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research/original/results_kr/parameter_robustness_grid_9.csv
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act_mult,gb_mult,wait,breakout,min_shift,train_robust_score,oos_robust_score,us_train_cagr,us_train_mdd,us_train_calmar,us_train_turnover_annual,us_train_avg_exposure,us_oos_cagr,us_oos_mdd,us_oos_calmar,us_oos_turnover_annual,us_oos_avg_exposure,kr_train_cagr,kr_train_mdd,kr_train_calmar,kr_train_turnover_annual,kr_train_avg_exposure,kr_oos_cagr,kr_oos_mdd,kr_oos_calmar,kr_oos_turnover_annual,kr_oos_avg_exposure,train_rank,oos_rank
1.2,1.2,10,20,0.0,0.1708654016440855,0.6749821676500353,0.1800902199641905,-0.3729701052232771,0.48285430237466404,1.3942240842262648,0.6632990249187433,0.18846086504196746,-0.2296782151891421,0.8205430579768666,1.6370686062020674,0.6606537530266344,0.08631605045448842,-0.5019847526624774,0.17194954626943673,1.510877149264889,0.5827322104235323,0.16702457955347239,-0.25518849666651633,0.6545145323370211,1.419233971690258,0.5654264042640427,1,1.0
1.0,1.2,10,20,0.0,0.1708654016440855,0.6749821676500353,0.1800902199641905,-0.3729701052232771,0.48285430237466404,1.3942240842262648,0.6632990249187433,0.18846086504196746,-0.2296782151891421,0.8205430579768666,1.6370686062020674,0.6606537530266344,0.08631605045448842,-0.5019847526624774,0.17194954626943673,1.510877149264889,0.5827322104235323,0.16702457955347239,-0.25518849666651633,0.6545145323370211,1.419233971690258,0.5654264042640427,2,1.0
1.0,1.0,10,20,0.0,0.16889167450442008,0.6749821676500353,0.17757526649702715,-0.3729701052232771,0.47611125934804455,1.4124274233740344,0.6626128566269411,0.18897335780889857,-0.2296782151891399,0.8227744092023664,1.6370686062020674,0.6607667473769169,0.0854357445587901,-0.5019847526624774,0.17019589560369588,1.510877149264889,0.5828786769193214,0.16702457955347239,-0.25518849666651633,0.6545145323370211,1.419233971690258,0.5654264042640427,3,1.0
1.2,1.0,10,20,0.0,0.16889167450442008,0.6749821676500353,0.17757526649702715,-0.3729701052232771,0.47611125934804455,1.4124274233740344,0.6626128566269411,0.18897335780889857,-0.2296782151891399,0.8227744092023664,1.6370686062020674,0.6607667473769169,0.0854357445587901,-0.5019847526624774,0.17019589560369588,1.510877149264889,0.5828786769193214,0.16702457955347239,-0.25518849666651633,0.6545145323370211,1.419233971690258,0.5654264042640427,4,1.0
0.8,1.2,10,20,0.0,0.167761184806263,0.6749821676500353,0.17862314916818534,-0.35958528369136633,0.4967476625698019,1.4142477572888115,0.6635301552907187,0.18868661641628282,-0.22967821518913945,0.8215259608356842,1.6370686062020674,0.6592171105730428,0.08485034357259225,-0.5019847526624774,0.1690297227606106,1.4987415898330425,0.58043756865617,0.16702457955347239,-0.25518849666651633,0.6545145323370211,1.419233971690258,0.5654264042640427,5,1.0
0.8,1.0,10,20,0.0,0.1657901207087664,0.6749821676500353,0.1760559514449329,-0.35958528369136633,0.4896083333489324,1.432451096436581,0.6628680630793308,0.18919920653260802,-0.229678215189139,0.8237577359124082,1.6370686062020674,0.6593301049233252,0.08397122542553181,-0.5019847526624774,0.1672784381998791,1.4987415898330425,0.580584035151959,0.16702457955347239,-0.25518849666651633,0.6545145323370211,1.419233971690258,0.5654264042640427,6,1.0
1.0,0.8,10,20,0.0,0.15560055557153604,0.6096770885746012,0.17868266654499165,-0.3729701052232771,0.4790803982480686,1.4063596436581112,0.6628536174310822,0.18897335780889857,-0.2296782151891399,0.8227744092023664,1.6370686062020674,0.6607667473769169,0.07950774664970295,-0.5019847526624774,0.15838677614808364,1.510877149264889,0.5907268399853534,0.15165071617093573,-0.2551884966665168,0.5942694053686699,1.5003330557868444,0.5548482984829849,7,7.0
1.2,0.8,10,20,0.0,0.15560055557153604,0.6096770885746012,0.17868266654499165,-0.3729701052232771,0.4790803982480686,1.4063596436581112,0.6628536174310822,0.18897335780889857,-0.2296782151891399,0.8227744092023664,1.6370686062020674,0.6607667473769169,0.07950774664970295,-0.5019847526624774,0.15838677614808364,1.510877149264889,0.5907268399853534,0.15165071617093573,-0.2551884966665168,0.5942694053686699,1.5003330557868444,0.5548482984829849,8,7.0
0.8,0.8,10,20,0.0,0.15251693475632572,0.6096770885746012,0.17721734559868474,-0.35958528369136633,0.4928381489349024,1.4263833167206579,0.6630847478030577,0.18919920653260802,-0.229678215189139,0.8237577359124082,1.6370686062020674,0.6593301049233252,0.07805122584007029,-0.5019847526624774,0.1554852521438038,1.4987415898330425,0.588432198217991,0.15165071617093573,-0.2551884966665168,0.5942694053686699,1.5003330557868444,0.5548482984829849,9,7.0
1 act_mult gb_mult wait breakout min_shift train_robust_score oos_robust_score us_train_cagr us_train_mdd us_train_calmar us_train_turnover_annual us_train_avg_exposure us_oos_cagr us_oos_mdd us_oos_calmar us_oos_turnover_annual us_oos_avg_exposure kr_train_cagr kr_train_mdd kr_train_calmar kr_train_turnover_annual kr_train_avg_exposure kr_oos_cagr kr_oos_mdd kr_oos_calmar kr_oos_turnover_annual kr_oos_avg_exposure train_rank oos_rank
2 1.2 1.2 10 20 0.0 0.1708654016440855 0.6749821676500353 0.1800902199641905 -0.3729701052232771 0.48285430237466404 1.3942240842262648 0.6632990249187433 0.18846086504196746 -0.2296782151891421 0.8205430579768666 1.6370686062020674 0.6606537530266344 0.08631605045448842 -0.5019847526624774 0.17194954626943673 1.510877149264889 0.5827322104235323 0.16702457955347239 -0.25518849666651633 0.6545145323370211 1.419233971690258 0.5654264042640427 1 1.0
3 1.0 1.2 10 20 0.0 0.1708654016440855 0.6749821676500353 0.1800902199641905 -0.3729701052232771 0.48285430237466404 1.3942240842262648 0.6632990249187433 0.18846086504196746 -0.2296782151891421 0.8205430579768666 1.6370686062020674 0.6606537530266344 0.08631605045448842 -0.5019847526624774 0.17194954626943673 1.510877149264889 0.5827322104235323 0.16702457955347239 -0.25518849666651633 0.6545145323370211 1.419233971690258 0.5654264042640427 2 1.0
4 1.0 1.0 10 20 0.0 0.16889167450442008 0.6749821676500353 0.17757526649702715 -0.3729701052232771 0.47611125934804455 1.4124274233740344 0.6626128566269411 0.18897335780889857 -0.2296782151891399 0.8227744092023664 1.6370686062020674 0.6607667473769169 0.0854357445587901 -0.5019847526624774 0.17019589560369588 1.510877149264889 0.5828786769193214 0.16702457955347239 -0.25518849666651633 0.6545145323370211 1.419233971690258 0.5654264042640427 3 1.0
5 1.2 1.0 10 20 0.0 0.16889167450442008 0.6749821676500353 0.17757526649702715 -0.3729701052232771 0.47611125934804455 1.4124274233740344 0.6626128566269411 0.18897335780889857 -0.2296782151891399 0.8227744092023664 1.6370686062020674 0.6607667473769169 0.0854357445587901 -0.5019847526624774 0.17019589560369588 1.510877149264889 0.5828786769193214 0.16702457955347239 -0.25518849666651633 0.6545145323370211 1.419233971690258 0.5654264042640427 4 1.0
6 0.8 1.2 10 20 0.0 0.167761184806263 0.6749821676500353 0.17862314916818534 -0.35958528369136633 0.4967476625698019 1.4142477572888115 0.6635301552907187 0.18868661641628282 -0.22967821518913945 0.8215259608356842 1.6370686062020674 0.6592171105730428 0.08485034357259225 -0.5019847526624774 0.1690297227606106 1.4987415898330425 0.58043756865617 0.16702457955347239 -0.25518849666651633 0.6545145323370211 1.419233971690258 0.5654264042640427 5 1.0
7 0.8 1.0 10 20 0.0 0.1657901207087664 0.6749821676500353 0.1760559514449329 -0.35958528369136633 0.4896083333489324 1.432451096436581 0.6628680630793308 0.18919920653260802 -0.229678215189139 0.8237577359124082 1.6370686062020674 0.6593301049233252 0.08397122542553181 -0.5019847526624774 0.1672784381998791 1.4987415898330425 0.580584035151959 0.16702457955347239 -0.25518849666651633 0.6545145323370211 1.419233971690258 0.5654264042640427 6 1.0
8 1.0 0.8 10 20 0.0 0.15560055557153604 0.6096770885746012 0.17868266654499165 -0.3729701052232771 0.4790803982480686 1.4063596436581112 0.6628536174310822 0.18897335780889857 -0.2296782151891399 0.8227744092023664 1.6370686062020674 0.6607667473769169 0.07950774664970295 -0.5019847526624774 0.15838677614808364 1.510877149264889 0.5907268399853534 0.15165071617093573 -0.2551884966665168 0.5942694053686699 1.5003330557868444 0.5548482984829849 7 7.0
9 1.2 0.8 10 20 0.0 0.15560055557153604 0.6096770885746012 0.17868266654499165 -0.3729701052232771 0.4790803982480686 1.4063596436581112 0.6628536174310822 0.18897335780889857 -0.2296782151891399 0.8227744092023664 1.6370686062020674 0.6607667473769169 0.07950774664970295 -0.5019847526624774 0.15838677614808364 1.510877149264889 0.5907268399853534 0.15165071617093573 -0.2551884966665168 0.5942694053686699 1.5003330557868444 0.5548482984829849 8 7.0
10 0.8 0.8 10 20 0.0 0.15251693475632572 0.6096770885746012 0.17721734559868474 -0.35958528369136633 0.4928381489349024 1.4263833167206579 0.6630847478030577 0.18919920653260802 -0.229678215189139 0.8237577359124082 1.6370686062020674 0.6593301049233252 0.07805122584007029 -0.5019847526624774 0.1554852521438038 1.4987415898330425 0.588432198217991 0.15165071617093573 -0.2551884966665168 0.5942694053686699 1.5003330557868444 0.5548482984829849 9 7.0