Exploration of multiple optimization profiles derived from the same underlying signal (Engine A), evaluating how different objectives shape return, drawdown, and consistency for future deployment.
Current work: deep optimization of the Consistency Profile. Other profiles will follow.
Engine A V2 Profile Exploration vs Live Baseline (Frozen Reference)
All profiles shown here are derived from the same core signal (Engine A). Entries and signal generation remain unchanged. Each profile represents a different optimization objective applied to trade management - including return maximization, drawdown control, and consistency improvement.
Initial results shown here are based on early-stage parameter exploration. Current work is focused on further developing the Consistency Profile, with similar depth of optimization planned for the other profiles.
| Profile | Win % / Year | Median Year | Worst Year | Worst 12M | % Below High |
|---|---|---|---|---|---|
| A V1 – Live Baseline (Frozen Reference)Live Reference | 92%(11/12) | +51.43% | -7.69% | -19.52% | 91.8% |
| A V2 – Consistency ProfileWin Stability FocusIN ACTIVE RESEARCH | 100%(12/12) | +69.31% | +11.45% | -24.23% | 91.7% |
| A V2 – Return ProfileGrowth Focus | 100%(12/12) | +57.86% | +4.78% | -23.25% | 91.2% |
| A V2 – Risk ProfileDrawdown Control | 100%(12/12) | +73.36% | +13.03% | -11.66% | 90.9% |
Profiles currently reflect early optimization passes (e.g. limited parameter sets). Each profile will undergo further refinement before any deployment decisions are made.
| Win Rate | Profit Factor | Sharpe | Return / DD | Calmar | Exp/Trade | DD Ave | DD Max | DT Ave | DT Max | Trades | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| A V1 – Live Baseline (Frozen Reference) | 17.0% | 1.98 | 2.23 | 124767.59 | 3.90 | 0.37% | 7.43% | 37.37% | 18.1d | 498d | 3,330 |
| A V2 – Consistency Profile | 19.0% | 2.02 | 2.26 | 113814.99 | 4.67 | 0.36% | 6.43% | 29.82% | 16.2d | 370d | 3,294 |
| A V2 – Return Profile | 17.4% | 2.08 | 2.30 | 161430.09 | 3.99 | 0.38% | 6.86% | 37.98% | 16.6d | 370d | 3,325 |
| A V2 – Risk Profile | 18.3% | 2.13 | 2.34 | 83664.97 | 4.79 | 0.35% | 6.54% | 27.49% | 16.1d | 339d | 3,256 |
Profiles are optimized under different objective functions. Results reflect how trade management affects outcome distribution, not changes to the underlying signal.
All profiles are part of ongoing research. Current focus reflects development sequence, not final preference.