| Стратегия | Дни | PnL | Макс. DD | Сделки | z |
|---|---|---|---|---|---|
S-004690 sma_ | 12.8 | +7.97% | 6.51% | 33 | +1.30 |
S-124026 TSMOM v1d, tsmom_ | 11.1 | +5.72% | 2.41% | 331 | +1.19 |
S-070653 tsmom v1b, tsmom_ | 12.3 | +5.06% | 2.74% | 142 | +0.95 |
S-079871 tsmom v1c, tsmom_ | 12.0 | +4.82% | 2.57% | 191 | +1.10 |
S-035437 mom_ | 12.3 | +4.62% | 8.87% | 17 | +1.02 |
S-030875 sma_ | 12.8 | +3.50% | 2.89% | 11 | +0.77 |
S-257649 xsec_ | 7.0 | +2.89% | 0.96% | 107 | +1.16 |
S-223324 ATT, xsec_ | 8.1 | +2.52% | 1.31% | 146 | +1.45 |
S-016693 mom_ | 12.8 | +2.50% | 5.36% | 40 | +0.28 |
S-263310 CTREND-Z, xsec_ | 6.5 | +2.18% | 0.96% | 94 | +0.83 |
S-015024 ema_ | 12.8 | +1.84% | 9.78% | 35 | +0.20 |
S-020217 momentum | 12.8 | +1.49% | 2.24% | 23 | +0.64 |
S-259682 ATT q0.3, xsec_ | 6.5 | +0.90% | 0.75% | 144 | +0.38 |
S-301992 ATT-venue, xsec_ | 5.5 | +0.86% | 1.28% | 114 | +0.35 |
S-017854 momentum | 12.8 | +0.48% | 0.18% | 9 | +0.13 |
S-029195 ema_ | 12.8 | +0.27% | 4.14% | 74 | -0.05 |
S-300474 BAR-EFF, xsec_ | 5.5 | +0.26% | 0.16% | 21 | +0.07 |
S-045469 ema_ | 12.3 | -0.54% | 3.61% | 23 | -0.40 |
S-009454 sma_ | 12.9 | -1.63% | 11.11% | 52 | -0.35 |
S-219011 FTC-A, llm_ | 8.2 | -2.09% | 4.87% | 118 | -1.20 |
S-225641 FTC-A v2, llm_ | 8.1 | -3.66% | 6.72% | 65 | -1.56 |
S-127292 LIST, listing_ | 11.0 | -5.62% | 8.72% | 37 | -2.37 вне коридора |
S-226623 LIST v2, listing_ | 7.9 | -5.77% | 7.30% | 25 | -2.59 вне коридора |
S-224333 FTC-B v2, llm_ | 8.1 | -7.51% | 13.40% | 76 | -1.49 |
S-197237 llm_ | 8.2 | -8.87% | 15.38% | 104 | -1.75 |
PnL и просадка в процентах от стартового капитала счёта с момента входа в paper. z: отклонение среднего дневного результата от ожидания бэктеста в сигмах (из summary.json); за пределами двух сигм строка помечена.
| Книга | Дни | PnL | Макс. DD | z |
|---|---|---|---|---|
H27 FTC-A + FTC-B v2 + LIST + ATT, цель 30% | 8 | -3.24% | 6.27% | -1.14 (ожидание +1.83%) |
declared_ctrendz FTC-A + FTC-B v2 + LIST + ATT + CTREND-Z, цель 30% | 6 | -0.87% | 2.88% | -0.60 (ожидание +1.44%) |
improved FTC-A v2 + FTC-B v2 + LIST v2 + ATT, цель 30% | 7 | -3.89% | 4.64% | -1.36 (ожидание +1.77%) |
improved_ctrendz FTC-A v2 + FTC-B v2 + LIST v2 + ATT + CTREND-Z, цель 30% | 6 | -1.08% | 2.67% | -0.70 (ожидание +1.61%) |
Источники: state/paper/state.json, summary.json, virtual_book*.json, pinned.json, state/registry.sqlite. Генератор scripts/pnl_dashboard.py, пересборка каждые 3 часа из watchdog.