Modell-evaluering

Evaluerte CatBoost-modeller - kalibrering, OOS barrier-validering, backtest

Verdict

Min Sharpe-1.0

Modeller

Kandidater

Paper/Live

0.38

Beste Sharpe

+47 354 NOK

Beste P&L

ID	Verdict	Evaluert	Kal	Prof.	Margin	5/5	Trades	Dager	WR%	P&L	P&L/trade	Sharpe	PF	MaxDD%	Depth	LR	Feat.
b_260401_115	DEAD END	04-01 13:52	0/0	0	—	0	0	—	—	—	—	—	—	—	9	0.052	305
b_260401_114	DEAD END	04-01 13:43	0/0	0	—	0	0	—	—	—	—	—	—	—	9	0.052	305
b_260401_113	MARGINAL	04-01 13:40	0/0	1	0.1%	0	21	68	57.1	−421	−20	-0.02	0.95	2.5	9	0.052	305
b_260401_112	DEAD END	04-01 13:28	0/0	0	—	0	0	—	—	—	—	—	—	—	9	0.052	305
b_260401_111	DEAD END	04-01 13:22	0/0	0	—	0	0	—	—	—	—	—	—	—	9	0.052	305
b_260401_110	MARGINAL	04-01 13:14	0/0	1	-0.0%	0	1327	68	60.2	+18 729	+14	0.01	1.03	30.7	9	0.052	305
b_260401_109	MARGINAL	04-01 13:08	0/0	2	0.0%	0	230	68	59.6	+2 953	+13	0.02	1.04	9.2	9	0.052	305
b_260401_107	MARGINAL	04-01 13:02	0/0	1	0.2%	0	22	68	54.5	−1 660	−75	-0.11	0.80	3.8	9	0.052	305
b_260401_108	DEAD END	04-01 12:59	0/0	0	—	0	0	—	—	—	—	—	—	—	9	0.052	305
b_260401_106	DEAD END	04-01 12:48	0/0	0	—	0	0	—	—	—	—	—	—	—	9	0.052	305
b_260401_105	MARGINAL	04-01 12:45	0/0	1	-0.0%	0	211	68	61.1	−12 985	−62	-0.07	0.85	18.4	9	0.052	305
b_260401_104	DEAD END	04-01 12:33	0/0	0	—	0	0	—	—	—	—	—	—	—	9	0.052	305
b_260401_103	DEAD END	04-01 12:28	0/0	0	—	0	0	—	—	—	—	—	—	—	9	0.052	305
b_260401_102	MARGINAL	04-01 12:16	0/0	1	-0.1%	0	138	68	61.6	−10 455	−76	-0.07	0.87	17.5	9	0.052	305
b_260401_101	MARGINAL	04-01 12:10	0/0	1	0.0%	0	282	68	61.0	+7 081	+25	0.02	1.05	13.9	9	0.052	305
b_260401_100	LOVENDE	04-01 12:01	0/0	2	-0.0%	1	165	68	61.8	+7 504	+45	0.06	1.13	8.5	9	0.052	305
b_260401_099	MARGINAL	04-01 12:00	0/0	2	-0.0%	0	993	68	58.7	+15 934	+16	0.02	1.04	15.0	9	0.052	305
b_260401_098	MARGINAL	04-01 11:50	0/0	1	0.0%	0	55	68	56.4	−2 400	−44	-0.07	0.86	7.0	9	0.052	305
b_260401_096	MARGINAL	04-01 11:37	0/0	1	-0.0%	0	120	68	59.2	−3 768	−31	-0.04	0.91	9.4	9	0.052	305
b_260401_097	DEAD END	04-01 11:36	0/0	0	—	0	0	—	—	—	—	—	—	—	9	0.052	305
b_260401_095	DEAD END	04-01 11:28	0/0	0	—	0	0	—	—	—	—	—	—	—	9	0.052	305
b_260401_094	MARGINAL	04-01 11:22	0/0	2	0.2%	0	50	68	60.0	−3 841	−77	-0.07	0.86	8.5	9	0.052	305
b_260401_093	MARGINAL	04-01 11:14	0/0	1	0.0%	0	94	68	63.8	+4 966	+53	0.09	1.21	3.2	9	0.052	305
b_260401_092	MARGINAL	04-01 11:06	0/0	1	-0.1%	0	39	68	59.0	+1 021	+26	0.03	1.08	3.8	9	0.052	305
b_260401_091	MARGINAL	04-01 10:57	0/0	2	0.0%	0	299	68	66.9	+3 029	+10	0.01	1.03	17.0	9	0.052	305
b_260401_081	MARGINAL	04-01 09:49	0/0	1	0.1%	0	34	68	67.6	+2 707	+80	0.11	1.26	4.4	9	0.052	305
b_260401_076	LOVENDE	04-01 09:09	0/0	2	-0.1%	0	149	68	62.4	+16 367	+110	0.09	1.21	11.5	9	0.052	305
b_260401_057	MARGINAL	04-01 06:56	0/0	1	-0.0%	0	165	68	63.6	+2 674	+16	0.02	1.05	7.0	9	0.052	305
b_260401_047	MARGINAL	04-01 05:40	0/0	1	0.0%	0	119	68	57.1	+7 383	+62	0.05	1.11	14.4	9	0.052	305
b_260401_042	MARGINAL	04-01 05:18	0/0	1	0.1%	0	22	68	77.3	+6 968	+317	0.38	2.20	3.3	9	0.052	305
b_260401_029	MARGINAL	04-01 03:41	0/0	1	-0.1%	0	235	68	59.6	+12 586	+54	0.04	1.09	11.8	9	0.052	305
b_260401_023	MARGINAL	04-01 02:49	0/0	1	0.1%	1	79	68	72.2	+7 198	+91	0.15	1.38	4.9	9	0.052	305
b_260401_011	MARGINAL	04-01 01:28	0/0	1	0.1%	0	119	68	63.0	+10 783	+91	0.09	1.21	10.3	9	0.052	305
b_260401_006	MARGINAL	04-01 00:56	0/0	1	-0.2%	0	36	68	63.9	+3 241	+90	0.13	1.34	3.1	9	0.052	305
b_260401_005	MARGINAL	04-01 00:41	0/0	1	-0.0%	0	52	68	69.2	+18 036	+347	0.27	1.82	7.5	9	0.052	305
b_260401_004	MARGINAL	04-01 00:40	0/0	1	-0.1%	0	413	68	60.8	+7 889	+19	0.02	1.04	14.3	9	0.052	305
b_260331_100	MARGINAL	04-01 00:03	0/0	1	-0.1%	0	22	68	72.7	+4 264	+194	0.31	1.96	2.4	9	0.052	305
b_260331_097	MARGINAL	03-31 23:45	0/0	1	0.1%	0	34	68	70.6	+5 314	+156	0.19	1.50	3.7	9	0.052	305
b_260331_096	MARGINAL	03-31 23:31	0/0	1	-0.0%	0	214	68	62.1	+24 264	+113	0.08	1.19	11.5	9	0.052	305
b_260331_090	MARGINAL	03-31 22:44	0/0	1	-0.0%	0	779	68	61.4	+19 424	+25	0.04	1.10	12.3	9	0.052	305
b_260331_089	MARGINAL	03-31 22:34	0/0	1	-0.1%	0	37	68	70.3	+7 531	+204	0.22	1.61	3.0	9	0.052	305
b_260331_074	MARGINAL	03-31 20:40	0/0	1	-0.1%	1	215	68	60.9	+5 313	+25	0.02	1.06	12.9	9	0.052	305
b_260331_069	MARGINAL	03-31 20:03	0/0	1	0.2%	0	48	68	64.6	+3 143	+65	0.09	1.21	5.0	9	0.052	305
b_260331_066	MARGINAL	03-31 19:34	0/0	1	-0.0%	1	225	68	56.9	+6 170	+27	0.03	1.07	12.2	9	0.052	305
b_260331_060	MARGINAL	03-31 18:56	0/0	1	0.0%	0	97	68	60.8	+2 429	+25	0.04	1.08	5.7	9	0.052	305
b_260331_057	MARGINAL	03-31 18:32	0/0	1	-0.0%	1	117	68	59.0	+5 227	+45	0.05	1.13	7.9	9	0.052	305
b_260331_035	MARGINAL	03-31 16:04	0/0	1	-0.3%	0	84	68	59.5	+9 208	+110	0.11	1.29	6.1	9	0.052	305
b_260331_027	MARGINAL	03-31 14:43	0/0	1	-0.1%	0	46	68	63.0	+11 193	+243	0.21	1.64	4.3	9	0.052	305
b_260331_022	LOVENDE	03-31 13:58	0/0	2	0.1%	1	141	68	68.8	+12 194	+86	0.11	1.25	7.3	9	0.052	305
b_260331_019	MARGINAL	03-31 11:43	0/0	1	0.0%	0	99	68	67.7	+15 320	+155	0.16	1.39	6.7	9	0.052	305
b_260331_018	MARGINAL	03-31 11:38	0/0	1	0.0%	0	99	68	67.7	+15 320	+155	0.16	1.39	6.7	9	0.052	305
b_260331_017	MARGINAL	03-31 11:30	0/0	1	0.0%	0	99	68	67.7	+15 320	+155	0.16	1.39	6.7	9	0.052	305
b_260331_016	MARGINAL	03-31 11:23	0/0	1	0.0%	0	99	68	67.7	+15 320	+155	0.16	1.39	6.7	9	0.052	305
b_260331_015	MARGINAL	03-31 11:16	0/0	1	0.0%	0	99	68	67.7	+15 320	+155	0.16	1.39	6.7	9	0.052	305
b_260331_014	MARGINAL	03-31 11:08	0/0	1	0.0%	0	99	68	67.7	+15 320	+155	0.16	1.39	6.7	9	0.052	305
b_260331_013	MARGINAL	03-31 11:01	0/0	1	0.0%	0	99	68	67.7	+15 320	+155	0.16	1.39	6.7	9	0.052	305
b_260331_012	MARGINAL	03-31 10:54	0/0	1	0.0%	0	99	68	67.7	+15 320	+155	0.16	1.39	6.7	9	0.052	305
b_260331_011	MARGINAL	03-31 10:47	0/0	1	0.0%	0	99	68	67.7	+15 320	+155	0.16	1.39	6.7	9	0.052	305
b_260331_010	MARGINAL	03-31 10:41	0/0	1	0.0%	0	99	68	67.7	+15 320	+155	0.16	1.39	6.7	9	0.052	305
b_260331_009	MARGINAL	03-31 10:31	0/0	1	0.0%	0	99	68	67.7	+15 320	+155	0.16	1.39	6.7	9	0.052	305
b_260331_008	MARGINAL	03-31 10:21	0/0	1	0.0%	0	99	68	67.7	+15 320	+155	0.16	1.39	6.7	9	0.052	305
b_260331_007	MARGINAL	03-31 10:11	0/0	1	0.0%	0	99	68	67.7	+15 320	+155	0.16	1.39	6.7	9	0.052	305
b_260331_006	MARGINAL	03-31 10:01	0/0	1	0.0%	0	99	68	67.7	+15 320	+155	0.16	1.39	6.7	9	0.052	305
b_260331_005	MARGINAL	03-31 09:52	0/0	1	0.0%	0	99	68	67.7	+15 320	+155	0.16	1.39	6.7	9	0.052	305
b_260331_004	MARGINAL	03-31 09:45	0/0	1	0.0%	0	99	68	67.7	+15 320	+155	0.16	1.39	6.7	9	0.052	305
b_260331_002	MARGINAL	03-31 09:22	0/0	1	0.0%	0	99	68	67.7	+15 320	+155	0.16	1.39	6.7	9	0.052	305
b_260331_001	MARGINAL	03-31 09:16	0/0	1	0.0%	0	99	68	67.7	+15 320	+155	0.16	1.39	6.7	9	0.052	305
b_260328_278	LOVENDE	03-29 00:05	0/0	2	-0.1%	1	144	68	63.9	+6 588	+46	0.05	1.12	10.9	6	0.233	180
b_260328_231	LOVENDE	03-28 21:16	0/0	2	-0.0%	0	311	68	63.0	+7 841	+25	0.03	1.08	9.9	6	0.233	180
b_260328_176	LOVENDE	03-28 18:16	0/0	2	-0.0%	0	338	68	63.0	+8 349	+25	0.03	1.07	12.1	6	0.233	180
b_260328_068	LOVENDE	03-28 07:27	0/0	3	0.0%	2	264	68	59.5	+10 462	+40	0.05	1.12	15.1	8	0.054	444
b_260328_060	LOVENDE	03-28 06:36	0/0	2	-0.0%	0	91	68	65.9	+3 496	+38	0.03	1.08	7.3	8	0.054	444
b_260328_049	LOVENDE	03-28 05:38	0/0	3	0.2%	0	123	68	65.0	+10 413	+85	0.08	1.20	9.7	8	0.054	444
b_260328_041	LOVENDE	03-28 04:39	0/0	2	-0.0%	0	150	68	58.0	+4 842	+32	0.04	1.11	5.5	8	0.054	444
b_260328_030	MARGINAL	03-28 03:36	0/0	1	-0.2%	0	296	68	64.2	+47 354	+160	0.13	1.35	12.1	8	0.054	444
b_260328_015	MARGINAL	03-28 02:02	0/0	2	0.0%	0	252	68	60.7	+6 446	+26	0.02	1.04	19.3	8	0.054	444
b_260328_014	LOVENDE	03-28 01:47	0/0	3	-0.0%	0	96	68	65.6	+10 792	+112	0.10	1.25	5.7	8	0.054	444
b_260328_006	LOVENDE	03-28 00:50	0/0	2	-0.1%	0	214	68	63.6	+10 990	+51	0.06	1.14	6.2	8	0.054	444
b_260327_228	LOVENDE	03-27 22:21	0/0	2	0.0%	1	503	68	61.8	+16 728	+33	0.05	1.12	7.4	8	0.054	444
b_260327_214	MARGINAL	03-27 21:26	0/0	1	-0.2%	1	457	68	59.1	+18 179	+40	0.03	1.07	15.8	6	0.233	179
b_260327_097	MARGINAL	03-27 11:03	0/0	1	0.0%	1	291	68	61.5	+12 931	+44	0.05	1.10	11.3	6	0.233	179
b_260327_094	MARGINAL	03-27 10:44	0/0	1	-0.0%	0	267	68	62.5	+11 250	+42	0.06	1.13	7.6	6	0.233	179
b_260327_091	LOVENDE	03-27 10:34	0/0	2	-0.1%	2	664	68	61.6	+27 511	+41	0.04	1.09	14.6	6	0.233	179
b_260327_086	MARGINAL	03-27 10:23	0/0	1	-0.0%	0	166	68	63.3	+10 944	+66	0.05	1.11	18.2	6	0.233	179
b_260327_081	LOVENDE	03-27 10:01	0/0	2	-0.0%	1	675	68	60.4	+28 042	+42	0.04	1.09	15.5	6	0.233	179
b_260327_077	LOVENDE	03-27 09:51	0/0	2	-0.0%	1	295	68	64.1	+22 115	+75	0.09	1.23	8.3	6	0.233	179
b_260326_001	LOVENDE	03-26 23:59	0/0	2	-0.0%	0	245	68	60.8	+10 580	+43	0.07	1.16	8.5	8	0.300	240
9c373a57e4f1	LOVENDE	03-26 14:42	4/7	2	0.0%	1	147	14	59.9	+4 303	+29	0.04	1.10	9.8	8	0.010	435
221af69b8c7c	LOVENDE	03-26 14:31	4/7	2	0.1%	1	151	14	60.3	+6 997	+46	0.07	1.17	9.8	8	0.010	435
1cc3ee210bea	LOVENDE	03-26 14:20	4/7	2	0.0%	0	153	14	60.8	+4 136	+27	0.03	1.07	19.9	8	0.010	435

Laster evalueringer...

Silver ML

Modell-evaluering

Modell-evaluering