AutoExp — прогоны
Walk-forward сессия 2026-08-23: каждый конфиг считается отдельно на обучающем и на тестовом окне.
Обучающее окно
2026-02-22 → 2026-07-20
149 дней
Тестовое окно
2026-07-21 → 2026-08-17
28 дней
Конфигов
59
4 стратегии
Прошли отбор
11
48 отклонено
Результаты
По умолчанию PASS сверху, дальше по прибыли на тесте. Клик по заголовку сортирует по этой колонке, второй клик разворачивает, третий возвращает исходный порядок. Win rate — в подсказке к числу сделок. «Годовых» = доходность окна, приведённая к году сложным процентом: на 28-дневном тесте это сильная экстраполяция, а не ожидаемый результат.
| Обучение · 149 дн | Тест · 28 дн | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Стратегия | Параметры | Капитал | Просадка | PnL | За период | Годовых | Сделки | Просадка | PnL | За период | Годовых | Сделки | |
| ✓ | iron_butterfly | stop=0.08 · dte=16 · tp=0.45 · wing=8 · max=1 | $100K | 27.1% | +$1 619 | +1.6% | +4.0% | 21 | 3.2% | +$17 006 | +17.0% | +674.7% | 3 |
| ✓ | iron_butterfly | stop=0.15 · dte=16 · tp=0.6 · wing=10 · max=1 | $100K | 29.4% | +$53 066 | +53.1% | +183.7% | 13 | 4.5% | +$9 913 | +9.9% | +242.8% | 3 |
| ✓ | protected_strangle | dte=12 · long=8 · tp=0.75 · short=3 · max=1 | $100K | 34.2% | +$12 848 | +12.8% | +34.5% | 21 | 4.4% | +$9 848 | +9.8% | +240.2% | 4 |
| ✓ | protected_strangle | dte=12 · long=7 · tp=0.75 · short=4 · max=1 | $100K | 31.7% | +$9 802 | +9.8% | +25.7% | 21 | 3.8% | +$8 691 | +8.7% | +196.3% | 4 |
| ✓ | protected_strangle | dte=12 · long=8 · tp=0.75 · short=5 · max=1 | $100K | 25.6% | +$8 205 | +8.2% | +21.3% | 21 | 3.5% | +$7 100 | +7.1% | +144.5% | 5 |
| ✓ | protected_strangle | dte=12 · long=8 · tp=0.6 · short=5 · max=1 | $100K | 28.2% | +$9 963 | +10.0% | +26.2% | 24 | 3.5% | +$6 223 | +6.2% | +119.7% | 4 |
| ✓ | protected_strangle● paper | dte=12 · long=8 · tp=0.9 · short=5 · max=1 | $100K | 34.9% | +$6 018 | +6.0% | +15.4% | 21 | 3.5% | +$5 989 | +6.0% | +113.4% | 4 |
| ✓ | iron_condor | dte=20 · tp=0.58 · inner=2 · outer=5 · max=1 | $100K | 34.9% | +$12 101 | +12.1% | +32.3% | 10 | 5.5% | +$5 069 | +5.1% | +90.5% | 2 |
| ✓ | iron_condor | dte=16 · tp=0.58 · inner=2 · outer=5 · max=1 | $100K | 32.6% | +$388 | +0.4% | +1.0% | 11 | 5.5% | +$5 069 | +5.1% | +90.5% | 2 |
| ✓ | protected_strangle● paper | dte=12 · long=9 · tp=0.75 · short=5 · max=1 | $100K | 27.1% | +$23 837 | +23.8% | +68.8% | 21 | 3.6% | +$4 820 | +4.8% | +84.7% | 4 |
| ✓ | iron_condor | dte=20 · tp=0.58 · inner=2 · outer=4 · max=1 | $100K | 29.0% | +$10 191 | +10.2% | +26.8% | 10 | 5.0% | +$3 412 | +3.4% | +54.9% | 2 |
| ✗ | iron_butterfly | stop=0.08 · dte=16 · tp=0.6 · wing=10 · max=2 | $100K | 134.5% | −$136 354 | −136.4% | — | 43 | 8.4% | +$22 004 | +22.0% | +1236.4% | 6 |
| ✗ | iron_butterfly | stop=0.08 · dte=12 · tp=0.6 · wing=12 · max=1 | $100K | 35.6% | +$2 873 | +2.9% | +7.2% | 21 | 2.9% | +$21 290 | +21.3% | +1138.0% | 4 |
| ✗ | iron_butterfly | stop=0.08 · dte=7 · tp=0.6 · wing=10 · max=1 | $100K | 58.5% | −$45 434 | −45.4% | −77.3% | 34 | 2.9% | +$19 176 | +19.2% | +884.4% | 4 |
| ✗ | iron_butterfly | stop=0.08 · dte=12 · tp=0.6 · wing=10 · max=1 | $100K | 39.7% | −$4 129 | −4.1% | −9.8% | 22 | 2.9% | +$19 176 | +19.2% | +884.4% | 4 |
| ✗ | iron_butterfly | stop=0.08 · dte=16 · tp=0.6 · wing=6 · max=1 | $100K | 35.2% | −$14 242 | −14.2% | −31.4% | 18 | 6.4% | +$16 296 | +16.3% | +615.6% | 2 |
| ✗ | protected_strangle | dte=12 · long=8 · tp=0.75 · short=5 · max=2 | $100K | 68.3% | −$23 878 | −23.9% | −48.7% | 38 | 8.5% | +$11 137 | +11.1% | +296.1% | 6 |
| ✗ | iron_butterfly | stop=0.08 · dte=16 · tp=0.75 · wing=10 · max=1 | $100K | 68.0% | −$47 273 | −47.3% | −79.2% | 18 | 4.5% | +$10 968 | +11.0% | +288.3% | 3 |
| ✗ | iron_butterfly | stop=0.08 · dte=16 · tp=0.6 · wing=12 · max=1 | $100K | 94.7% | −$72 369 | −72.4% | −95.7% | 20 | 4.6% | +$10 302 | +10.3% | +259.0% | 3 |
| ✗ | iron_butterfly | stop=0.08 · dte=16 · tp=0.6 · wing=10 · max=1 | $100K | 78.4% | −$64 795 | −64.8% | −92.2% | 19 | 4.5% | +$9 913 | +9.9% | +242.8% | 3 |
| ✗ | iron_butterfly | stop=0.12 · dte=16 · tp=0.6 · wing=10 · max=1 | $100K | 46.6% | −$17 731 | −17.7% | −38.0% | 16 | 4.5% | +$9 913 | +9.9% | +242.8% | 3 |
| ✗ | iron_butterfly | stop=0.08 · dte=16 · tp=0.45 · wing=10 · max=1 | $100K | 35.8% | −$18 542 | −18.5% | −39.5% | 22 | 4.6% | +$9 198 | +9.2% | +214.9% | 3 |
| ✗ | protected_strangle | dte=12 · long=8 · tp=0.75 · short=4 · max=1 | $100K | 38.4% | +$6 422 | +6.4% | +16.5% | 20 | 4.0% | +$8 355 | +8.4% | +184.6% | 4 |
| ✗ | iron_butterfly | stop=0.08 · dte=16 · tp=0.6 · wing=8 · max=1 | $100K | 41.3% | −$15 949 | −15.9% | −34.7% | 18 | 6.9% | +$7 543 | +7.5% | +158.0% | 2 |
| ✗ | protected_strangle | dte=7 · long=8 · tp=0.75 · short=5 · max=1 | $100K | 48.0% | −$30 376 | −30.4% | −58.8% | 29 | 3.5% | +$7 166 | +7.2% | +146.5% | 5 |
| ✗ | iron_condor | dte=16 · tp=0.58 · inner=2 · outer=6 · max=1 | $100K | 39.9% | +$9 866 | +9.9% | +25.9% | 12 | 7.1% | +$6 416 | +6.4% | +124.9% | 2 |
| ✗ | iron_butterfly | stop=0.05 · dte=16 · tp=0.6 · wing=10 · max=1 | $100K | 100.2% | −$99 617 | −99.6% | −100.0% | 60 | 6.9% | +$5 985 | +6.0% | +113.3% | 5 |
| ✗ | iron_condor | dte=16 · tp=0.45 · inner=2 · outer=4 · max=1 | $100K | 34.0% | −$17 775 | −17.8% | −38.1% | 12 | 5.0% | +$5 751 | +5.8% | +107.3% | 2 |
| ✗ | protected_strangle | dte=12 · long=7 · tp=0.75 · short=5 · max=1 | $100K | 31.0% | −$875 | −0.9% | −2.1% | 22 | 3.3% | +$5 652 | +5.7% | +104.8% | 4 |
| ✗ | protected_strangle | dte=12 · long=8 · tp=0.5 · short=5 · max=1 | $100K | 30.9% | −$4 650 | −4.7% | −11.0% | 27 | 4.0% | +$5 131 | +5.1% | +92.0% | 5 |
| ✗ | protected_strangle | dte=16 · long=8 · tp=0.75 · short=5 · max=1 | $100K | 41.9% | −$8 284 | −8.3% | −19.1% | 14 | 2.8% | +$4 972 | +5.0% | +88.2% | 3 |
| ✗ | protected_strangle | dte=20 · long=8 · tp=0.75 · short=5 · max=1 | $100K | 60.8% | −$45 821 | −45.8% | −77.7% | 12 | 2.8% | +$4 933 | +4.9% | +87.3% | 3 |
| ✗ | protected_strangle | dte=12 · long=8 · tp=0.75 · short=6 · max=1 | $100K | 34.0% | −$12 237 | −12.2% | −27.4% | 23 | 2.9% | +$4 857 | +4.9% | +85.6% | 4 |
| ✗ | jade_lizard | put=3 · dte=16 · call=3 · tp=0.4 · max=3 · put_wing=4 | $100K | 84.7% | −$84 651 | −84.7% | −99.0% | 30 | 1.7% | +$3 799 | +3.8% | +62.6% | 4 |
| ✗ | jade_lizard● paper | put=4 · dte=16 · call=3 · tp=0.4 · max=1 · put_wing=6 | $100K | 31.5% | −$28 509 | −28.5% | −56.0% | 13 | 1.7% | +$3 183 | +3.2% | +50.5% | 3 |
| ✗ | jade_lizard | put=2 · dte=16 · call=3 · tp=0.4 · max=1 · put_wing=4 | $100K | 25.1% | −$24 806 | −24.8% | −50.3% | 11 | 1.5% | +$3 064 | +3.1% | +48.2% | 3 |
| ✗ | iron_condor | dte=12 · tp=0.58 · inner=2 · outer=4 · max=1 | $100K | 36.8% | −$19 199 | −19.2% | −40.7% | 20 | 2.5% | +$2 900 | +2.9% | +45.2% | 4 |
| ✗ | iron_condor | dte=10 · tp=0.58 · inner=2 · outer=4 · max=1 | $100K | 36.8% | −$19 199 | −19.2% | −40.7% | 20 | 2.5% | +$2 900 | +2.9% | +45.2% | 4 |
| ✗ | iron_condor | dte=18 · tp=0.58 · inner=2 · outer=4 · max=1 | $100K | 29.9% | −$8 939 | −8.9% | −20.5% | 11 | 5.0% | +$2 568 | +2.6% | +39.2% | 2 |
| ✗ | iron_condor | dte=16 · tp=0.85 · inner=2 · outer=4 · max=1 | $100K | 29.7% | −$8 117 | −8.1% | −18.7% | 11 | 5.0% | +$2 568 | +2.6% | +39.2% | 2 |
| ✗ | iron_condor | dte=16 · tp=0.7 · inner=2 · outer=4 · max=1 | $100K | 29.6% | −$7 695 | −7.7% | −17.8% | 11 | 5.0% | +$2 568 | +2.6% | +39.2% | 2 |
| ✗ | iron_condor | dte=14 · tp=0.58 · inner=2 · outer=4 · max=1 | $100K | 32.4% | −$22 300 | −22.3% | −46.1% | 12 | 5.0% | +$2 568 | +2.6% | +39.2% | 2 |
| ✗ | iron_condor● paper | dte=16 · tp=0.58 · inner=2 · outer=4 · max=1 | $100K | 29.9% | −$8 939 | −8.9% | −20.5% | 11 | 5.0% | +$2 568 | +2.6% | +39.2% | 2 |
| ✗ | iron_condor | dte=16 · tp=0.58 · inner=1 · outer=4 · max=1 | $100K | 69.9% | −$59 249 | −59.2% | −88.9% | 11 | 5.4% | +$2 230 | +2.2% | +33.3% | 2 |
| ✗ | jade_lizard | put=3 · dte=16 · call=3 · tp=0.4 · max=2 · put_wing=4 | $100K | 68.5% | −$58 074 | −58.1% | −88.1% | 20 | 0.9% | +$1 691 | +1.7% | +24.4% | 2 |
| ✗ | protected_strangle | dte=12 · long=6 · tp=0.75 · short=5 · max=1 | $100K | 24.8% | −$76 | −0.1% | −0.2% | 21 | 2.9% | +$1 026 | +1.0% | +14.2% | 4 |
| ✗ | jade_lizard | put=3 · dte=16 · call=4 · tp=0.4 · max=1 · put_wing=4 | $100K | 30.0% | −$30 013 | −30.0% | −58.3% | 11 | 0.6% | +$841 | +0.8% | +11.5% | 1 |
| ✗ | jade_lizard | put=3 · dte=16 · call=4 · tp=0.55 · max=1 · put_wing=4 | $100K | 28.6% | −$28 569 | −28.6% | −56.1% | 11 | 0.6% | +$841 | +0.8% | +11.5% | 1 |
| ✗ | jade_lizard | put=3 · dte=16 · call=3 · tp=0.55 · max=1 · put_wing=4 | $100K | 33.6% | −$28 342 | −28.3% | −55.8% | 8 | 0.5% | +$491 | +0.5% | +6.6% | 1 |
| ✗ | jade_lizard | put=3 · dte=16 · call=3 · tp=0.7 · max=1 · put_wing=4 | $100K | 73.1% | −$67 863 | −67.9% | −93.8% | 8 | 0.5% | +$491 | +0.5% | +6.6% | 1 |
| ✗ | jade_lizard | put=3 · dte=16 · call=3 · tp=0.4 · max=1 · put_wing=4 | $100K | 35.6% | −$30 382 | −30.4% | −58.8% | 10 | 0.5% | +$491 | +0.5% | +6.6% | 1 |
| ✗ | jade_lizard | put=3 · dte=16 · call=3 · tp=0.4 · max=1 · put_wing=5 | $100K | 18.6% | −$17 060 | −17.1% | −36.8% | 11 | 2.0% | +$433 | +0.4% | +5.8% | 2 |
| ✗ | iron_condor | dte=16 · tp=0.58 · inner=3 · outer=4 · max=1 | $100K | 40.1% | +$5 777 | +5.8% | +14.7% | 12 | 4.5% | +$239 | +0.2% | +3.2% | 2 |
| ✗ | iron_condor | dte=16 · tp=0.58 · inner=2 · outer=3 · max=1 | $100K | 34.8% | −$21 074 | −21.1% | −44.0% | 12 | 4.4% | +$10 | +0.0% | +0.1% | 2 |
| ✗ | jade_lizard | put=4 · dte=16 · call=3 · tp=0.4 · max=1 · put_wing=4 | $100K | 0.0% | +$0 | +0.0% | +0.0% | 0 | 0.0% | +$0 | +0.0% | +0.0% | 0 |
| ✗ | jade_lizard | put=3 · dte=12 · call=3 · tp=0.4 · max=1 · put_wing=4 | $100K | 76.0% | −$75 143 | −75.1% | −96.7% | 13 | 0.8% | −$211 | −0.2% | −2.7% | 1 |
| ✗ | jade_lizard | put=3 · dte=16 · call=2 · tp=0.4 · max=1 · put_wing=4 | $100K | 29.0% | −$28 259 | −28.3% | −55.7% | 9 | 0.4% | −$296 | −0.3% | −3.8% | 1 |
| ✗ | jade_lizard | put=3 · dte=10 · call=3 · tp=0.4 · max=1 · put_wing=4 | $100K | 41.6% | −$38 655 | −38.7% | −69.8% | 19 | 2.1% | −$789 | −0.8% | −9.8% | 2 |
| ✗ | jade_lizard | put=3 · dte=16 · call=3 · tp=0.4 · max=1 · put_wing=6 | $100K | 51.9% | −$22 811 | −22.8% | −47.0% | 9 | 1.6% | −$1 384 | −1.4% | −16.6% | 1 |