SÉLECTION STRICTE PAR VALIDATION
Ticksize 1h/2h/3h/6h, H≈24h, modèles/sizing
120 configs. Le tableau est trié par score Validation. Le Test est reporting-only pour confirmer/invalider. Barrières dynamiques vol30×sqrt(H), high/low depuis CSV 5min.
Configs120
Best Val255.61
Test du best-Val-109.20
Best cfg3h_H8_k25_huber_full
Leaderboard trié Validation
| Config | Seuil | Val score | Val gain | Val DD | Test score | Test gain | Test DD | Trades | TP | SL | Timeout |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 3h H=8 k=2.5 huber full 3h_H8_k25_huber_full · rows=8907 | p60 | 255.61 | 315.82% | -40.14% | -109.20 | -30.33% | -52.58% | 308 | 7.1% | 10.4% | 82.5% |
| 6h H=4 k=2.0 huber full 6h_H4_k20_huber_full · rows=4448 | p70 | 236.52 | 295.14% | -39.08% | -37.33 | 6.23% | -29.04% | 195 | 8.7% | 12.3% | 79.0% |
| 3h H=8 k=2.0 huber full 3h_H8_k20_huber_full · rows=8907 | p90 | 177.05 | 218.18% | -27.42% | -29.70 | 26.50% | -37.47% | 132 | 11.4% | 13.6% | 75.0% |
| 3h H=8 k=2.5 huber half 3h_H8_k25_huber_half · rows=8907 | p60 | 90.62 | 123.67% | -22.04% | -53.72 | -11.86% | -27.91% | 308 | 7.1% | 10.4% | 82.5% |
| 6h H=4 k=2.0 ridge full 6h_H4_k20_ridge_full · rows=4448 | p90 | 90.16 | 130.29% | -26.75% | 14.75 | 40.20% | -16.96% | 87 | 16.1% | 9.2% | 74.7% |
| 6h H=4 k=2.0 huber half 6h_H4_k20_huber_half · rows=4448 | p70 | 81.29 | 113.16% | -21.25% | -15.65 | 6.49% | -14.76% | 195 | 8.7% | 12.3% | 79.0% |
| 6h H=4 k=2.25 huber full 6h_H4_k225_huber_full · rows=4448 | p90 | 77.48 | 115.98% | -25.67% | -18.34 | 14.86% | -22.13% | 77 | 11.7% | 14.3% | 74.0% |
| 1h duration variant H=36 k=2.25 ridge half 1h_H36_k225_ridge_half · rows=26744 | p60 | 72.74 | 111.48% | -25.82% | 12.42 | 42.54% | -20.08% | 258 | 14.7% | 10.1% | 75.2% |
| 6h H=4 k=2.5 huber full 6h_H4_k25_huber_full · rows=4448 | p90 | 71.78 | 110.57% | -25.86% | -29.89 | 3.31% | -22.13% | 72 | 11.1% | 13.9% | 75.0% |
| 3h H=8 k=2.0 huber half 3h_H8_k20_huber_half · rows=8907 | p90 | 66.74 | 87.88% | -14.09% | -15.15 | 15.38% | -20.35% | 132 | 11.4% | 13.6% | 75.0% |
| 3h H=8 k=2.25 huber full 3h_H8_k225_huber_full · rows=8907 | p90 | 64.00 | 110.32% | -30.88% | -52.49 | -3.22% | -32.85% | 125 | 8.0% | 13.6% | 78.4% |
| 1h duration variant H=12 k=2.25 ridge half 1h_H12_k225_ridge_half · rows=26744 | p70 | 48.38 | 80.97% | -21.73% | 1.86 | 34.02% | -21.44% | 578 | 10.0% | 9.0% | 81.0% |
| 2h H=12 k=2.0 extratrees full 2h_H12_k20_extratrees_full · rows=13366 | p70 | 40.88 | 112.46% | -47.72% | 6.51 | 50.53% | -29.34% | 275 | 12.4% | 10.2% | 77.5% |
| 6h H=4 k=2.0 ridge half 6h_H4_k20_ridge_half · rows=4448 | p90 | 37.04 | 58.13% | -14.06% | 7.15 | 20.29% | -8.76% | 87 | 16.1% | 9.2% | 74.7% |
| 6h H=4 k=2.25 huber half 6h_H4_k225_huber_half · rows=4448 | p90 | 34.12 | 53.67% | -13.04% | -8.15 | 9.14% | -11.53% | 77 | 11.7% | 14.3% | 74.0% |
| 3h H=8 k=2.5 huber vol_target 3h_H8_k25_huber_vol_target · rows=8907 | p60 | 32.57 | 53.53% | -13.97% | -36.59 | -10.39% | -17.47% | 308 | 7.1% | 10.4% | 82.5% |
| 6h H=4 k=2.5 huber half 6h_H4_k25_huber_half · rows=4448 | p90 | 31.08 | 51.66% | -13.72% | -13.80 | 3.49% | -11.53% | 72 | 11.1% | 13.9% | 75.0% |
| 3h H=8 k=2.0 huber vol_target 3h_H8_k20_huber_vol_target · rows=8907 | p90 | 28.88 | 41.41% | -8.36% | -7.18 | 10.25% | -11.62% | 132 | 11.4% | 13.6% | 75.0% |
| 3h H=8 k=2.25 huber half 3h_H8_k225_huber_half · rows=8907 | p90 | 28.35 | 52.29% | -15.96% | -25.41 | 0.89% | -17.54% | 125 | 8.0% | 13.6% | 78.4% |
| 6h H=4 k=2.0 huber vol_target 6h_H4_k20_huber_vol_target · rows=4448 | p90 | 24.42 | 37.93% | -9.00% | -7.41 | 2.68% | -6.73% | 88 | 10.2% | 14.8% | 75.0% |
| 1h duration variant H=36 k=2.25 ridge vol_target 1h_H36_k225_ridge_vol_target · rows=26744 | p60 | 22.49 | 43.98% | -14.33% | 4.88 | 20.57% | -10.46% | 258 | 14.7% | 10.1% | 75.2% |
| 6h H=4 k=2.0 ridge vol_target 6h_H4_k20_ridge_vol_target · rows=4448 | p90 | 17.94 | 34.69% | -11.17% | 7.72 | 14.70% | -4.65% | 87 | 16.1% | 9.2% | 74.7% |
| 2h H=12 k=2.0 extratrees half 2h_H12_k20_extratrees_half · rows=13366 | p70 | 17.81 | 57.58% | -26.52% | 4.96 | 28.06% | -15.40% | 275 | 12.4% | 10.2% | 77.5% |
| 1h duration variant H=48 k=2.25 huber half 1h_H48_k225_huber_half · rows=26744 | p70 | 10.92 | 51.60% | -27.12% | -58.01 | -12.07% | -30.62% | 190 | 13.2% | 17.4% | 69.5% |
| 6h H=4 k=2.25 huber vol_target 6h_H4_k225_huber_vol_target · rows=4448 | p90 | 10.68 | 23.16% | -8.32% | -3.17 | 5.65% | -5.88% | 77 | 11.7% | 14.3% | 74.0% |
| 2h H=12 k=2.25 extratrees full 2h_H12_k225_extratrees_full · rows=13366 | p80 | 10.62 | 86.43% | -50.54% | 33.48 | 87.35% | -35.91% | 214 | 12.6% | 7.5% | 79.9% |
| 3h H=8 k=2.25 huber vol_target 3h_H8_k225_huber_vol_target · rows=8907 | p90 | 10.25 | 23.83% | -9.06% | -13.65 | 0.71% | -9.57% | 125 | 8.0% | 13.6% | 78.4% |
| 6h H=4 k=2.5 huber vol_target 6h_H4_k25_huber_vol_target · rows=4448 | p90 | 8.95 | 22.24% | -8.86% | -6.68 | 2.14% | -5.88% | 72 | 11.1% | 13.9% | 75.0% |
| 1h duration variant H=12 k=2.25 ridge vol_target 1h_H12_k225_ridge_vol_target · rows=26744 | p70 | 7.17 | 35.49% | -18.88% | -22.73 | 4.64% | -18.25% | 578 | 10.0% | 9.0% | 81.0% |
| 2h H=12 k=2.25 extratrees half 2h_H12_k225_extratrees_half · rows=13366 | p80 | 4.30 | 47.80% | -29.00% | 13.22 | 41.97% | -19.17% | 214 | 12.6% | 7.5% | 79.9% |
| 2h H=12 k=2.0 extratrees vol_target 2h_H12_k20_extratrees_vol_target · rows=13366 | p70 | 3.41 | 31.07% | -18.44% | -0.18 | 15.56% | -10.50% | 275 | 12.4% | 10.2% | 77.5% |
| 1h duration variant H=48 k=2.25 huber vol_target 1h_H48_k225_huber_vol_target · rows=26744 | p70 | -0.04 | 23.60% | -15.76% | -30.61 | -5.38% | -16.82% | 190 | 13.2% | 17.4% | 69.5% |
| 6h H=4 k=2.5 extratrees half 6h_H4_k25_extratrees_half · rows=4448 | p90 | -0.75 | 27.52% | -18.85% | -22.37 | -1.05% | -14.22% | 96 | 12.5% | 10.4% | 77.1% |
| 6h H=4 k=2.5 ridge half 6h_H4_k25_ridge_half · rows=4448 | p90 | -1.04 | 24.24% | -16.85% | -13.41 | 8.08% | -14.33% | 80 | 12.5% | 10.0% | 77.5% |
| 2h H=12 k=2.0 ridge half 2h_H12_k20_ridge_half · rows=13366 | p70 | -1.22 | 33.96% | -23.45% | 8.67 | 44.00% | -23.55% | 301 | 13.3% | 11.6% | 75.1% |
| 2h H=12 k=2.5 ridge half 2h_H12_k25_ridge_half · rows=13366 | p70 | -2.26 | 39.43% | -27.79% | -33.31 | 8.37% | -27.78% | 279 | 9.0% | 7.9% | 83.2% |
| 6h H=4 k=2.5 ridge vol_target 6h_H4_k25_ridge_vol_target · rows=4448 | p90 | -2.32 | 13.07% | -10.26% | -4.73 | 5.85% | -7.06% | 80 | 12.5% | 10.0% | 77.5% |
| 6h H=4 k=2.25 ridge half 6h_H4_k225_ridge_half · rows=4448 | p80 | -4.37 | 23.43% | -18.53% | 18.46 | 31.48% | -8.68% | 146 | 12.3% | 7.5% | 80.1% |
| 2h H=12 k=2.5 ridge vol_target 2h_H12_k25_ridge_vol_target · rows=13366 | p70 | -4.66 | 17.97% | -15.09% | -18.33 | 5.59% | -15.95% | 279 | 9.0% | 7.9% | 83.2% |
| 3h H=8 k=2.25 ridge half 3h_H8_k225_ridge_half · rows=8907 | p80 | -4.94 | 39.33% | -29.51% | -12.44 | 13.49% | -17.29% | 195 | 11.8% | 7.2% | 81.0% |
| 6h H=4 k=2.5 extratrees full 6h_H4_k25_extratrees_full · rows=4448 | p90 | -5.20 | 49.06% | -36.18% | -46.04 | -5.99% | -26.70% | 96 | 12.5% | 10.4% | 77.1% |
| 2h H=12 k=2.0 huber half 2h_H12_k20_huber_half · rows=13366 | p60 | -5.63 | 28.20% | -22.55% | -62.15 | -9.33% | -35.21% | 335 | 9.6% | 12.8% | 77.6% |
| 6h H=4 k=2.5 extratrees vol_target 6h_H4_k25_extratrees_vol_target · rows=4448 | p90 | -5.68 | 11.17% | -11.23% | -16.25 | -1.85% | -9.60% | 96 | 12.5% | 10.4% | 77.1% |
| 2h H=12 k=2.5 extratrees half 2h_H12_k25_extratrees_half · rows=13366 | p70 | -5.74 | 43.83% | -33.05% | 49.94 | 74.18% | -16.16% | 278 | 10.1% | 6.1% | 83.8% |
| 1h duration variant H=36 k=2.25 huber half 1h_H36_k225_huber_half · rows=26744 | p90 | -5.99 | 29.07% | -23.38% | -21.57 | 6.14% | -18.48% | 155 | 14.2% | 17.4% | 68.4% |
| 6h H=4 k=2.25 ridge vol_target 6h_H4_k225_ridge_vol_target · rows=4448 | p90 | -6.13 | 10.68% | -11.21% | 6.40 | 14.48% | -5.39% | 87 | 14.9% | 8.0% | 77.0% |
| 6h H=4 k=2.5 ridge full 6h_H4_k25_ridge_full · rows=4448 | p90 | -7.43 | 41.76% | -32.79% | -29.10 | 12.88% | -27.99% | 80 | 12.5% | 10.0% | 77.5% |
| 2h H=12 k=2.0 huber vol_target 2h_H12_k20_huber_vol_target · rows=13366 | p60 | -7.75 | 15.57% | -15.54% | -44.86 | -7.60% | -24.84% | 335 | 9.6% | 12.8% | 77.6% |
| 2h H=12 k=2.5 extratrees vol_target 2h_H12_k25_extratrees_vol_target · rows=13366 | p60 | -8.86 | 17.79% | -17.76% | 10.87 | 32.65% | -14.52% | 309 | 9.7% | 5.2% | 85.1% |
| 1h duration variant H=36 k=2.25 huber vol_target 1h_H36_k225_huber_vol_target · rows=26744 | p90 | -10.56 | 9.16% | -13.15% | -13.99 | 2.88% | -11.25% | 155 | 14.2% | 17.4% | 68.4% |
| 2h H=12 k=2.5 extratrees full 2h_H12_k25_extratrees_full · rows=13366 | p70 | -10.65 | 73.82% | -56.31% | 131.10 | 177.29% | -30.79% | 278 | 10.1% | 6.1% | 83.8% |
| 2h H=12 k=2.5 ridge full 2h_H12_k25_ridge_full · rows=13366 | p70 | -10.75 | 64.45% | -50.13% | -68.23 | 7.40% | -50.42% | 279 | 9.0% | 7.9% | 83.2% |
| 3h H=8 k=2.25 ridge full 3h_H8_k225_ridge_full · rows=8907 | p80 | -10.89 | 66.10% | -51.32% | -29.74 | 20.70% | -33.63% | 195 | 11.8% | 7.2% | 81.0% |
| 3h H=8 k=2.25 extratrees vol_target 3h_H8_k225_extratrees_vol_target · rows=8907 | p80 | -11.76 | 14.21% | -17.32% | -27.06 | -3.78% | -15.52% | 212 | 11.8% | 10.8% | 77.4% |
| 2h H=12 k=2.25 extratrees vol_target 2h_H12_k225_extratrees_vol_target · rows=13366 | p80 | -11.95 | 18.79% | -20.49% | 6.66 | 22.72% | -10.71% | 214 | 12.6% | 7.5% | 79.9% |
| 2h H=12 k=2.25 ridge vol_target 2h_H12_k225_ridge_vol_target · rows=13366 | p60 | -12.22 | 18.37% | -20.39% | -7.58 | 15.60% | -15.45% | 318 | 9.1% | 9.4% | 81.4% |
| 3h H=8 k=2.0 ridge half 3h_H8_k20_ridge_half · rows=8907 | p80 | -13.20 | 30.10% | -28.87% | -2.89 | 16.66% | -13.04% | 199 | 13.1% | 9.5% | 77.4% |
| 2h H=12 k=2.25 ridge half 2h_H12_k225_ridge_half · rows=13366 | p60 | -13.90 | 35.85% | -33.17% | -12.66 | 27.24% | -26.60% | 318 | 9.1% | 9.4% | 81.4% |
| 1h duration variant H=48 k=2.25 ridge vol_target 1h_H48_k225_ridge_vol_target · rows=26744 | p90 | -14.08 | 14.93% | -19.34% | 0.46 | 12.37% | -7.94% | 137 | 15.3% | 15.3% | 69.3% |
| 2h H=12 k=2.0 ridge full 2h_H12_k20_ridge_full · rows=13366 | p70 | -14.16 | 51.57% | -43.82% | 22.71 | 88.99% | -44.19% | 301 | 13.3% | 11.6% | 75.1% |
| 6h H=4 k=2.25 ridge full 6h_H4_k225_ridge_full · rows=4448 | p80 | -16.49 | 35.56% | -34.70% | 39.15 | 64.37% | -16.82% | 146 | 12.3% | 7.5% | 80.1% |
| 1h H=24 k=2.5 ridge vol_target 1h_H24_k25_ridge_vol_target · rows=26744 | p80 | -16.73 | 10.42% | -18.10% | -10.22 | 5.47% | -10.46% | 289 | 8.0% | 11.4% | 80.6% |
| 2h H=12 k=2.0 ridge vol_target 2h_H12_k20_ridge_vol_target · rows=13366 | p80 | -17.59 | 10.59% | -18.79% | -2.10 | 19.33% | -14.29% | 239 | 11.7% | 10.9% | 77.4% |
| 6h H=4 k=2.25 extratrees vol_target 6h_H4_k225_extratrees_vol_target · rows=4448 | p90 | -18.23 | 4.92% | -15.43% | -11.55 | 0.30% | -7.90% | 97 | 13.4% | 11.3% | 75.3% |
| 3h H=8 k=2.25 ridge vol_target 3h_H8_k225_ridge_vol_target · rows=8907 | p80 | -18.34 | 12.56% | -20.60% | -2.83 | 10.84% | -9.11% | 195 | 11.8% | 7.2% | 81.0% |
| 3h H=8 k=2.25 extratrees half 3h_H8_k225_extratrees_half · rows=8907 | p80 | -18.91 | 26.39% | -30.20% | -48.95 | -8.97% | -26.65% | 212 | 11.8% | 10.8% | 77.4% |
| 3h H=8 k=2.0 ridge vol_target 3h_H8_k20_ridge_vol_target · rows=8907 | p80 | -20.32 | 9.98% | -20.20% | -0.76 | 12.50% | -8.84% | 199 | 13.1% | 9.5% | 77.4% |
| 2h H=12 k=2.25 huber vol_target 2h_H12_k225_huber_vol_target · rows=13366 | p90 | -20.75 | 1.84% | -15.06% | -12.84 | -0.17% | -8.45% | 141 | 7.1% | 12.1% | 80.9% |
| 3h H=8 k=2.5 ridge vol_target 3h_H8_k25_ridge_vol_target · rows=8907 | p60 | -23.97 | 5.19% | -19.44% | 19.41 | 35.06% | -10.44% | 297 | 11.4% | 5.7% | 82.8% |
| 2h H=12 k=2.0 huber full 2h_H12_k20_huber_full · rows=13366 | p60 | -24.02 | 37.92% | -41.30% | -116.46 | -26.51% | -59.96% | 335 | 9.6% | 12.8% | 77.6% |
| 1h H=24 k=2.5 ridge half 1h_H24_k25_ridge_half · rows=26744 | p80 | -24.38 | 21.09% | -30.31% | -1.63 | 22.76% | -16.26% | 289 | 8.0% | 11.4% | 80.6% |
| 6h H=4 k=2.0 extratrees vol_target 6h_H4_k20_extratrees_vol_target · rows=4448 | p90 | -24.68 | -3.46% | -14.15% | 6.47 | 14.82% | -5.57% | 85 | 14.1% | 8.2% | 77.6% |
| 1h H=24 k=2.5 huber vol_target 1h_H24_k25_huber_vol_target · rows=26744 | p60 | -26.28 | 1.10% | -18.25% | -40.50 | -12.26% | -18.82% | 351 | 6.6% | 11.1% | 82.3% |
| 1h H=24 k=2.0 ridge half 1h_H24_k20_ridge_half · rows=26744 | p60 | -26.76 | 36.35% | -42.08% | 38.94 | 61.61% | -15.11% | 363 | 11.8% | 12.7% | 75.5% |
| 1h duration variant H=48 k=2.25 ridge half 1h_H48_k225_ridge_half · rows=26744 | p90 | -26.77 | 27.65% | -36.28% | 3.02 | 26.18% | -15.44% | 137 | 15.3% | 15.3% | 69.3% |
| 1h duration variant H=12 k=2.25 huber half 1h_H12_k225_huber_half · rows=26744 | p90 | -27.22 | 14.11% | -27.55% | -38.35 | -4.79% | -22.37% | 254 | 8.3% | 13.0% | 78.7% |
| 6h H=4 k=2.25 extratrees half 6h_H4_k225_extratrees_half · rows=4448 | p90 | -27.38 | 10.61% | -25.33% | -15.54 | 2.03% | -11.72% | 97 | 13.4% | 11.3% | 75.3% |
| 2h H=12 k=2.25 ridge full 2h_H12_k225_ridge_full · rows=13366 | p60 | -30.24 | 54.97% | -56.81% | -24.83 | 46.29% | -47.41% | 318 | 9.1% | 9.4% | 81.4% |
| 3h H=8 k=2.0 extratrees vol_target 3h_H8_k20_extratrees_vol_target · rows=8907 | p60 | -30.97 | 0.05% | -20.68% | -27.86 | -3.48% | -16.26% | 292 | 11.3% | 9.9% | 78.8% |
| 2h H=12 k=2.5 huber vol_target 2h_H12_k25_huber_vol_target · rows=13366 | p90 | -30.97 | -8.05% | -15.28% | -19.01 | -3.92% | -10.06% | 142 | 7.7% | 12.0% | 80.3% |
| 1h H=24 k=2.5 extratrees vol_target 1h_H24_k25_extratrees_vol_target · rows=26744 | p80 | -31.27 | 1.38% | -21.76% | 1.08 | 12.71% | -7.75% | 239 | 10.0% | 9.2% | 80.8% |
| 2h H=12 k=2.25 huber half 2h_H12_k225_huber_half · rows=13366 | p90 | -31.91 | 4.72% | -24.41% | -20.31 | 1.20% | -14.34% | 141 | 7.1% | 12.1% | 80.9% |
| 3h H=8 k=2.0 ridge full 3h_H8_k20_ridge_full · rows=8907 | p80 | -32.99 | 45.87% | -52.57% | -12.00 | 27.80% | -26.53% | 199 | 13.1% | 9.5% | 77.4% |
| 1h H=24 k=2.0 ridge vol_target 1h_H24_k20_ridge_vol_target · rows=26744 | p70 | -34.52 | 9.83% | -29.57% | 8.44 | 32.50% | -16.04% | 345 | 15.4% | 13.6% | 71.0% |
| 1h duration variant H=12 k=2.25 huber vol_target 1h_H12_k225_huber_vol_target · rows=26744 | p90 | -34.96 | -1.59% | -22.25% | -29.25 | -5.12% | -16.09% | 254 | 8.3% | 13.0% | 78.7% |
| 1h H=24 k=2.25 huber half 1h_H24_k225_huber_half · rows=26744 | p60 | -35.86 | 6.98% | -28.56% | -63.29 | -19.38% | -29.28% | 359 | 7.0% | 13.9% | 79.1% |
| 1h H=24 k=2.5 extratrees half 1h_H24_k25_extratrees_half · rows=26744 | p80 | -35.99 | 11.53% | -31.68% | 12.50 | 29.98% | -11.65% | 239 | 10.0% | 9.2% | 80.8% |
| 1h H=24 k=2.0 extratrees vol_target 1h_H24_k20_extratrees_vol_target · rows=26744 | p60 | -39.49 | -0.26% | -26.16% | -3.56 | 14.06% | -11.75% | 349 | 12.3% | 12.3% | 75.4% |
| 1h H=24 k=2.25 ridge vol_target 1h_H24_k225_ridge_vol_target · rows=26744 | p80 | -39.74 | -7.38% | -21.58% | -21.49 | 0.37% | -14.57% | 286 | 8.7% | 11.9% | 79.4% |
| 1h H=24 k=2.5 huber half 1h_H24_k25_huber_half · rows=26744 | p60 | -40.03 | 9.21% | -32.83% | -52.05 | -7.72% | -29.55% | 351 | 6.6% | 11.1% | 82.3% |
| 1h H=24 k=2.25 extratrees vol_target 1h_H24_k225_extratrees_vol_target · rows=26744 | p60 | -40.20 | -1.91% | -25.53% | -4.65 | 15.50% | -13.43% | 344 | 11.0% | 9.0% | 79.9% |
| 3h H=8 k=2.25 extratrees full 3h_H8_k225_extratrees_full · rows=8907 | p80 | -41.80 | 37.20% | -52.66% | -97.09 | -23.48% | -49.08% | 212 | 11.8% | 10.8% | 77.4% |
| 3h H=8 k=2.5 ridge half 3h_H8_k25_ridge_half · rows=8907 | p60 | -42.78 | 9.73% | -35.01% | 45.88 | 71.57% | -17.12% | 297 | 11.4% | 5.7% | 82.8% |
| 1h H=24 k=2.25 huber vol_target 1h_H24_k225_huber_vol_target · rows=26744 | p90 | -44.23 | -8.78% | -23.63% | -30.45 | -10.72% | -13.15% | 194 | 9.3% | 17.0% | 73.7% |
| 6h H=4 k=2.0 extratrees half 6h_H4_k20_extratrees_half · rows=4448 | p80 | -44.37 | 9.42% | -35.85% | -10.97 | 18.66% | -19.76% | 166 | 11.4% | 9.6% | 78.9% |
| 1h H=24 k=2.0 huber half 1h_H24_k20_huber_half · rows=26744 | p90 | -45.06 | 1.80% | -31.24% | -45.43 | -13.45% | -21.32% | 195 | 9.7% | 17.9% | 72.3% |
| 1h H=24 k=2.0 ridge full 1h_H24_k20_ridge_full · rows=26744 | p60 | -46.66 | 54.79% | -67.64% | 92.09 | 134.89% | -28.53% | 363 | 11.8% | 12.7% | 75.5% |
| 3h H=8 k=2.5 extratrees vol_target 3h_H8_k25_extratrees_vol_target · rows=8907 | p90 | -46.92 | -13.57% | -22.23% | -20.50 | -1.65% | -12.56% | 127 | 11.0% | 10.2% | 78.7% |
| 1h H=24 k=2.0 huber vol_target 1h_H24_k20_huber_vol_target · rows=26744 | p90 | -47.82 | -10.62% | -24.80% | -31.33 | -10.57% | -13.84% | 195 | 9.7% | 17.9% | 72.3% |
| 1h H=24 k=2.25 ridge half 1h_H24_k225_ridge_half · rows=26744 | p90 | -48.95 | 3.08% | -34.69% | -24.63 | 2.85% | -18.32% | 191 | 8.9% | 12.6% | 78.5% |
| 1h H=24 k=2.0 extratrees half 1h_H24_k20_extratrees_half · rows=26744 | p80 | -49.64 | -7.64% | -28.01% | -16.87 | 8.09% | -16.64% | 260 | 11.2% | 13.8% | 75.0% |
| 3h H=8 k=2.0 extratrees half 3h_H8_k20_extratrees_half · rows=8907 | p60 | -50.75 | 2.56% | -35.54% | -40.26 | -7.28% | -21.99% | 292 | 11.3% | 9.9% | 78.8% |
| 1h H=24 k=2.25 extratrees half 1h_H24_k225_extratrees_half · rows=26744 | p60 | -55.04 | -0.84% | -36.14% | 6.53 | 33.00% | -17.65% | 344 | 11.0% | 9.0% | 79.9% |
| 2h H=12 k=2.5 huber half 2h_H12_k25_huber_half · rows=13366 | p90 | -55.48 | -13.69% | -27.86% | -36.89 | -8.13% | -19.17% | 142 | 7.7% | 12.0% | 80.3% |
| 1h H=24 k=2.5 ridge full 1h_H24_k25_ridge_full · rows=26744 | p80 | -56.16 | 24.04% | -53.46% | -8.19 | 37.50% | -30.46% | 289 | 8.0% | 11.4% | 80.6% |
| 6h H=4 k=2.25 extratrees full 6h_H4_k225_extratrees_full · rows=4448 | p90 | -57.55 | 11.32% | -45.91% | -34.11 | -0.25% | -22.57% | 97 | 13.4% | 11.3% | 75.3% |
| 2h H=12 k=2.25 huber full 2h_H12_k225_huber_full · rows=13366 | p90 | -72.58 | -3.63% | -45.97% | -45.63 | -3.11% | -28.34% | 141 | 7.1% | 12.1% | 80.9% |
| 1h H=24 k=2.5 extratrees full 1h_H24_k25_extratrees_full · rows=26744 | p80 | -77.54 | 5.57% | -55.41% | 21.29 | 55.53% | -22.82% | 239 | 10.0% | 9.2% | 80.8% |
| 3h H=8 k=2.5 extratrees half 3h_H8_k25_extratrees_half · rows=8907 | p90 | -78.11 | -23.63% | -36.32% | -43.19 | -8.21% | -23.32% | 127 | 11.0% | 10.2% | 78.7% |
| 1h H=24 k=2.25 huber full 1h_H24_k225_huber_full · rows=26744 | p60 | -79.82 | -4.41% | -50.28% | -118.41 | -41.85% | -51.04% | 359 | 7.0% | 13.9% | 79.1% |
| 6h H=4 k=2.0 extratrees full 6h_H4_k20_extratrees_full · rows=4448 | p80 | -84.93 | 5.46% | -60.26% | -20.94 | 34.14% | -36.72% | 166 | 11.4% | 9.6% | 78.9% |
| 1h H=24 k=2.5 huber full 1h_H24_k25_huber_full · rows=26744 | p60 | -85.53 | -0.86% | -56.45% | -102.39 | -23.79% | -52.40% | 351 | 6.6% | 11.1% | 82.3% |
| 3h H=8 k=2.5 ridge full 3h_H8_k25_ridge_full · rows=8907 | p60 | -87.27 | 0.98% | -58.84% | 116.37 | 165.04% | -32.45% | 297 | 11.4% | 5.7% | 82.8% |
| 1h H=24 k=2.0 huber full 1h_H24_k20_huber_full · rows=26744 | p90 | -91.45 | -10.68% | -53.85% | -90.39 | -30.27% | -40.08% | 195 | 9.7% | 17.9% | 72.3% |
| 1h H=24 k=2.25 ridge full 1h_H24_k225_ridge_full · rows=26744 | p90 | -98.58 | -9.05% | -59.69% | -55.40 | -0.68% | -36.48% | 191 | 8.9% | 12.6% | 78.5% |
| 1h H=24 k=2.0 extratrees full 1h_H24_k20_extratrees_full · rows=26744 | p60 | -100.26 | -3.67% | -64.39% | 7.47 | 52.42% | -29.97% | 349 | 12.3% | 12.3% | 75.4% |
| 3h H=8 k=2.0 extratrees full 3h_H8_k20_extratrees_full · rows=8907 | p60 | -104.06 | -11.67% | -61.59% | -84.59 | -21.67% | -41.95% | 292 | 11.3% | 9.9% | 78.8% |
| 1h H=24 k=2.25 extratrees full 1h_H24_k225_extratrees_full · rows=26744 | p60 | -112.03 | -16.79% | -63.50% | 9.17 | 58.76% | -33.06% | 344 | 11.0% | 9.0% | 79.9% |
| 2h H=12 k=2.5 huber full 2h_H12_k25_huber_full · rows=13366 | p90 | -114.51 | -34.84% | -53.11% | -75.28 | -20.46% | -36.55% | 142 | 7.7% | 12.0% | 80.3% |
| 3h H=8 k=2.5 extratrees full 3h_H8_k25_extratrees_full · rows=8907 | p90 | -140.11 | -48.80% | -60.87% | -84.31 | -20.26% | -42.70% | 127 | 11.0% | 10.2% | 78.7% |
Note
Sélection rigoureuse: le meilleur est choisi par Validation. Les résultats Test ne servent qu'à juger le transfert. Les ticksize plus petits augmentent fortement le nombre de samples, mais peuvent aussi augmenter le bruit microstructurel.
