-
Notifications
You must be signed in to change notification settings - Fork 1
/
index.dat
1506 lines (1506 loc) · 138 KB
/
index.dat
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
697
698
699
700
701
702
703
704
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
731
732
733
734
735
736
737
738
739
740
741
742
743
744
745
746
747
748
749
750
751
752
753
754
755
756
757
758
759
760
761
762
763
764
765
766
767
768
769
770
771
772
773
774
775
776
777
778
779
780
781
782
783
784
785
786
787
788
789
790
791
792
793
794
795
796
797
798
799
800
801
802
803
804
805
806
807
808
809
810
811
812
813
814
815
816
817
818
819
820
821
822
823
824
825
826
827
828
829
830
831
832
833
834
835
836
837
838
839
840
841
842
843
844
845
846
847
848
849
850
851
852
853
854
855
856
857
858
859
860
861
862
863
864
865
866
867
868
869
870
871
872
873
874
875
876
877
878
879
880
881
882
883
884
885
886
887
888
889
890
891
892
893
894
895
896
897
898
899
900
901
902
903
904
905
906
907
908
909
910
911
912
913
914
915
916
917
918
919
920
921
922
923
924
925
926
927
928
929
930
931
932
933
934
935
936
937
938
939
940
941
942
943
944
945
946
947
948
949
950
951
952
953
954
955
956
957
958
959
960
961
962
963
964
965
966
967
968
969
970
971
972
973
974
975
976
977
978
979
980
981
982
983
984
985
986
987
988
989
990
991
992
993
994
995
996
997
998
999
1000
return {
{
name='aphrodite',
best_score=419.3722137887,
best_code='pc Val po Val Sub I time Val vol I Delta vwap Val 0.6506024096 Gt Mul ptr Min 0.41427952546279 Gt time Val I I I vwap I I Rank ptr SMA Sub Days po Val pc Val Sub I I Days po Val time Delta 0.32497333249298 Lt Mul Rep po Max Sub Sub -0.0062526521217403 Gt Mul po Val 9.320244570715 pl Val Sub Delta 0 Lt Mul Sub 0.19505921812091 Lt Mul ph Hours Val Days po SMA Sub -0.35232823715884 Lt Mul 0.48087209546602 Lt Mul Mul Days vwap SMA 1.6236306970182 Mul ptr Max I I I I I ptr SMA Gt Mul Gt Mul 0.62809943857406 Gt Mul Rep pc Sum Hours oh Max I I I I I I ph I Val pl Val Sub Abs Add Gt ph Val I Days pc Val I Days po Val Sub 0 Gt Mul Rep Mul I RepN I I I I I I I I I time Val 0.59345924286126 Gt Mul Val ptr SMA Gt Mul I time Delta I time po Val pl Val Sub pc Val pl Prod Sub Log Min2 0.60342306191225 Gt Mul -0.24898811846294 Gt RepM',
best_exec='pc Val po Val Sub I time Val I vol Delta vwap Val 0.6506024096 Gt Mul ptr Val 0.41427952546279 Gt time Val I I I I I vwap Rank ptr Val Sub Days po Val pc Val Sub I I Days po Val time Val 0.32497333249298 Lt Mul Rep po Val Sub Sub -0.0062526521217403 Gt Mul po Val 9.320244570715 pl Val Sub Val 0 Lt Mul Sub 0.19505921812091 Lt Mul Hours ph Val Days po Val Sub -0.35232823715884 Lt Mul 0.48087209546602 Lt Mul Mul Days vwap Val 1.6236306970182 Mul ptr Val I I I I I ptr SMA Gt Mul Gt Mul 0.62809943857406 Gt Mul Rep pc Val Hours oh Val I I I I I I I ph Val pl Val Sub Abs Add Gt ph Val I Days pc Val I Days po Val Sub 0 Gt Mul Rep Mul RepN I I I I I I I I I time Val 0.59345924286126 Gt Mul ptr Val Gt Mul I time Delta I po Val pl Val Sub pc Val pl Val Sub Log Min2 0.60342306191225 Gt Mul -0.24898811846294 Gt RepM',
best_text='Val(pc,0) Val(po,0) Sub Val(time,1) Delta(vol,1) Val(vwap,0) 0.6506024096 Gt Mul Val(ptr,0) 0.41427952546279 Gt Val(time,0) Rank(vwap,9) Val(ptr,0) Sub Val(Days.po,0) Val(pc,0) Sub Val(Days.po,2) Val(time,0) 0.32497333249298 Lt Mul Rep Val(po,0) Sub Sub -0.0062526521217403 Gt Mul Val(po,0) 9.320244570715 Val(pl,0) Sub Val(0) 0 Lt Mul Sub 0.19505921812091 Lt Mul Val(Hours.ph,0) Val(Days.po,0) Sub -0.35232823715884 Lt Mul 0.48087209546602 Lt Mul Mul Val(Days.vwap,0) 1.6236306970182 Mul Val(ptr,0) SMA(ptr,9) Gt Mul Gt Mul 0.62809943857406 Gt Mul Rep Val(pc,0) Val(Hours.oh,0) Val(ph,15) Val(pl,0) Sub Abs Add Gt Val(ph,0) Val(Days.pc,1) Val(Days.po,1) Sub 0 Gt Mul Rep Mul RepN Val(time,21) 0.59345924286126 Gt Mul Val(ptr,0) Gt Mul Delta(time,1) Val(po,1) Val(pl,0) Sub Val(pc,0) Val(pl,0) Sub Log Min2 0.60342306191225 Gt Mul -0.24898811846294 Gt RepM',
best_rate=0.019430623099697,
annual_rate=0.050484096291059,
annual_rate_std=0.031053473191362,
max_drawdown_percent=0.014741135160058,
profit_factor=1.9935291706949,
max_proto_corr=0.46565787023241,
signal_pos=0.17645083955317,
signal_neg=0.12332460925269,
best_serial=124067,
last_serial=124200,
dataset_last_time=1533934208, -- 2018-08-11 01:50:08
last_iteration_time=1534195215, -- 2018-08-14 02:20:15
iterations_count=3100,
epochs_count=155,
update_count=3,
},
{
name='vali',
best_score=-2438.0956761709,
best_code='-2.8044730346405 Rep I I I I ph I I I I I I I I I I I I I fCos ptr I I I I I I I I I I I I I I I I I SMA time Delta -0.20075797421628 RepM I I I I I I ptr I I I I SMA I SMA Gt Min2 Rep 0.71545657863004 Gt ptr Min ptr I I I I I I I I I I I I I I I Min 9.1708488653147 Mod I Max I I Max I I I I I I I I po I fCos -0.65040557407906 Lt Neg Gt Mul I I I I I I I I I I I I I I I I I Delta I I I I ptr SMA Lt Gt time I I I Delta I po I Val pl Val Sub Hours vol Val ptr WMA Mod Min2 0.13615055709369 Sign Gt RepM -0.17646235679944 Gt RepM',
best_exec='-2.8044730346405 I I I I I I I I I I I I I I I I I ph fCos I I I I I I I I I I I I I I I I I ptr SMA time Val -0.20075797421628 I I I I I I I I I I ptr SMA I SMA Gt Min2 Rep 0.71545657863004 Gt ptr Val I I I I I I I I I I I I I I I ptr Min 9.1708488653147 Mod I Max I I Max I I I I I I I I I po fCos -0.65040557407906 Lt Neg Gt Mul I I I I I I I I I I I I I I I I I Delta I I I I ptr SMA Lt Gt I I I time Delta I I po Val pl Val Sub Hours vol Val ptr Val Mod Min2 0.13615055709369 Sign Gt RepM -0.17646235679944 Gt RepM',
best_text='-2.8044730346405 fCos(ph,52) SMA(ptr,52) Val(time,0) -0.20075797421628 SMA(ptr,25) SMA(1) Gt Min2 Rep 0.71545657863004 Gt Val(ptr,0) Min(ptr,44) 9.1708488653147 Mod Max(1) Max(2) fCos(po,21) -0.65040557407906 Lt Neg Gt Mul Delta(52) SMA(ptr,6) Lt Gt Delta(time,4) Val(po,2) Val(pl,0) Sub Val(Hours.vol,0) Val(ptr,0) Mod Min2 0.13615055709369 Sign Gt RepM -0.17646235679944 Gt RepM',
best_rate=0.0069049832400613,
annual_rate=0.0203986448502,
annual_rate_std=0.013493661610138,
max_drawdown_percent=0.0084157730322337,
profit_factor=2.0373667967382,
max_proto_corr=0.33857815462293,
signal_pos=0.13063857738681,
signal_neg=0,
best_serial=115227,
last_serial=115400,
dataset_last_time=1532724608, -- 2018-07-28 01:50:08
last_iteration_time=1533856100, -- 2018-08-10 04:08:20
iterations_count=2880,
epochs_count=144,
update_count=6,
},
{
name='proteus',
best_score=-2440.0063485837,
best_code='I I I I I I pl fDown pc Max po Min I time Delta RepM Sub I I I I I I I I I I I I I Prod I I I I I I I I I I I I I I I I I I ptr SMA 3.5056892090661 Mul I I I I I Hours ph Val po Hours Val Sub Sub 0 Gt Mul Sign Exp Exp I Max Mul I Max 5.653532997772 1.1481768166422 pc Max time Delta Sub -6.7057869007446 I I I I I I I I I I I I I I I I I I I I I I I I I vol SMA 1.6476633184223 RepN Gt Mul 0.022118853637995 Lt Mul Gt Div ptr Val I RepN time Val 0.39939070738817 Gt time Val 0.41016638657747 Lt Mul Mul Rep Gt I time Delta -0.54268245991449 pc 6.0113486287734 Days Val po Val I time Delta 0 Lt Mul Sub Sub I I I I I I I I ptr SMA Gt Max2 Max2 RepM',
best_exec='I I I I I I pl fDown pc Val po Val I time Delta RepM Sub I I I I I I I I I I I I I Prod I I I I I I I I I I I I I I I I I I ptr SMA 3.5056892090661 Mul I I I I I Hours ph Val Hours po Val Sub Sub 0 Gt Mul Sign Exp Exp I Max Mul I Max 5.653532997772 1.1481768166422 pc Val time Val Sub -6.7057869007446 I I I I I I I I I I I I I I I I I I I I I I I I I vol SMA 1.6476633184223 Gt Mul 0.022118853637995 Lt Mul Gt Div ptr Val RepN time Val 0.39939070738817 Gt time Val 0.41016638657747 Lt Mul Mul Rep Gt I time Delta -0.54268245991449 6.0113486287734 Days pc Val po Val I time Delta 0 Lt Mul Sub Sub I I I I I I I I ptr SMA Gt Max2 Max2 RepM',
best_text='fDown(pl,12) Val(pc,0) Val(po,0) Delta(time,1) RepM Sub Prod(36) SMA(ptr,57) 3.5056892090661 Mul Val(Hours.ph,9) Val(Hours.po,0) Sub Sub 0 Gt Mul Sign Exp Exp Max(1) Mul Max(1) 5.653532997772 1.1481768166422 Val(pc,0) Val(time,0) Sub -6.7057869007446 SMA(vol,90) 1.6476633184223 Gt Mul 0.022118853637995 Lt Mul Gt Div Val(ptr,0) RepN Val(time,0) 0.39939070738817 Gt Val(time,0) 0.41016638657747 Lt Mul Mul Rep Gt Delta(time,1) -0.54268245991449 6.0113486287734 Val(Days.pc,0) Val(po,0) Delta(time,1) 0 Lt Mul Sub Sub SMA(ptr,18) Gt Max2 Max2 RepM',
best_rate=0.010122075926926,
annual_rate=0.024238805158446,
annual_rate_std=0.01411672923152,
max_drawdown_percent=0.0086702108413924,
profit_factor=1.7503719867787,
max_proto_corr=0.360321847683,
signal_pos=0.2351210403227,
signal_neg=0,
best_serial=119856,
last_serial=120900,
dataset_last_time=1533934208, -- 2018-08-11 01:50:08
last_iteration_time=1534274745, -- 2018-08-15 00:25:45
iterations_count=3020,
epochs_count=151,
update_count=3,
},
{
name='antheia',
best_score=-2516.4230065006,
best_code='vol -5.3671817320462 Val 0.86442049210342 Gt 0.859608823268 Gt 0.41476870812138 Gt Min2 ptr Val time Val 0.5482528897853 Gt -7.2278706342246 0.578313253 Lt Mul Mul po fCos time Delta 0 Lt Mul Sub 0.16175737083078 Lt Pow I I Days pc Val I pc Val Val 0.69468671822424 Gt Mul I Days po Val Sub Days pc Val I Days po Val Sub 0 Lt Mul -0.030502945151355 Lt Mul I po Val I pc Val Sub Days po Val Sub -0.0073142883525351 Lt Mul po Val I Days po Val Sub -0.46667693589347 Lt Mul I I I I I I I po pl fUp vwap Delta 0.19793440669194 Lt Min2 Div pc Val pc Val po Val Sub Abs I I I I Max I I I I I I I I I I I I I I I I I I I I I ptr SMA Gt Mul Dup time Val 0.47424857494996 Lt RepM RepM ph Val I Days time Val 0.99018319752863 Gt Mul 3.1565914517864 Sub -0.575309174834 Gt Mul I Days I ph Val Sub Days pc SMA Days po I WMA Sub -0.34263098091835 Gt Mul Lt pc Sum po SMA Sub Abs I I I I I I I I I I I I I I I I I I I SMA I I I ptr SMA Gt Mul 2.5613377357274 Div I time Delta 0 Gt RepM',
best_exec='-5.3671817320462 vol Val 0.86442049210342 Gt 0.859608823268 Gt 0.41476870812138 Gt Min2 ptr Val time Val 0.5482528897853 Gt -7.2278706342246 0.578313253 Lt Mul Mul po fCos time Val 0 Lt Mul Sub 0.16175737083078 Lt Pow I I Days pc Val I pc Val 0.69468671822424 Gt Mul I Days po Val Sub Days pc Val I Days po Val Sub 0 Lt Mul -0.030502945151355 Lt Mul I po Val I pc Val Sub Days po Val Sub -0.0073142883525351 Lt Mul po Val I Days po Val Sub -0.46667693589347 Lt Mul I I I I I I I pl fUp vwap Val 0.19793440669194 Lt Min2 Div pc Val pc Val po Val Sub Abs I I I I Max I I I I I I I I I I I I I I I I I I I I I ptr SMA Gt Mul Dup time Val 0.47424857494996 Lt RepM RepM ph Val I Days time Val 0.99018319752863 Gt Mul 3.1565914517864 Sub -0.575309174834 Gt Mul I I Days ph Val Sub Days pc Val I Days po WMA Sub -0.34263098091835 Gt Mul Lt pc Val po Val Sub Abs I I I I I I I I I I I I I I I I I I I SMA I I I ptr SMA Gt Mul 2.5613377357274 Div I time Delta 0 Gt RepM',
best_text='-5.3671817320462 Val(vol,0) 0.86442049210342 Gt 0.859608823268 Gt 0.41476870812138 Gt Min2 Val(ptr,0) Val(time,0) 0.5482528897853 Gt -7.2278706342246 0.578313253 Lt Mul Mul 0 Val(time,0) 0 Lt Mul Sub 0.16175737083078 Lt Pow Val(Days.pc,2) Val(pc,1) 0.69468671822424 Gt Mul Val(Days.po,1) Sub Val(Days.pc,0) Val(Days.po,1) Sub 0 Lt Mul -0.030502945151355 Lt Mul Val(po,1) Val(pc,1) Sub Val(Days.po,0) Sub -0.0073142883525351 Lt Mul Val(po,0) Val(Days.po,1) Sub -0.46667693589347 Lt Mul fUp(pl,15) Val(vwap,0) 0.19793440669194 Lt Min2 Div Val(pc,0) Val(pc,0) Val(po,0) Sub Abs Max(6) SMA(ptr,70) Gt Mul Dup Val(time,0) 0.47424857494996 Lt RepM RepM Val(ph,0) Val(Days.time,1) 0.99018319752863 Gt Mul 3.1565914517864 Sub -0.575309174834 Gt Mul Val(Days.ph,2) Sub Val(Days.pc,0) WMA(Days.po,1) Sub -0.34263098091835 Gt Mul Lt Val(pc,0) Val(po,0) Sub Abs SMA(61) SMA(ptr,4) Gt Mul 2.5613377357274 Div Delta(time,1) 0 Gt RepM',
best_rate=0.0099782582779509,
annual_rate=0.023149127411188,
annual_rate_std=0.013170869133237,
max_drawdown_percent=0.01098069160522,
profit_factor=1.8519234644575,
max_proto_corr=0.38218546545948,
signal_pos=0.16044419438024,
signal_neg=0,
best_serial=116025,
last_serial=116200,
dataset_last_time=1533934208, -- 2018-08-11 01:50:08
last_iteration_time=1534044865, -- 2018-08-12 08:34:25
iterations_count=2900,
epochs_count=145,
update_count=1,
},
{
name='breakthrough',
best_score=-2719.9868474481,
best_code='I I I I I I I I I I I ptr SMA 3.6272522858634 Mul I I I Hours ph Max Add I ph Min Lt pc SMA I I Corr Dup I I I I I I pc fUp 0.7358861026609 Div ptr SMA Log -0.83575275282836 RepN Log Min2 Gt Mul pc I Min Hours oh Val I I I I I Min Days pc SMA ph Val I time Delta -0.11305888327438 Lt Mul pc Val Hours oh Max I time Val 0.9704691807302 Gt Mul ptr I I I I I I SMA time Val 0.9879 Gt I RepN Mul Add Gt Mul Rep Sub Days po Val I Days po Val Sub Exp 0.17025645231316 Gt Mul Add Gt Min2 I I I I I Hours pl Min pl Val po Max Mul RepM I po Max I Hours I ol SMA I I I I I I time Delta -0.26780484771721 Gt ptr Val I time Delta 0 Gt RepM I I I I I I I I I I I I I I I I I I I I I I ptr SMA Gt Mul RepM vwap Val pl SMA Sub Sub Lt pc Val Hours ol Val I I I I I I I I I I I RepN I I RepN I I I ptr SMA Sub Lt Mul Mul I I ptr I I I I I I I I I I I SMA 2.4860767343565 Mul Sub pc Val Gt Neg Add I time Delta -0.17033542193828 Gt RepM',
best_exec='I I I I I I I I I I I ptr SMA 3.6272522858634 Mul I I I Hours ph Max Add I ph Min Lt pc Val I I Corr Dup I I I I I I pc fUp 0.7358861026609 Div ptr Val Log -0.83575275282836 Log Min2 Gt Mul I pc Min Hours oh Val I I I I I Min Days pc Val ph Val I time Delta -0.11305888327438 Lt Mul pc Val Hours oh Val I time Val 0.9704691807302 Gt Mul I I I I I I ptr SMA time Val 0.9879 Gt RepN Mul Add Gt Mul Rep Sub Days po Val I Days po Val Sub Exp 0.17025645231316 Gt Mul Add Gt Min2 I I I I I Hours pl Min pl Val po Val Mul RepM I po Max I I Hours ol SMA I I I I I I time Delta -0.26780484771721 Gt ptr Val I time Delta 0 Gt RepM I I I I I I I I I I I I I I I I I I I I I I ptr SMA Gt Mul RepM vwap Val pl Val Sub Sub Lt pc Val Hours ol Val RepN RepN I I I ptr SMA Sub Lt Mul Mul I I I I I I I I I I I I I ptr SMA 2.4860767343565 Mul Sub pc Val Gt Neg Add I time Delta -0.17033542193828 Gt RepM',
best_text='SMA(ptr,28) 3.6272522858634 Mul Max(Hours.ph,4) Add Min(ph,1) Lt Val(pc,0) Corr(2) Dup fUp(pc,12) 0.7358861026609 Div Val(ptr,0) Log -0.83575275282836 Log Min2 Gt Mul Min(pc,1) Val(Hours.oh,0) Min(9) Val(Days.pc,0) Val(ph,0) Delta(time,1) -0.11305888327438 Lt Mul Val(pc,0) Val(Hours.oh,0) Val(time,1) 0.9704691807302 Gt Mul SMA(ptr,12) Val(time,0) 0.9879 Gt RepN Mul Add Gt Mul Rep Sub Val(Days.po,0) Val(Days.po,1) Sub Exp 0.17025645231316 Gt Mul Add Gt Min2 Min(Hours.pl,9) Val(pl,0) Val(po,0) Mul RepM Max(po,1) SMA(Hours.ol,2) Delta(time,12) -0.26780484771721 Gt Val(ptr,0) Delta(time,1) 0 Gt RepM SMA(ptr,75) Gt Mul RepM Val(vwap,0) Val(pl,0) Sub Sub Lt Val(pc,0) Val(Hours.ol,0) RepN RepN SMA(ptr,4) Sub Lt Mul Mul SMA(ptr,36) 2.4860767343565 Mul Sub Val(pc,0) Gt Neg Add Delta(time,1) -0.17033542193828 Gt RepM',
best_rate=0.015884447729524,
annual_rate=0.03182358577701,
annual_rate_std=0.015939138047486,
max_drawdown_percent=0.014608068917246,
profit_factor=1.6324795520462,
max_proto_corr=0.51157109516157,
signal_pos=0.14590886250038,
signal_neg=0.11010521214444,
best_serial=215104,
last_serial=215260,
dataset_last_time=1531515008, -- 2018-07-14 01:50:08
last_iteration_time=1532538719, -- 2018-07-25 22:11:59
iterations_count=5740,
epochs_count=287,
update_count=5,
},
{
name='gaia',
best_score=-3039.422511925,
best_code='Days vwap Val I Days po Val Sub 0.22982601212847 Gt -4.7233913544915 -1.674597334771 -0.16701015262079 Lt Mul Days ph Val Add Covar I Delta -0.27538325488803 Lt time Val pc Val Sub 0 Lt I time Val 0.6506024096 Gt Mul Mul 0.1314611864367 time Val Pow I time Delta 0 Lt Mul Mul Rep ph Sum I time Delta 0 Gt RepM I oh Hours I I Val Days ph Prod Mod po Sum -4.6113527624095 RepM Sub 0.3398775213446 3.5819507068973 0.3612449799196 Gt 0.40210718201036 Mul Mul Lt pc Val pc Val I Days po Val Sub 0 Lt Mul po Val Sub Abs 0.85796914192661 Div 0.61763899293578 Gt Mul Mul -2.0725712734234 vwap Val I pc Val Sub Gt Days pc Val I Days pc Val Hours oh Val I I pc Val po Val Sub 0.63185845905942 Neg Gt RepM ptr Val time I I time Delta 0 Gt RepM I I I I I ptr I SMA Days pc Val I Days po Val Sub 0 Gt Mul Gt Mul ptr Max Add Gt Mul pc Val Sub 0.29399234806772 Lt Mul Mul I I I I I I I I I I vwap fUp 0.80133822049788 Gt RepM time Prod 0.39023783687144 Gt I I RepN Mul I time Delta -0.20629536590441 Gt RepM',
best_exec='Days vwap Val I Days po Val Sub 0.22982601212847 Gt -4.7233913544915 -1.674597334771 -0.16701015262079 Lt Mul Days ph Val Add Covar I Delta -0.27538325488803 Lt time Val pc Val Sub 0 Lt I time Val 0.6506024096 Gt Mul Mul 0.1314611864367 time Val Pow I time Delta 0 Lt Mul Mul Rep ph Val I time Delta 0 Gt RepM I I I Hours oh Val Days ph Val Mod po Val -4.6113527624095 Sub 0.3398775213446 3.5819507068973 0.3612449799196 Gt 0.40210718201036 Mul Mul Lt pc Val pc Val I Days po Val Sub 0 Lt Mul po Val Sub Abs 0.85796914192661 Div 0.61763899293578 Gt Mul Mul -2.0725712734234 vwap Val I pc Val Sub Gt Days pc Val I Days pc Val Hours oh Val I I pc Val po Val Sub 0.63185845905942 Neg Gt RepM ptr Val I I time Delta 0 Gt RepM I I I I I I ptr SMA Days pc Val I Days po Val Sub 0 Gt Mul Gt Mul ptr Val Add Gt Mul pc Val Sub 0.29399234806772 Lt Mul Mul I I I I I I I I I I vwap fUp 0.80133822049788 Gt RepM time Val 0.39023783687144 Gt RepN Mul I time Delta -0.20629536590441 Gt RepM',
best_text='Val(Days.vwap,0) Val(Days.po,1) Sub 0.22982601212847 Gt -4.7233913544915 -1.674597334771 -0.16701015262079 Lt Mul Val(Days.ph,0) Add Covar(0) Delta(1) -0.27538325488803 Lt Val(time,0) Val(pc,0) Sub 0 Lt Val(time,1) 0.6506024096 Gt Mul Mul 0.1314611864367 Val(time,0) Pow Delta(time,1) 0 Lt Mul Mul Rep Val(ph,0) Delta(time,1) 0 Gt RepM Val(Hours.oh,4) Val(Days.ph,0) Mod Val(po,0) -4.6113527624095 Sub 0.3398775213446 3.5819507068973 0.3612449799196 Gt 0.40210718201036 Mul Mul Lt Val(pc,0) Val(pc,0) Val(Days.po,1) Sub 0 Lt Mul Val(po,0) Sub Abs 0.85796914192661 Div 0.61763899293578 Gt Mul Mul -2.0725712734234 Val(vwap,0) Val(pc,1) Sub Gt Val(Days.pc,0) Val(Days.pc,1) Val(Hours.oh,0) Val(pc,2) Val(po,0) Sub 0.63185845905942 Neg Gt RepM Val(ptr,0) Delta(time,2) 0 Gt RepM SMA(ptr,12) Val(Days.pc,0) Val(Days.po,1) Sub 0 Gt Mul Gt Mul Val(ptr,0) Add Gt Mul Val(pc,0) Sub 0.29399234806772 Lt Mul Mul fUp(vwap,25) 0.80133822049788 Gt RepM Val(time,0) 0.39023783687144 Gt RepN Mul Delta(time,1) -0.20629536590441 Gt RepM',
best_rate=0.0048816206878875,
annual_rate=0.015527031389409,
annual_rate_std=0.010645410701522,
max_drawdown_percent=0.0069643173700594,
profit_factor=2.3487042857913,
max_proto_corr=0.43410208524292,
signal_pos=0.073038306461579,
signal_neg=0,
best_serial=139259,
last_serial=140100,
dataset_last_time=1533934208, -- 2018-08-11 01:50:08
last_iteration_time=1534162100, -- 2018-08-13 17:08:20
iterations_count=3500,
epochs_count=175,
update_count=3,
},
{
name='eros',
best_score=-4072.2283264795,
best_code='Days vwap Val ph SMA Lt I I time Delta -0.28323327886423 Gt RepM pl SMA Days ph Val I time Delta -0.36581134652414 pc Val Days po Val Sub -0.29562395672404 Lt Mul Lt Mul Dup iRank po Val pl po I I I I I I I I I I I I I I I I I I I I vol SMA Sub pc Val pc Val Hours oh Val I Hours I I I I I I ptr SMA Add Gt Mul pl Val Covar Min2 0.66560812167668 Gt Mul I I ptr Val I I I I I I I I I I I I I I I I I I I pc Max Days pc Val Sub Log I ptr iRank Gt Mul I ptr SMA Gt Mul I I I ptr Val -0.17331199878233 0.39944657729813 Lt Mul Mul Exp vol Min Gt Mul Rep Sub Mul Neg I I I I I I I vwap fCos 0.79837092056183 Gt Neg Sub 9.5963788841974 pc Val po Val Sub ph SMA ptr Val Sub 2.1679984003742 Gt Mul po Val I pc Val Sub RepM Mul pc I I I I I I I I Exp I I I I I I I vol SMA Val Sub -0.34388204687069 Lt Mul time Min Min2 0.31144276919166 Gt 1.1765210080798 ptr Rank ptr I I I Max I I I I I I I I Max I I I WMA I I Delta ptr SMA Gt Mul I I ph Delta RepM time ptr fCos Gt Mul 0.665324714098 Mod Mul I time Delta 0 Gt RepM',
best_exec='Days vwap Val ph Val Lt I I time Delta -0.28323327886423 Gt RepM pl Val Days ph Val I time Delta -0.36581134652414 pc Val Days po Val Sub -0.29562395672404 Lt Mul Lt Mul Dup iRank po Val I I I I I I I I I I I I I I I I I I I I vol SMA Sub pc Val pc Val Hours oh Val I I I I I I I Hours ptr SMA Add Gt Mul pl Val Covar Min2 0.66560812167668 Gt Mul I I ptr Val I I I I I I I I I I I I I I I I I I I pc Max Days pc Val Sub Log I ptr iRank Gt Mul I ptr SMA Gt Mul I I I ptr Val -0.17331199878233 0.39944657729813 Lt Mul Mul Exp vol Val Gt Mul Rep Sub Mul Neg I I I I I I I vwap fCos 0.79837092056183 Gt Neg Sub 9.5963788841974 pc Val po Val Sub ph Val ptr Val Sub 2.1679984003742 Gt Mul po Val I pc Val Sub RepM Mul Exp I I I I I I I vol SMA Sub -0.34388204687069 Lt Mul time Val Min2 0.31144276919166 Gt 1.1765210080798 ptr Rank I I I ptr Max I I I I I I I I Max I I I WMA I I Delta ptr Val Gt Mul I I ph Delta RepM ptr fCos Gt Mul 0.665324714098 Mod Mul I time Delta 0 Gt RepM',
best_text='Val(Days.vwap,0) Val(ph,0) Lt Delta(time,2) -0.28323327886423 Gt RepM Val(pl,0) Val(Days.ph,0) Delta(time,1) -0.36581134652414 Val(pc,0) Val(Days.po,0) Sub -0.29562395672404 Lt Mul Lt Mul Dup (1) Val(po,0) SMA(vol,66) Sub Val(pc,0) Val(pc,0) Val(Hours.oh,0) SMA(Hours.ptr,15) Add Gt Mul Val(pl,0) Covar(0) Min2 0.66560812167668 Gt Mul Val(ptr,2) Max(pc,61) Val(Days.pc,0) Sub Log iRank(ptr,1) Gt Mul SMA(ptr,1) Gt Mul Val(ptr,4) -0.17331199878233 0.39944657729813 Lt Mul Mul Exp Val(vol,0) Gt Mul Rep Sub Mul Neg fCos(vwap,15) 0.79837092056183 Gt Neg Sub 9.5963788841974 Val(pc,0) Val(po,0) Sub Val(ph,0) Val(ptr,0) Sub 2.1679984003742 Gt Mul Val(po,0) Val(pc,1) Sub RepM Mul Exp SMA(vol,15) Sub -0.34388204687069 Lt Mul Val(time,0) Min2 0.31144276919166 Gt 1.1765210080798 (1) Max(ptr,4) Max(18) WMA(4) Delta(2) Val(ptr,0) Gt Mul Delta(ph,2) RepM 0 Gt Mul 0.665324714098 Mod Mul Delta(time,1) 0 Gt RepM',
best_rate=0.0013125534025245,
annual_rate=0.01792582313095,
annual_rate_std=0.016613269728426,
max_drawdown_percent=0.0058004937888141,
profit_factor=2.5021477109992,
max_proto_corr=0.38873096593212,
signal_pos=0.089269303458366,
signal_neg=0,
best_serial=124021,
last_serial=124200,
dataset_last_time=1532724608, -- 2018-07-28 01:50:08
last_iteration_time=1533281455, -- 2018-08-03 12:30:55
iterations_count=3100,
epochs_count=155,
update_count=3,
},
{
name='starter',
best_score=-4129.6473384147,
best_code='ph Days Val po Val Sub Rep ph Val I Days vwap Val po Val I time Delta 0 Gt RepM 0.20386860786413 Gt time Val 0.26396292993475 Lt Mul Mul Corr Mul I I I Days ph Delta 1.0028525803516 Max2 Mul Neg I I I I I I I I I I I I I I I I I I vwap fUp 0.77481286246584 Gt Dup 3.2532961563571 Mul time Val 0.21161432025379 Gt ph WMA 0.27619825384788 Lt Div Mul Mul 0.30684260195608 Gt time Val 0.39374211074886 Lt Mul Mul',
best_exec='Days ph Val po Val Sub Rep ph Val I Days vwap Val po Val I time Delta 0 Gt RepM 0.20386860786413 Gt time Val 0.26396292993475 Lt Mul Mul Corr Mul I I I Days ph Delta 1.0028525803516 Max2 Mul Neg I I I I I I I I I I I I I I I I I I vwap fUp 0.77481286246584 Gt Dup 3.2532961563571 Mul time Val 0.21161432025379 Gt ph Val 0.27619825384788 Lt Div Mul Mul 0.30684260195608 Gt time Val 0.39374211074886 Lt Mul Mul',
best_text='Val(Days.ph,0) Val(po,0) Sub Rep Val(ph,0) Val(Days.vwap,1) Val(po,0) Delta(time,1) 0 Gt RepM 0.20386860786413 Gt Val(time,0) 0.26396292993475 Lt Mul Mul Corr(0) Mul Delta(Days.ph,4) 1.0028525803516 Max2 Mul Neg fUp(vwap,57) 0.77481286246584 Gt Dup 3.2532961563571 Mul Val(time,0) 0.21161432025379 Gt Val(ph,0) 0.27619825384788 Lt Div Mul Mul 0.30684260195608 Gt Val(time,0) 0.39374211074886 Lt Mul Mul',
best_rate=0.00021762450206467,
annual_rate=0.011024206135976,
annual_rate_std=0.010806581633911,
max_drawdown_percent=0.0052390873552154,
profit_factor=1.9802006788442,
max_proto_corr=0.23584030857134,
signal_pos=0.012296122619896,
signal_neg=0.010085259180966,
best_serial=32867,
last_serial=33000,
dataset_last_time=1533847808, -- 2018-08-10 01:50:08
last_iteration_time=1533958959, -- 2018-08-11 08:42:39
iterations_count=820,
epochs_count=41,
update_count=1,
},
{
name='alcyone',
best_score=-4166.4340578158,
best_code='I I I I I I I I I I I I I I pc I pc Val po Val Sub SMA oh Hours Val po Val pc Val Days po Val Sub Prod 0.11134966845415 Lt Mul I time Delta -0.38252018592332 Lt pc Val po Val Sub Abs I I RepN I I I I Prod ptr Std Gt Mul Dup po Val Sub Abs I I I I Rep I I I I I I I I I I I I I I I ptr Val I 0.6506024096 Gt Mul I ptr SMA Gt Mul ptr Val Mul Mul Rep Sub Max2 vwap Val Sub pc Min po WMA Sub Abs I vol Delta 0.18289901470348 Gt RepM I Delta I I I I Prod I I pl I Std I Gt Mul I ptr I I Delta I time Delta 0 Gt RepM I I I ptr Val I I I I I I I I I I I I I I I I I I I I I I I I I ptr SMA Gt Mul time Val 0.52436617500211 Gt Mul Gt time SMA 0.45203247950384 Gt Days pc Prod time Val 0.50413120917814 Gt time Days Val vol fCos vol SMA 1.5 Mul Gt Mul 0.56531973834262 Lt Mul Mul Days vwap Val time Val 0.5443681228941 Gt time Val 0.57184542100664 Lt Mul Mul ph Val po Val Sub ph Val pc I I I I I I Val Sub Min2 Sum Log Val 0.46776030178192 Gt time fUp 0.62416395476903 Lt Mul Mul Sub -0.40087541486662 pl Sum ptr I I I I I I I I I I I I I I I SMA pc I I I I I I I ptr SMA Gt Mul 10.282982841794 Sub -0.37448037789434 Min2 Mul Exp 1.424232947944 po iRank Sub 0.23634947830879 Gt Mul Lt Min2 Dup Mul Mul I time Delta -0.35134413000824 Gt RepM',
best_exec='I I I I I I I I I I I I I I I pc Val po Val Sub Hours oh Val po Val pc Val Days po Val Sub 0.11134966845415 Lt Mul I time Delta -0.38252018592332 Lt pc Val po Val Sub Abs RepN I I I I Prod ptr Std Gt Mul Dup po Val Sub Abs Rep I I I I I I I I I I I I I I I ptr Val 0.6506024096 I Gt Mul I ptr SMA Gt Mul ptr Val Mul Mul Rep Sub Max2 vwap Val Sub pc Val po Val Sub Abs I vol Delta 0.18289901470348 Gt RepM I Delta I I I I Prod I I I pl Std I Gt Mul I I I ptr Delta I time Delta 0 Gt RepM I I I ptr Val I I I I I I I I I I I I I I I I I I I I I I I I I ptr SMA Gt Mul time Val 0.52436617500211 Gt Mul Gt time Val 0.45203247950384 Gt Days pc Val time Val 0.50413120917814 Gt Days time Val vol fCos vol Val 1.5 Mul Gt Mul 0.56531973834262 Lt Mul Mul Days vwap Val time Val 0.5443681228941 Gt time Val 0.57184542100664 Lt Mul Mul ph Val po Val Sub ph Val I I I I I I pc Val Sub Min2 Log 0.46776030178192 Gt time fUp 0.62416395476903 Lt Mul Mul Sub -0.40087541486662 pl Val I I I I I I I I I I I I I I I ptr SMA I I I I I I I ptr SMA Gt Mul 10.282982841794 Sub -0.37448037789434 Min2 Mul Exp 1.424232947944 po iRank Sub 0.23634947830879 Gt Mul Lt Min2 Dup Mul Mul I time Delta -0.35134413000824 Gt RepM',
best_text='Val(pc,44) Val(po,0) Sub Val(Hours.oh,0) Val(po,0) Val(pc,0) Val(Days.po,0) Sub 0.11134966845415 Lt Mul Delta(time,1) -0.38252018592332 Lt Val(pc,0) Val(po,0) Sub Abs RepN Prod(6) (0) Gt Mul Dup Val(po,0) Sub Abs Rep Val(ptr,44) 0.6506024096 Ge Mul SMA(ptr,1) Gt Mul Val(ptr,0) Mul Mul Rep Sub Max2 Val(vwap,0) Sub Val(pc,0) Val(po,0) Sub Abs Delta(vol,1) 0.18289901470348 Gt RepM Delta(1) Prod(6) Std(pl,4) Ge Mul Delta(ptr,4) Delta(time,1) 0 Gt RepM Val(ptr,4) SMA(ptr,90) Gt Mul Val(time,0) 0.52436617500211 Gt Mul Gt Val(time,0) 0.45203247950384 Gt Val(Days.pc,0) Val(time,0) 0.50413120917814 Gt Val(Days.time,0) 0 Val(vol,0) 1.5 Mul Gt Mul 0.56531973834262 Lt Mul Mul Val(Days.vwap,0) Val(time,0) 0.5443681228941 Gt Val(time,0) 0.57184542100664 Lt Mul Mul Val(ph,0) Val(po,0) Sub Val(ph,0) Val(pc,12) Sub Min2 Log 0.46776030178192 Gt 0 0.62416395476903 Lt Mul Mul Sub -0.40087541486662 Val(pl,0) SMA(ptr,44) SMA(ptr,15) Gt Mul 10.282982841794 Sub -0.37448037789434 Min2 Mul Exp 1.424232947944 (1) Sub 0.23634947830879 Gt Mul Lt Min2 Dup Mul Mul Delta(time,1) -0.35134413000824 Gt RepM',
best_rate=0.004355794823599,
annual_rate=0.017824114215828,
annual_rate_std=0.013468319392229,
max_drawdown_percent=0.0064695354241083,
profit_factor=2.1181452258097,
max_proto_corr=0.4642474037354,
signal_pos=0.0988079735696,
signal_neg=0,
best_serial=129340,
last_serial=129800,
dataset_last_time=1533934208, -- 2018-08-11 01:50:08
last_iteration_time=1534070697, -- 2018-08-12 15:44:57
iterations_count=3240,
epochs_count=162,
update_count=1,
},
{
name='alectrona',
best_score=-4400.1769904496,
best_code='vwap Val I time Val 0.6506024096 Gt Mul po Val Sub Abs ptr I I I I Sum I I I I I I I Delta I time Delta 0 Gt RepM Min2 I I Rep I I I I Hours I I vwap fCos -0.80066750534803 Lt Rank Gt time I Val 0.24055729011896 vol Val I I I I I I I I I I I I I I I I I I I I I I I I vol SMA 1.5 Mul Gt Mul Gt Mul 0.4811201921337 Div pc Val vol I I I I I I Delta I pc Delta RepM I I I I I SMA Exp oh fCos 1.4408036701135 Mul Gt Mul vol Val I I I vol SMA 1.3224787359599 Mul Gt Mul Hours oh Val I I I I I I ptr SMA Add Gt Min2 I I I Sum I RepN Exp Log',
best_exec='vwap Val I time Val 0.6506024096 Gt Mul po Val Sub Abs I I I I ptr Sum I I I I I I I Delta I time Delta 0 Gt RepM Min2 Rep I I I I I I Hours vwap fCos -0.80066750534803 Lt Rank Gt I time Val 0.24055729011896 vol Val I I I I I I I I I I I I I I I I I I I I I I I I vol SMA 1.5 Mul Gt Mul Gt Mul 0.4811201921337 Div pc Val I I I I I I vol Delta I pc Delta RepM I I I I I SMA Exp oh fCos 1.4408036701135 Mul Gt Mul vol Val I I I vol SMA 1.3224787359599 Mul Gt Mul Hours oh Val I I I I I I ptr SMA Add Gt Min2 I I I Sum RepN Exp Log',
best_text='Val(vwap,0) Val(time,1) 0.6506024096 Gt Mul Val(po,0) Sub Abs Sum(ptr,6) Delta(15) Delta(time,1) 0 Gt RepM Min2 Rep fCos(Hours.vwap,12) -0.80066750534803 Lt (1) Gt Val(time,1) 0.24055729011896 Val(vol,0) SMA(vol,85) 1.5 Mul Gt Mul Gt Mul 0.4811201921337 Div Val(pc,0) Delta(vol,12) Delta(pc,1) RepM SMA(9) Exp 0 1.4408036701135 Mul Gt Mul Val(vol,0) SMA(vol,4) 1.3224787359599 Mul Gt Mul Val(Hours.oh,0) SMA(ptr,12) Add Gt Min2 Sum(4) RepN Exp Log',
best_rate=0.0025897216936634,
annual_rate=0.010643156027661,
annual_rate_std=0.008053434333998,
max_drawdown_percent=0.003052696618592,
profit_factor=1.9395449617044,
max_proto_corr=0.39383831769837,
signal_pos=0.018266021881969,
signal_neg=0,
best_serial=46543,
last_serial=46600,
dataset_last_time=1533934208, -- 2018-08-11 01:50:08
last_iteration_time=1534071492, -- 2018-08-12 15:58:12
iterations_count=1160,
epochs_count=58,
update_count=2,
},
{
name='morpheus',
best_score=-4448.4577917174,
best_code='Days po Val I pc I Val pc Val I I pc Val po Val Sub time Delta 0 RepM I Swap ptr I I I Min Gt Mul Sum ptr SMA Gt Mul I pl Min I I I I I I I I I I I I I I I I I I I I I I I vol SMA RepN ptr SMA 4.8935038379337 Mul Log time Val 0.072289 Gt time Val 0.096385 Lt Mul Mul Sub po Val Sub 0 Lt Mul Sub Log time Val 0.288955 Gt time Val 0.36144578 Lt Mul Mul I time Delta RepM Log ptr Days Prod ph Val po Max Sub I ph Max pc Val Hours ptr WMA time Rank RepM I I I I I I I pc Val pl Val Sub pc Val Hours ol Val Sub Min2 Gt Mul Sub Min2 I I time Delta -0.16566030335537 Gt RepM I RepN ptr I I I I I I WMA I I Max I I I I I I I I I I I I I ptr SMA Gt Mul Rep time Val pc Val pc Val Hours ol I Max time Delta 0 RepM 1.1298138090772 0.14567273249487 Mul pc Val po Val Sub -0.4550848711051 Lt Mul Sub Lt Mul po Rank Sub -0.2958440649622 Lt Mul 0.48490579631507 Gt time Delta 0 RepM I I I I I I I I I vwap fCos 0.82861673044548 Gt Neg Gt Pow I I I I I I I I ptr I SMA Gt Val Mul Lt time Val 0.42677077343362 fCos time Val 0.58806051496849 Lt Mul Mul I time Delta -0.15493060880917 Gt RepM',
best_exec='Days po Val I I pc Val pc Val I I pc Val po Val Sub time Val 0 Swap I I I ptr Min Gt Mul ptr Val Gt Mul I pl Min I I I I I I I I I I I I I I I I I I I I I I I vol SMA ptr Val 4.8935038379337 Mul Log time Val 0.072289 Gt time Val 0.096385 Lt Mul Mul Sub po Val Sub 0 Lt Mul Sub Log time Val 0.288955 Gt time Val 0.36144578 Lt Mul Mul I time Delta RepM Log Days ptr Val ph Val po Val Sub I ph Max pc Val Hours ptr Val time Rank RepM I I I I I I I pc Val pl Val Sub pc Val Hours ol Val Sub Min2 Gt Mul Sub Min2 I I time Delta -0.16566030335537 Gt RepM RepN I I I I I I ptr WMA I I Max I I I I I I I I I I I I I ptr SMA Gt Mul Rep time Val pc Val pc Val I Hours ol Max time Val 0 1.1298138090772 0.14567273249487 Mul pc Val po Val Sub -0.4550848711051 Lt Mul Sub Lt Mul po Rank Sub -0.2958440649622 Lt Mul 0.48490579631507 Gt time Val 0 I I I I I I I I I vwap fCos 0.82861673044548 Gt Neg Gt Pow I I I I I I I I I ptr SMA Gt Mul Lt time Val 0.42677077343362 time Val 0.58806051496849 Lt Mul Mul I time Delta -0.15493060880917 Gt RepM',
best_text='Val(Days.po,0) Val(pc,2) Val(pc,0) Val(pc,2) Val(po,0) Sub Val(time,0) 0 Swap Min(ptr,4) Gt Mul Val(ptr,0) Gt Mul Min(pl,1) SMA(vol,80) Val(ptr,0) 4.8935038379337 Mul Log Val(time,0) 0.072289 Gt Val(time,0) 0.096385 Lt Mul Mul Sub Val(po,0) Sub 0 Lt Mul Sub Log Val(time,0) 0.288955 Gt Val(time,0) 0.36144578 Lt Mul Mul Delta(time,1) RepM Log Val(Days.ptr,0) Val(ph,0) Val(po,0) Sub Max(ph,1) Val(pc,0) Val(Hours.ptr,0) (1) RepM Val(pc,15) Val(pl,0) Sub Val(pc,0) Val(Hours.ol,0) Sub Min2 Gt Mul Sub Min2 Delta(time,2) -0.16566030335537 Gt RepM RepN WMA(ptr,12) Max(2) SMA(ptr,36) Gt Mul Rep Val(time,0) Val(pc,0) Val(pc,0) Max(Hours.ol,1) Val(time,0) 0 1.1298138090772 0.14567273249487 Mul Val(pc,0) Val(po,0) Sub -0.4550848711051 Lt Mul Sub Lt Mul (1) Sub -0.2958440649622 Lt Mul 0.48490579631507 Gt Val(time,0) 0 fCos(vwap,21) 0.82861673044548 Gt Neg Gt Pow SMA(ptr,21) Gt Mul Lt Val(time,0) 0.42677077343362 Val(time,0) 0.58806051496849 Lt Mul Mul Delta(time,1) -0.15493060880917 Gt RepM',
best_rate=0.0057902991738202,
annual_rate=0.015180084827284,
annual_rate_std=0.0093897856534636,
max_drawdown_percent=0.0069371948744585,
profit_factor=1.8616613826182,
max_proto_corr=0.44414429042565,
signal_pos=0.092918451166025,
signal_neg=0,
best_serial=96677,
last_serial=96900,
dataset_last_time=1533934208, -- 2018-08-11 01:50:08
last_iteration_time=1534289460, -- 2018-08-15 04:31:00
iterations_count=2420,
epochs_count=121,
update_count=4,
},
{
name='melpomene',
best_score=-4932.6146169824,
best_code='Days vwap Val pl Delta -0.39088547001307 Lt Rank Pow pl SMA time Delta 0 RepM Dup Hours Days ph Val I I time Delta 0 Gt RepM I Val pc Std pl Exp pc Val Sub pl Hours Val pc Days pl Val I Days po Val Sub -0.085714611760556 time Gt Mul Hours vol Val I I I I I I I I I I I I I I I I I I I vol SMA 1.6551125618105 Mul Gt Mul oh Val Dup po Val Gt Mul time Prod po Val I time Delta -0.22011324856683 Lt Mul Days vwap Val Days Sub 0 Gt Rep 0.63831493911327 Gt Mul Sub -0.19973320408748 Gt Lt Mul Days pc Val po Val Sub vwap Sum 0.29558368329404 Gt time Val 0.37206456896189 Lt Mul Exp Mul I I I I I ptr Val I RepN I SMA I I I I I I I I time Val time fCos 0.36144578 Lt Mul Mul I I I I I ptr SMA Gt RepM I Min I I I vol Val I I I I I I I I I I I I I I I I I I I I I I I vol SMA 1.5375999422742 Mul Gt Mul I time Delta -0.28723573276157 Gt RepM po fCos ptr WMA Sub Lt Mul Add Mod Gt Pow I I I I Hours pl Min I I I I I I I I I I I I ptr SMA 4.8534243134096 iRank Sub I time Delta RepM pl Sum po Val Sub Sub I pc Min2 I I I I iRank ptr Val RepM I ptr SMA Gt -3.9340201103741 6.14610811788 1.5803588597837 Dup If Dup time Val 0.97193406823103 Gt Mul If time Delta Gt RepM',
best_exec='Days vwap Val pl Val -0.39088547001307 Lt Rank Pow pl Val time Val 0 Dup Days ph Val I I time Delta 0 Gt RepM pc Std Exp pc Val Sub Hours pl Val Days pl Val I Days po Val Sub -0.085714611760556 Gt Mul Hours vol Val I I I I I I I I I I I I I I I I I I I vol SMA 1.6551125618105 Mul Gt Mul oh Val Dup po Val Gt Mul time Val po Val I time Delta -0.22011324856683 Lt Mul Days vwap Val Sub 0 Gt Rep 0.63831493911327 Gt Mul Sub -0.19973320408748 Gt Lt Mul Days pc Val po Val Sub vwap Val 0.29558368329404 Gt time Val 0.37206456896189 Lt Mul Exp Mul I I I I I ptr Val RepN I SMA I I I I I I I I time Val time fCos 0.36144578 Lt Mul Mul I I I I I ptr SMA Gt RepM I Min I I I vol Val I I I I I I I I I I I I I I I I I I I I I I I vol SMA 1.5375999422742 Mul Gt Mul I time Delta -0.28723573276157 Gt RepM po fCos ptr Val Sub Lt Mul Add Mod Gt Pow I I I I Hours pl Min I I I I I I I I I I I I ptr SMA 4.8534243134096 Sub I time Delta RepM pl Val po Val Sub Sub Min2 I I I I iRank ptr Val RepM I ptr SMA Gt -3.9340201103741 6.14610811788 1.5803588597837 Dup If Dup time Val 0.97193406823103 Gt Mul If time Val Gt RepM',
best_text='Val(Days.vwap,0) Val(pl,0) -0.39088547001307 Lt (1) Pow Val(pl,0) Val(time,0) 0 Dup Val(Days.ph,0) Delta(time,2) 0 Gt RepM (0) Exp Val(pc,0) Sub Val(Hours.pl,0) Val(Days.pl,0) Val(Days.po,1) Sub -0.085714611760556 Gt Mul Val(Hours.vol,0) SMA(vol,61) 1.6551125618105 Mul Gt Mul Val(oh,0) Dup Val(po,0) Gt Mul Val(time,0) Val(po,0) Delta(time,1) -0.22011324856683 Lt Mul Val(Days.vwap,0) Sub 0 Gt Rep 0.63831493911327 Gt Mul Sub -0.19973320408748 Gt Lt Mul Val(Days.pc,0) Val(po,0) Sub Val(vwap,0) 0.29558368329404 Gt Val(time,0) 0.37206456896189 Lt Mul Exp Mul Val(ptr,9) RepN SMA(1) Val(time,18) 0 0.36144578 Lt Mul Mul SMA(ptr,9) Gt RepM Min(1) Val(vol,4) SMA(vol,80) 1.5375999422742 Mul Gt Mul Delta(time,1) -0.28723573276157 Gt RepM 0 Val(ptr,0) Sub Lt Mul Add Mod Gt Pow Min(Hours.pl,6) SMA(ptr,32) 4.8534243134096 Sub Delta(time,1) RepM Val(pl,0) Val(po,0) Sub Sub Min2 iRank(6) Val(ptr,0) RepM SMA(ptr,1) Gt -3.9340201103741 6.14610811788 1.5803588597837 Dup If Dup Val(time,0) 0.97193406823103 Gt Mul If Val(time,0) Gt RepM',
best_rate=0.0040425877663801,
annual_rate=0.010532123265606,
annual_rate_std=0.0064895354992259,
max_drawdown_percent=0.0062334666011906,
profit_factor=1.8195094979794,
max_proto_corr=0.33945429837101,
signal_pos=0.10581735493927,
signal_neg=0,
best_serial=136600,
last_serial=136900,
dataset_last_time=1533934208, -- 2018-08-11 01:50:08
last_iteration_time=1534201187, -- 2018-08-14 03:59:47
iterations_count=3420,
epochs_count=171,
update_count=3,
},
{
name='persephone',
best_score=-4974.663872735,
best_code='vwap Val vol Val I I I I I I I I I I I I I I I I I I I time Delta 0 Lt Mul I time Delta 0 Gt RepM I I I I I vol SMA 1.5 Mul Gt Mul time Val time Val 0.144377 Gt time Val 0.20724528958053 Lt Mul Mul Mul ph Val I I I I I I I I I I I I I I I I I I I ptr SMA 3.55 Mul I I I I I Hours ph Max Add Val Corr pc Val Days pc Val Min2 0.40499626051847 Gt time Val 0.41521304112451 Gt 0.4335341365462 Div time Val 0.42947942422518 I Mul pc Val I Days po 0.48660475859918 Max2 Mul po 0.072289 Gt 0.096385 Lt Mul Mul Val Sub Mul I po Val Hours oh Min Mod po Val pl Val Mod Add Gt Rep time SMA pc Val po Val Sub Abs I I I I I I I I I I Prod I I I I I I I I I I I I I ptr Min SMA Gt Mul I 0.46567829459567 Lt Min2 ph Days Max pl Max pc Val Hours oh SMA ph Delta Sub Days I pc Val po Val I time Delta Hours ol Val -0.17440593554486 Lt Mul Rep Sub ptr vol I I I I Hours I I pc I I pl I Sum time po Val Sub I I I I I Delta ptr Delta Gt Mul I ptr SMA Gt Mul Add Gt RepM Gt Min2 I I I I pc I I fUp Hours I ol Val I Days po Val I pc Delta I time Days Prod time Val 0.216666 Gt time Val 0.28568807769596 Lt Mul Mul 0.6506024096 Gt Mul -0.13238455793829 Lt Mul Rep Sub 1.9432715354714 0.39865901039104 Gt Val 0.50831733752222 vol Mul Lt Mul 0.86195559673353 Gt Lt time I Delta -0.060251811495546 Gt RepM',
best_exec='vwap Val vol Val I I I I I I I I I I I I I I I I I I I time Delta 0 Lt Mul I time Delta 0 Gt RepM I I I I I vol SMA 1.5 Mul Gt Mul time Val time Val 0.144377 Gt time Val 0.20724528958053 Lt Mul Mul Mul ph Val I I I I I I I I I I I I I I I I I I I ptr SMA 3.55 Mul I I I I I Hours ph Max Add Corr pc Val Days pc Val Min2 0.40499626051847 Gt time Val 0.41521304112451 Gt 0.4335341365462 Div time Val 0.42947942422518 Mul pc Val 0.48660475859918 Max2 Mul 0.072289 Gt 0.096385 Lt Mul Mul Sub Mul I po Val Hours oh Val Mod po Val pl Val Mod Add Gt Rep time Val pc Val po Val Sub Abs I I I I I I I I I I Prod I I I I I I I I I I I I I ptr Min Gt Mul 0.46567829459567 I Lt Min2 Days ph Val pl Val pc Val Hours oh Val ph Val Sub I Days pc Val po Val I time Delta Hours ol Val -0.17440593554486 Lt Mul Rep Sub I I I I I I I I I Hours pl Sum po Val Sub I I I I I Delta ptr Val Gt Mul I ptr SMA Gt Mul Add Gt RepM Gt Min2 I I I I I I pc fUp I Hours ol Val I Days po Val I pc Delta I Days time Prod time Val 0.216666 Gt time Val 0.28568807769596 Lt Mul Mul 0.6506024096 Gt Mul -0.13238455793829 Lt Mul Rep Sub 1.9432715354714 0.39865901039104 Gt 0.50831733752222 Mul Lt Mul 0.86195559673353 Gt Lt I time Delta -0.060251811495546 Gt RepM',
best_text='Val(vwap,0) Val(vol,0) Delta(time,61) 0 Lt Mul Delta(time,1) 0 Gt RepM SMA(vol,9) 1.5 Mul Gt Mul Val(time,0) Val(time,0) 0.144377 Gt Val(time,0) 0.20724528958053 Lt Mul Mul Mul Val(ph,0) SMA(ptr,61) 3.55 Mul Max(Hours.ph,9) Add Corr(0) Val(pc,0) Val(Days.pc,0) Min2 0.40499626051847 Gt Val(time,0) 0.41521304112451 Gt 0.4335341365462 Div Val(time,0) 0.42947942422518 Mul Val(pc,0) 0.48660475859918 Max2 Mul 0.072289 Gt 0.096385 Lt Mul Mul Sub Mul Val(po,1) Val(Hours.oh,0) Mod Val(po,0) Val(pl,0) Mod Add Gt Rep Val(time,0) Val(pc,0) Val(po,0) Sub Abs Prod(25) Min(ptr,36) Gt Mul 0.46567829459567 Le Min2 Val(Days.ph,0) Val(pl,0) Val(pc,0) Val(Hours.oh,0) Val(ph,0) Sub Val(Days.pc,1) Val(po,0) Delta(time,1) Val(Hours.ol,0) -0.17440593554486 Lt Mul Rep Sub Sum(Hours.pl,21) Val(po,0) Sub Delta(9) Val(ptr,0) Gt Mul SMA(ptr,1) Gt Mul Add Gt RepM Gt Min2 fUp(pc,12) Val(Hours.ol,1) Val(Days.po,1) Delta(pc,1) Prod(Days.time,1) Val(time,0) 0.216666 Gt Val(time,0) 0.28568807769596 Lt Mul Mul 0.6506024096 Gt Mul -0.13238455793829 Lt Mul Rep Sub 1.9432715354714 0.39865901039104 Gt 0.50831733752222 Mul Lt Mul 0.86195559673353 Gt Lt Delta(time,1) -0.060251811495546 Gt RepM',
best_rate=0.005604508758285,
annual_rate=0.020084538980125,
annual_rate_std=0.01448003022184,
max_drawdown_percent=0.013571075596402,
profit_factor=1.7653162415601,
max_proto_corr=0.41554513429986,
signal_pos=0.13364056672083,
signal_neg=0,
best_serial=124937,
last_serial=125000,
dataset_last_time=1533847808, -- 2018-08-10 01:50:08
last_iteration_time=1533971888, -- 2018-08-11 12:18:08
iterations_count=3120,
epochs_count=156,
update_count=1,
},
{
name='hemera',
best_score=-4982.3888103864,
best_code='6.2231398075716 po Val 0.40671040635752 Gt Mod fDown Rep I I I I I Hours I I I vwap fDown ptr Max I time Delta Add pc Val po Val oh Val 0.15721744576015 Gt I I I I I I I vwap fDown 0.8 Gt Neg Val 0.216867469 pc Val po Val Sub Abs I I I I I I I I I I I I I I I I I I I I I I I I I ptr SMA Gt Mul vol Val I I I I I I I I I I I I I I I I I I I I I I I I I vol SMA 1.487762952014 Mul Gt Mul Lt time Val 0.15331149167845 Gt time Val 0.216867469 Lt Mul Mul Mul Mul Sub Rep 0.16698288892351 Gt time Val 0.216867469 Lt Mul Mul I I I po Val pl Val Sub pc Delta -0.19305666250604 RepM Abs I I I I I I I I I I SMA I I I I I I I ptr SMA Gt Mul I I time Delta -0.044200449868012 Gt RepM vol Delta -0.069466422723014 Gt ptr Val I RepN I I I I I I I I ptr SMA Gt Mul Pow I I ptr SMA Gt Mul Hours pl Max I Days po Val Sub -0.36248334310211 po Std Sub ph Min pc Val Sub Min2 0.6506024096 Gt Lt Mul I time Delta RepM 0.75311922246973 Gt I time Delta 0 Gt RepM',
best_exec='6.2231398075716 po Val 0.40671040635752 Gt Mod fDown I I I I I I I I Hours vwap fDown ptr Val I time Delta Add pc Val po Val oh Val 0.15721744576015 Gt I I I I I I I vwap fDown 0.8 Gt Neg 0.216867469 pc Val po Val Sub Abs I I I I I I I I I I I I I I I I I I I I I I I I I ptr SMA Gt Mul vol Val I I I I I I I I I I I I I I I I I I I I I I I I I vol SMA 1.487762952014 Mul Gt Mul Lt time Val 0.15331149167845 Gt time Val 0.216867469 Lt Mul Mul Mul Mul Sub Rep 0.16698288892351 Gt time Val 0.216867469 Lt Mul Mul I I I po Val pl Val Sub pc Val -0.19305666250604 Abs I I I I I I I I I I SMA I I I I I I I ptr SMA Gt Mul I I time Delta -0.044200449868012 Gt RepM vol Val -0.069466422723014 Gt ptr Val RepN I I I I I I I I ptr SMA Gt Mul Pow I I ptr SMA Gt Mul Hours pl Val I Days po Val Sub -0.36248334310211 po Std Sub ph Val pc Val Sub Min2 0.6506024096 Gt Lt Mul I time Delta RepM 0.75311922246973 Gt I time Delta 0 Gt RepM',
best_text='6.2231398075716 Val(po,0) 0.40671040635752 Gt Mod 0 fDown(Hours.vwap,18) Val(ptr,0) Delta(time,1) Add Val(pc,0) Val(po,0) Val(oh,0) 0.15721744576015 Gt fDown(vwap,15) 0.8 Gt Neg 0.216867469 Val(pc,0) Val(po,0) Sub Abs SMA(ptr,90) Gt Mul Val(vol,0) SMA(vol,90) 1.487762952014 Mul Gt Mul Lt Val(time,0) 0.15331149167845 Gt Val(time,0) 0.216867469 Lt Mul Mul Mul Mul Sub Rep 0.16698288892351 Gt Val(time,0) 0.216867469 Lt Mul Mul Val(po,4) Val(pl,0) Sub Val(pc,0) -0.19305666250604 Abs SMA(25) SMA(ptr,15) Gt Mul Delta(time,2) -0.044200449868012 Gt RepM Val(vol,0) -0.069466422723014 Gt Val(ptr,0) RepN SMA(ptr,18) Gt Mul Pow SMA(ptr,2) Gt Mul Val(Hours.pl,0) Val(Days.po,1) Sub -0.36248334310211 (0) Sub Val(ph,0) Val(pc,0) Sub Min2 0.6506024096 Gt Lt Mul Delta(time,1) RepM 0.75311922246973 Gt Delta(time,1) 0 Gt RepM',
best_rate=0.0064207879897937,
annual_rate=0.028379063224568,
annual_rate_std=0.021958275234774,
max_drawdown_percent=0.01635687732342,
profit_factor=1.6355866030642,
max_proto_corr=0.37230162132138,
signal_pos=0.24723288329488,
signal_neg=0,
best_serial=82156,
last_serial=84100,
dataset_last_time=1533934208, -- 2018-08-11 01:50:08
last_iteration_time=1534146467, -- 2018-08-13 12:47:47
iterations_count=2100,
epochs_count=105,
update_count=3,
},
{
name='dionysus',
best_score=-5155.5336483816,
best_code='7.6025824928212 pc Val po Val Sub Swap Div 3.4428934208294 Div Days pc I I I I I I I I I I SMA vwap Val 3.55 Mul 0.46420267061945 Gt time Sum 0.64459822967235 Lt Mul Mul ptr Val I time Delta RepM I I I I I I I I I I I I I I I I ptr SMA Gt Pow time Delta -0.24175711241237 Gt Max2 0.6373380160284 Pow pc Val I I I po Val Sub pl Delta -0.41130537204061 Add RepM vol WMA I I I I I I vol Val I I I I I I I I I I I I I I I I I I I I I vol SMA 1.5658432685389 Mul Gt Mul I I I I I I I I vol SMA 1.4664006361097 Mul Gt Mul Sub -6.0810155440944 Mul Gt Log Abs I time Delta -0.067444768841325 Gt RepM',
best_exec='7.6025824928212 pc Val po Val Sub Swap Div 3.4428934208294 Div I I I I I I I I I I Days pc SMA vwap Val 3.55 Mul 0.46420267061945 Gt time Val 0.64459822967235 Lt Mul Mul ptr Val I time Delta RepM I I I I I I I I I I I I I I I I ptr SMA Gt Pow time Val -0.24175711241237 Gt Max2 0.6373380160284 Pow pc Val I I I po Val Sub pl Val -0.41130537204061 Add RepM vol Val I I I I I I vol Val I I I I I I I I I I I I I I I I I I I I I vol SMA 1.5658432685389 Mul Gt Mul I I I I I I I I vol SMA 1.4664006361097 Mul Gt Mul Sub -6.0810155440944 Mul Gt Log Abs I time Delta -0.067444768841325 Gt RepM',
best_text='7.6025824928212 Val(pc,0) Val(po,0) Sub Swap Div 3.4428934208294 Div SMA(Days.pc,25) Val(vwap,0) 3.55 Mul 0.46420267061945 Gt Val(time,0) 0.64459822967235 Lt Mul Mul Val(ptr,0) Delta(time,1) RepM SMA(ptr,48) Gt Pow Val(time,0) -0.24175711241237 Gt Max2 0.6373380160284 Pow Val(pc,0) Val(po,4) Sub Val(pl,0) -0.41130537204061 Add RepM Val(vol,0) Val(vol,12) SMA(vol,70) 1.5658432685389 Mul Gt Mul SMA(vol,18) 1.4664006361097 Mul Gt Mul Sub -6.0810155440944 Mul Gt Log Abs Delta(time,1) -0.067444768841325 Gt RepM',
best_rate=0.0023906484998924,
annual_rate=0.01557754064578,
annual_rate_std=0.013186892145888,
max_drawdown_percent=0.008550001868684,
profit_factor=2.0492529410824,
max_proto_corr=0.33896653929378,
signal_pos=0.12901821914404,
signal_neg=0,
best_serial=76454,
last_serial=76900,
dataset_last_time=1533934208, -- 2018-08-11 01:50:08
last_iteration_time=1534034379, -- 2018-08-12 05:39:39
iterations_count=1920,
epochs_count=96,
update_count=1,
},
{
name='nereus',
best_score=-5289.370247066,
best_code='I I I I I I I vwap fCos -0.81478208370415 Lt time Val Div po Val Dup 0.11823820429662 Lt Max2 vol Val I I I I I I I I I Covar I I I I I I time Delta -0.39575282391238 Gt RepM vol Prod 1.4222714817549 Mul Gt time Hours Val 0.433734939759 Lt Mul Mul -6.8499075404398 time Dup 0.57060216671188 Sub 0.578313253 Lt Mul Mul I I I I RepN',
best_exec='I I I I I I I vwap fCos -0.81478208370415 Lt time Val Div po Val Dup 0.11823820429662 Lt Max2 vol Val I I I I I I I I I Covar I I I I I I time Delta -0.39575282391238 Gt RepM vol Val 1.4222714817549 Mul Gt Hours time Val 0.433734939759 Lt Mul Mul -6.8499075404398 Dup 0.57060216671188 Sub 0.578313253 Lt Mul Mul RepN',
best_text='fCos(vwap,15) -0.81478208370415 Lt Val(time,0) Div Val(po,0) Dup 0.11823820429662 Lt Max2 Val(vol,0) Covar(21) Delta(time,12) -0.39575282391238 Gt RepM Val(vol,0) 1.4222714817549 Mul Gt Val(Hours.time,0) 0.433734939759 Lt Mul Mul -6.8499075404398 Dup 0.57060216671188 Sub 0.578313253 Lt Mul Mul RepN',
best_rate=-0.00094744887349591,
annual_rate=0.0099657098575858,
annual_rate_std=0.010913158731082,
max_drawdown_percent=0.0048161609403831,
profit_factor=1.6677413509938,
max_proto_corr=0.14497665022661,
signal_pos=0,
signal_neg=0.018690597334866,
best_serial=21746,
last_serial=21800,
dataset_last_time=1532724608, -- 2018-07-28 01:50:08
last_iteration_time=1533936221, -- 2018-08-11 02:23:41
iterations_count=540,
epochs_count=27,
update_count=10,
},
{
name='helios',
best_score=-5335.4616633077,
best_code='pc Val I Days vwap Min Sub 0.43635471779958 Gt time Val 0.47148920629714 Lt Mul I I I I ptr Min I I I I I Val pc Prod Days pc Sum Sub 0.46685666852116 Gt Mul Sub Abs time Val 0.41314062506092 Gt Days pc Val I Hours vwap Val Sub 0.040099085622924 Gt Mul time I SMA 0.4901682588094 Lt Mul Mul',
best_exec='pc Val I Days vwap Min Sub 0.43635471779958 Gt time Val 0.47148920629714 Lt Mul I I I I ptr Min pc Val Days pc Val Sub 0.46685666852116 Gt Mul Sub Abs time Val 0.41314062506092 Gt Days pc Val I Hours vwap Val Sub 0.040099085622924 Gt Mul I time SMA 0.4901682588094 Lt Mul Mul',
best_text='Val(pc,0) Min(Days.vwap,1) Sub 0.43635471779958 Gt Val(time,0) 0.47148920629714 Lt Mul Min(ptr,6) Val(pc,0) Val(Days.pc,0) Sub 0.46685666852116 Gt Mul Sub Abs Val(time,0) 0.41314062506092 Gt Val(Days.pc,0) Val(Hours.vwap,1) Sub 0.040099085622924 Gt Mul SMA(time,1) 0.4901682588094 Lt Mul Mul',
best_rate=-0.00022058189012018,
annual_rate=0.0078426752783546,
annual_rate_std=0.0080632571684748,
max_drawdown_percent=0.0031753618128986,
profit_factor=1.8316737926638,
max_proto_corr=0.20464904414093,
signal_pos=0.015301393970449,
signal_neg=0,
best_serial=32840,
last_serial=33000,
dataset_last_time=1533934208, -- 2018-08-11 01:50:08
last_iteration_time=1534220681, -- 2018-08-14 09:24:41
iterations_count=820,
epochs_count=41,
update_count=1,
},
{
name='attis',
best_score=-5371.7195259649,
best_code='I I I I I I I I I I I I I -4.8561628746969 time Val 0.084332549751732 Gt pc iRank Lt pc Val po Val Sub Abs Days pc Val po Val I time Delta 0 Lt vol I I I I I I WMA I I I I I I I I I I I vol SMA 1.5021965289394 Mul Gt Mul Mul Rep Sub Log 0.21713170317895 Gt time Val 0.27199037507879 Lt Mul Mul I I I I pc Val po Val Sub Abs I I I I I I I I I I I I I I I time Val 0.3612449799196 Gt time Val 0.38053575378353 Lt Mul Mul I I I I I ptr SMA Sub Mul I I I I I I I I I I I I I I I I I I I I I I I I I I I I I vwap fCos 0.73382230550358 Gt I time Delta 0 Gt RepM Neg 1.2980970085338 Mul Gt Mul Mul I I I I WMA',
best_exec='-4.8561628746969 I I I I I I I I I I I I I time Val 0.084332549751732 Gt pc iRank Lt pc Val po Val Sub Abs Days pc Val po Val I time Delta 0 Lt I I I I I I vol WMA I I I I I I I I I I I vol SMA 1.5021965289394 Mul Gt Mul Mul Rep Sub Log 0.21713170317895 Gt time Val 0.27199037507879 Lt Mul Mul I I I I pc Val po Val Sub Abs I I I I I I I I I I I I I I I time Val 0.3612449799196 Gt time Val 0.38053575378353 Lt Mul Mul I I I I I ptr SMA Sub Mul I I I I I I I I I I I I I I I I I I I I I I I I I I I I I vwap fCos 0.73382230550358 Gt I time Delta 0 Gt RepM Neg 1.2980970085338 Mul Gt Mul Mul I I I I WMA',
best_text='-4.8561628746969 Val(time,36) 0.084332549751732 Gt (1) Lt Val(pc,0) Val(po,0) Sub Abs Val(Days.pc,0) Val(po,0) Delta(time,1) 0 Lt WMA(vol,12) SMA(vol,28) 1.5021965289394 Mul Gt Mul Mul Rep Sub Log 0.21713170317895 Gt Val(time,0) 0.27199037507879 Lt Mul Mul Val(pc,6) Val(po,0) Sub Abs Val(time,44) 0.3612449799196 Gt Val(time,0) 0.38053575378353 Lt Mul Mul SMA(ptr,9) Sub Mul fCos(vwap,111) 0.73382230550358 Gt Delta(time,1) 0 Gt RepM Neg 1.2980970085338 Mul Gt Mul Mul WMA(6)',
best_rate=0.0024204006371874,
annual_rate=0.012947351301186,
annual_rate_std=0.010526950663999,
max_drawdown_percent=0.0040286808213894,
profit_factor=1.7715741759071,
max_proto_corr=0.44399285545099,
signal_pos=0,
signal_neg=0.034521909321431,
best_serial=33643,
last_serial=33800,
dataset_last_time=1532724608, -- 2018-07-28 01:50:08
last_iteration_time=1533894479, -- 2018-08-10 14:47:59
iterations_count=840,
epochs_count=42,
update_count=4,
},
{
name='bragi',
best_score=-5470.0047269862,
best_code='I I I I I I I I vwap fCos -0.79469982592185 Lt Neg pc Val po pl Prod Sub Abs 0.51283136838683 Add Mul I I I I I I vwap I I fCos -0.76449174726985 Lt Hours vol I Std ptr Val I I I I I I I I I I I I I I I I ptr SMA Gt Mul I I I I RepN Sum I I time Delta -0.0080403195338818 Gt RepM I I I I I I I pc Val po Val Sub Val I I WMA ptr SMA Gt Mul I I I vol Val 1.718304175432 Mul Gt Mul time Val 0.57621790723749 Gt I I I I RepN Min2 Neg Gt time I Delta ol Val pc Val Hours oh Val I I I I I I I I I I ptr SMA Add Gt Swap I I I I I I I I I I I time Val 0.44057196628579 Gt time SMA 0.40437692980386 Lt Mul Mul vwap fUp Sub 0 Gt Mul 1.9431679364398 vol 9.8230370982174 1.4587963024587 Val Gt 5.2638911552513 0.21055986375285 Lt Mul vol Val I I I I I I I I I I I I I I I I I I I I I I I I I I I I I RepN vol 1.5 Mul Gt Mul Sub pc Val Hours oh Val I I I I ptr SMA Add Gt Mul Gt time 7.8895850747575 Delta Gt RepM Mul -0.32322840136336 Gt RepM',
best_exec='I I I I I I I I vwap fCos -0.79469982592185 Lt Neg pc Val pl Val Sub Abs 0.51283136838683 Add Mul I I I I I I I I vwap fCos -0.76449174726985 Lt I Hours vol Std ptr Val I I I I I I I I I I I I I I I I ptr SMA Gt Mul RepN I I time Delta -0.0080403195338818 Gt RepM I I I I I I I pc Val po Val Sub I I WMA ptr Val Gt Mul I I I vol Val 1.718304175432 Mul Gt Mul time Val 0.57621790723749 Gt RepN Min2 Neg Gt I time Delta ol Val pc Val Hours oh Val I I I I I I I I I I ptr SMA Add Gt Swap I I I I I I I I I I I time Val 0.44057196628579 Gt time Val 0.40437692980386 Lt Mul Mul vwap fUp Sub 0 Gt Mul 1.9431679364398 9.8230370982174 1.4587963024587 vol Val Gt 5.2638911552513 0.21055986375285 Lt Mul vol Val RepN 1.5 Mul Gt Mul Sub pc Val Hours oh Val I I I I ptr SMA Add Gt Mul Gt 7.8895850747575 time Val Gt RepM Mul -0.32322840136336 Gt RepM',
best_text='fCos(vwap,18) -0.79469982592185 Lt Neg Val(pc,0) Val(pl,0) Sub Abs 0.51283136838683 Add Mul fCos(vwap,18) -0.76449174726985 Lt Std(Hours.vol,1) Val(ptr,0) SMA(ptr,48) Gt Mul RepN Delta(time,2) -0.0080403195338818 Gt RepM Val(pc,15) Val(po,0) Sub WMA(2) Val(ptr,0) Gt Mul Val(vol,4) 1.718304175432 Mul Gt Mul Val(time,0) 0.57621790723749 Gt RepN Min2 Neg Gt Delta(time,1) Val(ol,0) Val(pc,0) Val(Hours.oh,0) SMA(ptr,25) Add Gt Swap Val(time,28) 0.44057196628579 Gt Val(time,0) 0.40437692980386 Lt Mul Mul 0 Sub 0 Gt Mul 1.9431679364398 9.8230370982174 1.4587963024587 Val(vol,0) Gt 5.2638911552513 0.21055986375285 Lt Mul Val(vol,0) RepN 1.5 Mul Gt Mul Sub Val(pc,0) Val(Hours.oh,0) SMA(ptr,6) Add Gt Mul Gt 7.8895850747575 Val(time,0) Gt RepM Mul -0.32322840136336 Gt RepM',
best_rate=-0.0006401791171485,
annual_rate=0.010205165014281,
annual_rate_std=0.010845344131429,
max_drawdown_percent=0.0046987710503371,
profit_factor=1.8945153743709,
max_proto_corr=0.33532699077452,
signal_pos=0.061625925754803,
signal_neg=0,
best_serial=112801,
last_serial=113000,
dataset_last_time=1533934208, -- 2018-08-11 01:50:08
last_iteration_time=1534105014, -- 2018-08-13 01:16:54
iterations_count=2820,
epochs_count=141,
update_count=2,
},
{
name='glaucus',
best_score=-5578.0987794442,
best_code='pc Prod time Delta 0 RepM I I I Hours oh Val I Max I I I I I I I I I I I ptr I I I I I I I I I SMA Add Gt I I Max time Val 0.54200424206469 Days pc Val I Days po Val Sub time Val 0.072288 Gt time Val 0.13552223703208 Lt Mul Mul 0.23032494816198 Lt Mul Gt time Hours Val 0.7191074770765 Lt Mul Mul',
best_exec='pc Val time Val 0 I I I Hours oh Val I Max I I I I I I I I I I I I I I I I I I I I ptr SMA Add Gt I I Max time Val 0.54200424206469 Days pc Val I Days po Val Sub time Val 0.072288 Gt time Val 0.13552223703208 Lt Mul Mul 0.23032494816198 Lt Mul Gt Hours time Val 0.7191074770765 Lt Mul Mul',
best_text='Val(pc,0) Val(time,0) 0 Val(Hours.oh,4) Max(1) SMA(ptr,66) Add Gt Max(2) Val(time,0) 0.54200424206469 Val(Days.pc,0) Val(Days.po,1) Sub Val(time,0) 0.072288 Gt Val(time,0) 0.13552223703208 Lt Mul Mul 0.23032494816198 Lt Mul Gt Val(Hours.time,0) 0.7191074770765 Lt Mul Mul',
best_rate=0.00088008628725786,
annual_rate=0.015890032960049,
annual_rate_std=0.015009946672791,
max_drawdown_percent=0.0068569912129632,
profit_factor=1.6947842807842,
max_proto_corr=0.35861488668159,
signal_pos=0.040250649230383,
signal_neg=0,
best_serial=14533,
last_serial=14600,
dataset_last_time=1533934208, -- 2018-08-11 01:50:08
last_iteration_time=1534125079, -- 2018-08-13 06:51:19
iterations_count=360,
epochs_count=18,
update_count=2,
},
{
name='hesperus',
best_score=-5716.5063063139,
best_code='pl iRank 0.8 Gt RepN I time I I Hours Val time 0.57038448600503 Lt Hours vol I I I I I Delta I WMA vol SMA po Val Corr Sub Hours oh Val pc Val pc Val po Val Sub 0.42305076761484 Gt Sub Min2 1.5916356544129 Mul Add ol Val 0.14179188354183 time Delta RepM Dup I time Delta -0.1882338832674 Lt Mul Rep Sub -0.358531178129 Add pc Val I time Delta pl Val I Days po Val Hours ol Val Days po SMA Sub -0.073932513906644 Lt Mul Sub -0.25333477441715 Gt Mul I RepN -0.27103265175238 Lt Mul Rep I I I I I I Hours pl Min I I I I I I I I I I I I I I I I ptr SMA 5.3629897177072 Mul Sub Mod Sub -0.31103248030706 Gt Mul Mul Dup Add pc Val po Val I I I I I I I I I I I I I I I I I I I I I I I I ptr SMA Gt Mul Mod',
best_exec='pl iRank 0.8 Gt I I I Hours time Val 0.57038448600503 Lt I I I I I Hours vol Delta I WMA vol Val po Val Corr Sub Hours oh Val pc Val pc Val po Val Sub 0.42305076761484 Gt Sub Min2 1.5916356544129 Mul Add ol Val 0.14179188354183 time Val Dup I time Delta -0.1882338832674 Lt Mul Rep Sub -0.358531178129 Add pc Val I time Delta pl Val I Days po Val Hours ol Val Days po Val Sub -0.073932513906644 Lt Mul Sub -0.25333477441715 Gt Mul RepN -0.27103265175238 Lt Mul Rep I I I I I I Hours pl Min I I I I I I I I I I I I I I I I ptr SMA 5.3629897177072 Mul Sub Mod Sub -0.31103248030706 Gt Mul Mul Dup Add pc Val po Val I I I I I I I I I I I I I I I I I I I I I I I I ptr SMA Gt Mul Mod',
best_text='(1) 0.8 Gt Val(Hours.time,4) 0.57038448600503 Lt Delta(Hours.vol,9) WMA(1) Val(vol,0) Val(po,0) Corr(0) Sub Val(Hours.oh,0) Val(pc,0) Val(pc,0) Val(po,0) Sub 0.42305076761484 Gt Sub Min2 1.5916356544129 Mul Add Val(ol,0) 0.14179188354183 Val(time,0) Dup Delta(time,1) -0.1882338832674 Lt Mul Rep Sub -0.358531178129 Add Val(pc,0) Delta(time,1) Val(pl,0) Val(Days.po,1) Val(Hours.ol,0) Val(Days.po,0) Sub -0.073932513906644 Lt Mul Sub -0.25333477441715 Gt Mul RepN -0.27103265175238 Lt Mul Rep Min(Hours.pl,12) SMA(ptr,48) 5.3629897177072 Mul Sub Mod Sub -0.31103248030706 Gt Mul Mul Dup Add Val(pc,0) Val(po,0) SMA(ptr,85) Gt Mul Mod',
best_rate=0.00091936469235156,
annual_rate=0.0099904540380891,
annual_rate_std=0.0090710893457376,
max_drawdown_percent=0.0044626903681302,
profit_factor=1.7370044576743,
max_proto_corr=0.33695477816015,
signal_pos=0.033987100249212,
signal_neg=0.013535985239038,
best_serial=45630,
last_serial=45800,
dataset_last_time=1533934208, -- 2018-08-11 01:50:08
last_iteration_time=1534268576, -- 2018-08-14 22:42:56
iterations_count=1140,
epochs_count=57,
update_count=2,
},
{
name='boreas',
best_score=-6297.6417506021,
best_code='I Days pc Val I ph Days po SMA pc Val Days vwap Val Days pc SMA pc Val I ol Val RepM WMA ptr I time Val 0.144377 Lt time Log Val 0.216867469 Lt Mul Mul I ptr Delta SMA Sub SMA pc Val Hours ol Val I I I I I I ptr SMA Sub Lt Sign Mul po I Val Sub 0 Lt Mul Sub I I Days pl Val Days po Val Sub 0 Lt Mul I I po I I I I I Val ph Val Sub po Val I I vol I Val 0.55262153625399 Gt time Val 0.578313253 Lt Mul Max2 I I ptr SMA Gt Mul Gt Mul pc SMA Dup I ph Val po Val Sub -0.42866430711733 Lt Mul Rep Sub -0.30191053990563 Lt Mul Sub -0.090949253699337 time Val 0.069688740058899 Gt Dup 0.093355430524078 Min2 Delta Mul Pow time Val 0.072288 Gt time Val 0.14457831 Lt Mul Mul Gt vwap Val pl Prod Gt Rank time Prod 0.37024194392081 Gt vwap Delta 0.72757602113091 Gt 0.37169700422815 Lt Mul vwap Val po Val I I vwap Val Sub 0.33166565257914 Gt time Val 0.44450372718091 Lt Mul time WMA 0.4335341365462 Gt Mul Mul Days po Val Sub Mul Mul 0.44619950600519 Lt Min2 pc Val I Days po Val I I time Val 0.6506024096 Gt Mul I time Delta -0.2286505928883 Gt RepM I po Delta -0.37733310403204 Exp Lt Hours oh Val I Days po Val vwap Delta time time Delta RepM -0.56477556228063 Exp Lt Mul Sub 0.45339900525674 Lt Mul time Val 0.072289 Gt time Val pc Val po Val Sub Abs I I I I I I I I I I ptr Delta Gt Mul 0.096385 Lt Mul Mul Days Abs pc Val I time Delta -0.49457509804331 Lt Lt po Val Sub ptr 0 Lt Mul Mul ptr I time Delta 0 Gt RepM time Val 0.07421296926509 Gt time Val 0.1017344903493 Lt Mul Mul Rep Sub 0.14704912872009 pc Sum time SMA Gt Mul Gt Lt I time Delta 0 Gt RepM',
best_exec='I Days pc Val I Days po SMA pc Val Days vwap Val Days pc Val pc Val I ol Val RepM I time Val 0.144377 Lt Log 0.216867469 Lt Mul Mul I ptr Delta Sub pc Val Hours ol Val I I I I I I ptr SMA Sub Lt Sign Mul I po Val Sub 0 Lt Mul Sub I I Days pl Val Days po Val Sub 0 Lt Mul I I I I I I I po Val ph Val Sub po Val I I I vol Val 0.55262153625399 Gt time Val 0.578313253 Lt Mul Max2 I I ptr SMA Gt Mul Gt Mul pc Val Dup I ph Val po Val Sub -0.42866430711733 Lt Mul Rep Sub -0.30191053990563 Lt Mul Sub -0.090949253699337 time Val 0.069688740058899 Gt Dup 0.093355430524078 Min2 Val Mul Pow time Val 0.072288 Gt time Val 0.14457831 Lt Mul Mul Gt vwap Val pl Val Gt Rank time Val 0.37024194392081 Gt vwap Val 0.72757602113091 Gt 0.37169700422815 Lt Mul vwap Val po Val I I vwap Val Sub 0.33166565257914 Gt time Val 0.44450372718091 Lt Mul time Val 0.4335341365462 Gt Mul Mul Days po Val Sub Mul Mul 0.44619950600519 Lt Min2 pc Val I Days po Val I I time Val 0.6506024096 Gt Mul I time Delta -0.2286505928883 Gt RepM I po Delta -0.37733310403204 Exp Lt Hours oh Val I Days po Val vwap Val time Val RepM -0.56477556228063 Exp Lt Mul Sub 0.45339900525674 Lt Mul time Val 0.072289 Gt time Val pc Val po Val Sub Abs I I I I I I I I I I ptr Delta Gt Mul 0.096385 Lt Mul Mul Abs pc Val I time Delta -0.49457509804331 Lt Lt po Val Sub 0 Lt Mul Mul I time Delta 0 Gt RepM time Val 0.07421296926509 Gt time Val 0.1017344903493 Lt Mul Mul Rep Sub 0.14704912872009 pc Val time Val Gt Mul Gt Lt I time Delta 0 Gt RepM',
best_text='Val(Days.pc,1) SMA(Days.po,1) Val(pc,0) Val(Days.vwap,0) Val(Days.pc,0) Val(pc,0) Val(ol,1) RepM Val(time,1) 0.144377 Lt Log 0.216867469 Lt Mul Mul Delta(ptr,1) Sub Val(pc,0) Val(Hours.ol,0) SMA(ptr,12) Sub Lt Sign Mul Val(po,1) Sub 0 Lt Mul Sub Val(Days.pl,2) Val(Days.po,0) Sub 0 Lt Mul Val(po,15) Val(ph,0) Sub Val(po,0) Val(vol,4) 0.55262153625399 Gt Val(time,0) 0.578313253 Lt Mul Max2 SMA(ptr,2) Gt Mul Gt Mul Val(pc,0) Dup Val(ph,1) Val(po,0) Sub -0.42866430711733 Lt Mul Rep Sub -0.30191053990563 Lt Mul Sub -0.090949253699337 Val(time,0) 0.069688740058899 Gt Dup 0.093355430524078 Min2 Val(0) Mul Pow Val(time,0) 0.072288 Gt Val(time,0) 0.14457831 Lt Mul Mul Gt Val(vwap,0) Val(pl,0) Gt (1) Val(time,0) 0.37024194392081 Gt Val(vwap,0) 0.72757602113091 Gt 0.37169700422815 Lt Mul Val(vwap,0) Val(po,0) Val(vwap,2) Sub 0.33166565257914 Gt Val(time,0) 0.44450372718091 Lt Mul Val(time,0) 0.4335341365462 Gt Mul Mul Val(Days.po,0) Sub Mul Mul 0.44619950600519 Lt Min2 Val(pc,0) Val(Days.po,1) Val(time,2) 0.6506024096 Gt Mul Delta(time,1) -0.2286505928883 Gt RepM Delta(po,1) -0.37733310403204 Exp Lt Val(Hours.oh,0) Val(Days.po,1) Val(vwap,0) Val(time,0) RepM -0.56477556228063 Exp Lt Mul Sub 0.45339900525674 Lt Mul Val(time,0) 0.072289 Gt Val(time,0) Val(pc,0) Val(po,0) Sub Abs Delta(ptr,25) Gt Mul 0.096385 Lt Mul Mul Abs Val(pc,0) Delta(time,1) -0.49457509804331 Lt Lt Val(po,0) Sub 0 Lt Mul Mul Delta(time,1) 0 Gt RepM Val(time,0) 0.07421296926509 Gt Val(time,0) 0.1017344903493 Lt Mul Mul Rep Sub 0.14704912872009 Val(pc,0) Val(time,0) Gt Mul Gt Lt Delta(time,1) 0 Gt RepM',
best_rate=0.0049320866283948,
annual_rate=0.021688619257376,
annual_rate_std=0.016756532628982,
max_drawdown_percent=0.0089428446683381,
profit_factor=1.6455511328404,
max_proto_corr=0.51279971417552,
signal_pos=0.18994734462889,
signal_neg=0,
best_serial=163211,
last_serial=163260,
dataset_last_time=1533934208, -- 2018-08-11 01:50:08
last_iteration_time=1534065519, -- 2018-08-12 14:18:39
iterations_count=4080,
epochs_count=204,
update_count=2,
},
{
name='plutus',
best_score=-6548.977982165,
best_code='4.6259707808922 RepN vol Hours Prod -7.6889686832934 Add Days vwap Val I Days vwap Val Gt Mul I WMA I I I I RepN pc I SMA Hours oh I Max I I I ptr SMA Add Gt Mul Days pc WMA I Days po Val Dup -0.41033460810201 Gt pc I Val Hours oh Max I I I I I ptr SMA Add Gt I I I Sum Mul RepM Sub -0.20154024157236 Add Div I I I I RepN',
best_exec='4.6259707808922 Hours vol Val -7.6889686832934 Add Days vwap Val I Days vwap Val Gt Mul I WMA RepN I pc SMA I Hours oh Max I I I ptr SMA Add Gt Mul Days pc Val I Days po Val Dup -0.41033460810201 Gt I pc Val Hours oh Val I I I I I ptr SMA Add Gt I I I Sum Mul RepM Sub -0.20154024157236 Add Div RepN',
best_text='4.6259707808922 Val(Hours.vol,0) -7.6889686832934 Add Val(Days.vwap,0) Val(Days.vwap,1) Gt Mul WMA(1) RepN SMA(pc,1) Max(Hours.oh,1) SMA(ptr,4) Add Gt Mul Val(Days.pc,0) Val(Days.po,1) Dup -0.41033460810201 Gt Val(pc,1) Val(Hours.oh,0) SMA(ptr,9) Add Gt Sum(4) Mul RepM Sub -0.20154024157236 Add Div RepN',
best_rate=0.0014739757302267,
annual_rate=0.013210708284561,
annual_rate_std=0.011736732554334,
max_drawdown_percent=0.0044808189294815,
profit_factor=1.7437088071535,
max_proto_corr=0.54027125569427,
signal_pos=0.026275272057571,
signal_neg=0.0072181326980983,
best_serial=43409,
last_serial=44200,
dataset_last_time=1533934208, -- 2018-08-11 01:50:08
last_iteration_time=1534277641, -- 2018-08-15 01:14:01
iterations_count=1100,
epochs_count=55,
update_count=1,
},
{
name='kickback',
best_score=-6641.0759835727,
best_code='I I I Days vwap Val Hours oh Val Sub -0.335876856161 Lt -5.0483320870814 Sub Days pc Val I Days pc Val Sub -0.43055670079274 Gt Exp Mul pl Hours Val I vol Val Sub 0.58861808633392 Lt Mul po Val Add oh Hours SMA I I I I I I I Hours vwap Std I time Delta -0.14798137859957 Gt RepM Add Gt',
best_exec='I I I Days vwap Val Hours oh Val Sub -0.335876856161 Lt -5.0483320870814 Sub Days pc Val I Days pc Val Sub -0.43055670079274 Gt Exp Mul Hours pl Val I vol Val Sub 0.58861808633392 Lt Mul po Val Add Hours oh Val I I I I I I I Hours vwap Std I time Delta -0.14798137859957 Gt RepM Add Gt',
best_text='Val(Days.vwap,4) Val(Hours.oh,0) Sub -0.335876856161 Lt -5.0483320870814 Sub Val(Days.pc,0) Val(Days.pc,1) Sub -0.43055670079274 Gt Exp Mul Val(Hours.pl,0) Val(vol,1) Sub 0.58861808633392 Lt Mul Val(po,0) Add Val(Hours.oh,0) Std(Hours.vwap,15) Delta(time,1) -0.14798137859957 Gt RepM Add Gt',
best_rate=0.00094142292417,
annual_rate=0.0082249455234861,
annual_rate_std=0.0072835225993161,
max_drawdown_percent=0.0038428436256818,
profit_factor=1.6961644209006,
max_proto_corr=0.52056169666389,
signal_pos=0.009405099486288,
signal_neg=0,
best_serial=37264,
last_serial=37800,
dataset_last_time=1533934208, -- 2018-08-11 01:50:08
last_iteration_time=1534205419, -- 2018-08-14 05:10:19
iterations_count=940,
epochs_count=47,
update_count=2,
},
{
name='hecate',
best_score=-7154.3969670537,
best_code='I I I I Hours I I I I I I I I I I I vol SMA RepN I I I I I I I I I I -0.96332429192114 I vwap fCos -0.8 Lt Neg 9.0507378234183 po Val Lt Mul Days ph Val ph Val Sub I vol Val I I I I I I I I I I I I I I I I I I I I time Val 0.288955 Gt time Val time Val 0.072288 Gt time Val 0.14457831 Lt Mul Mul 0.39525874623489 Lt Mul Mul vol SMA 1.4173386883441 Mul Gt Mul oh Val pc Delta Sub Min2 0.45080908107364 Gt time Hours Val 0.52215635266646 Lt Mul Mul Max2',
best_exec='I I I I I I I I I I I I I I I Hours vol SMA -0.96332429192114 I I I I I I I I I I I vwap fCos -0.8 Lt Neg 9.0507378234183 po Val Lt Mul Days ph Val ph Val Sub I vol Val I I I I I I I I I I I I I I I I I I I I time Val 0.288955 Gt time Val time Val 0.072288 Gt time Val 0.14457831 Lt Mul Mul 0.39525874623489 Lt Mul Mul vol Val 1.4173386883441 Mul Gt Mul oh Val pc Val Sub Min2 0.45080908107364 Gt Hours time Val 0.52215635266646 Lt Mul Mul Max2',
best_text='SMA(Hours.vol,44) -0.96332429192114 fCos(vwap,28) -0.8 Lt Neg 9.0507378234183 Val(po,0) Lt Mul Val(Days.ph,0) Val(ph,0) Sub Val(vol,1) Val(time,66) 0.288955 Gt Val(time,0) Val(time,0) 0.072288 Gt Val(time,0) 0.14457831 Lt Mul Mul 0.39525874623489 Lt Mul Mul Val(vol,0) 1.4173386883441 Mul Gt Mul Val(oh,0) Val(pc,0) Sub Min2 0.45080908107364 Gt Val(Hours.time,0) 0.52215635266646 Lt Mul Mul Max2',
best_rate=-0.0028323882901343,
annual_rate=0.0036021954467592,
annual_rate_std=0.0064345837368936,
max_drawdown_percent=0.003540923318795,
profit_factor=1.4144531684751,
max_proto_corr=0.11411508258114,
signal_pos=0,
signal_neg=0.0027904906806706,
best_serial=12801,
last_serial=13000,
dataset_last_time=1533934208, -- 2018-08-11 01:50:08
last_iteration_time=1534294248, -- 2018-08-15 05:50:48
iterations_count=320,
epochs_count=16,
update_count=2,
},
{
name='poseidon',
best_score=-7235.8257897763,
best_code='ph WMA I ph I I I I I I I I Delta Pow pc Val Days ph Val pc Val time fUp 0.6506024096 Gt Mul po Val Sub 0 Lt Mul Sub 3.9487147659318 Mul po Max Add Min2 po Min I po Val I time Delta 0 Lt Mul Rep Sub Mul Days pc Val I Days po Val Sub -0.14924259518898 Lt Mul time Val 0.55792097272728 Gt 0.21226956718743 Mul 8.1760208752884 0.65706510068187 Gt po Val I pc Val Sub Mod pc Val Sub -0.38067900797437 Lt Mul I I Days pc Val I Days po Val Sub 0.43874395135955 Lt Mul Mul pc Val Dup Log vwap Val vol Val I I I po Val time Delta -0.44684118732431 RepM I I I I RepN ph Max Sub 1.3527720483271 Add Sub Mul -2.5206765929434 5.0601837688627 Add vwap -1.045445434439 SMA Gt Mul Max2 Gt Mul 6.6205096110886 8.9599407649668 po Rank RepN I I vwap Val pl Val I time Hours Delta -0.34957844643398 Lt Mul Lt Pow Sub -0.42453370569898 Lt pl Delta Dup RepN 0.48142639589871 Lt Mul Mul Rep Gt I time Delta -0.40879912658156 Gt RepM',
best_exec='ph Val I I I I I I I I I ph Delta Pow pc Val Days ph Val pc Val time fUp 0.6506024096 Gt Mul po Val Sub 0 Lt Mul Sub 3.9487147659318 Mul po Val Add Min2 po Val I po Val I time Delta 0 Lt Mul Rep Sub Mul Days pc Val I Days po Val Sub -0.14924259518898 Lt Mul time Val 0.55792097272728 Gt 0.21226956718743 Mul 8.1760208752884 0.65706510068187 Gt po Val I pc Val Sub Mod pc Val Sub -0.38067900797437 Lt Mul I I Days pc Val I Days po Val Sub 0.43874395135955 Lt Mul Mul pc Val Dup Log vwap Val vol Val I I I po Val time Val -0.44684118732431 RepN ph Val Sub 1.3527720483271 Add Sub Mul -2.5206765929434 5.0601837688627 Add -1.045445434439 vwap Val Gt Mul Max2 Gt Mul 6.6205096110886 8.9599407649668 po Rank I I vwap Val pl Val I Hours time Delta -0.34957844643398 Lt Mul Lt Pow Sub -0.42453370569898 Lt pl Val Dup 0.48142639589871 Lt Mul Mul Rep Gt I time Delta -0.40879912658156 Gt RepM',
best_text='Val(ph,0) Delta(ph,21) Pow Val(pc,0) Val(Days.ph,0) Val(pc,0) 0 0.6506024096 Gt Mul Val(po,0) Sub 0 Lt Mul Sub 3.9487147659318 Mul Val(po,0) Add Min2 Val(po,0) Val(po,1) Delta(time,1) 0 Lt Mul Rep Sub Mul Val(Days.pc,0) Val(Days.po,1) Sub -0.14924259518898 Lt Mul Val(time,0) 0.55792097272728 Gt 0.21226956718743 Mul 8.1760208752884 0.65706510068187 Gt Val(po,0) Val(pc,1) Sub Mod Val(pc,0) Sub -0.38067900797437 Lt Mul Val(Days.pc,2) Val(Days.po,1) Sub 0.43874395135955 Lt Mul Mul Val(pc,0) Dup Log Val(vwap,0) Val(vol,0) Val(po,4) Val(time,0) -0.44684118732431 RepN Val(ph,0) Sub 1.3527720483271 Add Sub Mul -2.5206765929434 5.0601837688627 Add -1.045445434439 Val(vwap,0) Gt Mul Max2 Gt Mul 6.6205096110886 8.9599407649668 (1) Val(vwap,2) Val(pl,0) Delta(Hours.time,1) -0.34957844643398 Lt Mul Lt Pow Sub -0.42453370569898 Lt Val(pl,0) Dup 0.48142639589871 Lt Mul Mul Rep Gt Delta(time,1) -0.40879912658156 Gt RepM',
best_rate=-0.000168189461217,
annual_rate=0.0090262380870972,
annual_rate_std=0.0091944275483142,
max_drawdown_percent=0.0057285112222361,
profit_factor=1.8269860756556,
max_proto_corr=0.4642474037354,
signal_pos=0.063302667250273,
signal_neg=0,
best_serial=261594,
last_serial=261660,
dataset_last_time=1533934208, -- 2018-08-11 01:50:08
last_iteration_time=1534091221, -- 2018-08-12 21:27:01
iterations_count=6540,
epochs_count=327,
update_count=1,
},
{
name='dellingr',
best_score=-7323.3956635091,
best_code='vwap Rank Sign I I I I I I I po I Days I Days Val Sub 0 Lt time Val 0.12485819381549 Gt time Val time Val 0.216666 Gt time Val 0.28915662 Lt Mul Mul 0.226695539068 Lt Mul Mul ptr Val I I I I I I I I I I I I I I I I I I I I I I I I I ptr SMA Gt Mul I I Max I I I I Days pc Val Days po Val Sub 0 Lt Mul I I I I I I I I I ph fUp 0.21161915643621 Gt I time Val 0.26623642197759 Lt Mul Mul Prod Prod Dup Max2 Neg',
best_exec='vwap Rank Sign I I I I I I I I I Days po Val Sub 0 Lt time Val 0.12485819381549 Gt time Val time Val 0.216666 Gt time Val 0.28915662 Lt Mul Mul 0.226695539068 Lt Mul Mul ptr Val I I I I I I I I I I I I I I I I I I I I I I I I I ptr SMA Gt Mul I I Max I I I I Days pc Val Days po Val Sub 0 Lt Mul I I I I I I I I I ph fUp 0.21161915643621 Gt I time Val 0.26623642197759 Lt Mul Mul Dup Max2 Neg',
best_text='(1) Sign Val(Days.po,21) Sub 0 Lt Val(time,0) 0.12485819381549 Gt Val(time,0) Val(time,0) 0.216666 Gt Val(time,0) 0.28915662 Lt Mul Mul 0.226695539068 Lt Mul Mul Val(ptr,0) SMA(ptr,90) Gt Mul Max(2) Val(Days.pc,6) Val(Days.po,0) Sub 0 Lt Mul fUp(ph,21) 0.21161915643621 Gt Val(time,1) 0.26623642197759 Lt Mul Mul Dup Max2 Neg',
best_rate=-0.0028101051373588,
annual_rate=0.0064777976903114,
annual_rate_std=0.0092879028276702,
max_drawdown_percent=0.0045396711764799,
profit_factor=1.4955781515811,
max_proto_corr=0.2221379726061,
signal_pos=0,
signal_neg=0.021231546170423,
best_serial=14406,
last_serial=14600,
dataset_last_time=1532724608, -- 2018-07-28 01:50:08
last_iteration_time=1533845828, -- 2018-08-10 01:17:08
iterations_count=360,
epochs_count=18,
update_count=5,
},
{
name='mani',
best_score=-7344.5889703691,
best_code='Hours ol Val vwap Val Div Val 0.6506024096 time I po Days pc Val po Val I time Delta 0 Lt Mul Rep Sub Val time Val 0.4335341365462 Gt time Val 0.50602409638554 Lt Mul Mul Sub 0 I I I ptr Val Max2 ptr Max Gt pc Std pc Val po Val Sub 0.44556561842159 Sign Days pc Val ph po Val Sub 0 Gt Mul Gt Swap 0.54256358869148 Lt Mul Mul Pow Val oh Val Mul Add vol po I I time Val 0.43433445099324 Gt time Val 0.50602409638554 Lt Mul Mul 0.77972858621188 Gt I I Std Neg ptr Val I I I I I I I I I I I I ptr ph Val po Val Sub ph Val pc Val Sub Min2 Sub Mul ph Val po Val Sub pc WMA Exp ph Val pc Val Add 0 Sub ptr Val I I I I I I I I I I I I I I I I I I I I I I I I I ptr SMA Gt Pow Div Min2 time Rank Sub Mul time I Val 0.45042103657443 Gt -2.2735244459991 0.62494506265092 Max2 Gt 0.44292875751942 Gt time Val 0.48683645858537 Lt Mul Mul Days pc Val Days I vwap Max ptr Val I I I I I I I I I I I I I I I I I Max I I I I ptr SMA Gt Mul Gt 0.18706669781894 Lt Mul ptr Val I I I I I I ptr SMA Gt Mul Neg I time Delta 0.12947829503928 vol Delta vol SMA 1.5497029050637 Mul Gt Mul Gt RepM',
best_exec='Hours ol Val vwap Val Div 0.6506024096 I Days pc Val po Val I time Delta 0 Lt Mul Rep Sub time Val 0.4335341365462 Gt time Val 0.50602409638554 Lt Mul Mul Sub 0 I I I ptr Val Max2 ptr Val Gt pc Std pc Val po Val Sub 0.44556561842159 Sign Days pc Val po Val Sub 0 Gt Mul Gt Swap 0.54256358869148 Lt Mul Mul Pow oh Val Mul Add I I time Val 0.43433445099324 Gt time Val 0.50602409638554 Lt Mul Mul 0.77972858621188 Gt I I Std Neg ptr Val I I I I I I I I I I I I ph Val po Val Sub ph Val pc Val Sub Min2 Sub Mul ph Val po Val Sub pc Val Exp ph Val pc Val Add 0 Sub ptr Val I I I I I I I I I I I I I I I I I I I I I I I I I ptr SMA Gt Pow Div Min2 time Rank Sub Mul I time Val 0.45042103657443 Gt -2.2735244459991 0.62494506265092 Max2 Gt 0.44292875751942 Gt time Val 0.48683645858537 Lt Mul Mul Days pc Val I Days vwap Max ptr Val I I I I I I I I I I I I I I I I I Max I I I I ptr SMA Gt Mul Gt 0.18706669781894 Lt Mul ptr Val I I I I I I ptr SMA Gt Mul Neg I time Delta 0.12947829503928 vol Val vol Val 1.5497029050637 Mul Gt Mul Gt RepM',
best_text='Val(Hours.ol,0) Val(vwap,0) Div 0.6506024096 Val(Days.pc,1) Val(po,0) Delta(time,1) 0 Lt Mul Rep Sub Val(time,0) 0.4335341365462 Gt Val(time,0) 0.50602409638554 Lt Mul Mul Sub 0 Val(ptr,4) Max2 Val(ptr,0) Gt (0) Val(pc,0) Val(po,0) Sub 0.44556561842159 Sign Val(Days.pc,0) Val(po,0) Sub 0 Gt Mul Gt Swap 0.54256358869148 Lt Mul Mul Pow Val(oh,0) Mul Add Val(time,2) 0.43433445099324 Gt Val(time,0) 0.50602409638554 Lt Mul Mul 0.77972858621188 Gt Std(2) Neg Val(ptr,0) Val(ph,32) Val(po,0) Sub Val(ph,0) Val(pc,0) Sub Min2 Sub Mul Val(ph,0) Val(po,0) Sub Val(pc,0) Exp Val(ph,0) Val(pc,0) Add 0 Sub Val(ptr,0) SMA(ptr,90) Gt Pow Div Min2 (1) Sub Mul Val(time,1) 0.45042103657443 Gt -2.2735244459991 0.62494506265092 Max2 Gt 0.44292875751942 Gt Val(time,0) 0.48683645858537 Lt Mul Mul Val(Days.pc,0) Max(Days.vwap,1) Val(ptr,0) Max(52) SMA(ptr,6) Gt Mul Gt 0.18706669781894 Lt Mul Val(ptr,0) SMA(ptr,12) Gt Mul Neg Delta(time,1) 0.12947829503928 Val(vol,0) Val(vol,0) 1.5497029050637 Mul Gt Mul Gt RepM',
best_rate=0.0029241893253737,
annual_rate=0.017908693100687,
annual_rate_std=0.014984503775314,
max_drawdown_percent=0.016923277226634,
profit_factor=1.5692731956946,
max_proto_corr=0.47073232682681,
signal_pos=0.14757298484427,
signal_neg=0.0098136852365661,
best_serial=130985,
last_serial=131300,
dataset_last_time=1533934208, -- 2018-08-11 01:50:08
last_iteration_time=1534281701, -- 2018-08-15 02:21:41
iterations_count=3280,
epochs_count=164,
update_count=3,
},
{
name='ate',
best_score=-7493.8568057257,
best_code='I I I vwap I I I I I fUp 0.80154109103375 Gt ptr I Max I SMA I I I I I I I I I I I I I I I I vwap Val po Val Sub Abs Dup 3.5849385574349 Mul I I I I I Hours ph I Max Add 0.47176251027493 Gt time SMA 0.611634505997 Div Mul Mul time iRank RepM I I I SMA I I I I I I I I I I I I I I po Val I pc Val Sub Gt RepM I I I I I I ptr SMA Lt Gt time Max 0.50420718612768 Gt time Max 0.6251366242106 Lt Mul RepM',
best_exec='I I I I I I I I vwap fUp 0.80154109103375 Gt I ptr Max I SMA I I I I I I I I I I I I I I I I vwap Val po Val Sub Abs Dup 3.5849385574349 Mul I I I I I I Hours ph Max Add 0.47176251027493 Gt time Val 0.611634505997 Div Mul Mul time iRank RepM I I I SMA I I I I I I I I I I I I I I po Val I pc Val Sub Gt RepM I I I I I I ptr SMA Lt Gt time Val 0.50420718612768 Gt time Val 0.6251366242106 Lt Mul RepM',
best_text='fUp(vwap,18) 0.80154109103375 Gt Max(ptr,1) SMA(1) Val(vwap,48) Val(po,0) Sub Abs Dup 3.5849385574349 Mul Max(Hours.ph,12) Add 0.47176251027493 Gt Val(time,0) 0.611634505997 Div Mul Mul (1) RepM SMA(4) Val(po,40) Val(pc,1) Sub Gt RepM SMA(ptr,12) Lt Gt Val(time,0) 0.50420718612768 Gt Val(time,0) 0.6251366242106 Lt Mul RepM',
best_rate=-0.0021420916688023,
annual_rate=0.0092272554065194,
annual_rate_std=0.011369347075322,
max_drawdown_percent=0.0052272060676651,
profit_factor=1.6388994370215,
max_proto_corr=0.34274815701675,
signal_pos=0.025215366352417,
signal_neg=0,
best_serial=64818,
last_serial=68100,
dataset_last_time=1533934208, -- 2018-08-11 01:50:08
last_iteration_time=1534193001, -- 2018-08-14 01:43:21
iterations_count=1700,
epochs_count=85,
update_count=1,
},
{
name='artemis',
best_score=-7605.4145363287,
best_code='Covar I I Days I time Delta 0 Gt fDown 0.8 Gt Rep Days pc Val po Val Sub Days pl Val I Val I Days po Val Sub 0.37614118482342 Lt Min2 ph Val Days po SMA Sub 0.073846502544246 pl Val 0.95741929163004 Gt Mul Lt Mul time Val 0.49333771234711 Gt time Val 0.49695686881596 Lt Mul Mul',
best_exec='I I I Days time Delta 0 Gt fDown 0.8 Gt Days pc Val po Val Sub Days pl Val I Days po Val Sub 0.37614118482342 Lt Min2 ph Val Days po Val Sub 0.073846502544246 pl Val 0.95741929163004 Gt Mul Lt Mul time Val 0.49333771234711 Gt time Val 0.49695686881596 Lt Mul Mul',
best_text='Delta(Days.time,4) 0 Gt 0 0.8 Gt Val(Days.pc,0) Val(po,0) Sub Val(Days.pl,0) Val(Days.po,1) Sub 0.37614118482342 Lt Min2 Val(ph,0) Val(Days.po,0) Sub 0.073846502544246 Val(pl,0) 0.95741929163004 Gt Mul Lt Mul Val(time,0) 0.49333771234711 Gt Val(time,0) 0.49695686881596 Lt Mul Mul',
best_rate=-0.0048439350619102,
annual_rate=0.004221251718509,
annual_rate_std=0.0090651867804191,
max_drawdown_percent=0.0042069709808938,
profit_factor=1.42454897421,
max_proto_corr=0.060116393503904,
signal_pos=0.001735649740171,
signal_neg=0.0008252728923115,
best_serial=12892,
last_serial=13000,
dataset_last_time=1533934208, -- 2018-08-11 01:50:08
last_iteration_time=1534203421, -- 2018-08-14 04:37:01
iterations_count=320,
epochs_count=16,
update_count=2,
},
{
name='mania',
best_score=-7684.9347401783,
best_code='-0.78269026797954 time Val Max2 I I I I I I I I I vwap fCos -0.79460183532515 Lt Neg I I RepN 0 Lt pc Val Days pc Val I Days po Val Sub 0 Gt Mul pc Val time Val 0.068766499657596 Gt I time Val 0.097621415306867 Lt Mul Mul I Days po Val Sub 0.018067531348962 Gt Mul Days vwap Sum Sub 0.38217759028437 Gt pc Val I po Val Sub I time Delta 0 Gt RepM 0.29984894411416 Gt Mul Lt Mul I Val 0.075766504659845 time po Val 0.072289 Gt time Val 0.096385 Lt Mul Mul Gt time Val 0.1419105385372 Lt Mul',
best_exec='-0.78269026797954 time Val Max2 I I I I I I I I I vwap fCos -0.79460183532515 Lt Neg RepN 0 Lt pc Val Days pc Val I Days po Val Sub 0 Gt Mul pc Val time Val 0.068766499657596 Gt I time Val 0.097621415306867 Lt Mul Mul I Days po Val Sub 0.018067531348962 Gt Mul Days vwap Val Sub 0.38217759028437 Gt pc Val I po Val Sub I time Delta 0 Gt RepM 0.29984894411416 Gt Mul Lt Mul 0.075766504659845 po Val 0.072289 Gt time Val 0.096385 Lt Mul Mul Gt time Val 0.1419105385372 Lt Mul',
best_text='-0.78269026797954 Val(time,0) Max2 fCos(vwap,21) -0.79460183532515 Lt Neg RepN 0 Lt Val(pc,0) Val(Days.pc,0) Val(Days.po,1) Sub 0 Gt Mul Val(pc,0) Val(time,0) 0.068766499657596 Gt Val(time,1) 0.097621415306867 Lt Mul Mul Val(Days.po,1) Sub 0.018067531348962 Gt Mul Val(Days.vwap,0) Sub 0.38217759028437 Gt Val(pc,0) Val(po,1) Sub Delta(time,1) 0 Gt RepM 0.29984894411416 Gt Mul Lt Mul 0.075766504659845 Val(po,0) 0.072289 Gt Val(time,0) 0.096385 Lt Mul Mul Gt Val(time,0) 0.1419105385372 Lt Mul',
best_rate=-0.0047286576113632,
annual_rate=0.0051025814409182,
annual_rate_std=0.0098312390522814,
max_drawdown_percent=0.0036914596801345,
profit_factor=1.654094303857,
max_proto_corr=0.30446291819148,
signal_pos=0.0052732120368424,
signal_neg=0,
best_serial=16074,
last_serial=16200,
dataset_last_time=1533934208, -- 2018-08-11 01:50:08
last_iteration_time=1534201361, -- 2018-08-14 04:02:41
iterations_count=400,
epochs_count=20,
update_count=1,
},
{
name='cronus',
best_score=-7807.4950135824,
best_code='time Min 0.38681595685879 Days pc Val ptr Val I I ptr SMA Gt Mul I pl Val Lt Mul Gt po Val oh Val Hours ol I Val I po I I I I I Hours Min I I I I I I I I I I I Neg I I I I I I I ptr SMA 5.6097297118162 Mul Sub Sub -0.31457315705243 Lt pc Val pc iRank ptr SMA Add Gt Mul Mul Sub 0.49743009216762 Gt time Val 0.5066212237795 Delta Mul I po Val pc Val Hours oh Val Days pc Val Days time Val 0.288955 Gt time Val 0.36144578 Lt Mul Mul po vwap Delta Sub 0 pc Val Hours oh Val I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I ptr SMA 3.55 Mul I Add Gt Mul Gt Mul I I I I Hours I I I I ptr Rank pc Val 0.17503161955148 Gt Mul Add Gt Mul Days ph Val ptr I I SMA Sub Lt Mul pc WMA Neg pl Val 0.32258798787873 0.70934107212084 Covar Lt RepN Mul Exp time Val 0.074823677427574 Gt time Val 0.10806022279036 Lt Mul -0.28281637668252 8.0253721618592 Sub -0.28406938003736 Mul Mul Sub vol Val I I I I I Rep I I Mul I I I vol SMA 1.3395848969163 Mul Gt Mul Abs I pc WMA Hours oh Val I I vol I I SMA WMA I Std Days time Val 0.144377 Gt I time Delta 0 Lt Mul time Val 0.23220905309482 Mod Mul Mul pc Val Days pc Val Sub 0.47361377899992 Gt Mul I ph Val po Prod Days pc Val I Days po Val Sub 0 Gt Mul Sub ph Val pc Val Sub RepM -0.20756173038682 Lt Pow Add ph Gt Mul 6.2640085405376 po Val I time Delta 0 Lt Mul Rep If I Sum I Std I time Delta 0 Gt RepM',
best_exec='time Val 0.38681595685879 Days pc Val ptr Val I I ptr SMA Gt Mul I pl Val Lt Mul Gt po Val oh Val I Hours ol Val I I I I I I Hours po Min Neg I I I I I I I ptr SMA 5.6097297118162 Mul Sub Sub -0.31457315705243 Lt pc Val pc iRank ptr Val Add Gt Mul Mul Sub 0.49743009216762 Gt time Val 0.5066212237795 Mul I po Val pc Val Hours oh Val Days pc Val Days time Val 0.288955 Gt time Val 0.36144578 Lt Mul Mul vwap Val Sub 0 pc Val Hours oh Val I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I ptr SMA 3.55 Mul Add Gt Mul Gt Mul I I I I I I I I Hours ptr Rank pc Val 0.17503161955148 Gt Mul Add Gt Mul Days ph Val I I ptr SMA Sub Lt Mul pc Val Neg pl Val 0.32258798787873 0.70934107212084 Covar Lt Mul Exp time Val 0.074823677427574 Gt time Val 0.10806022279036 Lt Mul -0.28281637668252 8.0253721618592 Sub -0.28406938003736 Mul Mul Sub vol Val Rep Mul I I I vol SMA 1.3395848969163 Mul Gt Mul Abs I pc WMA Hours oh Val I I I I vol SMA I Std Days time Val 0.144377 Gt I time Delta 0 Lt Mul time Val 0.23220905309482 Mod Mul Mul pc Val Days pc Val Sub 0.47361377899992 Gt Mul I ph Val po Val Days pc Val I Days po Val Sub 0 Gt Mul Sub ph Val pc Val Sub RepM -0.20756173038682 Lt Pow Add Gt Mul 6.2640085405376 po Val I time Delta 0 Lt Mul Rep If I Sum I Std I time Delta 0 Gt RepM',
best_text='Val(time,0) 0.38681595685879 Val(Days.pc,0) Val(ptr,0) SMA(ptr,2) Gt Mul Val(pl,1) Lt Mul Gt Val(po,0) Val(oh,0) Val(Hours.ol,1) Min(Hours.po,12) Neg SMA(ptr,15) 5.6097297118162 Mul Sub Sub -0.31457315705243 Lt Val(pc,0) (1) Val(ptr,0) Add Gt Mul Mul Sub 0.49743009216762 Gt Val(time,0) 0.5066212237795 Mul Val(po,1) Val(pc,0) Val(Hours.oh,0) Val(Days.pc,0) Val(Days.time,0) 0.288955 Gt Val(time,0) 0.36144578 Lt Mul Mul Val(vwap,0) Sub 0 Val(pc,0) Val(Hours.oh,0) SMA(ptr,122) 3.55 Mul Add Gt Mul Gt Mul Rank(Hours.ptr,18) Val(pc,0) 0.17503161955148 Gt Mul Add Gt Mul Val(Days.ph,0) SMA(ptr,2) Sub Lt Mul Val(pc,0) Neg Val(pl,0) 0.32258798787873 0.70934107212084 0 Lt Mul Exp Val(time,0) 0.074823677427574 Gt Val(time,0) 0.10806022279036 Lt Mul -0.28281637668252 8.0253721618592 Sub -0.28406938003736 Mul Mul Sub Val(vol,0) Rep Mul SMA(vol,4) 1.3395848969163 Mul Gt Mul Abs WMA(pc,1) Val(Hours.oh,0) SMA(vol,6) Std(1) Val(Days.time,0) 0.144377 Gt Delta(time,1) 0 Lt Mul Val(time,0) 0.23220905309482 Mod Mul Mul Val(pc,0) Val(Days.pc,0) Sub 0.47361377899992 Gt Mul Val(ph,1) Val(po,0) Val(Days.pc,0) Val(Days.po,1) Sub 0 Gt Mul Sub Val(ph,0) Val(pc,0) Sub RepM -0.20756173038682 Lt Pow Add Gt Mul 6.2640085405376 Val(po,0) Delta(time,1) 0 Lt Mul Rep If Sum(1) Std(1) Delta(time,1) 0 Gt RepM',
best_rate=0.0022747510237028,
annual_rate=0.01827568524758,
annual_rate_std=0.016000934223877,
max_drawdown_percent=0.011148900620673,
profit_factor=1.6426886530674,
max_proto_corr=0.55124723539537,
signal_pos=0.14383474424897,
signal_neg=0,
best_serial=181618,
last_serial=181760,
dataset_last_time=1533934208, -- 2018-08-11 01:50:08
last_iteration_time=1534267464, -- 2018-08-14 22:24:24
iterations_count=4540,
epochs_count=227,
update_count=3,
},
{
name='peitho',
best_score=-8373.9865180897,
best_code='po Val pl Val Sub pc Val pl Val Sub Min2 Days pc Val I Days po Val vol Sub 0 Lt Mul I time Delta -0.30495631772883 Lt Mul Rep pc Val po Val Sub Abs vol Val I I I I I I I I I I I I Mul I ph I I I I I I I I I vol SMA 1.5 Mul Gt Mul Val 0.34790269876237 Gt po Val 0.40638994723634 Lt Add Mul Days I I I I I I I I vwap fCos Gt ph I Val Corr time Val 0.50582329 Gt time Val 0.578313253 Lt Mul Exp Dup Mod Val 0.67680382808444 Lt Mul ph Val Hours ol Val 0.47492499025784 ptr Delta pc Val Lt Mul Sign Sub Lt vwap Val I Days po Val ph Sub -0.0050704160436592 Lt Mul Mul pl Std ph Delta Corr Min2 I I I I I I I I vwap fCos ptr I I I I I I I I I Delta I I I I I I I I I Prod time Delta 0 Div RepM ptr Min Gt ptr Prod I I I I I I I I I time Delta -0.19470192840888 Gt RepM I I I I I I ptr SMA Gt Mul Mul vol Rank po Val ph Val pc Val Sub Min2 Mod time I Val 0.29021095484748 0.36144578 Lt Mul Pow -0.14660009952568 Gt Mul ptr Days WMA I RepN I ptr Val Gt Mul -0.78766726881044 Days vwap Val I po Val Sub Log 0.12583061476732 Gt Mul Lt Neg Sub I time Delta -0.26014626366755 Gt RepM',
best_exec='po Val pl Val Sub pc Val pl Val Sub Min2 Days pc Val I Days po Val Sub 0 Lt Mul I time Delta -0.30495631772883 Lt Mul Rep pc Val po Val Sub Abs vol Val Mul I I I I I I I I I I vol SMA 1.5 Mul Gt Mul 0.34790269876237 Gt po Val 0.40638994723634 Lt Add I I I I I I I I Days vwap fCos Gt I ph Val Corr time Val 0.50582329 Gt time Val 0.578313253 Lt Mul Exp Dup Mod 0.67680382808444 Lt Mul ph Val Hours ol Val 0.47492499025784 ptr Val pc Val Lt Mul Sign Sub Lt vwap Val I Days po Val Sub -0.0050704160436592 Lt Mul Mul pl Std ph Val Corr Min2 I I I I I I I I vwap fCos I I I I I I I I I ptr Delta I I I I I I I I I Prod time Val 0 Div RepM ptr Val Gt ptr Val I I I I I I I I I time Delta -0.19470192840888 Gt RepM I I I I I I ptr SMA Gt Mul Mul vol Rank po Val ph Val pc Val Sub Min2 Mod I time Val 0.29021095484748 0.36144578 Lt Mul Pow -0.14660009952568 Gt Mul Days ptr Val RepN I ptr Val Gt Mul -0.78766726881044 Days vwap Val I po Val Sub Log 0.12583061476732 Gt Mul Lt Neg Sub I time Delta -0.26014626366755 Gt RepM',
best_text='Val(po,0) Val(pl,0) Sub Val(pc,0) Val(pl,0) Sub Min2 Val(Days.pc,0) Val(Days.po,1) Sub 0 Lt Mul Delta(time,1) -0.30495631772883 Lt Mul Rep Val(pc,0) Val(po,0) Sub Abs Val(vol,0) Mul SMA(vol,25) 1.5 Mul Gt Mul 0.34790269876237 Gt Val(po,0) 0.40638994723634 Lt Add fCos(Days.vwap,18) Gt Val(ph,1) Corr(0) Val(time,0) 0.50582329 Gt Val(time,0) 0.578313253 Lt Mul Exp Dup Mod 0.67680382808444 Lt Mul Val(ph,0) Val(Hours.ol,0) 0.47492499025784 Val(ptr,0) Val(pc,0) Lt Mul Sign Sub Lt Val(vwap,0) Val(Days.po,1) Sub -0.0050704160436592 Lt Mul Mul (0) Val(ph,0) Corr(0) Min2 fCos(vwap,18) Delta(ptr,21) Prod(21) Val(time,0) 0 Div RepM Val(ptr,0) Gt Val(ptr,0) Delta(time,21) -0.19470192840888 Gt RepM SMA(ptr,12) Gt Mul Mul (1) Val(po,0) Val(ph,0) Val(pc,0) Sub Min2 Mod Val(time,1) 0.29021095484748 0.36144578 Lt Mul Pow -0.14660009952568 Gt Mul Val(Days.ptr,0) RepN Val(ptr,1) Gt Mul -0.78766726881044 Val(Days.vwap,0) Val(po,1) Sub Log 0.12583061476732 Gt Mul Lt Neg Sub Delta(time,1) -0.26014626366755 Gt RepM',
best_rate=0.0092547820249205,
annual_rate=0.027165684790451,
annual_rate_std=0.017910902765531,
max_drawdown_percent=0.033189681654078,
profit_factor=1.2289326662062,
max_proto_corr=0.43631258070465,
signal_pos=0.48730889025238,
signal_neg=0.17846502049462,
best_serial=80022,
last_serial=80100,
dataset_last_time=1533934208, -- 2018-08-11 01:50:08
last_iteration_time=1534254691, -- 2018-08-14 18:51:31
iterations_count=2000,
epochs_count=100,
update_count=2,
},
{
name='hlin',
best_score=-8439.6883341221,
best_code='vol Std vwap Sum Mul Dup Dup -5.078085174407 Mul 0.040385782119156 Lt Add time Val 0.21448122492426 Gt time Val 0.34622352852534 Lt Mul Mul Days pc Val I I I Days po WMA Days pc Val I Days po Val Sub -0.16875632228739 Gt Mul I RepN I I RepN Sub 0.3070445113457 Lt Mul Sub',
best_exec='vol Std vwap Val Mul Dup Dup -5.078085174407 Mul 0.040385782119156 Lt Add time Val 0.21448122492426 Gt time Val 0.34622352852534 Lt Mul Mul Days pc Val I I I Days po WMA Days pc Val I Days po Val Sub -0.16875632228739 Gt Mul RepN RepN Sub 0.3070445113457 Lt Mul Sub',
best_text='(0) Val(vwap,0) Mul Dup Dup -5.078085174407 Mul 0.040385782119156 Lt Add Val(time,0) 0.21448122492426 Gt Val(time,0) 0.34622352852534 Lt Mul Mul Val(Days.pc,0) WMA(Days.po,4) Val(Days.pc,0) Val(Days.po,1) Sub -0.16875632228739 Gt Mul RepN RepN Sub 0.3070445113457 Lt Mul Sub',
best_rate=-0.00024856305692557,
annual_rate=0.0098958221210773,
annual_rate_std=0.010144385178003,
max_drawdown_percent=0.0086473052911475,
profit_factor=1.5218502818203,
max_proto_corr=0.44937205089013,
signal_pos=0,
signal_neg=0.045823850072098,
best_serial=22411,
last_serial=23400,
dataset_last_time=1533934208, -- 2018-08-11 01:50:08
last_iteration_time=1534187245, -- 2018-08-14 00:07:25
iterations_count=580,
epochs_count=29,
update_count=3,
},
{
name='eurus',
best_score=-8514.7254631247,
best_code='ph Val po Val time Val 0.072288 Gt time Val 0.15610767068831 Lt Mul Mul Rep Sub ph Val pc Val Sub Min2 time Val 0.063863316820265 Gt time Min 0.093366354889959 Lt I Days vwap Min I Days po Val I I I Nop I I RepN Sub time Val 0.071519889539931 Gt time Val Mul Mul -0.075809310489101 Gt Mul Mul Mul',
best_exec='ph Val po Val time Val 0.072288 Gt time Val 0.15610767068831 Lt Mul Mul Rep Sub ph Val pc Val Sub Min2 time Val 0.063863316820265 Gt time Val 0.093366354889959 Lt I Days vwap Min I Days po Val RepN Sub time Val 0.071519889539931 Gt time Val Mul Mul -0.075809310489101 Gt Mul Mul Mul',
best_text='Val(ph,0) Val(po,0) Val(time,0) 0.072288 Gt Val(time,0) 0.15610767068831 Lt Mul Mul Rep Sub Val(ph,0) Val(pc,0) Sub Min2 Val(time,0) 0.063863316820265 Gt Val(time,0) 0.093366354889959 Lt Min(Days.vwap,1) Val(Days.po,1) RepN Sub Val(time,0) 0.071519889539931 Gt Val(time,0) Mul Mul -0.075809310489101 Gt Mul Mul Mul',
best_rate=-0.0044902006421115,
annual_rate=0.0035492127354716,
annual_rate_std=0.0080394133775831,
max_drawdown_percent=0.0034219235792687,
profit_factor=1.3849981032083,
max_proto_corr=0.28203138658235,
signal_pos=0.0087825198825359,
signal_neg=0.0029041658702684,
best_serial=15121,
last_serial=15400,
dataset_last_time=1533934208, -- 2018-08-11 01:50:08
last_iteration_time=1534088411, -- 2018-08-12 20:40:11
iterations_count=380,
epochs_count=19,
update_count=1,
},
{
name='pontus',
best_score=-8681.0964945276,
best_code='ph Val po Val Sub ph Delta Sub ptr Min I I I I I I pc Val po Val Sub Abs I I Min I I I I I I I I ptr Std Gt Mul I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I ptr SMA pc Val Hours oh Val Hours I time Delta 0 Lt Mul ptr Std Add Gt Mul Gt Mul vol -0.019701194300237 Sum 0.396240594384 pc Val pc fDown 0.81809406777622 ptr Log Div Sub Lt Mul Lt ptr Val Rep I I I I I I I I I I I I I I I ptr SMA I Gt Mul Sub pl fDown ptr Val ph Val pc Std Sub ol Delta ptr Prod RepM 0.22185909710428 Lt 1.7642817208452 Sub Lt Mul Max2 0.077086738343511 Lt pc Val po Val Sub Abs I I I I I I I I I I I I I I I I I I I I I ptr SMA Gt Mul I I I po Val Sub Abs Hours oh I I Max ptr SMA Add Gt Mul I I I I I time Delta -0.29827389219543 Gt RepM',
best_exec='ph Val po Val Sub ph Val Sub ptr Val I I I I I I pc Val po Val Sub Abs I I Min I I I I I I I I ptr Std Gt Mul I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I ptr SMA pc Val Hours oh Val I Hours time Delta 0 Lt Mul ptr Std Add Gt Mul Gt Mul -0.019701194300237 vol Val 0.396240594384 pc Val pc fDown 0.81809406777622 Log Div Sub Lt Mul Lt ptr Val Rep I I I I I I I I I I I I I I I ptr SMA I Gt Mul Sub pl fDown ptr Val ph Val pc Std Sub ol Val ptr Val RepM 0.22185909710428 Lt 1.7642817208452 Sub Lt Mul Max2 0.077086738343511 Lt pc Val po Val Sub Abs I I I I I I I I I I I I I I I I I I I I I ptr SMA Gt Mul I I I po Val Sub Abs I I Hours oh Max ptr Val Add Gt Mul I I I I I time Delta -0.29827389219543 Gt RepM',
best_text='Val(ph,0) Val(po,0) Sub Val(ph,0) Sub Val(ptr,0) Val(pc,12) Val(po,0) Sub Abs Min(2) Std(ptr,18) Gt Mul SMA(ptr,150) Val(pc,0) Val(Hours.oh,0) Delta(Hours.time,1) 0 Lt Mul (0) Add Gt Mul Gt Mul -0.019701194300237 Val(vol,0) 0.396240594384 Val(pc,0) 0 0.81809406777622 Log Div Sub Lt Mul Lt Val(ptr,0) Rep SMA(ptr,44) Ge Mul Sub 0 Val(ptr,0) Val(ph,0) (0) Sub Val(ol,0) Val(ptr,0) RepM 0.22185909710428 Lt 1.7642817208452 Sub Lt Mul Max2 0.077086738343511 Lt Val(pc,0) Val(po,0) Sub Abs SMA(ptr,70) Gt Mul Val(po,4) Sub Abs Max(Hours.oh,2) Val(ptr,0) Add Gt Mul Delta(time,9) -0.29827389219543 Gt RepM',
best_rate=0.0021589974100623,
annual_rate=0.019663538742782,
annual_rate_std=0.01750454133272,
max_drawdown_percent=0.022250614746341,
profit_factor=1.5815175535335,
max_proto_corr=0.55124723539537,
signal_pos=0.15228854387405,
signal_neg=0.025678862916032,
best_serial=99167,
last_serial=99400,
dataset_last_time=1533934208, -- 2018-08-11 01:50:08
last_iteration_time=1534274359, -- 2018-08-15 00:19:19
iterations_count=2480,
epochs_count=124,
update_count=4,
},
{
name='iris',
best_score=-8746.8453846492,
best_code='pl ph Hours Val po Val Sub time Val 0.48642679913374 Gt time Sum 0.578313253 Lt Mul Mul I I I I I I I I vwap fCos 0.81548941138626 Gt Mul Abs I time Delta 0 Gt RepM Dup Dup Mul pc Val I Days po Val Sub 0.42646784909688 Gt Mul Neg fUp Rank',
best_exec='Hours ph Val po Val Sub time Val 0.48642679913374 Gt time Val 0.578313253 Lt Mul Mul I I I I I I I I vwap fCos 0.81548941138626 Gt Mul Abs I time Delta 0 Gt RepM Dup Dup Mul pc Val I Days po Val Sub 0.42646784909688 Gt Mul Neg fUp',
best_text='Val(Hours.ph,0) Val(po,0) Sub Val(time,0) 0.48642679913374 Gt Val(time,0) 0.578313253 Lt Mul Mul fCos(vwap,18) 0.81548941138626 Gt Mul Abs Delta(time,1) 0 Gt RepM Dup Dup Mul Val(pc,0) Val(Days.po,1) Sub 0.42646784909688 Gt Mul Neg 0',
best_rate=-0.0039993497768405,
annual_rate=0.010689746265248,
annual_rate_std=0.014689096042088,
max_drawdown_percent=0.0065748408742456,
profit_factor=1.8985179602099,
max_proto_corr=0.45448277497962,
signal_pos=0.069115797606109,
signal_neg=0,
best_serial=6123,
last_serial=6600,
dataset_last_time=1533934208, -- 2018-08-11 01:50:08
last_iteration_time=1534290669, -- 2018-08-15 04:51:09
iterations_count=160,
epochs_count=8,
update_count=3,
},
{
name='pheme',
best_score=-9114.7735766506,
best_code='pc SMA Hours ol I I I Val I Days pc Val I Days po Val Sub 0.17194905702992 Days time Val Hours ol Val Sub Lt 0 Gt ptr Lt Mul I -4.12450615304 time Val pc Val Hours ol Val I ph I I I I ptr SMA Sub Lt Mul I time Delta -0.46302810582568 Lt Mul po Val oh Val time SMA 0.4019960729348 Gt time Val 0.56738242011979 Lt Mul Mul pc Val 4.4122712840385 po Delta -0.36618115782264 Corr Sub 0.34959466771531 Gt po Val time Delta -0.21249336124281 Lt Mul pl Val time Delta Lt Mul 0.35327096221695 Lt Mul Mul ph po Val RepM pc Val Days ph Val Sub -0.38443137313229 Exp Corr Sub -0.16452038887519 Gt vol I I I I I I RepN Days vwap iRank WMA Delta I I I I Days ph Val I I I vol SMA 1.4673708254134 Mul Gt Mul I Val 0.69067533541636 Pow Mul 0.68913423020479 Gt Mul ptr WMA Add Gt Mul Rep 0.99090536170933 Gt Mul Sub Hours oh I I I I I I I I I I I I Rank I I I I I I I I ptr SMA Gt Mul I time Delta 0 Gt RepM Lt vol Sum Pow I Rank po Rank Max2 6.9092366810064 Min2 Log I time Delta -0.46990592562046 Gt RepM',
best_exec='pc Val I I I Hours ol Val I Days pc Val I Days po Val Sub 0.17194905702992 Days time Val Hours ol Val Sub Lt 0 Gt Lt Mul -4.12450615304 I time Val pc Val Hours ol Val I I I I I ptr SMA Sub Lt Mul I time Delta -0.46302810582568 Lt Mul po Val oh Val time Val 0.4019960729348 Gt time Val 0.56738242011979 Lt Mul Mul pc Val 4.4122712840385 po Val -0.36618115782264 Corr Sub 0.34959466771531 Gt po Val time Val -0.21249336124281 Lt Mul pl Val time Val Lt Mul 0.35327096221695 Lt Mul Mul po Val RepM pc Val Days ph Val Sub -0.38443137313229 Exp Corr Sub -0.16452038887519 Gt RepN Days vwap iRank Val I I I I Days ph Val I I I vol SMA 1.4673708254134 Mul Gt Mul 0.69067533541636 Pow Mul 0.68913423020479 Gt Mul ptr Val Add Gt Mul Rep 0.99090536170933 Gt Mul Sub I I I I I I I I I I I I Hours oh Rank I I I I I I I I ptr SMA Gt Mul I time Delta 0 Gt RepM Lt vol Val Pow I Rank po Rank Max2 6.9092366810064 Min2 Log I time Delta -0.46990592562046 Gt RepM',
best_text='Val(pc,0) Val(Hours.ol,4) Val(Days.pc,1) Val(Days.po,1) Sub 0.17194905702992 Val(Days.time,0) Val(Hours.ol,0) Sub Lt 0 Gt Lt Mul -4.12450615304 Val(time,1) Val(pc,0) Val(Hours.ol,0) SMA(ptr,9) Sub Lt Mul Delta(time,1) -0.46302810582568 Lt Mul Val(po,0) Val(oh,0) Val(time,0) 0.4019960729348 Gt Val(time,0) 0.56738242011979 Lt Mul Mul Val(pc,0) 4.4122712840385 Val(po,0) -0.36618115782264 Corr(0) Sub 0.34959466771531 Gt Val(po,0) Val(time,0) -0.21249336124281 Lt Mul Val(pl,0) Val(time,0) Lt Mul 0.35327096221695 Lt Mul Mul Val(po,0) RepM Val(pc,0) Val(Days.ph,0) Sub -0.38443137313229 Exp Corr(0) Sub -0.16452038887519 Gt RepN (1) Val(0) Val(Days.ph,6) SMA(vol,4) 1.4673708254134 Mul Gt Mul 0.69067533541636 Pow Mul 0.68913423020479 Gt Mul Val(ptr,0) Add Gt Mul Rep 0.99090536170933 Gt Mul Sub Rank(Hours.oh,32) SMA(ptr,18) Gt Mul Delta(time,1) 0 Gt RepM Lt Val(vol,0) Pow Rank(1) (1) Max2 6.9092366810064 Min2 Log Delta(time,1) -0.46990592562046 Gt RepM',
best_rate=-0.0048749436469061,
annual_rate=0.013977017286164,
annual_rate_std=0.01885196093307,
max_drawdown_percent=0.01131806514263,
profit_factor=1.5569816199412,
max_proto_corr=0.40295003330837,
signal_pos=0.15504625484699,
signal_neg=0,
best_serial=144843,
last_serial=144900,
dataset_last_time=1533934208, -- 2018-08-11 01:50:08
last_iteration_time=1534190445, -- 2018-08-14 01:00:45
iterations_count=3620,
epochs_count=181,
update_count=2,
},
{
name='rhea',
best_score=-9145.7705825653,
best_code='pc vol Rank vol Val I I I I I I I I I I I I I I I I I I I I I I I I ptr SMA Gt Mul RepN time Val vwap Val Days po Val Sub Mul 0.069652995558365 Rank time Val 0.083916781289796 Lt Mul I I Min Days pc Val I po Val Sub 0 Gt Mul 0.34402894980768 Gt pl Val 0.43648592565667 Min2 Mul',
best_exec='vol Rank vol Val I I I I I I I I I I I I I I I I I I I I I I I I ptr SMA Gt Mul time Val vwap Val Days po Val Sub Mul 0.069652995558365 time Val 0.083916781289796 Lt Mul I I Min Days pc Val I po Val Sub 0 Gt Mul 0.34402894980768 Gt pl Val 0.43648592565667 Min2 Mul',
best_text='(1) Val(vol,0) SMA(ptr,85) Gt Mul Val(time,0) Val(vwap,0) Val(Days.po,0) Sub Mul 0.069652995558365 Val(time,0) 0.083916781289796 Lt Mul Min(2) Val(Days.pc,0) Val(po,1) Sub 0 Gt Mul 0.34402894980768 Gt Val(pl,0) 0.43648592565667 Min2 Mul',
best_rate=-0.004472847498156,
annual_rate=0.0053494249467101,
annual_rate_std=0.0098222724448661,
max_drawdown_percent=0.0048764014792698,
profit_factor=1.3535705910302,
max_proto_corr=0.18663123402537,
signal_pos=0.011243318826448,
signal_neg=0,
best_serial=11988,
last_serial=12200,
dataset_last_time=1533934208, -- 2018-08-11 01:50:08
last_iteration_time=1534211225, -- 2018-08-14 06:47:05
iterations_count=300,
epochs_count=15,
update_count=1,
},
{
name='euterpe',
best_score=-9349.8972729935,
best_code='time iRank time Val 0.7091352033966 Gt Mul Days I I pc Val I I Days po Val I I Days pc Val I Days po Val Sub 0.3423233304042 Gt Mul I RepN Sub 0.08984824425618 Lt Mul Hours ph Val I Days po Val Sub -0.27310857771584 Lt Mul',
best_exec='time iRank time Val 0.7091352033966 Gt Mul I I Days pc Val I I Days po Val I I Days pc Val I Days po Val Sub 0.3423233304042 Gt Mul RepN Sub 0.08984824425618 Lt Mul Hours ph Val I Days po Val Sub -0.27310857771584 Lt Mul',
best_text='(1) Val(time,0) 0.7091352033966 Gt Mul Val(Days.pc,2) Val(Days.po,2) Val(Days.pc,2) Val(Days.po,1) Sub 0.3423233304042 Gt Mul RepN Sub 0.08984824425618 Lt Mul Val(Hours.ph,0) Val(Days.po,1) Sub -0.27310857771584 Lt Mul',
best_rate=-0.004583970473123,
annual_rate=0.0046937344520179,
annual_rate_std=0.0092777049251409,
max_drawdown_percent=0.0045549284318272,
profit_factor=1.5420041958714,
max_proto_corr=0.3621022759454,
signal_pos=0.045169012557312,
signal_neg=0,
best_serial=12434,
last_serial=13000,
dataset_last_time=1533934208, -- 2018-08-11 01:50:08
last_iteration_time=1534092906, -- 2018-08-12 21:55:06
iterations_count=320,
epochs_count=16,
update_count=1,
},
{
name='hermes',
best_score=-9357.5342070132,
best_code='-8.2720689448997 Rep pc Val po Val Sub time Val 0.14207299562376 time Val 0.068736651539714 Gt time Val 0.14457831 Lt Mul Mul Lt RepM I I I I I I I I I I I I I pc Val Hours oh Val Gt Mul 0.87348140813862 Gt',
best_exec='-8.2720689448997 pc Val po Val Sub time Val 0.14207299562376 time Val 0.068736651539714 Gt time Val 0.14457831 Lt Mul Mul Lt RepM I I I I I I I I I I I I I pc Val Hours oh Val Gt Mul 0.87348140813862 Gt',
best_text='-8.2720689448997 Val(pc,0) Val(po,0) Sub Val(time,0) 0.14207299562376 Val(time,0) 0.068736651539714 Gt Val(time,0) 0.14457831 Lt Mul Mul Lt RepM Val(pc,36) Val(Hours.oh,0) Gt Mul 0.87348140813862 Gt',
best_rate=-0.0051790514850045,
annual_rate=0.0024490319647519,
annual_rate_std=0.0076280834497563,
max_drawdown_percent=0.0040864688340389,
profit_factor=1.278040512446,
max_proto_corr=0.23559798044364,
signal_pos=0.0046328857881672,
signal_neg=0,
best_serial=9063,
last_serial=13000,
dataset_last_time=1533934208, -- 2018-08-11 01:50:08
last_iteration_time=1534291226, -- 2018-08-15 05:00:26
iterations_count=320,
epochs_count=16,
update_count=4,
},
{
name='mimir',
best_score=-9369.1221360446,
best_code='I I I I I I I I I pl fDown I time Val 0.49650873413928 Gt time Prod 0.5855244528922 Lt Mul Mul 0.75664235740424 Gt Neg',
best_exec='I I I I I I I I I pl fDown I time Val 0.49650873413928 Gt time Val 0.5855244528922 Lt Mul Mul 0.75664235740424 Gt Neg',
best_text='fDown(pl,21) Val(time,1) 0.49650873413928 Gt Val(time,0) 0.5855244528922 Lt Mul Mul 0.75664235740424 Gt Neg',
best_rate=-0.0073947284929996,
annual_rate=0.0041216417526709,
annual_rate_std=0.011516370245671,
max_drawdown_percent=0.0028728385833758,
profit_factor=1.5184571403357,
max_proto_corr=0.11090399561246,
signal_pos=0,
signal_neg=0.0059176816118126,
best_serial=7329,
last_serial=11400,
dataset_last_time=1533934208, -- 2018-08-11 01:50:08
last_iteration_time=1534165097, -- 2018-08-13 17:58:17
iterations_count=280,
epochs_count=14,
update_count=2,
},
{
name='sunna',
best_score=-9597.6398572485,
best_code='Days pc I I Delta 0 Gt 0 Lt RepN pl Min ptr Prod I time Delta 0 Gt RepM time Delta -0.0018299266072774 Gt Pow Sub I I I I I I I fUp 0.82218098954102 Gt I I I I I RepN',
best_exec='I I Days pc Delta 0 Gt 0 Lt pl Val ptr Val I time Delta 0 Gt RepM time Val -0.0018299266072774 Gt Pow Sub I I I I I I I fUp 0.82218098954102 Gt RepN',
best_text='Delta(Days.pc,2) 0 Gt 0 Lt Val(pl,0) Val(ptr,0) Delta(time,1) 0 Gt RepM Val(time,0) -0.0018299266072774 Gt Pow Sub fUp(15) 0.82218098954102 Gt RepN',
best_rate=-0.0043305085354639,
annual_rate=0.0036025857246492,
annual_rate_std=0.0079330942601131,
max_drawdown_percent=0.0057700293352976,
profit_factor=1.2529248773554,
max_proto_corr=0.29229210141108,
signal_pos=0.026134028732428,
signal_neg=0,
best_serial=10597,
last_serial=12200,
dataset_last_time=1533934208, -- 2018-08-11 01:50:08
last_iteration_time=1534294655, -- 2018-08-15 05:57:35
iterations_count=300,
epochs_count=15,
update_count=2,
},
{
name='forseti',
best_score=-9826.2424932625,
best_code='vwap Mod Sum Days pc Val I Days po Val Sub 0 Gt Mul -9.7970755110025 fCos Min2 Min WMA pc Val Hours oh Val I I I I WMA I I I I Max I I I I I I I I I I I I I I I I I I I I I I I I ptr SMA I I I vwap fUp 0.8 Gt SMA Add Gt Mul Max2',
best_exec='Days pc Val I Days po Val Sub 0 Gt -9.7970755110025 pc Val Hours oh Val I I I I WMA I I I I Max I I I I I I I I I I I I I I I I I I I I I I I I ptr SMA I I I vwap fUp 0.8 Gt Add Gt Mul',
best_text='Val(Days.pc,0) Val(Days.po,1) Sub 0 Gt -9.7970755110025 Val(pc,0) Val(Hours.oh,0) WMA(6) Max(6) SMA(ptr,85) 0 0.8 Gt Add Gt Mul',
best_rate=-0.0027417083429401,
annual_rate=0.01294572263983,
annual_rate_std=0.01568743098277,
max_drawdown_percent=0.0069110235371287,
profit_factor=1.4309207675477,
max_proto_corr=0.54027125569427,
signal_pos=0.056388397599978,
signal_neg=0,
best_serial=1759,
last_serial=1800,
dataset_last_time=1533934208, -- 2018-08-11 01:50:08
last_iteration_time=1534153996, -- 2018-08-13 14:53:16
iterations_count=40,
epochs_count=2,
update_count=1,
},
{
name='hera',
best_score=-10077.334801109,
best_code='pc po Val I time Delta 0 Lt Mul Rep vwap Val Lt -1.2035030687765 Div time Hours Val Days vwap Val I Days po I Val Sub 0 Gt Mul 0.99477060908222 Gt Mul 0.16575465203561 Rank',
best_exec='po Val I time Delta 0 Lt Mul Rep vwap Val Lt -1.2035030687765 Div Hours time Val Days vwap Val I I Days po Val Sub 0 Gt Mul 0.99477060908222 Gt Mul 0.16575465203561',
best_text='Val(po,0) Delta(time,1) 0 Lt Mul Rep Val(vwap,0) Lt -1.2035030687765 Div Val(Hours.time,0) Val(Days.vwap,0) Val(Days.po,2) Sub 0 Gt Mul 0.99477060908222 Gt Mul 0.16575465203561',
best_rate=-0.011148120369458,
annual_rate=0.01088767134942,
annual_rate_std=0.022035791718878,
max_drawdown_percent=0.0073375130476578,
profit_factor=1.5681090580757,
max_proto_corr=0.31071956792347,
signal_pos=0,
signal_neg=0.016446818597286,
best_serial=5259,
last_serial=5800,
dataset_last_time=1533934208, -- 2018-08-11 01:50:08
last_iteration_time=1534073260, -- 2018-08-12 16:27:40
iterations_count=140,
epochs_count=7,
update_count=1,
},
{
name='urania',
best_score=-10147.275735904,
best_code='I I I I I I I vwap fUp 0.84771650492816 Gt I I I I I Days ptr Val 7.3208845509616 Mod po Hours Delta Sub pc Val pl Val Sub Min2 0.065874460946806 Sub time Val 0.15657543432147 Lt Mul Neg Mul',
best_exec='I I I I I I I vwap fUp 0.84771650492816 Gt I I I I I Days ptr Val 7.3208845509616 Mod Hours po Val Sub pc Val pl Val Sub Min2 0.065874460946806 Sub time Val 0.15657543432147 Lt Mul Neg Mul',
best_text='fUp(vwap,15) 0.84771650492816 Gt Val(Days.ptr,9) 7.3208845509616 Mod Val(Hours.po,0) Sub Val(pc,0) Val(pl,0) Sub Min2 0.065874460946806 Sub Val(time,0) 0.15657543432147 Lt Mul Neg Mul',
best_rate=-0.006847856495275,
annual_rate=0.0032012154172002,
annual_rate_std=0.010049071912475,