| SWING holdout Sharpe | 2.67 → 3.265 → 3.265 (目標2.0) | ✓ |
| DAY holdout Sharpe | -0.157 → -0.452 (目標0.0) | ✗ |
| DAY n_trades (holdout) | 18 → 8092 (目標1000) | ✓ |
| Fold | 今回 (OOS / n_trades) | 前回比較 |
|---|---|---|
| Fold 0 | 4.862 22,207 | 4.862 /22,207 |
| Fold 1 | 3.450 30,727 | 3.450 /30,727 |
| Fold 2 | 2.067 26,259 | 2.067 /26,259 |
| Fold 3 | -1.520 24,761 | -1.520 /24,761 |
| Holdout | 3.265 | 3.265 |
| Fold | 今回 (OOS / n_trades) | 前回比較 |
|---|---|---|
| Fold 0 | -0.097 5,806 | -0.979 /8,793 |
| Fold 1 | — | -1.208 /7,285 |
| Fold 2 | — | -1.082 /8,220 |
| Fold 3 | — | -0.757 /7,633 |
| Holdout | 完了後 | -0.452 |