{ "run_id": "0392aa1c2d644459afa5a23f43c38ac6", "run_name": "phase1-btc-100-001", "n_folds": 4, "top_k_requested": 10, "top_k_evaluated": 10, "symbol": "BTC-PERPETUAL", "timeframe": "1h", "start": "2018-09-01T00:00:00+00:00", "end": "2026-01-01T00:00:00+00:00", "ohlcv_bars": 64297, "results": [ { "genome_id": "23a24989e2ed0f84", "fitness_is": 0.25047738452013774, "sharpe_is": 0.5152551943136504, "folds": [ { "fold": 0, "fitness": 0.4454407113532186, "sharpe": 0.940612398713799, "dsr": 0.09856838950479485, "dsr_pvalue": 0.9014316104952051, "return": 0.12691347502077277, "max_dd": 0.08467873586477132, "n_trades": 50, "test_start": "2022-05-02 12:00:00+00:00", "test_end": "2023-04-02 08:00:00+00:00" }, { "fold": 1, "fitness": 0.33651846595831003, "sharpe": 0.6297236131089199, "dsr": 0.05704792862404472, "dsr_pvalue": 0.9429520713759553, "return": 0.16916039262594973, "max_dd": 0.2420995418754207, "n_trades": 61, "test_start": "2023-04-02 09:00:00+00:00", "test_end": "2024-03-02 05:00:00+00:00" }, { "fold": 2, "fitness": 0.08496628060413243, "sharpe": -0.291593157960215, "dsr": 0.006828013272159182, "dsr_pvalue": 0.9931719867278408, "return": -0.06496567446731383, "max_dd": 0.1933746053658072, "n_trades": 72, "test_start": "2024-03-02 06:00:00+00:00", "test_end": "2025-01-31 02:00:00+00:00" }, { "fold": 3, "fitness": 0.10029133262703777, "sharpe": -0.08634860278039096, "dsr": 0.01165220864726802, "dsr_pvalue": 0.988347791352732, "return": -0.007636913661893563, "max_dd": 0.061872083556258554, "n_trades": 29, "test_start": "2025-01-31 03:00:00+00:00", "test_end": "2025-12-31 23:00:00+00:00" } ], "fitness_oos_mean": 0.2418041976356747, "fitness_oos_min": 0.08496628060413243, "fitness_oos_max": 0.4454407113532186, "fitness_oos_std": 0.15416115393045135, "sharpe_oos_mean": 0.2980985627705282, "sharpe_oos_min": -0.291593157960215, "robust_score": 0.08496628060413243 }, { "genome_id": "ddda3a5d7fcf95d8", "fitness_is": 0.24345612215631274, "sharpe_is": 0.4859910845049414, "folds": [ { "fold": 0, "fitness": 0.38630034957174436, "sharpe": 0.6292230751631145, "dsr": 0.05660411470808308, "dsr_pvalue": 0.9433958852919169, "return": 0.0808908197444953, "max_dd": 0.08123461559976199, "n_trades": 44, "test_start": "2022-05-02 12:00:00+00:00", "test_end": "2023-04-02 08:00:00+00:00" }, { "fold": 1, "fitness": 0.3444344428619903, "sharpe": 0.670768621640302, "dsr": 0.06172291934756436, "dsr_pvalue": 0.9382770806524356, "return": 0.1769344040247678, "max_dd": 0.24038922925189188, "n_trades": 46, "test_start": "2023-04-02 09:00:00+00:00", "test_end": "2024-03-02 05:00:00+00:00" }, { "fold": 2, "fitness": 0.08496628060413243, "sharpe": -0.291593157960215, "dsr": 0.006828013272159182, "dsr_pvalue": 0.9931719867278408, "return": -0.06496567446731383, "max_dd": 0.1933746053658072, "n_trades": 72, "test_start": "2024-03-02 06:00:00+00:00", "test_end": "2025-01-31 02:00:00+00:00" }, { "fold": 3, "fitness": 0.10134367585820397, "sharpe": -0.25028965416710486, "dsr": 0.0070613574740692985, "dsr_pvalue": 0.9929386425259307, "return": -0.01793962898000656, "max_dd": 0.05380115145734951, "n_trades": 18, "test_start": "2025-01-31 03:00:00+00:00", "test_end": "2025-12-31 23:00:00+00:00" } ], "fitness_oos_mean": 0.22926118722401778, "fitness_oos_min": 0.08496628060413243, "fitness_oos_max": 0.38630034957174436, "fitness_oos_std": 0.13703109785336132, "sharpe_oos_mean": 0.18952722116902415, "sharpe_oos_min": -0.291593157960215, "robust_score": 0.08496628060413243 }, { "genome_id": "1cba64abfb67fd63", "fitness_is": 0.24779915639787098, "sharpe_is": 0.686744434641618, "folds": [ { "fold": 0, "fitness": 0.23623418911693914, "sharpe": 0.3904002210885913, "dsr": 0.03526702699157904, "dsr_pvalue": 0.964732973008421, "return": 0.04525398577066886, "max_dd": 0.09020089585606307, "n_trades": 71, "test_start": "2022-05-02 12:00:00+00:00", "test_end": "2023-04-02 08:00:00+00:00" }, { "fold": 1, "fitness": 0.018226313030461766, "sharpe": -1.287441608051841, "dsr": 0.0005995136178100196, "dsr_pvalue": 0.99940048638219, "return": -0.08712458661694344, "max_dd": 0.08774369104277313, "n_trades": 23, "test_start": "2023-04-02 09:00:00+00:00", "test_end": "2024-03-02 05:00:00+00:00" }, { "fold": 2, "fitness": 0.005524367416662587, "sharpe": -1.78701596924334, "dsr": 2.01452172810692e-05, "dsr_pvalue": 0.9999798547827189, "return": -0.338652173037419, "max_dd": 0.3725940753872713, "n_trades": 60, "test_start": "2024-03-02 06:00:00+00:00", "test_end": "2025-01-31 02:00:00+00:00" }, { "fold": 3, "fitness": 0.0633884962634609, "sharpe": -0.551177699295004, "dsr": 0.003506443748025072, "dsr_pvalue": 0.9964935562519749, "return": -0.05484487559184925, "max_dd": 0.10783012035662387, "n_trades": 53, "test_start": "2025-01-31 03:00:00+00:00", "test_end": "2025-12-31 23:00:00+00:00" } ], "fitness_oos_mean": 0.0808433414568811, "fitness_oos_min": 0.005524367416662587, "fitness_oos_max": 0.23623418911693914, "fitness_oos_std": 0.09225620203631806, "sharpe_oos_mean": -0.8088087638753985, "sharpe_oos_min": -1.78701596924334, "robust_score": 0.005524367416662587 }, { "genome_id": "238e481262c1594c", "fitness_is": 0.2604059091373716, "sharpe_is": 0.4370965264203703, "folds": [ { "fold": 0, "fitness": 0.0, "sharpe": 2.414722662010953, "dsr": 0.5606058252346415, "dsr_pvalue": 0.43939417476535847, "return": 0.0933177386269215, "max_dd": 0.023570677223421994, "n_trades": 3, "test_start": "2022-05-02 12:00:00+00:00", "test_end": "2023-04-02 08:00:00+00:00" }, { "fold": 1, "fitness": 0.16218807661575446, "sharpe": 0.012873968372421442, "dsr": 0.015091968754361085, "dsr_pvalue": 0.9849080312456389, "return": 0.0016924869828314204, "max_dd": 0.14842112455963283, "n_trades": 15, "test_start": "2023-04-02 09:00:00+00:00", "test_end": "2024-03-02 05:00:00+00:00" }, { "fold": 2, "fitness": 0.0, "sharpe": 0.0, "dsr": 0.0, "dsr_pvalue": 1.0, "return": 0.0, "max_dd": 0.0, "n_trades": 0, "test_start": "2024-03-02 06:00:00+00:00", "test_end": "2025-01-31 02:00:00+00:00" }, { "fold": 3, "fitness": 0.6516189601780499, "sharpe": 2.0590304959441346, "dsr": 0.41524419503560983, "dsr_pvalue": 0.5847558049643902, "return": 0.22153641670021273, "max_dd": 0.0736556977759442, "n_trades": 11, "test_start": "2025-01-31 03:00:00+00:00", "test_end": "2025-12-31 23:00:00+00:00" } ], "fitness_oos_mean": 0.2034517591984511, "fitness_oos_min": 0.0, "fitness_oos_max": 0.6516189601780499, "fitness_oos_std": 0.2670869559600687, "sharpe_oos_mean": 1.1216567815818772, "sharpe_oos_min": 0.0, "robust_score": 0.0 }, { "genome_id": "9d484d1d7154e3d8", "fitness_is": 0.24281082171633084, "sharpe_is": 0.5383459590297983, "folds": [ { "fold": 0, "fitness": 0.0, "sharpe": -0.17966776746614493, "dsr": 0.010596058628339637, "dsr_pvalue": 0.9894039413716603, "return": -0.00014822652679680193, "max_dd": 0.00043372790281119014, "n_trades": 1, "test_start": "2022-05-02 12:00:00+00:00", "test_end": "2023-04-02 08:00:00+00:00" }, { "fold": 1, "fitness": 0.0, "sharpe": -0.9516408190993537, "dsr": 2.2816330745239768e-07, "dsr_pvalue": 0.9999997718366925, "return": -0.022264081410075964, "max_dd": 0.026510937718929387, "n_trades": 3, "test_start": "2023-04-02 09:00:00+00:00", "test_end": "2024-03-02 05:00:00+00:00" }, { "fold": 2, "fitness": 0.0, "sharpe": -1.2370529718735044, "dsr": 3.550540879152349e-10, "dsr_pvalue": 0.9999999996449459, "return": -0.005011777500302128, "max_dd": 0.005011777500302128, "n_trades": 1, "test_start": "2024-03-02 06:00:00+00:00", "test_end": "2025-01-31 02:00:00+00:00" }, { "fold": 3, "fitness": 0.0, "sharpe": -1.662121842926161, "dsr": 6.564863915519434e-10, "dsr_pvalue": 0.9999999993435136, "return": -0.023018388061418094, "max_dd": 0.02710730869264358, "n_trades": 3, "test_start": "2025-01-31 03:00:00+00:00", "test_end": "2025-12-31 23:00:00+00:00" } ], "fitness_oos_mean": 0.0, "fitness_oos_min": 0.0, "fitness_oos_max": 0.0, "fitness_oos_std": 0.0, "sharpe_oos_mean": -1.0076208503412911, "sharpe_oos_min": -1.662121842926161, "robust_score": 0.0 }, { "genome_id": "e1f8b425fec3b95e", "fitness_is": 0.23502719247621787, "sharpe_is": 0.49764640014032885, "folds": [ { "fold": 0, "fitness": 0.0, "sharpe": 0.0, "dsr": 0.0, "dsr_pvalue": 1.0, "return": 0.0, "max_dd": 0.0, "n_trades": 0, "test_start": "2022-05-02 12:00:00+00:00", "test_end": "2023-04-02 08:00:00+00:00" }, { "fold": 1, "fitness": 0.0, "sharpe": -1.3160615555061568, "dsr": 2.0480110912755528e-14, "dsr_pvalue": 0.9999999999999796, "return": -0.004197667464114874, "max_dd": 0.004197667464114874, "n_trades": 1, "test_start": "2023-04-02 09:00:00+00:00", "test_end": "2024-03-02 05:00:00+00:00" }, { "fold": 2, "fitness": 0.0, "sharpe": 0.0, "dsr": 0.0, "dsr_pvalue": 1.0, "return": 0.0, "max_dd": 0.0, "n_trades": 0, "test_start": "2024-03-02 06:00:00+00:00", "test_end": "2025-01-31 02:00:00+00:00" }, { "fold": 3, "fitness": 0.0, "sharpe": 0.0, "dsr": 0.0, "dsr_pvalue": 1.0, "return": 0.0, "max_dd": 0.0, "n_trades": 0, "test_start": "2025-01-31 03:00:00+00:00", "test_end": "2025-12-31 23:00:00+00:00" } ], "fitness_oos_mean": 0.0, "fitness_oos_min": 0.0, "fitness_oos_max": 0.0, "fitness_oos_std": 0.0, "sharpe_oos_mean": -0.3290153888765392, "sharpe_oos_min": -1.3160615555061568, "robust_score": 0.0 }, { "genome_id": "75fffb926a15ff30", "fitness_is": 0.2317839302261713, "sharpe_is": 0.5074946608465971, "folds": [ { "fold": 0, "fitness": 0.06821040478798467, "sharpe": -0.42408026342979865, "dsr": 0.004964388516380099, "dsr_pvalue": 0.9950356114836199, "return": -0.004117833402575766, "max_dd": 0.01551842276077859, "n_trades": 12, "test_start": "2022-05-02 12:00:00+00:00", "test_end": "2023-04-02 08:00:00+00:00" }, { "fold": 1, "fitness": 0.30367484453258525, "sharpe": 0.7648008345130556, "dsr": 0.0596988345287043, "dsr_pvalue": 0.9403011654712957, "return": 0.040989700605122525, "max_dd": 0.036878373324561994, "n_trades": 31, "test_start": "2023-04-02 09:00:00+00:00", "test_end": "2024-03-02 05:00:00+00:00" }, { "fold": 2, "fitness": 0.0, "sharpe": -1.443859476065376, "dsr": 9.400808942425867e-05, "dsr_pvalue": 0.9999059919105757, "return": -0.02894431062955649, "max_dd": 0.036019686142963456, "n_trades": 7, "test_start": "2024-03-02 06:00:00+00:00", "test_end": "2025-01-31 02:00:00+00:00" }, { "fold": 3, "fitness": 0.15455497647301103, "sharpe": 0.11384980407793575, "dsr": 0.018924861238402986, "dsr_pvalue": 0.981075138761597, "return": 0.004017688385377749, "max_dd": 0.034520559216801125, "n_trades": 21, "test_start": "2025-01-31 03:00:00+00:00", "test_end": "2025-12-31 23:00:00+00:00" } ], "fitness_oos_mean": 0.13161005644839524, "fitness_oos_min": 0.0, "fitness_oos_max": 0.30367484453258525, "fitness_oos_std": 0.11343884193961566, "sharpe_oos_mean": -0.24732227522604583, "sharpe_oos_min": -1.443859476065376, "robust_score": 0.0 }, { "genome_id": "de4c3cce96bc6233", "fitness_is": 0.22983732104518312, "sharpe_is": 0.3042292766075092, "folds": [ { "fold": 0, "fitness": 0.0, "sharpe": 2.175438924887508, "dsr": 0.4516683289747405, "dsr_pvalue": 0.5483316710252595, "return": 0.05162527264229322, "max_dd": 0.013388106636764294, "n_trades": 5, "test_start": "2022-05-02 12:00:00+00:00", "test_end": "2023-04-02 08:00:00+00:00" }, { "fold": 1, "fitness": 0.11214839774268798, "sharpe": -0.09717412830030508, "dsr": 0.011407831629063609, "dsr_pvalue": 0.9885921683709364, "return": -0.010810784900084469, "max_dd": 0.146727446687109, "n_trades": 17, "test_start": "2023-04-02 09:00:00+00:00", "test_end": "2024-03-02 05:00:00+00:00" }, { "fold": 2, "fitness": 0.0, "sharpe": 0.0, "dsr": 0.0, "dsr_pvalue": 1.0, "return": 0.0, "max_dd": 0.0, "n_trades": 0, "test_start": "2024-03-02 06:00:00+00:00", "test_end": "2025-01-31 02:00:00+00:00" }, { "fold": 3, "fitness": 0.48948263578942797, "sharpe": 1.2111587578615337, "dsr": 0.15099566068576153, "dsr_pvalue": 0.8490043393142385, "return": 0.09392150449517889, "max_dd": 0.09248924622174504, "n_trades": 17, "test_start": "2025-01-31 03:00:00+00:00", "test_end": "2025-12-31 23:00:00+00:00" } ], "fitness_oos_mean": 0.150407758383029, "fitness_oos_min": 0.0, "fitness_oos_max": 0.48948263578942797, "fitness_oos_std": 0.20104759307710415, "sharpe_oos_mean": 0.8223558886121842, "sharpe_oos_min": -0.09717412830030508, "robust_score": 0.0 }, { "genome_id": "14711c6816c009bb", "fitness_is": 0.2231252597460312, "sharpe_is": 0.5100989455793494, "folds": [ { "fold": 0, "fitness": 0.0, "sharpe": 0.0, "dsr": 0.0, "dsr_pvalue": 1.0, "return": 0.0, "max_dd": 0.0, "n_trades": 0, "test_start": "2022-05-02 12:00:00+00:00", "test_end": "2023-04-02 08:00:00+00:00" }, { "fold": 1, "fitness": 0.0, "sharpe": -0.7516739863723977, "dsr": 0.0003109810948998818, "dsr_pvalue": 0.9996890189051001, "return": -0.002913092808893847, "max_dd": 0.003336150788066372, "n_trades": 3, "test_start": "2023-04-02 09:00:00+00:00", "test_end": "2024-03-02 05:00:00+00:00" }, { "fold": 2, "fitness": 0.0, "sharpe": 0.0, "dsr": 0.0, "dsr_pvalue": 1.0, "return": 0.0, "max_dd": 0.0, "n_trades": 0, "test_start": "2024-03-02 06:00:00+00:00", "test_end": "2025-01-31 02:00:00+00:00" }, { "fold": 3, "fitness": 0.0, "sharpe": 0.0, "dsr": 0.0, "dsr_pvalue": 1.0, "return": 0.0, "max_dd": 0.0, "n_trades": 0, "test_start": "2025-01-31 03:00:00+00:00", "test_end": "2025-12-31 23:00:00+00:00" } ], "fitness_oos_mean": 0.0, "fitness_oos_min": 0.0, "fitness_oos_max": 0.0, "fitness_oos_std": 0.0, "sharpe_oos_mean": -0.18791849659309942, "sharpe_oos_min": -0.7516739863723977, "robust_score": 0.0 }, { "genome_id": "c7f6f7c415a8c1df", "fitness_is": 0.2231252597460312, "sharpe_is": 0.5100989455793494, "folds": [ { "fold": 0, "fitness": 0.0, "sharpe": 0.0, "dsr": 0.0, "dsr_pvalue": 1.0, "return": 0.0, "max_dd": 0.0, "n_trades": 0, "test_start": "2022-05-02 12:00:00+00:00", "test_end": "2023-04-02 08:00:00+00:00" }, { "fold": 1, "fitness": 0.0, "sharpe": -0.7516739863723977, "dsr": 0.0003109810948998818, "dsr_pvalue": 0.9996890189051001, "return": -0.002913092808893847, "max_dd": 0.003336150788066372, "n_trades": 3, "test_start": "2023-04-02 09:00:00+00:00", "test_end": "2024-03-02 05:00:00+00:00" }, { "fold": 2, "fitness": 0.0, "sharpe": 0.0, "dsr": 0.0, "dsr_pvalue": 1.0, "return": 0.0, "max_dd": 0.0, "n_trades": 0, "test_start": "2024-03-02 06:00:00+00:00", "test_end": "2025-01-31 02:00:00+00:00" }, { "fold": 3, "fitness": 0.0, "sharpe": 0.0, "dsr": 0.0, "dsr_pvalue": 1.0, "return": 0.0, "max_dd": 0.0, "n_trades": 0, "test_start": "2025-01-31 03:00:00+00:00", "test_end": "2025-12-31 23:00:00+00:00" } ], "fitness_oos_mean": 0.0, "fitness_oos_min": 0.0, "fitness_oos_max": 0.0, "fitness_oos_std": 0.0, "sharpe_oos_mean": -0.18791849659309942, "sharpe_oos_min": -0.7516739863723977, "robust_score": 0.0 } ] }