---
updated: 2026-07-06T11:03:26
tags: [factors, leaderboard]
---

# Factor Leaderboard

> 按盈利贡献度排名 | 每20笔自动更新 | OOS = Out-of-Sample验证

| Rank | Factor | Type | Score | Trend | OOS | Best Direction |
|------|--------|------|-------|-------|-----|----------------|
| 1 | [[factors/side]] | categorical | 7.6 | → | - | best=BUY |
| 2 | [[factors/confidence]] | numeric | 0.0 | → | ? | higher=0.0-0.6 (wr=52%) |
| 3 | [[factors/adx_value]] | numeric | 0.0 | → | ? | higher=0.0-20.0 (wr=52%) |
| 4 | [[factors/atr_value]] | numeric | 0.0 | → | ? | higher=0.0-0.4 (wr=52%) |
| 5 | [[factors/vol_ratio]] | numeric | 0.0 | → | ? | higher=0.85-1.25 (wr=52%) |
| 6 | [[factors/spread]] | numeric | 0.0 | → | ? | higher=0.0-0.4 (wr=52%) |
| 7 | [[factors/agent_confidence]] | numeric | 0.0 | → | ? | higher=0.0-0.55 (wr=52%) |
| 8 | [[factors/strategy_win_rate_20]] | numeric | 0.0 | → | ? | higher=0.0-0.4 (wr=52%) |
| 9 | [[factors/strategy_profit_factor]] | numeric | 0.0 | → | ? | higher=0.0-1.0 (wr=52%) |
| 10 | [[factors/daily_loss_pct]] | numeric | 0.0 | → | ? | higher=0.0-0.5 (wr=52%) |
| 11 | [[factors/strategy_loss_streak]] | numeric | 0.0 | → | ? | higher=0.0-1.0 (wr=52%) |
| 12 | [[factors/regime]] | categorical | 0.0 | → | - | best=? |
| 13 | [[factors/session]] | categorical | 0.0 | → | - | best=? |
| 14 | [[factors/agent_direction]] | categorical | 0.0 | → | - | best=? |
| 15 | [[factors/agent_aligned]] | categorical | 0.0 | → | - | best=? |

## Top 5 Profit Drivers

- [[factors/side]] — score=7.6
- [[factors/confidence]] — score=0.0
- [[factors/adx_value]] — score=0.0
- [[factors/atr_value]] — score=0.0
- [[factors/vol_ratio]] — score=0.0

## Bottom 5 Drag Factors

- [[factors/macro_authority]] — score=0.0
- [[factors/risk_level]] — score=0.0
- [[factors/strategy_id]] — score=0.0
- [[factors/cooldown_active]] — score=0.0
- [[factors/direction_quality]] — score=0.0