18 lines
3.8 KiB
Plaintext
18 lines
3.8 KiB
Plaintext
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grid combos 13436928 > 128; sampling combos
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progress valid=25 best_ann=0.2903
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progress valid=50 best_ann=0.2903
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progress valid=75 best_ann=0.2903
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ann_return ann_vol max_drawdown sharpe trades_per_year sma_fast sma_slow lazy_days min_hold_days replace_score_gap min_score macro_min_breadth macro_down_frac desired_positions_min atr_mult stop_loss_atr profit_tighten_atr atr_mult_profit bias_exit vol_ratio_exit
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0.200517 0.245594 -0.243440 0.816457 64.166667 3 30 4 2 1.6 0.2 0.15 0.75 2 3.2 3.2 6.0 1.5 0.25 3.0
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0.197072 0.237816 -0.254923 0.828676 70.833333 5 20 4 3 1.6 0.2 0.15 0.85 2 4.0 2.0 8.0 2.0 0.18 4.0
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0.195256 0.222875 -0.249820 0.876078 67.833333 5 30 4 5 0.8 0.4 0.10 0.85 2 3.2 3.2 6.0 2.0 0.12 3.0
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0.190109 0.240966 -0.224561 0.788943 64.333333 5 30 4 5 0.5 0.2 0.20 0.80 1 3.2 2.0 6.0 2.5 0.18 3.0
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0.187824 0.248815 -0.209421 0.754876 50.666667 5 30 6 2 0.5 0.2 0.15 0.75 1 4.0 3.2 8.0 2.5 0.25 4.0
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0.185986 0.245787 -0.248610 0.756697 60.000000 3 30 4 3 0.5 0.2 0.10 0.75 1 2.5 3.2 4.0 2.5 0.25 3.0
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0.178070 0.236205 -0.249916 0.753881 78.500000 5 30 8 2 1.2 0.0 0.20 0.75 2 3.2 2.5 8.0 2.5 0.12 4.0
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0.170204 0.240899 -0.220588 0.706536 59.000000 3 30 6 2 0.5 0.2 0.15 0.80 2 4.0 3.2 8.0 2.5 0.18 4.0
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0.161948 0.218909 -0.279160 0.739797 73.666667 5 15 8 3 0.5 0.2 0.10 0.80 1 3.2 2.5 8.0 1.5 0.12 3.0
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0.158855 0.268620 -0.341986 0.591376 71.166667 3 30 6 5 0.5 0.0 0.10 0.85 2 4.0 3.2 6.0 2.5 0.25 4.0
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0.157707 0.243436 -0.255179 0.647837 65.333333 5 20 4 5 1.2 0.2 0.10 0.80 1 3.2 2.5 4.0 2.5 0.25 3.0
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0.156077 0.238188 -0.224309 0.655271 51.000000 5 30 5 3 0.5 0.4 0.15 0.80 2 3.2 2.0 4.0 1.5 0.18 3.0
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