{ "schema": "PUBLIC_CONTINUOUS_SELECTION_V1", "cases": [ { "mode": "weekly_reference", "label": "Основной: текущий отбор W8", "pnl_rub": 327809.64674523013, "max_drawdown_rub_daily": 63417.114945077745, "pf_known_carry": 1.5303826737197659, "mean_held_market_nominal_rub": 592381.624125179, "unknown_cash_on_exposure": 40, "stale_valuation_dates": 39, "annual": { "2025": { "pnl_rub": 172460.34512920585, "pnl_pct_of_nominal_budget": 17.246034512920584, "max_drawdown_rub_daily": 56808.690788567066, "drawdown_pct_of_nominal_budget": 5.6808690788567064, "peak_date": "2025-05-02", "trough_date": "2025-07-28", "first": "2025-01-03", "last": "2025-12-30", "daily_gain_loss_ratio_NOT_trade_PF": 1.3794420844916029 }, "2026": { "pnl_rub": 155349.30161602428, "pnl_pct_of_nominal_budget": 15.534930161602428, "max_drawdown_rub_daily": 63417.114945077745, "drawdown_pct_of_nominal_budget": 6.341711494507774, "peak_date": "2026-04-14", "trough_date": "2026-05-07", "first": "2026-01-05", "last": "2026-10-02", "daily_gain_loss_ratio_NOT_trade_PF": 1.3283794561119577 } } }, { "mode": "squeeze_only", "label": "Сохранение собственного сжатия", "pnl_rub": 380313.867386371, "max_drawdown_rub_daily": 91778.96424839832, "pf_known_carry": 1.5481755066613525, "mean_held_market_nominal_rub": 629063.5912603228, "unknown_cash_on_exposure": 50, "stale_valuation_dates": 39, "annual": { "2025": { "pnl_rub": 56931.80714751473, "pnl_pct_of_nominal_budget": 5.693180714751473, "max_drawdown_rub_daily": 91778.96424839832, "drawdown_pct_of_nominal_budget": 9.177896424839831, "peak_date": "2025-05-02", "trough_date": "2025-09-19", "first": "2025-01-03", "last": "2025-12-30", "daily_gain_loss_ratio_NOT_trade_PF": 1.1136943459115534 }, "2026": { "pnl_rub": 323382.0602388563, "pnl_pct_of_nominal_budget": 32.33820602388563, "max_drawdown_rub_daily": 77518.27529006069, "drawdown_pct_of_nominal_budget": 7.751827529006069, "peak_date": "2026-04-14", "trough_date": "2026-06-08", "first": "2026-01-05", "last": "2026-10-02", "daily_gain_loss_ratio_NOT_trade_PF": 1.6361940967825865 } } }, { "mode": "squeeze_to_daily_trend", "label": "Сжатие → дневной тренд", "pnl_rub": 110252.83208440112, "max_drawdown_rub_daily": 187174.5611802089, "pf_known_carry": 1.141523738806211, "mean_held_market_nominal_rub": 644838.5761805746, "unknown_cash_on_exposure": 62, "stale_valuation_dates": 32, "annual": { "2025": { "pnl_rub": -3316.72111276993, "pnl_pct_of_nominal_budget": -0.33167211127699303, "max_drawdown_rub_daily": 116169.83869530211, "drawdown_pct_of_nominal_budget": 11.61698386953021, "peak_date": "2025-08-22", "trough_date": "2025-12-10", "first": "2025-01-03", "last": "2025-12-30", "daily_gain_loss_ratio_NOT_trade_PF": 0.9943923956801446 }, "2026": { "pnl_rub": 113569.55319717104, "pnl_pct_of_nominal_budget": 11.356955319717104, "max_drawdown_rub_daily": 119261.20331394477, "drawdown_pct_of_nominal_budget": 11.926120331394477, "peak_date": "2026-04-14", "trough_date": "2026-06-08", "first": "2026-01-05", "last": "2026-10-02", "daily_gain_loss_ratio_NOT_trade_PF": 1.1930833916031578 } } }, { "mode": "hybrid_daily_directional", "label": "Сжатие и тренд, по направлению", "pnl_rub": 61227.06470142587, "max_drawdown_rub_daily": 202082.74599706405, "pf_known_carry": 1.077752038677561, "mean_held_market_nominal_rub": 519623.65297155036, "unknown_cash_on_exposure": 45, "stale_valuation_dates": 37, "annual": { "2025": { "pnl_rub": -109024.18473185903, "pnl_pct_of_nominal_budget": -10.902418473185902, "max_drawdown_rub_daily": 153994.92330577612, "drawdown_pct_of_nominal_budget": 15.399492330577612, "peak_date": "2025-04-24", "trough_date": "2025-12-21", "first": "2025-01-03", "last": "2025-12-30", "daily_gain_loss_ratio_NOT_trade_PF": 0.8296883455771275 }, "2026": { "pnl_rub": 170251.24943328492, "pnl_pct_of_nominal_budget": 17.025124943328493, "max_drawdown_rub_daily": 91530.99338234196, "drawdown_pct_of_nominal_budget": 9.153099338234195, "peak_date": "2026-01-28", "trough_date": "2026-06-10", "first": "2026-01-05", "last": "2026-10-02", "daily_gain_loss_ratio_NOT_trade_PF": 1.3814860449861868 } } }, { "mode": "daily_trend_directional", "label": "Дневные тренды, по направлению", "pnl_rub": -129386.17134964812, "max_drawdown_rub_daily": 184028.84889420218, "pf_known_carry": 0.6689952856324509, "mean_held_market_nominal_rub": 222350.42070299998, "unknown_cash_on_exposure": 19, "stale_valuation_dates": 15, "annual": { "2025": { "pnl_rub": -94602.32917767213, "pnl_pct_of_nominal_budget": -9.460232917767213, "max_drawdown_rub_daily": 132759.5860013462, "drawdown_pct_of_nominal_budget": 13.27595860013462, "peak_date": "2025-01-16", "trough_date": "2025-12-18", "first": "2025-01-03", "last": "2025-12-30", "daily_gain_loss_ratio_NOT_trade_PF": 0.7643458943453236 }, "2026": { "pnl_rub": -34783.84217197599, "pnl_pct_of_nominal_budget": -3.478384217197599, "max_drawdown_rub_daily": 102126.46297971804, "drawdown_pct_of_nominal_budget": 10.212646297971803, "peak_date": "2026-03-18", "trough_date": "2026-07-13", "first": "2026-01-05", "last": "2026-10-02", "daily_gain_loss_ratio_NOT_trade_PF": 0.8920591588601111 } } }, { "mode": "hybrid_daily_bidirectional", "label": "Сжатие и тренд, обе стороны", "pnl_rub": 66667.90375667904, "max_drawdown_rub_daily": 228766.1034356637, "pf_known_carry": 1.0600662490132917, "mean_held_market_nominal_rub": 754537.8414445653, "unknown_cash_on_exposure": 85, "stale_valuation_dates": 41, "annual": { "2025": { "pnl_rub": -87761.82142392294, "pnl_pct_of_nominal_budget": -8.776182142392294, "max_drawdown_rub_daily": 135159.2693963999, "drawdown_pct_of_nominal_budget": 13.515926939639991, "peak_date": "2025-09-23", "trough_date": "2025-12-19", "first": "2025-01-03", "last": "2025-12-30", "daily_gain_loss_ratio_NOT_trade_PF": 0.8896026004411184 }, "2026": { "pnl_rub": 154429.725180602, "pnl_pct_of_nominal_budget": 15.4429725180602, "max_drawdown_rub_daily": 127020.25834932586, "drawdown_pct_of_nominal_budget": 12.702025834932586, "peak_date": "2026-04-14", "trough_date": "2026-06-08", "first": "2026-01-05", "last": "2026-10-02", "daily_gain_loss_ratio_NOT_trade_PF": 1.2507123976792147 } } }, { "mode": "relative_four", "label": "Всегда четыре лучших по относительной силе", "pnl_rub": -245528.35365496035, "max_drawdown_rub_daily": 326926.28487201326, "pf_known_carry": 0.7401424370715431, "mean_held_market_nominal_rub": 657153.4273694236, "unknown_cash_on_exposure": 82, "stale_valuation_dates": 35, "annual": { "2025": { "pnl_rub": -184303.40847870018, "pnl_pct_of_nominal_budget": -18.430340847870017, "max_drawdown_rub_daily": 228899.6851077371, "drawdown_pct_of_nominal_budget": 22.88996851077371, "peak_date": "2025-09-23", "trough_date": "2025-12-22", "first": "2025-01-03", "last": "2025-12-30", "daily_gain_loss_ratio_NOT_trade_PF": 0.7693412575715481 }, "2026": { "pnl_rub": -61224.94517626017, "pnl_pct_of_nominal_budget": -6.122494517626016, "max_drawdown_rub_daily": 103860.14602015624, "drawdown_pct_of_nominal_budget": 10.386014602015624, "peak_date": "START", "trough_date": "2026-07-14", "first": "2026-01-05", "last": "2026-10-02", "daily_gain_loss_ratio_NOT_trade_PF": 0.9093720081994627 } } } ], "period": [ "2025-01-03", "2026-10-02" ], "nominal_budget_not_deposit": 1000000, "fees_bps_side": 10, "primary_mode": "weekly_reference", "posthoc_not_oos": true, "risk_not_matched": true, "selection_monitor_deployed": true, "live_execution_linked": false, "trading_ready": false, "orders_enabled": false, "repeated_independent_daily_checks": 58242 }