TEST ISOLÉ — RAFFINEMENT TRIPLE BARRIER
Sizing, asymétrie, Ridge/Huber autour des meilleurs H
50 configs ciblées autour de H4/H24/H32. Score principal: non-overlap. Colonne DD-pause = variante avec arrêt de nouveaux trades après DD -25%.
Configs50
Best score109.17
Best gain163.9%
Best cfgdyn_H32_k30_full
Leaderboard
| Config | Seuil | Val | Test | Gain | DD | TP | SL | Timeout | Trades | DD-pause score |
|---|---|---|---|---|---|---|---|---|---|---|
| Dyn H=32 k=3.0 size=full dyn_H32_k30_full · ridge · size=full | p80 | -41.70 | 109.17 | 163.89% | -36.48% | 33.3% | 15.6% | 51.1% | 45 | -55.67 |
| Dyn H=4 k=2.5 size=full dyn_H4_k25_full · ridge · size=full | p80 | -40.22 | 81.57 | 107.03% | -16.97% | 8.3% | 3.5% | 88.2% | 144 | 81.57 |
| Dyn H=32 k=2.5 size=full dyn_H32_k25_full · ridge · size=full | p80 | -26.61 | 76.13 | 132.22% | -37.40% | 32.6% | 17.4% | 50.0% | 46 | -69.55 |
| Dyn H=4 k=2.25 size=full dyn_H4_k225_full · ridge · size=full | p80 | 17.09 | 69.10 | 92.08% | -15.32% | 10.8% | 4.7% | 84.5% | 148 | -59.41 |
| Dyn H=32 k=2.25 size=full dyn_H32_k225_full · ridge · size=full | p80 | -123.32 | 52.00 | 108.09% | -37.40% | 31.1% | 17.8% | 51.1% | 45 | -64.85 |
| Dyn H=32 reward2 ktp=3.25 ksl=2.25 size=half dyn_H32_reward2_half · ridge · size=half | p80 | -57.74 | 44.17 | 73.43% | -19.51% | 34.8% | 17.4% | 47.8% | 46 | -3.16 |
| Dyn H=32 reward ktp=2.75 ksl=2.0 size=half dyn_H32_reward_half · ridge · size=half | p80 | -5.32 | 41.80 | 71.06% | -19.51% | 33.3% | 17.8% | 48.9% | 45 | 41.80 |
| Dyn H=32 k=3.0 size=half dyn_H32_k30_half · ridge · size=half | p80 | -13.59 | 40.28 | 69.54% | -19.51% | 33.3% | 15.6% | 51.1% | 45 | 40.28 |
| Dyn H=24 k=2.25 size=full dyn_H24_k225_full · ridge · size=full | p90 | -76.04 | 39.88 | 86.20% | -30.88% | 27.8% | 13.9% | 58.3% | 36 | -70.30 |
| Dyn H=4 k=2.5 size=half dyn_H4_k25_half · ridge · size=half | p60 | -13.25 | 37.45 | 53.56% | -10.74% | 7.4% | 5.8% | 86.8% | 242 | 37.45 |
| Dyn H=24 k=3.0 size=full dyn_H24_k30_full · ridge · size=full | p90 | -53.39 | 30.27 | 78.86% | -32.40% | 25.0% | 13.9% | 61.1% | 36 | -56.28 |
| Dyn H=4 k=2.25 size=half dyn_H4_k225_half · ridge · size=half | p80 | 4.30 | 30.04 | 41.87% | -7.88% | 10.8% | 4.7% | 84.5% | 148 | -6.45 |
| Dyn H=32 k=2.0 size=full dyn_H32_k20_full · ridge · size=full | p80 | -28.42 | 29.82 | 85.91% | -37.40% | 27.3% | 18.2% | 54.5% | 44 | -69.55 |
| Dyn H=32 k=2.5 size=half dyn_H32_k25_half · ridge · size=half | p80 | -6.27 | 29.67 | 59.36% | -19.80% | 32.6% | 17.4% | 50.0% | 46 | 29.67 |
| Dyn H=4 k=2.5 size=vol_target dyn_H4_k25_vol_target · ridge · size=vol_target | p80 | -10.97 | 28.45 | 37.84% | -6.26% | 8.3% | 3.5% | 88.2% | 144 | 28.45 |
| Dyn H=4 k=2.25 size=vol_target dyn_H4_k225_vol_target · ridge · size=vol_target | p80 | 12.26 | 24.87 | 38.65% | -9.18% | 10.8% | 4.7% | 84.5% | 148 | 24.87 |
| Dyn H=32 k=2.25 size=half dyn_H32_k225_half · ridge · size=half | p80 | -62.30 | 20.90 | 50.60% | -19.80% | 31.1% | 17.8% | 51.1% | 45 | -4.13 |
| Dyn H=24 reward ktp=2.75 ksl=2.0 size=half dyn_H24_reward_half · ridge · size=half | p90 | -15.75 | 19.48 | 43.73% | -16.17% | 32.4% | 16.2% | 51.4% | 37 | 50.35 |
| Dyn H=32 reward ktp=2.75 ksl=2.0 size=vol_target dyn_H32_reward_vol_target · ridge · size=vol_target | p80 | -0.26 | 17.47 | 32.58% | -10.07% | 33.3% | 17.8% | 48.9% | 45 | 17.47 |
| Dyn H=24 k=2.25 size=half dyn_H24_k225_half · ridge · size=half | p90 | -35.79 | 17.03 | 41.28% | -16.17% | 27.8% | 13.9% | 58.3% | 36 | -56.06 |
| Dyn H=32 k=3.0 size=vol_target dyn_H32_k30_vol_target · ridge · size=vol_target | p80 | -5.21 | 16.52 | 31.62% | -10.07% | 33.3% | 15.6% | 51.1% | 45 | 16.52 |
| Dyn H=24 k=3.0 size=half dyn_H24_k30_half · ridge · size=half | p90 | -23.89 | 13.18 | 38.47% | -16.86% | 25.0% | 13.9% | 61.1% | 36 | 6.32 |
| Dyn H=32 k=2.5 size=vol_target dyn_H32_k25_vol_target · ridge · size=vol_target | p80 | -2.48 | 12.50 | 27.73% | -10.15% | 32.6% | 17.4% | 50.0% | 46 | 12.50 |
| Dyn H=24 reward2 ktp=3.25 ksl=2.25 size=half dyn_H24_reward2_half · ridge · size=half | p90 | -32.63 | 12.47 | 37.76% | -16.86% | 27.8% | 16.7% | 55.6% | 36 | 45.49 |
| Dyn H=32 k=2.0 size=half dyn_H32_k20_half · ridge · size=half | p80 | -10.60 | 12.19 | 41.89% | -19.80% | 27.3% | 18.2% | 54.5% | 44 | 12.19 |
| Dyn H=24 reward ktp=2.75 ksl=2.0 size=vol_target dyn_H24_reward_vol_target · ridge · size=vol_target | p90 | -6.78 | 10.12 | 22.50% | -8.26% | 32.4% | 16.2% | 51.4% | 37 | 10.12 |
| Dyn H=4 k=2.0 size=vol_target dyn_H4_k20_vol_target · ridge · size=vol_target | p90 | 13.43 | 8.99 | 19.78% | -7.20% | 12.8% | 7.0% | 80.2% | 86 | 8.99 |
| Dyn H=32 k=2.25 size=vol_target dyn_H32_k225_vol_target · ridge · size=vol_target | p80 | -30.39 | 8.83 | 24.05% | -10.15% | 31.1% | 17.8% | 51.1% | 45 | 8.83 |
| Dyn H=24 k=2.25 size=vol_target dyn_H24_k225_vol_target · ridge · size=vol_target | p90 | -18.19 | 7.57 | 19.95% | -8.26% | 27.8% | 13.9% | 58.3% | 36 | 7.57 |
| Dyn H=24 k=3.0 size=vol_target dyn_H24_k30_vol_target · ridge · size=vol_target | p90 | -11.67 | 5.76 | 18.61% | -8.57% | 25.0% | 13.9% | 61.1% | 36 | 5.76 |
| Dyn H=24 reward2 ktp=3.25 ksl=2.25 size=vol_target dyn_H24_reward2_vol_target · ridge · size=vol_target | p90 | -15.99 | 5.61 | 18.46% | -8.57% | 27.8% | 16.7% | 55.6% | 36 | 5.61 |
| Dyn H=32 k=2.0 size=vol_target dyn_H32_k20_vol_target · ridge · size=vol_target | p80 | -3.90 | 5.43 | 20.65% | -10.15% | 27.3% | 18.2% | 54.5% | 44 | 5.43 |
| Dyn H=32 safe ktp=2.0 ksl=2.75 size=half dyn_H32_safe_half · ridge · size=half | p80 | -33.06 | 4.29 | 33.98% | -19.80% | 28.3% | 19.6% | 52.2% | 46 | 4.29 |
| Dyn H=32 safe ktp=2.0 ksl=2.75 size=vol_target dyn_H32_safe_vol_target · ridge · size=vol_target | p80 | -16.56 | 1.79 | 17.02% | -10.15% | 28.3% | 19.6% | 52.2% | 46 | 1.79 |
| Dyn H=4 k=3.0 size=vol_target dyn_H4_k30_vol_target · ridge · size=vol_target | p90 | -25.57 | 1.41 | 13.37% | -7.97% | 5.8% | 2.3% | 91.9% | 86 | 1.41 |
| Dyn H=4 k=1.75 size=half dyn_H4_k175_half · ridge · size=half | p90 | -20.04 | -1.72 | 6.54% | -5.51% | 14.3% | 11.7% | 74.0% | 77 | -1.72 |
| Dyn H=4 k=1.75 size=vol_target dyn_H4_k175_vol_target · ridge · size=vol_target | p90 | -15.17 | -4.04 | 7.39% | -7.62% | 14.3% | 11.7% | 74.0% | 77 | -4.04 |
| Dyn H=4 k=1.75 size=full dyn_H4_k175_full · ridge · size=full | p90 | -45.71 | -5.24 | 11.14% | -10.93% | 14.3% | 11.7% | 74.0% | 77 | -62.79 |
| Dyn H=4 k=3.0 size=half dyn_H4_k30_half · ridge · size=half | p80 | -46.75 | -5.75 | 19.34% | -16.72% | 4.3% | 1.4% | 94.3% | 140 | -54.98 |
| Dyn H=24 safe ktp=2.0 ksl=2.75 size=vol_target dyn_H24_safe_vol_target · ridge · size=vol_target | p90 | -18.82 | -7.98 | 10.20% | -12.12% | 21.6% | 18.9% | 59.5% | 37 | -7.98 |
| Dyn H=4 k=3.0 size=full dyn_H4_k30_full · ridge · size=full | p80 | -99.01 | -11.67 | 35.77% | -31.63% | 4.3% | 1.4% | 94.3% | 140 | -57.47 |
| Dyn H=24 safe ktp=2.0 ksl=2.75 size=half dyn_H24_safe_half · ridge · size=half | p90 | -36.03 | -16.04 | 19.30% | -23.56% | 21.6% | 18.9% | 59.5% | 37 | -16.04 |
| Dyn H=4 k=2.0 size=half dyn_H4_k20_half · ridge · size=half | p60 | 23.21 | -22.01 | 18.20% | -26.81% | 13.3% | 8.4% | 78.3% | 249 | -61.24 |
| Dyn H=4 safe ktp=2.0 ksl=2.75 size=vol_target dyn_H4_safe_vol_target · ridge · size=vol_target | p80 | 13.77 | -23.02 | -3.42% | -13.06% | 10.3% | 5.8% | 84.0% | 156 | -23.02 |
| Dyn H=4 reward ktp=2.75 ksl=2.0 size=half dyn_H4_reward_half · ridge · size=half | p60 | -92.58 | -23.31 | 11.37% | -23.12% | 6.1% | 5.7% | 88.2% | 229 | -23.31 |
| Dyn H=4 reward2 ktp=3.25 ksl=2.25 size=vol_target dyn_H4_reward2_vol_target · ridge · size=vol_target | p90 | -52.07 | -30.08 | -6.66% | -15.61% | 1.8% | 7.1% | 91.1% | 56 | 4.24 |
| Dyn H=4 safe ktp=2.0 ksl=2.75 size=half dyn_H4_safe_half · ridge · size=half | p80 | 22.42 | -38.64 | -10.34% | -18.87% | 10.3% | 5.8% | 84.0% | 156 | -38.64 |
| Dyn H=4 reward2 ktp=3.25 ksl=2.25 size=half dyn_H4_reward2_half · ridge · size=half | p90 | -80.13 | -41.62 | -12.92% | -19.14% | 1.8% | 7.1% | 91.1% | 56 | 16.17 |
| Dyn H=4 k=2.0 size=full dyn_H4_k20_full · ridge · size=full | p60 | 50.39 | -41.75 | 29.59% | -47.56% | 13.3% | 8.4% | 78.3% | 249 | -64.30 |
| Dyn H=4 reward ktp=2.75 ksl=2.0 size=vol_target dyn_H4_reward_vol_target · ridge · size=vol_target | p90 | -71.25 | -58.00 | -14.21% | -29.19% | 4.8% | 11.1% | 84.1% | 63 | -2.77 |
Note
vol_target size vise ~3% de risque de stop par trade, capé [0.25,1.0]. half size divise chaque trade par 2. DD-pause est diagnostic; le score principal reste sans intervention ex-post.
