Leaderboard
Exploratory 3x experiment ranking
현재 stage badge 는 exploratory vs official contract 상태를 반영합니다.
Benchmarks
| Label | Score | Calmar | R² | Sharpe |
|---|---|---|---|---|
| SPXL | -1.5426 | -2.9482 | 0.5232 | -1.1678 |
| TQQQ | -1.5171 | -2.4703 | 0.6141 | -0.9250 |
| S&P 500 | -1.1409 | -3.0632 | 0.3725 | -1.1105 |
Experiments
| Rank | Experiment | Stage | Score | Calmar | R² | Sharpe | MDD | Trades |
|---|---|---|---|---|---|---|---|---|
| 1 |
smoke_tp15_sl10_h10
#1
|
v0_current_liquid_snapshot | -2.4909 | -3.6864 | 0.6757 | -1.4302 | -16.79% | 3 |
| 2 |
smoke_tp15_sl10_h10_r2
#2
|
v0_current_liquid_snapshot | -2.4909 | -3.6864 | 0.6757 | -1.4302 | -16.79% | 3 |