VAL6 / TEST6 — 6 MODÈLES SUPERPOSÉS — CAP10
Triple-barrier avec 6 modèles simultanés et jusqu'à 10 trades
10 configs. Train12 / Val6 / Test6, fold step mensuel: en régime établi, chaque timestamp peut être couvert par ~6 modèles. Le capital est divisé par 10 par trade ouvert, avec max 10 positions simultanées. Frais = 0.
Best robust21.89
Val/Test50.69/36.94
Test gain/DD83.1% / -30.8%
Avg/trade0.020%
Open avg/max9.54/10
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 Ridge cap10 Val6/Test6 overlap6 1h_H42_k225_ridge_cap10_val6_test6_overlap6 | p60 | 50.69 | 36.94 | 21.89 | 83.11% | -30.78% | 0.020% | 3104 | 9.54 | 10 | 20562 | 14.1% | 12.0% | 73.9% | -65.63 | -21.13% | -29.67% |
| 1h H=36 k=2.25 Ridge cap10 Val6/Test6 overlap6 1h_H36_k225_ridge_cap10_val6_test6_overlap6 | p60 | 51.01 | 25.83 | 15.02 | 56.78% | -20.63% | 0.014% | 3525 | 9.44 | 10 | 20250 | 11.9% | 10.8% | 77.3% | -53.49 | -14.13% | -26.24% |
| 1h H=36 k=2.25 Ridge cap10_vol Val6/Test6 overlap6 1h_H36_k225_ridge_cap10_vol_val6_test6_overlap6 | p60 | 1.00 | 4.40 | 1.00 | 14.29% | -6.60% | 0.004% | 3525 | 9.44 | 10 | 20250 | 11.9% | 10.8% | 77.3% | -11.61 | -1.89% | -6.48% |
| 1h H=42 k=2.25 Ridge cap10_vol Val6/Test6 overlap6 1h_H42_k225_ridge_cap10_vol_val6_test6_overlap6 | p60 | 5.18 | 0.35 | 0.35 | 15.70% | -10.23% | 0.005% | 3104 | 9.54 | 10 | 20562 | 14.1% | 12.0% | 73.9% | -19.97 | -6.20% | -9.18% |
| 1h H=48 k=2.25 Ridge cap10_vol Val6/Test6 overlap6 1h_H48_k225_ridge_cap10_vol_val6_test6_overlap6 | p90 | -7.04 | 2.16 | -7.04 | 11.92% | -6.51% | 0.006% | 1880 | 6.89 | 10 | 3508 | 15.3% | 13.4% | 71.3% | -9.47 | -2.14% | -4.89% |
| 1h H=48 k=2.0 Ridge cap10_vol Val6/Test6 overlap6 1h_H48_k20_ridge_cap10_vol_val6_test6_overlap6 | p70 | -2.92 | -7.70 | -7.70 | 9.46% | -11.44% | 0.003% | 2715 | 9.34 | 10 | 14777 | 15.4% | 15.6% | 69.1% | -13.71 | -1.82% | -7.93% |
| 1h H=48 k=2.0 Ridge cap10 Val6/Test6 overlap6 1h_H48_k20_ridge_cap10_val6_test6_overlap6 | p70 | 20.89 | 12.47 | -7.92 | 64.09% | -34.41% | 0.019% | 2715 | 9.34 | 10 | 14777 | 15.4% | 15.6% | 69.1% | -43.71 | -8.80% | -23.27% |
| 1h H=42 k=2.0 Ridge cap10_vol Val6/Test6 overlap6 1h_H42_k20_ridge_cap10_vol_val6_test6_overlap6 | p60 | -8.43 | -0.10 | -8.43 | 17.43% | -11.69% | 0.005% | 3172 | 9.53 | 10 | 20276 | 16.4% | 13.6% | 70.1% | -27.11 | -9.82% | -11.53% |
| 1h H=48 k=2.25 Ridge cap10 Val6/Test6 overlap6 1h_H48_k225_ridge_cap10_val6_test6_overlap6 | p60 | -4.09 | 105.36 | -20.47 | 142.62% | -24.84% | 0.033% | 2758 | 9.56 | 10 | 21216 | 16.0% | 12.8% | 71.2% | -45.56 | -10.71% | -23.23% |
| 1h H=42 k=2.0 Ridge cap10 Val6/Test6 overlap6 1h_H42_k20_ridge_cap10_val6_test6_overlap6 | p60 | -17.92 | 43.18 | -39.78 | 95.68% | -35.00% | 0.022% | 3172 | 9.53 | 10 | 20276 | 16.4% | 13.6% | 70.1% | -87.57 | -32.73% | -36.56% |
Le seuil reste choisi par Validation. Le mode cap10 n'est pas non-overlap: il autorise jusqu'à 10 positions ouvertes, chacune avec 10% du capital notionnel.
