78 lines
1.6 KiB
JSON
78 lines
1.6 KiB
JSON
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{
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"baseline": {
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"config": "0_baseline",
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"T": 2155,
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"ROI": 181.8069,
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"DD": 23.6916,
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"Calmar": 7.6739,
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"elapsed_s": 411.0,
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"scale_mean": 1.0883,
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"scale_min": 1.0,
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"scale_max": 1.63,
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"n_scaled": 2156
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},
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"results": [
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{
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"config": "0_baseline",
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"T": 2155,
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"ROI": 181.8069,
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"DD": 23.6916,
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"Calmar": 7.6739,
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"elapsed_s": 411.0,
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"scale_mean": 1.0883,
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"scale_min": 1.0,
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"scale_max": 1.63,
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"n_scaled": 2156
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},
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{
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"config": "1_z10_analogue",
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"T": 2155,
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"ROI": 177.1364,
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"DD": 23.6916,
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"Calmar": 7.4768,
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"elapsed_s": 429.5,
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"scale_mean": 1.041,
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"scale_min": 0.6597,
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"scale_max": 1.63,
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"n_scaled": 4312
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},
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{
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"config": "2_z10_inv",
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"T": 2155,
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"ROI": 183.2151,
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"DD": 23.6916,
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"Calmar": 7.7333,
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"elapsed_s": 517.9,
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"scale_mean": 1.0451,
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"scale_min": 1.0,
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"scale_max": 1.63,
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"n_scaled": 4312
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},
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{
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"config": "3_zstd_gate",
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"T": 2155,
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"ROI": 181.7825,
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"DD": 23.6916,
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"Calmar": 7.6729,
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"elapsed_s": 489.5,
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"scale_mean": 1.0442,
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"scale_min": 0.9955,
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"scale_max": 1.63,
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"n_scaled": 4312
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},
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{
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"config": "4_z10_x_zstd",
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"T": 2155,
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"ROI": 177.1174,
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"DD": 23.6916,
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"Calmar": 7.476,
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"elapsed_s": 504.2,
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"scale_mean": 1.041,
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"scale_min": 0.6568,
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"scale_max": 1.63,
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"n_scaled": 4312
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}
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],
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"model_epoch": 17,
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"model_val_loss": 19.260574247143158
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}
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