TEST
Score -2.4909
Calmar -3.6864
R² 0.6757
Sharpe -1.4302
MDD -16.79%
Trades 3
Experiment
smoke_tp15_sl10_h10 #1
Run run_2828943aa6da · synced · /srv/gosongpa-3x-data/us/research/experiments/smoke_tp15_sl10_h10
Stage v0_current_liquid_snapshot
Selection sharpe_like
Context -
Meta Enabled
VALID
Score 11.3588
Calmar 19.0627
R² 0.5959
Sharpe 2.0665
MDD -2.72%
Trades 5
Grid Candidates
| Context | H | TP | SL | Valid Score | Valid Trades | Test Trades |
|---|---|---|---|---|---|---|
| - | 10 | 15.00% | 10.00% | 2.0665 | 5 | 3 |
Calibration
| Period | Bin | Pred | Actual | Rows |
|---|---|---|---|---|
| test | - | - | - | |
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| valid | - | - | - | |
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Ticker Contribution
| Period | Ticker | Net Sum | Trades |
|---|---|---|---|
| test | LABU | -7.06% | 2 |
| test | SOXS | -10.18% | 1 |
| valid | SPXL | 29.64% | 2 |
| valid | TQQQ | 29.64% | 2 |
| valid | YINN | 14.82% | 1 |
Recent Trades
| Ticker | Entry | Exit | Score | Net | Reason |
|---|---|---|---|---|---|
| SOXS | 2026-03-06 | 2026-03-10 | 0.3385 | -10.18% | stop_loss |
| LABU | 2026-02-06 | 2026-02-20 | 0.3547 | 3.12% | max_holding_horizon |
| LABU | 2026-02-05 | 2026-02-05 | 0.3205 | -10.18% | stop_loss |