8.73% | -11.27% | 0.113% |
| 1h H=48 k=2.25 Ridge vol_target Val1 1h_H48_k225_ridge_vol_target_val1 | p60 | 10.04 | -38.33 | -39.49 | -6.59% | -21.16% | -0.016% | 283 | 15.5% | 17.3% | 67.1% | -22.14 | -5.16% | -11.32% | -0.061% |
| 1h H=48 k=2.0 Ridge vol_target Val9 1h_H48_k20_ridge_vol_target_val9 | p60 | 48.92 | -40.41 | -40.41 | -10.91% | -19.67% | -0.033% | 285 | 14.4% | 18.2% | 67.4% | -27.72 | -8.19% | -13.02% | -0.097% |
| 1h H=30 k=2.25 Ridge vol_target Val9 1h_H30_k225_ridge_vol_target_val9 | p90 | 18.28 | -41.33 | -41.33 | -11.61% | -19.81% | -0.044% | 246 | 11.0% | 14.6% | 74.4% | -14.49 | -0.99% | -9.00% | -0.006% |
| 1h H=36 k=2.0 Ridge vol_target Val9 1h_H36_k20_ridge_vol_target_val9 | p80 | 26.04 | -41.93 | -41.93 | -12.53% | -19.60% | -0.036% | 311 | 13.2% | 14.5% | 72.3% | -41.36 | -13.15% | -18.81% | -0.148% |
| 1h H=42 k=2.0 Ridge vol_target Val6 1h_H42_k20_ridge_vol_target_val6 | p80 | 0.15 | -39.58 | -42.57 | -5.08% | -23.00% | -0.012% | 266 | 14.3% | 16.2% | 69.5% | -63.89 | -25.38% | -25.67% | -0.465% |
| 1h H=30 k=2.0 Ridge half Val9 1h_H30_k20_ridge_half_val9 | p70 | -36.28 | 40.19 | -42.75 | 62.45% | -14.84% | 0.135% | 410 | 13.9% | 13.2% | 72.9% | -18.42 | 3.84% | -14.84% | 0.043% |
| 1h H=36 k=2.0 Ridge half Val6 1h_H36_k20_ridge_half_val6 | p80 | 7.22 | -33.91 | -45.22 | 7.23% | -27.43% | 0.043% | 306 | 15.4% | 15.4% | 69.3% | -58.65 | -22.67% | -23.99% | -0.344% |
| 1h H=42 k=2.0 Ridge vol_target Val1 1h_H42_k20_ridge_vol_target_val1 | p60 | -2.58 | -44.38 | -45.89 | -12.10% | -21.52% | -0.032% | 326 | 14.7% | 16.3% | 69.0% | -17.72 | -2.47% | -10.17% | -0.020% |
| 1h H=42 k=2.5 Ridge vol_target Val9 1h_H42_k25_ridge_vol_target_val9 | p80 | 57.50 | -43.60 | -46.14 | -9.78% | -22.54% | -0.033% | 259 | 12.0% | 13.1% | 74.9% | -23.84 | -6.14% | -11.80% | -0.078% |
| 1h H=48 k=2.0 Ridge half Val1 1h_H48_k20_ridge_half_val1 | p60 | 35.40 | -43.73 | -46.70 | -9.27% | -22.97% | -0.007% | 290 | 16.9% | 18.6% | 64.5% | -49.54 | -15.27% | -22.85% | -0.189% |
| 1h H=36 k=2.25 Ridge half Val12 1h_H36_k225_ridge_half_val12 | p90 | 3.29 | -36.94 | -47.55 | -2.75% | -22.79% | 0.011% | 239 | 13.0% | 13.8% | 73.2% | -46.25 | -14.69% | -21.04% | -0.168% |
| 1h H=42 k=2.25 Ridge vol_target Val1 1h_H42_k225_ridge_vol_target_val1 | p70 | 11.54 | -46.45 | -48.38 | -13.55% | -21.93% | -0.041% | 304 | 13.5% | 14.5% | 72.0% | -40.24 | -15.66% | -16.39% | -0.206% |
| 1h H=30 k=2.0 Ridge vol_target Val12 1h_H30_k20_ridge_vol_target_val12 | p70 | -16.15 | -45.51 | -50.00 | -9.44% | -24.04% | -0.018% | 401 | 14.5% | 15.2% | 70.3% | -31.91 | -9.13% | -15.18% | -0.069% |
| 1h H=42 k=2.5 Ridge vol_target Val1 1h_H42_k25_ridge_vol_target_val1 | p80 | 13.20 | -49.19 | -51.52 | -15.69% | -22.33% | -0.055% | 274 | 11.7% | 15.7% | 72.6% | -20.39 | -7.25% | -8.76% | -0.103% |
| 1h H=48 k=2.5 Ridge vol_target Val1 1h_H48_k25_ridge_vol_target_val1 | p70 | 16.27 | -49.92 | -52.00 | -16.80% | -22.08% | -0.059% | 274 | 15.3% | 16.1% | 68.6% | -25.32 | -8.51% | -11.21% | -0.115% |
| 1h H=30 k=2.5 Ridge half Val9 1h_H30_k25_ridge_half_val9 | p90 | 87.54 | -48.66 | -52.28 | -13.22% | -23.63% | -0.039% | 245 | 9.0% | 11.4% | 79.6% | -17.81 | -0.31% | -11.67% | 0.013% |
| 1h H=36 k=2.0 Ridge vol_target Val1 1h_H36_k20_ridge_vol_target_val1 | p90 | 25.12 | -49.36 | -52.36 | -14.85% | -23.00% | -0.057% | 247 | 13.8% | 20.6% | 65.6% | -31.94 | -11.19% | -13.83% | -0.275% |
| 1h H=30 k=2.0 Ridge half Val1 1h_H30_k20_ridge_half_val1 | p90 | 34.66 | -49.37 | -53.34 | -13.40% | -23.97% | -0.033% | 280 | 13.2% | 16.8% | 70.0% | -48.87 | -17.77% | -20.73% | -0.427% |
| 1h H=36 k=2.0 Ridge half Val1 1h_H36_k20_ridge_half_val1 | p70 | 92.63 | -38.56 | -53.37 | 13.64% | -34.80% | 0.057% | 356 | 15.4% | 16.0% | 68.5% | -32.36 | -5.96% | -17.60% | -0.049% |
| 1h H=48 k=2.0 Ridge half Val6 1h_H48_k20_ridge_half_val6 | p60 | 1.76 | -47.48 | -54.98 | -11.30% | -24.11% | -0.017% | 284 | 16.5% | 17.6% | 65.8% | -56.18 | -22.43% | -22.50% | -0.305% |
| 1h H=30 k=2.5 Ridge half Val1 1h_H30_k25_ridge_half_val1 | p90 | 30.12 | -46.14 | -54.98 | -2.86% | -28.85% | 0.011% | 269 | 10.0% | 14.9% | 75.1% | -30.51 | -9.28% | -14.16% | -0.215% |
| 1h H=36 k=2.5 Ridge half Val6 1h_H36_k25_ridge_half_val6 | p60 | 85.95 | -45.90 | -55.55 | -1.41% | -29.66% | 0.016% | 348 | 11.8% | 11.5% | 76.7% | -67.75 | -23.27% | -29.66% | -0.267% |
| 1h H=30 k=2.25 Ridge half Val1 1h_H30_k225_ridge_half_val1 | p90 | 39.48 | -50.48 | -56.01 | -12.20% | -25.52% | -0.027% | 273 | 10.6% | 15.8% | 73.6% | -47.41 | -17.97% | -19.62% | -0.406% |
| 1h H=42 k=2.25 Ridge vol_target Val12 1h_H42_k225_ridge_vol_target_val12 | p80 | 32.63 | -50.36 | -56.39 | -11.32% | -26.03% | -0.036% | 279 | 15.8% | 15.8% | 68.5% | -16.38 | -2.50% | -9.26% | -0.023% |
| 1h H=30 k=2.25 Ridge vol_target Val12 1h_H30_k225_ridge_vol_target_val12 | p60 | -52.89 | -29.06 | -56.54 | -3.56% | -17.00% | -0.003% | 415 | 11.3% | 13.0% | 75.7% | -24.93 | -4.04% | -13.92% | -0.026% |
| 1h H=48 k=2.5 Ridge half Val12 1h_H48_k25_ridge_half_val12 | p90 | -32.96 | -49.44 | -57.34 | -15.22% | -22.81% | -0.055% | 198 | 12.6% | 15.7% | 71.7% | -52.60 | -19.04% | -22.38% | -0.283% |
| 1h H=42 k=2.25 Ridge half Val9 1h_H42_k225_ridge_half_val9 | p80 | 75.99 | -53.68 | -59.83 | -15.14% | -25.69% | -0.037% | 267 | 13.9% | 14.6% | 71.5% | -36.37 | -7.07% | -19.53% | -0.073% |
| 1h H=36 k=2.5 Ridge half Val12 1h_H36_k25_ridge_half_val12 | p70 | 49.54 | -57.14 | -65.34 | -14.83% | -28.20% | -0.028% | 328 | 9.5% | 11.9% | 78.7% | -62.52 | -20.21% | -28.20% | -0.205% |
| 1h H=30 k=2.0 Ridge half Val6 1h_H30_k20_ridge_half_val6 | p60 | -53.57 | 30.87 | -70.56 | 66.87% | -24.00% | 0.136% | 424 | 14.2% | 13.2% | 72.6% | -51.43 | -15.44% | -24.00% | -0.130% |
| 1h H=36 k=2.0 Ridge half Val9 1h_H36_k20_ridge_half_val9 | p80 | 70.88 | -63.40 | -73.45 | -18.33% | -30.05% | -0.046% | 311 | 13.2% | 14.5% | 72.3% | -66.17 | -21.10% | -30.05% | -0.245% |
| 1h H=42 k=2.0 Ridge half Val1 1h_H42_k20_ridge_half_val1 | p60 | 0.19 | -59.59 | -73.77 | -14.01% | -30.38% | -0.023% | 326 | 14.7% | 16.3% | 69.0% | -19.96 | 1.14% | -14.07% | 0.030% |
| 1h H=48 k=2.25 Ridge half Val1 1h_H48_k225_ridge_half_val1 | p60 | 25.99 | -60.92 | -75.26 | -9.41% | -34.34% | -0.007% | 283 | 15.5% | 17.3% | 67.1% | -36.19 | -7.80% | -18.93% | -0.083% |
| 1h H=42 k=2.0 Ridge half Val6 1h_H42_k20_ridge_half_val6 | p80 | 9.12 | -60.67 | -77.03 | -6.12% | -36.36% | -0.001% | 266 | 14.3% | 16.2% | 69.5% | -96.08 | -38.20% | -38.59% | -0.755% |
| 1h H=48 k=2.0 Ridge half Val9 1h_H48_k20_ridge_half_val9 | p60 | 100.11 | -61.69 | -80.96 | -11.24% | -33.63% | -0.016% | 285 | 14.4% | 18.2% | 67.4% | -44.69 | -13.04% | -21.10% | -0.150% |
| 1h H=30 k=2.25 Ridge half Val9 1h_H30_k225_ridge_half_val9 | p90 | 61.19 | -70.14 | -82.18 | -22.09% | -32.03% | -0.084% | 246 | 11.0% | 14.6% | 74.4% | -24.31 | -4.21% | -13.40% | -0.038% |
| 1h H=30 k=2.0 Ridge half Val12 1h_H30_k20_ridge_half_val12 | p70 | -39.66 | -63.54 | -84.25 | -16.10% | -31.63% | -0.026% | 401 | 14.5% | 15.2% | 70.3% | -54.20 | -17.60% | -24.39% | -0.140% |
| 1h H=42 k=2.25 Ridge half Val1 1h_H42_k225_ridge_half_val1 | p70 | 35.86 | -75.20 | -90.58 | -22.12% | -35.39% | -0.057% | 304 | 13.5% | 14.5% | 72.0% | -66.74 | -25.88% | -27.24% | -0.355% |
| 1h H=42 k=2.5 Ridge half Val9 1h_H42_k25_ridge_half_val9 | p80 | 143.69 | -76.76 | -95.29 | -18.96% | -38.53% | -0.057% | 259 | 12.0% | 13.1% | 74.9% | -44.58 | -11.92% | -21.77% | -0.148% |
| 1h H=42 k=2.5 Ridge half Val1 1h_H42_k25_ridge_half_val1 | p80 | 29.24 | -78.82 | -95.52 | -23.78% | -36.69% | -0.073% | 274 | 11.7% | 15.7% | 72.6% | -35.05 | -10.55% | -16.33% | -0.142% |
| 1h H=42 k=2.5 Ridge half Val12 1h_H42_k25_ridge_half_val12 | p70 | 53.14 | -76.14 | -95.52 | -25.08% | -34.04% | -0.072% | 297 | 12.8% | 13.8% | 73.4% | -36.72 | -11.87% | -16.57% | -0.125% |
| 1h H=48 k=2.5 Ridge half Val1 1h_H48_k25_ridge_half_val1 | p70 | 48.84 | -84.41 | -101.97 | -29.08% | -36.88% | -0.098% | 274 | 15.3% | 16.1% | 68.6% | -46.79 | -16.38% | -20.28% | -0.224% |
| 1h H=30 k=2.25 Ridge half Val12 1h_H30_k225_ridge_half_val12 | p60 | -82.91 | -52.59 | -104.99 | -8.27% | -29.55% | -0.003% | 415 | 11.3% | 13.0% | 75.7% | -44.92 | -10.43% | -23.00% | -0.071% |
| 1h H=42 k=2.25 Ridge half Val12 1h_H42_k225_ridge_half_val12 | p80 | 70.59 | -82.74 | -105.02 | -19.32% | -42.28% | -0.051% | 279 | 15.8% | 15.8% | 68.5% | -26.21 | -4.01% | -14.80% | -0.029% |
Frais volontairement laissés à zéro. Le test inclut Val1/Test1 via les lignes Val1, et prolonge les folds mensuels de 2025 jusqu'à la dernière période disponible dans les CSV OHLC.
