KArtSell.Aegis/research/original/results_kr/parameter_robustness_grid_9.csv

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