ROBUSTESSE VALIDATION
Val3/Val6/Val9/Val12 sur candidats transférables
28 configs. Chaque ligne est toujours sélectionnée par Val; le classement affiché utilise un diagnostic robuste: min(Val, Test) avec pénalité DD. Test reste reporting-only.
Configs28
Best robust55.93
Val/Test116.57/55.93
Best cfg1h_H36_k225_ridge_half_val9
Classement par transfert robuste
| Config | Seuil | Val | Test | min | Robust | Test gain | Test DD | Trades | TP | SL | Timeout |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1h_H36_k225_ridge_half / Val9m 1h H=36 k=2.25 ridge half | p80 | 116.57 | 55.93 | 55.93 | 55.93 | 69.80% | -9.25% | 219 | 13.2% | 11.0% | 75.8% |
| 6h_H4_k20_ridge_full / Val6m 6h H=4 k=2.0 ridge full | p90 | 90.16 | 14.75 | 14.75 | 13.88 | 40.20% | -16.96% | 87 | 16.1% | 9.2% | 74.7% |
| 1h_H36_k225_ridge_half / Val6m 1h H=36 k=2.25 ridge half | p60 | 72.74 | 12.42 | 12.42 | 11.92 | 42.54% | -20.08% | 258 | 14.7% | 10.1% | 75.2% |
| 6h_H4_k20_ridge_half / Val6m 6h H=4 k=2.0 ridge half | p90 | 37.04 | 7.15 | 7.15 | 7.15 | 20.29% | -8.76% | 87 | 16.1% | 9.2% | 74.7% |
| 1h_H12_k225_ridge_half / Val3m 1h H=12 k=2.25 ridge half | p60 | 6.44 | 3.97 | 3.97 | 3.43 | 32.21% | -18.83% | 663 | 9.8% | 8.1% | 82.1% |
| 1h_H12_k225_ridge_half / Val6m 1h H=12 k=2.25 ridge half | p70 | 48.38 | 1.86 | 1.86 | 0.42 | 34.02% | -21.44% | 578 | 10.0% | 9.0% | 81.0% |
| 1h_H36_k225_ridge_half / Val12m 1h H=36 k=2.25 ridge half | p90 | 22.56 | -3.75 | -3.75 | -4.18 | 17.68% | -14.28% | 179 | 14.5% | 14.0% | 71.5% |
| 6h_H4_k225_ridge_half / Val6m 6h H=4 k=2.25 ridge half | p80 | -4.37 | 18.46 | -4.37 | -4.37 | 31.48% | -8.68% | 146 | 12.3% | 7.5% | 80.1% |
| 6h_H4_k20_ridge_half / Val12m 6h H=4 k=2.0 ridge half | p60 | 40.48 | 0.99 | 0.99 | -8.88 | 45.79% | -29.87% | 281 | 12.8% | 10.0% | 77.2% |
| 6h_H4_k225_ridge_half / Val3m 6h H=4 k=2.25 ridge half | p90 | 21.05 | -13.84 | -13.84 | -13.84 | 10.71% | -16.37% | 83 | 12.0% | 12.0% | 75.9% |
| 2h_H12_k20_extratrees_full / Val6m 2h H=12 k=2.0 extratrees full | p70 | 40.88 | 6.51 | 6.51 | -14.19 | 50.53% | -29.34% | 275 | 12.4% | 10.2% | 77.5% |
| 2h_H12_k20_extratrees_full / Val9m 2h H=12 k=2.0 extratrees full | p80 | 84.98 | 13.10 | 13.10 | -17.52 | 65.81% | -35.14% | 236 | 13.1% | 9.3% | 77.5% |
| 6h_H4_k225_ridge_full / Val6m 6h H=4 k=2.25 ridge full | p80 | -16.49 | 39.15 | -16.49 | -21.35 | 64.37% | -16.82% | 146 | 12.3% | 7.5% | 80.1% |
| 1h_H12_k225_ridge_half / Val9m 1h H=12 k=2.25 ridge half | p80 | 14.52 | -19.58 | -19.58 | -23.89 | 16.87% | -24.30% | 529 | 8.5% | 9.8% | 81.7% |
| 6h_H4_k225_ridge_half / Val9m 6h H=4 k=2.25 ridge half | p80 | 35.79 | -22.21 | -22.21 | -25.24 | 12.34% | -23.03% | 174 | 10.9% | 12.6% | 76.4% |
| 6h_H4_k20_ridge_full / Val12m 6h H=4 k=2.0 ridge full | p60 | 77.42 | 14.03 | 14.03 | -25.47 | 92.97% | -52.62% | 281 | 12.8% | 10.0% | 77.2% |
| 6h_H4_k225_ridge_half / Val12m 6h H=4 k=2.25 ridge half | p60 | -13.02 | -14.90 | -14.90 | -26.88 | 26.70% | -27.74% | 271 | 11.4% | 8.9% | 79.7% |
| 6h_H4_k20_ridge_half / Val3m 6h H=4 k=2.0 ridge half | p90 | 39.06 | -30.25 | -30.25 | -30.25 | -0.74% | -19.68% | 79 | 12.7% | 13.9% | 73.4% |
| 1h_H36_k225_ridge_half / Val3m 1h H=36 k=2.25 ridge half | p70 | 23.08 | -23.93 | -23.93 | -32.29 | 18.61% | -28.36% | 244 | 14.3% | 12.3% | 73.4% |
| 6h_H4_k20_ridge_half / Val9m 6h H=4 k=2.0 ridge half | p60 | 30.13 | -27.91 | -27.91 | -33.54 | 10.53% | -25.63% | 271 | 12.2% | 10.0% | 77.9% |
| 6h_H4_k225_ridge_full / Val3m 6h H=4 k=2.25 ridge full | p90 | 49.96 | -28.83 | -28.83 | -42.25 | 18.48% | -31.54% | 83 | 12.0% | 12.0% | 75.9% |
| 6h_H4_k225_ridge_full / Val9m 6h H=4 k=2.25 ridge full | p80 | 86.24 | -46.07 | -46.07 | -76.21 | 17.63% | -42.46% | 174 | 10.9% | 12.6% | 76.4% |
| 6h_H4_k20_ridge_full / Val3m 6h H=4 k=2.0 ridge full | p90 | 98.19 | -59.69 | -59.69 | -76.62 | -4.54% | -36.77% | 79 | 12.7% | 13.9% | 73.4% |
| 2h_H12_k20_extratrees_full / Val3m 2h H=12 k=2.0 extratrees full | p70 | -50.12 | 46.55 | -50.12 | -77.28 | 105.73% | -39.45% | 277 | 14.1% | 8.7% | 77.3% |
| 6h_H4_k225_ridge_full / Val12m 6h H=4 k=2.25 ridge full | p60 | -34.21 | -28.68 | -34.21 | -80.49 | 45.67% | -49.57% | 271 | 11.4% | 8.9% | 79.7% |
| 6h_H4_k20_ridge_full / Val9m 6h H=4 k=2.0 ridge full | p60 | 57.21 | -58.78 | -58.78 | -94.74 | 11.51% | -46.85% | 271 | 12.2% | 10.0% | 77.9% |
| 1h_H12_k225_ridge_half / Val12m 1h H=12 k=2.25 ridge half | p60 | 41.78 | -75.85 | -75.85 | -101.35 | -20.75% | -36.74% | 678 | 8.6% | 9.0% | 82.4% |
| 2h_H12_k20_extratrees_full / Val12m 2h H=12 k=2.0 extratrees full | p80 | 10.75 | -88.68 | -88.68 | -132.31 | -12.97% | -50.47% | 247 | 11.3% | 13.8% | 74.9% |
Note
Le choix de seuil reste Validation-only. Le score robuste n'est pas utilisé pour sélectionner le seuil; il sert à comparer les configs après coup sans favoriser les overfits Val ou Test.
