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共 1373 筆結果

📊 Indicator Params

ID Symbol Interval Indicator Date Range PF ↓ WR Trades Sharpe DD Acc AUC Created
155 BTCUSDT 5 grid_knn_5_1 2025-01-01 ~ 2026-01-01 3242.334 0.99% 161 183.785 0.00 0.000 0.000 2026-05-16
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON 
{'avg_loss': -0.0011912986180936031,
 'avg_win': 0.024141178316283273,
 'expectancy': 0.02398383373905112,
 'k_neighbor': 9.0,
 'losing_trades': 1.0,
 'ma_alpha': 0.7566862911853769,
 'ma_len_fast': 3.0,
 'ma_len_slow': 17.0,
 'max_drawdown': 0.0011912986180937502,
 'profit_factor': 3242.3344339864175,
 'sharpe_ratio': 183.78549888160413,
 'threshold_close_pct': 1.6533598435501626,
 'threshold_open_pct': 2.4820909139415877,
 'total_pnl': 3.8613972319872305,
 'total_trades': 161.0,
 'win_rate': 0.9937888198757764,
 'window_size': 36.0,
 'winning_trades': 160.0}
ind_param (optuna):
展開 Optuna 參數 
{'ma_len_fast': [3, 10], 'ma_len_slow': [5, 20], 'ma_alpha': [0.5, 0.9], 'threshold_open_pct': [0.5, 5.0], 'threshold_close_pct': [1.0, 10.0], 'k_neighbor': [3, 10], 'window_size': [10, 50], 'day_hold': [2, 2]}
154 BTCUSDT 5 grid_knn_5_1 2024-01-01 ~ 2025-01-01 1514.024 0.99% 186 124.559 0.00 0.000 0.000 2026-05-16
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON 
{'avg_loss': -0.0026872067859963883,
 'avg_win': 0.021991866289357263,
 'expectancy': 0.021859183100780093,
 'k_neighbor': 7.0,
 'losing_trades': 1.0,
 'ma_alpha': 0.7554305850658529,
 'ma_len_fast': 8.0,
 'ma_len_slow': 19.0,
 'max_drawdown': 0.00268720678599621,
 'profit_factor': 1514.0238870833819,
 'sharpe_ratio': 124.55859173915506,
 'threshold_close_pct': 1.2069323829883654,
 'threshold_open_pct': 3.1490125791383945,
 'total_pnl': 4.065808056745097,
 'total_trades': 186.0,
 'win_rate': 0.9946236559139785,
 'window_size': 28.0,
 'winning_trades': 185.0}
ind_param (optuna):
展開 Optuna 參數 
{'ma_len_fast': [3, 10], 'ma_len_slow': [5, 20], 'ma_alpha': [0.5, 0.9], 'threshold_open_pct': [0.5, 5.0], 'threshold_close_pct': [1.0, 10.0], 'k_neighbor': [3, 10], 'window_size': [10, 50], 'day_hold': [2, 2]}
15 BTCUSDT 15 knn_resonance 2026-01-01 ~ 2026-12-31 1279.134 0.71% 7 75.118 0.00 0.000 0.000 2026-05-02
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON 
{'avg_loss': -3.4141465828418927e-05,
 'avg_win': 0.0174686099586824,
 'day_hold': 2,
 'expectancy': 0.012467823837393597,
 'feature_weights': [0.5298714404389878,
                     0.765978184243688,
                     1.8498432443166384,
                     1.1285020019378411,
                     0.32608011228021005,
                     0.25714823431679446,
                     1.1061397106421156,
                     0.9943932702382806],
 'knn_window': 208,
 'lb': 0.8958517899084496,
 'losing_trades': 2,
 'max_drawdown': 5.526266343935937e-05,
 'period_adx': 34,
 'period_atr': 14,
 'period_bb': 28,
 'period_chop': 15,
 'period_lookback': 157,
 'period_mfi': 20,
 'period_rsi': 29,
 'profit_factor': 1279.1344436170746,
 'sharpe_ratio': 75.11752807941987,
 'tb_horizon': 13,
 'total_pnl': 0.08727476686175517,
 'total_trades': 7,
 'ub': 1.036099420762315,
 'w_ediff': 1.1285020019378411,
 'w_energy': 0.5298714404389878,
 'w_fdiff': 0.32608011228021005,
 'w_flow': 0.765978184243688,
 'w_sdiff': 0.25714823431679446,
 'w_stress': 1.8498432443166384,
 'w_vol': 1.1061397106421156,
 'w_vpct': 0.9943932702382806,
 'win_rate': 0.7142857142857143,
 'winning_trades': 5}
ind_param (optuna):
展開 Optuna 參數 
[365.0, 0.05, 1.0, 2.0, 500.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 30.0, 300.0, 5.0, 80.0, 1.005, 1.15, 0.85, 0.995, 120.0, 350.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0]
14 BTCUSDT 15 knn_resonance 2026-01-01 ~ 2026-12-31 551.423 0.83% 6 71.401 0.00 0.000 0.000 2026-05-02
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON 
{'avg_loss': -0.00022805082935450915,
 'avg_win': 0.025150491650050455,
 'day_hold': 2,
 'expectancy': 0.02092073457014963,
 'feature_weights': [1.0817579057199636,
                     0.3470492412469429,
                     1.3128386647845125,
                     0.7361760152379692,
                     1.115481772817145,
                     0.20927624535103156,
                     1.147343809153265,
                     0.6379099496277593],
 'knn_window': 232,
 'lb': 0.884698070022155,
 'losing_trades': 1,
 'max_drawdown': 0.00022805082935450915,
 'period_adx': 36,
 'period_atr': 12,
 'period_bb': 36,
 'period_chop': 10,
 'period_lookback': 173,
 'period_mfi': 26,
 'period_rsi': 19,
 'profit_factor': 551.422937623997,
 'sharpe_ratio': 71.40126938152198,
 'tb_horizon': 21,
 'total_pnl': 0.12552440742089777,
 'total_trades': 6,
 'ub': 1.0496051252767706,
 'w_ediff': 0.7361760152379692,
 'w_energy': 1.0817579057199636,
 'w_fdiff': 1.115481772817145,
 'w_flow': 0.3470492412469429,
 'w_sdiff': 0.20927624535103156,
 'w_stress': 1.3128386647845125,
 'w_vol': 1.147343809153265,
 'w_vpct': 0.6379099496277593,
 'win_rate': 0.8333333333333334,
 'winning_trades': 5}
ind_param (optuna):
展開 Optuna 參數 
[365.0, 0.05, 1.0, 2.0, 500.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 30.0, 300.0, 5.0, 80.0, 1.005, 1.15, 0.85, 0.995, 120.0, 350.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0]
156 BTCUSDT 5 grid_knn_5_1 2025-01-01 ~ 2026-01-01 340.182 0.99% 173 141.856 0.01 0.000 0.000 2026-05-16
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON 
{'avg_loss': -0.0052863114773026324,
 'avg_win': 0.021032817829320746,
 'expectancy': 0.02072855043849273,
 'losing_trades': 2.0,
 'max_drawdown': 0.010572622954605482,
 'profit_factor': 340.181605289085,
 'sharpe_ratio': 141.85630273282786,
 'total_pnl': 3.586039225859242,
 'total_trades': 173.0,
 'win_rate': 0.9884393063583815,
 'winning_trades': 171.0}
ind_param (optuna):
展開 Optuna 參數 
{'ma_len_fast': [8, 8], 'ma_len_slow': [19, 19], 'ma_alpha': [0.7554305850658529, 0.7554305850658529], 'threshold_open_pct': [3.1490125791383945, 3.1490125791383945], 'threshold_close_pct': [1.2069323829883654, 1.2069323829883654], 'k_neighbor': [7, 7], 'window_size': [28, 28], 'day_hold': [2, 2]}
157 BTCUSDT 5 grid_knn_5_1 2025-01-01 ~ 2026-01-01 340.182 0.99% 173 141.856 0.01 0.000 0.000 2026-05-16
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON 
{'avg_loss': -0.0052863114773026324,
 'avg_win': 0.021032817829320746,
 'expectancy': 0.02072855043849273,
 'losing_trades': 2.0,
 'max_drawdown': 0.010572622954605482,
 'profit_factor': 340.181605289085,
 'sharpe_ratio': 141.85630273282786,
 'total_pnl': 3.586039225859242,
 'total_trades': 173.0,
 'win_rate': 0.9884393063583815,
 'winning_trades': 171.0}
ind_param (optuna):
展開 Optuna 參數 
{'ma_len_fast': [8, 8], 'ma_len_slow': [19, 19], 'ma_alpha': [0.7554305850658529, 0.7554305850658529], 'threshold_open_pct': [3.1490125791383945, 3.1490125791383945], 'threshold_close_pct': [1.2069323829883654, 1.2069323829883654], 'k_neighbor': [7, 7], 'window_size': [28, 28], 'day_hold': [2, 2]}
136 BTCUSDT 60 knn_resonance_5da 2025-01-01 ~ 2025-03-01 99.000 1.00% 6 328.869 0.00 0.000 0.000 2026-05-03
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON 
{'avg_loss': 0.0,
 'avg_win': 0.027037192376220955,
 'expectancy': 0.027037192376220955,
 'knn_window': 152.0,
 'lb': 0.8976619744158763,
 'losing_trades': 0.0,
 'max_drawdown': 0.0,
 'max_hold_bars': 256.0,
 'period_adx': 32.0,
 'period_atr': 27.0,
 'period_bb': 26.0,
 'period_chop': 30.0,
 'period_lookback': 139.0,
 'period_mfi': 14.0,
 'period_rsi': 11.0,
 'profit_factor': 99.0,
 'sharpe_ratio': 328.8690418084986,
 'sl_mult': 3.607934350058483,
 'sl_mult_short': 5.058869216404056,
 'tb_horizon': 80.0,
 'total_pnl': 0.16222315425732572,
 'total_trades': 6.0,
 'tp_mult': 1.5342905899570312,
 'tp_mult_short': 4.316874108785013,
 'tsl_activate_mult': 4.443241753350738,
 'tsl_trail_mult': 1.0755379960630638,
 'ub': 1.1091979985380542,
 'w_bbw': 0.9032559468514765,
 'w_chop': 0.7220729707891399,
 'w_energy': 0.5747630691846264,
 'w_flow': 0.36639553104632333,
 'w_stress': 1.9457614567546953,
 'win_rate': 1.0,
 'winning_trades': 6.0}
ind_param (optuna):
展開 Optuna 參數 
{'period_rsi': [7, 30], 'period_mfi': [7, 30], 'period_atr': [12, 40], 'period_adx': [15, 40], 'period_bb': [10, 40], 'period_chop': [7, 30], 'period_lookback': [120, 160], 'tb_horizon': [80, 200], 'ub': [1.005, 1.15], 'lb': [0.85, 0.995], 'knn_window': [140, 190], 'w_energy': [0.3, 2.0], 'w_flow': [0.3, 2.0], 'w_stress': [0.3, 2.0], 'w_bbw': [0.1, 1.5], 'w_chop': [0.1, 1.5], 'day_hold': [2, 2], 'tp_mult': [1.0, 6.0], 'sl_mult': [1.0, 6.0], 'tp_mult_short': [1.0, 6.0], 'sl_mult_short': [1.0, 6.0], 'tsl_activate_mult': [1.0, 5.0], 'tsl_trail_mult': [0.5, 3.0], 'max_hold_bars': [24, 288]}
10 BTCUSDT 15 knn_resonance 2026-01-01 ~ 2026-12-31 99.000 1.00% 5 147.228 0.00 0.000 0.000 2026-05-02
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON 
{'day_hold': 2.0,
 'knn_window': 200.0,
 'lb': 0.937372997600387,
 'period_adx': 26.0,
 'period_atr': 27.0,
 'period_bb': 24.0,
 'period_chop': 9.0,
 'period_lookback': 157.0,
 'period_mfi': 26.0,
 'period_rsi': 23.0,
 'tb_horizon': 13.0,
 'ub': 1.0383900417299556,
 'w_ediff': 0.1780610906825275,
 'w_energy': 1.2253271460918973,
 'w_fdiff': 1.014158248526806,
 'w_flow': 0.6793444968452663,
 'w_sdiff': 0.7008666792965695,
 'w_stress': 1.8394641306986723,
 'w_vol': 0.8148535251875489,
 'w_vpct': 0.7093790472796685}
86 BTCUSDT 60 knn_trend_resonance 2025-01-01 ~ 2025-12-31 99.000 1.00% 5 158.943 0.00 0.000 0.000 2026-05-03
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON 
{'3d_confirm_bars': 1.0,
 '3d_energy_thresh': 0.2697931038809941,
 '3d_flow_thresh': 0.3150036869707359,
 '3d_stress_thresh': 0.3448518244033012,
 'avg_loss': 0.0,
 'avg_win': 0.04290463593877747,
 'day_hold': 2.0,
 'expectancy': 0.04290463593877747,
 'knn_window': 147.0,
 'lb': 0.9493529055934135,
 'losing_trades': 0.0,
 'max_drawdown': 0.0,
 'period_adx': 24.0,
 'period_atr': 13.0,
 'period_bb': 10.0,
 'period_chop': 25.0,
 'period_lookback': 153.0,
 'period_mfi': 14.0,
 'period_rsi': 9.0,
 'profit_factor': 99.0,
 'regime_thresh': 0.18719331799499334,
 'sharpe_ratio': 158.94331506567923,
 'tb_horizon': 149.0,
 'total_pnl': 0.21452317969388734,
 'total_trades': 5.0,
 'ub': 1.1421586369800074,
 'w_ediff': 1.4623388555014578,
 'w_energy': 1.8996583487937175,
 'w_fdiff': 1.356890066717693,
 'w_flow': 1.2538450426017964,
 'w_sdiff': 0.8977965855650769,
 'w_stress': 1.3680856745381422,
 'w_vol': 1.3433921865861713,
 'w_vpct': 0.5619759090063736,
 'win_rate': 1.0,
 'winning_trades': 5.0}
ind_param (optuna):
展開 Optuna 參數 
[365.0, 0.05, 1.0, 2.0, 30.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 120.0, 160.0, 80.0, 200.0, 1.005, 1.15, 0.85, 0.995, 140.0, 190.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0, 0.1, 0.4, 0.1, 0.4, 0.1, 0.4, 1.0, 3.0, 0.05, 0.3]
88 BTCUSDT 60 knn_trend_resonance 2025-01-01 ~ 2025-12-31 99.000 1.00% 6 99.633 0.00 0.000 0.000 2026-05-03
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON 
{'3d_confirm_bars': 1.0,
 '3d_energy_thresh': 0.38095857106582554,
 '3d_flow_thresh': 0.3886482880697706,
 '3d_stress_thresh': 0.30113627258896214,
 'avg_loss': 0.0,
 'avg_win': 0.047220820750188165,
 'day_hold': 2.0,
 'expectancy': 0.047220820750188165,
 'knn_window': 171.0,
 'lb': 0.9042410248422478,
 'losing_trades': 0.0,
 'max_drawdown': 0.0,
 'period_adx': 40.0,
 'period_atr': 27.0,
 'period_bb': 32.0,
 'period_chop': 18.0,
 'period_lookback': 122.0,
 'period_mfi': 13.0,
 'period_rsi': 10.0,
 'profit_factor': 99.0,
 'regime_thresh': 0.21424891268002583,
 'sharpe_ratio': 99.63312185352177,
 'tb_horizon': 95.0,
 'total_pnl': 0.283324924501129,
 'total_trades': 6.0,
 'ub': 1.1308894973013532,
 'w_ediff': 0.40521392168201553,
 'w_energy': 0.9612319622531715,
 'w_fdiff': 1.3533500667749199,
 'w_flow': 0.960490268466845,
 'w_sdiff': 0.8785056474014644,
 'w_stress': 1.3401970038796207,
 'w_vol': 0.9693492390824582,
 'w_vpct': 0.5567872507817346,
 'win_rate': 1.0,
 'winning_trades': 6.0}
ind_param (optuna):
展開 Optuna 參數 
[365.0, 0.05, 1.0, 2.0, 30.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 120.0, 160.0, 80.0, 200.0, 1.005, 1.15, 0.85, 0.995, 140.0, 190.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0, 0.1, 0.4, 0.1, 0.4, 0.1, 0.4, 1.0, 3.0, 0.05, 0.3]
16 BTCUSDT 60 knn_resonance 2026-01-01 ~ 2026-12-31 99.000 1.00% 5 86.406 0.00 0.000 0.000 2026-05-02
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON 
{'avg_loss': 0.0,
 'avg_win': 0.045804755521057894,
 'day_hold': 2,
 'expectancy': 0.045804755521057894,
 'feature_weights': [0.4291091496890403,
                     0.3080493516408457,
                     1.666038212613566,
                     1.2113084831923384,
                     0.39996225138728336,
                     0.45609825138363136,
                     1.2470129491458122,
                     0.9971011170967093],
 'knn_window': 153,
 'lb': 0.8937564152794912,
 'losing_trades': 0,
 'max_drawdown': 0.0,
 'period_adx': 39,
 'period_atr': 23,
 'period_bb': 36,
 'period_chop': 8,
 'period_lookback': 158,
 'period_mfi': 9,
 'period_rsi': 20,
 'profit_factor': 99.0,
 'sharpe_ratio': 86.40583047390592,
 'tb_horizon': 64,
 'total_pnl': 0.22902377760528947,
 'total_trades': 5,
 'ub': 1.125623648508208,
 'w_ediff': 1.2113084831923384,
 'w_energy': 0.4291091496890403,
 'w_fdiff': 0.39996225138728336,
 'w_flow': 0.3080493516408457,
 'w_sdiff': 0.45609825138363136,
 'w_stress': 1.666038212613566,
 'w_vol': 1.2470129491458122,
 'w_vpct': 0.9971011170967093,
 'win_rate': 1.0,
 'winning_trades': 5}
ind_param (optuna):
展開 Optuna 參數 
[365.0, 0.05, 1.0, 2.0, 100.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 40.0, 180.0, 25.0, 80.0, 1.005, 1.15, 0.85, 0.995, 120.0, 260.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0]
87 BTCUSDT 60 knn_trend_resonance 2025-01-01 ~ 2025-12-31 99.000 1.00% 5 123.268 0.00 0.000 0.000 2026-05-03
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON 
{'3d_confirm_bars': 2.0,
 '3d_energy_thresh': 0.356423435801112,
 '3d_flow_thresh': 0.3246999559736433,
 '3d_stress_thresh': 0.3583002048309102,
 'avg_loss': 0.0,
 'avg_win': 0.04817052781864517,
 'day_hold': 2.0,
 'expectancy': 0.04817052781864517,
 'knn_window': 157.0,
 'lb': 0.9718383292847731,
 'losing_trades': 0.0,
 'max_drawdown': 0.0,
 'period_adx': 32.0,
 'period_atr': 32.0,
 'period_bb': 14.0,
 'period_chop': 20.0,
 'period_lookback': 135.0,
 'period_mfi': 18.0,
 'period_rsi': 9.0,
 'profit_factor': 99.0,
 'regime_thresh': 0.1659800840266164,
 'sharpe_ratio': 123.26805566279772,
 'tb_horizon': 192.0,
 'total_pnl': 0.24085263909322585,
 'total_trades': 5.0,
 'ub': 1.1076586377347375,
 'w_ediff': 1.089926542332824,
 'w_energy': 1.5015775457885072,
 'w_fdiff': 0.5856484011410408,
 'w_flow': 1.1206853769470864,
 'w_sdiff': 0.44223676708017257,
 'w_stress': 1.6826643391300453,
 'w_vol': 1.441578587796114,
 'w_vpct': 0.11775098536240815,
 'win_rate': 1.0,
 'winning_trades': 5.0}
ind_param (optuna):
展開 Optuna 參數 
[365.0, 0.05, 1.0, 2.0, 30.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 120.0, 160.0, 80.0, 200.0, 1.005, 1.15, 0.85, 0.995, 140.0, 190.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0, 0.1, 0.4, 0.1, 0.4, 0.1, 0.4, 1.0, 3.0, 0.05, 0.3]
84 BTCUSDT 60 knn_trend_resonance 2025-01-01 ~ 2025-12-31 95.826 0.91% 11 182.782 0.01 0.000 0.000 2026-05-03
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON 
{'3d_confirm_bars': 1.0,
 '3d_energy_thresh': 0.37587953151586895,
 '3d_flow_thresh': 0.28869090791592245,
 '3d_stress_thresh': 0.3468490347292784,
 'avg_loss': -0.005845429150462933,
 'avg_win': 0.05601436721211941,
 'day_hold': 2.0,
 'expectancy': 0.05039074936097556,
 'knn_window': 149.0,
 'lb': 0.9496936302280657,
 'losing_trades': 1.0,
 'max_drawdown': 0.005845429150462933,
 'period_adx': 26.0,
 'period_atr': 35.0,
 'period_bb': 30.0,
 'period_chop': 9.0,
 'period_lookback': 129.0,
 'period_mfi': 14.0,
 'period_rsi': 22.0,
 'profit_factor': 95.82592786653365,
 'regime_thresh': 0.22386732156866318,
 'sharpe_ratio': 182.78171330799765,
 'tb_horizon': 190.0,
 'total_pnl': 0.5542982429707312,
 'total_trades': 11.0,
 'ub': 1.0679186218375631,
 'w_ediff': 0.4371555725348554,
 'w_energy': 1.5006844257792513,
 'w_fdiff': 0.3980498162066908,
 'w_flow': 0.6169877798812726,
 'w_sdiff': 1.0491462040743533,
 'w_stress': 1.9867370488246168,
 'w_vol': 0.2486375687886957,
 'w_vpct': 0.22386580845268073,
 'win_rate': 0.9090909090909091,
 'winning_trades': 10.0}
ind_param (optuna):
展開 Optuna 參數 
[365.0, 0.05, 1.0, 2.0, 30.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 120.0, 160.0, 80.0, 200.0, 1.005, 1.15, 0.85, 0.995, 140.0, 190.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0, 0.1, 0.4, 0.1, 0.4, 0.1, 0.4, 1.0, 3.0, 0.05, 0.3]
62 BTCUSDT 60 knn_trend_resonance 2025-01-01 ~ 2025-12-31 58.516 0.85% 13 149.858 0.01 0.000 0.000 2026-05-03
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON 
{'3d_confirm_bars': 1.0,
 '3d_energy_thresh': 0.5273314718736521,
 '3d_flow_thresh': 0.48730542505537566,
 '3d_stress_thresh': 0.4305020565510671,
 'avg_loss': -0.004968696819720675,
 'avg_win': 0.05286348624520149,
 'day_hold': 2.0,
 'expectancy': 0.04396622731213655,
 'knn_window': 158.0,
 'lb': 0.9496282813017941,
 'losing_trades': 2.0,
 'max_drawdown': 0.00817831989570017,
 'period_adx': 24.0,
 'period_atr': 20.0,
 'period_bb': 27.0,
 'period_chop': 22.0,
 'period_lookback': 139.0,
 'period_mfi': 8.0,
 'period_rsi': 9.0,
 'profit_factor': 58.5161833973507,
 'regime_thresh': 0.11357157370275513,
 'sharpe_ratio': 149.85844513412624,
 'tb_horizon': 171.0,
 'total_pnl': 0.571560955057775,
 'total_trades': 13.0,
 'ub': 1.143280995722041,
 'w_ediff': 1.474279426536664,
 'w_energy': 1.186891109001881,
 'w_fdiff': 1.4858386023749588,
 'w_flow': 1.4277976399511654,
 'w_sdiff': 0.12694131797070585,
 'w_stress': 1.2154690072531487,
 'w_vol': 0.21775263255776475,
 'w_vpct': 0.5070171187776517,
 'win_rate': 0.8461538461538461,
 'winning_trades': 11.0}
ind_param (optuna):
展開 Optuna 參數 
[365.0, 0.05, 1.0, 2.0, 5.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 120.0, 160.0, 80.0, 200.0, 1.005, 1.15, 0.85, 0.995, 140.0, 190.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0, 0.4, 0.6, 0.4, 0.6, 0.4, 0.6, 1.0, 3.0, 0.05, 0.3]
85 BTCUSDT 60 knn_trend_resonance 2025-01-01 ~ 2025-12-31 57.146 0.85% 13 80.815 0.00 0.000 0.000 2026-05-03
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON 
{'3d_confirm_bars': 1.0,
 '3d_energy_thresh': 0.314399050468288,
 '3d_flow_thresh': 0.38932701702872174,
 '3d_stress_thresh': 0.3314051424157374,
 'avg_loss': -0.002935731924942453,
 'avg_win': 0.030502700286233222,
 'day_hold': 2.0,
 'expectancy': 0.025358326099898503,
 'knn_window': 146.0,
 'lb': 0.9819263838092579,
 'losing_trades': 2.0,
 'max_drawdown': 0.004072988856705928,
 'period_adx': 16.0,
 'period_atr': 21.0,
 'period_bb': 10.0,
 'period_chop': 25.0,
 'period_lookback': 135.0,
 'period_mfi': 15.0,
 'period_rsi': 29.0,
 'profit_factor': 57.14583479129188,
 'regime_thresh': 0.25562963980656617,
 'sharpe_ratio': 80.81459013419015,
 'tb_horizon': 118.0,
 'total_pnl': 0.32965823929868054,
 'total_trades': 13.0,
 'ub': 1.0916499802348685,
 'w_ediff': 0.15074149897335373,
 'w_energy': 1.4239259547277063,
 'w_fdiff': 0.41706833493873996,
 'w_flow': 1.2407741496558415,
 'w_sdiff': 0.6094576531876392,
 'w_stress': 0.5389722216193688,
 'w_vol': 0.9642396621215816,
 'w_vpct': 0.3739408201894183,
 'win_rate': 0.8461538461538461,
 'winning_trades': 11.0}
ind_param (optuna):
展開 Optuna 參數 
[365.0, 0.05, 1.0, 2.0, 30.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 120.0, 160.0, 80.0, 200.0, 1.005, 1.15, 0.85, 0.995, 140.0, 190.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0, 0.1, 0.4, 0.1, 0.4, 0.1, 0.4, 1.0, 3.0, 0.05, 0.3]
153 BTCUSDT 5 grid_knn_5_1 2025-01-01 ~ 2025-12-31 52.877 0.97% 37 210.176 0.04 0.000 0.000 2026-05-16
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON 
{'avg_loss': -0.03815536071216642,
 'avg_win': 0.056042320501892645,
 'expectancy': 0.053496437225836996,
 'losing_trades': 1.0,
 'max_drawdown': 0.03815536071216652,
 'profit_factor': 52.87654212701013,
 'sharpe_ratio': 210.17589281469068,
 'total_pnl': 1.9793681773559688,
 'total_trades': 37.0,
 'win_rate': 0.972972972972973,
 'winning_trades': 36.0}
ind_param (optuna):
展開 Optuna 參數 
{'ma_len_fast': [5, 5], 'ma_len_slow': [8, 8], 'ma_alpha': [0.7, 0.7], 'threshold_open_pct': [2.0, 2.0], 'threshold_close_pct': [5.0, 5.0], 'k_neighbor': [5, 5], 'window_size': [20, 20], 'day_hold': [2, 2]}
152 BTCUSDT 5 grid_knn_5_1 2025-01-01 ~ 2025-12-31 43.430 0.97% 35 201.716 0.04 0.000 0.000 2026-05-16
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON 
{'avg_loss': -0.04263847919781,
 'avg_win': 0.05446456583114961,
 'expectancy': 0.051690193116036474,
 'losing_trades': 1.0,
 'max_drawdown': 0.04263847919781005,
 'profit_factor': 43.430142751296785,
 'sharpe_ratio': 201.7162529002583,
 'total_pnl': 1.8091567590612765,
 'total_trades': 35.0,
 'win_rate': 0.9714285714285714,
 'winning_trades': 34.0}
ind_param (optuna):
展開 Optuna 參數 
{'ma_len_fast': [5, 5], 'ma_len_slow': [8, 8], 'ma_alpha': [0.7, 0.7], 'threshold_open_pct': [2.0, 2.0], 'threshold_close_pct': [5.0, 5.0], 'k_neighbor': [5, 5], 'window_size': [20, 20], 'day_hold': [2, 2]}
45 BTCUSDT 60 knn_resonance 2025-01-01 ~ 2025-12-31 36.198 0.88% 24 78.193 0.01 0.000 0.000 2026-05-02
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON 
{'avg_loss': -0.011077566786792984,
 'avg_win': 0.05728412750687152,
 'day_hold': 2,
 'expectancy': 0.04873891572016346,
 'feature_weights': [1.523385821174319,
                     0.9167625794660026,
                     1.7126243402639356,
                     1.4164710789350423,
                     1.1685122386655455,
                     0.5119524376019157,
                     0.19141899100438944,
                     0.6373829651270588],
 'knn_window': 184,
 'lb': 0.8817233269190518,
 'losing_trades': 3,
 'max_drawdown': 0.014173678306662496,
 'period_adx': 30,
 'period_atr': 20,
 'period_bb': 15,
 'period_chop': 17,
 'period_lookback': 128,
 'period_mfi': 21,
 'period_rsi': 7,
 'profit_factor': 36.1982825530036,
 'sharpe_ratio': 78.19272613393993,
 'tb_horizon': 142,
 'total_pnl': 1.169733977283923,
 'total_trades': 24,
 'ub': 1.0987356168347526,
 'w_ediff': 1.4164710789350423,
 'w_energy': 1.523385821174319,
 'w_fdiff': 1.1685122386655455,
 'w_flow': 0.9167625794660026,
 'w_sdiff': 0.5119524376019157,
 'w_stress': 1.7126243402639356,
 'w_vol': 0.19141899100438944,
 'w_vpct': 0.6373829651270588,
 'win_rate': 0.875,
 'winning_trades': 21}
ind_param (optuna):
展開 Optuna 參數 
[365.0, 0.05, 1.0, 2.0, 100.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 120.0, 160.0, 80.0, 200.0, 1.005, 1.15, 0.85, 0.995, 140.0, 190.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0]
3 BTCUSDT 15 knn_resonance 2026-01-01 ~ 2026-12-31 29.310 0.89% 9 83.368 0.01 0.000 0.000 2026-05-01
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON 
{'day_hold': 2.0,
 'knn_window': 196.0,
 'lb': 0.9043267127749643,
 'period_adx': 19.0,
 'period_atr': 12.0,
 'period_bb': 29.0,
 'period_chop': 28.0,
 'period_lookback': 66.0,
 'period_mfi': 28.0,
 'period_rsi': 7.0,
 'tb_horizon': 17.0,
 'ub': 1.0439115581934062,
 'w_ediff': 0.12038309228916647,
 'w_energy': 0.9519530234482969,
 'w_fdiff': 0.8548074222254101,
 'w_flow': 1.705408572171096,
 'w_sdiff': 0.13395035681370698,
 'w_stress': 1.9112488972019248,
 'w_vol': 0.38042166598065363,
 'w_vpct': 0.6879590199351923}
11 BTCUSDT 15 knn_resonance 2026-01-01 ~ 2026-12-31 24.752 0.83% 6 97.481 0.00 0.000 0.000 2026-05-02
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON 
{'avg_loss': -0.0033422735126955594,
 'avg_win': 0.016545587436206377,
 'day_hold': 2,
 'expectancy': 0.013230943944722722,
 'feature_weights': [1.7568696025864292,
                     0.5881661198973704,
                     1.4455724300614516,
                     0.16717585862361659,
                     0.5003396284713117,
                     1.3448848559509345,
                     0.16816458667875764,
                     0.11571437063106517],
 'knn_window': 192,
 'lb': 0.9105816253690651,
 'losing_trades': 1,
 'max_drawdown': 0.0033422735126955594,
 'period_adx': 28,
 'period_atr': 23,
 'period_bb': 35,
 'period_chop': 18,
 'period_lookback': 262,
 'period_mfi': 18,
 'period_rsi': 25,
 'profit_factor': 24.751994971922993,
 'sharpe_ratio': 97.48144236910504,
 'tb_horizon': 15,
 'total_pnl': 0.07938566366833633,
 'total_trades': 6,
 'ub': 1.0428750189028484,
 'w_ediff': 0.16717585862361659,
 'w_energy': 1.7568696025864292,
 'w_fdiff': 0.5003396284713117,
 'w_flow': 0.5881661198973704,
 'w_sdiff': 1.3448848559509345,
 'w_stress': 1.4455724300614516,
 'w_vol': 0.16816458667875764,
 'w_vpct': 0.11571437063106517,
 'win_rate': 0.8333333333333334,
 'winning_trades': 5}
ind_param (optuna):
展開 Optuna 參數 
[365.0, 0.05, 1.0, 2.0, 83.0, 7.0, 30.0, 7.0, 30.0, 7.0, 30.0, 7.0, 30.0, 10.0, 40.0, 7.0, 30.0, 30.0, 300.0, 5.0, 80.0, 1.005, 1.15, 0.85, 0.995, 50.0, 400.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0]
21 BTCUSDT 60 knn_resonance 2025-01-01 ~ 2025-12-31 21.311 0.80% 5 72.355 0.01 0.000 0.000 2026-05-02
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON 
{'avg_loss': -0.010337937993593282,
 'avg_win': 0.055078835779553,
 'day_hold': 2,
 'expectancy': 0.041995481024923745,
 'feature_weights': [1.945059632158093,
                     1.9398660124379883,
                     1.2035596262120858,
                     1.2355199872440645,
                     0.38269813046344425,
                     1.136665952011875,
                     1.2813151585872733,
                     0.2518455300728586],
 'knn_window': 153,
 'lb': 0.8923538699822394,
 'losing_trades': 1,
 'max_drawdown': 0.010337937993593282,
 'period_adx': 27,
 'period_atr': 32,
 'period_bb': 27,
 'period_chop': 26,
 'period_lookback': 136,
 'period_mfi': 23,
 'period_rsi': 19,
 'profit_factor': 21.31134306036153,
 'sharpe_ratio': 72.35500716917363,
 'tb_horizon': 45,
 'total_pnl': 0.2099774051246187,
 'total_trades': 5,
 'ub': 1.106770521356077,
 'w_ediff': 1.2355199872440645,
 'w_energy': 1.945059632158093,
 'w_fdiff': 0.38269813046344425,
 'w_flow': 1.9398660124379883,
 'w_sdiff': 1.136665952011875,
 'w_stress': 1.2035596262120858,
 'w_vol': 1.2813151585872733,
 'w_vpct': 0.2518455300728586,
 'win_rate': 0.8,
 'winning_trades': 4}
ind_param (optuna):
展開 Optuna 參數 
[365.0, 0.05, 1.0, 2.0, 100.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 80.0, 160.0, 25.0, 120.0, 1.005, 1.15, 0.85, 0.995, 140.0, 220.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0]
22 BTCUSDT 60 knn_resonance 2025-01-01 ~ 2025-12-31 20.506 0.80% 5 85.072 0.01 0.000 0.000 2026-05-02
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON 
{'avg_loss': -0.011903887051697426,
 'avg_win': 0.061026590737309955,
 'day_hold': 2,
 'expectancy': 0.04644049517950848,
 'feature_weights': [0.4177416119118784,
                     0.33917166695118384,
                     1.3939099015864749,
                     0.1822386685737812,
                     1.2623761142267103,
                     0.5652884885824441,
                     1.199772075128954,
                     0.284895358769917],
 'knn_window': 212,
 'lb': 0.8986245684718144,
 'losing_trades': 1,
 'max_drawdown': 0.011903887051697426,
 'period_adx': 21,
 'period_atr': 16,
 'period_bb': 13,
 'period_chop': 30,
 'period_lookback': 140,
 'period_mfi': 29,
 'period_rsi': 30,
 'profit_factor': 20.506441458080843,
 'sharpe_ratio': 85.07211424849778,
 'tb_horizon': 44,
 'total_pnl': 0.2322024758975424,
 'total_trades': 5,
 'ub': 1.1145528883756126,
 'w_ediff': 0.1822386685737812,
 'w_energy': 0.4177416119118784,
 'w_fdiff': 1.2623761142267103,
 'w_flow': 0.33917166695118384,
 'w_sdiff': 0.5652884885824441,
 'w_stress': 1.3939099015864749,
 'w_vol': 1.199772075128954,
 'w_vpct': 0.284895358769917,
 'win_rate': 0.8,
 'winning_trades': 4}
ind_param (optuna):
展開 Optuna 參數 
[365.0, 0.05, 1.0, 2.0, 100.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 80.0, 160.0, 25.0, 120.0, 1.005, 1.15, 0.85, 0.995, 140.0, 220.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0]
9 BTCUSDT 15 knn_resonance 2026-01-01 ~ 2026-12-31 17.005 0.79% 38 63.523 0.02 0.000 0.000 2026-05-02
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON 
{'day_hold': 2.0,
 'knn_window': 58.0,
 'lb': 0.8788613201369798,
 'period_adx': 9.0,
 'period_atr': 19.0,
 'period_bb': 34.0,
 'period_chop': 25.0,
 'period_lookback': 160.0,
 'period_mfi': 12.0,
 'period_rsi': 14.0,
 'tb_horizon': 60.0,
 'ub': 1.0365768853865254,
 'w_ediff': 1.0313223897671207,
 'w_energy': 0.6085120351919773,
 'w_fdiff': 1.4681416881930338,
 'w_flow': 1.0256433221010406,
 'w_sdiff': 0.7101486626619624,
 'w_stress': 1.9453028489244308,
 'w_vol': 1.136691985229873,
 'w_vpct': 0.9388825187632093}
40 BTCUSDT 60 knn_resonance 2025-01-01 ~ 2025-12-31 16.775 0.86% 29 84.218 0.06 0.000 0.000 2026-05-02
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON 
{'avg_loss': -0.02555821718986301,
 'avg_win': 0.06859818578057723,
 'day_hold': 2,
 'expectancy': 0.05561109571568892,
 'feature_weights': [0.44682656220951045,
                     0.4779762893579086,
                     1.243954606651667,
                     1.3712495808265452,
                     0.4118999159716057,
                     1.2360027084737901,
                     1.1174658919955167,
                     0.4960138857267873],
 'knn_window': 171,
 'lb': 0.882257733397855,
 'losing_trades': 4,
 'max_drawdown': 0.058536453187088444,
 'period_adx': 33,
 'period_atr': 22,
 'period_bb': 20,
 'period_chop': 26,
 'period_lookback': 136,
 'period_mfi': 24,
 'period_rsi': 7,
 'profit_factor': 16.774983088360933,
 'sharpe_ratio': 84.21824993684424,
 'tb_horizon': 185,
 'total_pnl': 1.6127217757549788,
 'total_trades': 29,
 'ub': 1.085060040405041,
 'w_ediff': 1.3712495808265452,
 'w_energy': 0.44682656220951045,
 'w_fdiff': 0.4118999159716057,
 'w_flow': 0.4779762893579086,
 'w_sdiff': 1.2360027084737901,
 'w_stress': 1.243954606651667,
 'w_vol': 1.1174658919955167,
 'w_vpct': 0.4960138857267873,
 'win_rate': 0.8620689655172413,
 'winning_trades': 25}
ind_param (optuna):
展開 Optuna 參數 
[365.0, 0.05, 1.0, 2.0, 100.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 120.0, 160.0, 80.0, 200.0, 1.005, 1.15, 0.85, 0.995, 140.0, 190.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0]
41 BTCUSDT 60 knn_resonance 2025-01-01 ~ 2025-12-31 15.324 0.86% 29 90.024 0.08 0.000 0.000 2026-05-02
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON 
{'avg_loss': -0.028352390665226573,
 'avg_win': 0.06951374923813593,
 'day_hold': 2,
 'expectancy': 0.056014971320430755,
 'feature_weights': [1.483201874511459,
                     0.6735792421580182,
                     1.2495049600271324,
                     1.4703453497418708,
                     1.2047322766376247,
                     1.4345398565216274,
                     1.022030163832863,
                     0.8697484896732915],
 'knn_window': 152,
 'lb': 0.8802713285854281,
 'losing_trades': 4,
 'max_drawdown': 0.07530207922381882,
 'period_adx': 27,
 'period_atr': 13,
 'period_bb': 21,
 'period_chop': 19,
 'period_lookback': 144,
 'period_mfi': 18,
 'period_rsi': 12,
 'profit_factor': 15.32360843458622,
 'sharpe_ratio': 90.02373554701987,
 'tb_horizon': 195,
 'total_pnl': 1.6244341682924919,
 'total_trades': 29,
 'ub': 1.0814260880254287,
 'w_ediff': 1.4703453497418708,
 'w_energy': 1.483201874511459,
 'w_fdiff': 1.2047322766376247,
 'w_flow': 0.6735792421580182,
 'w_sdiff': 1.4345398565216274,
 'w_stress': 1.2495049600271324,
 'w_vol': 1.022030163832863,
 'w_vpct': 0.8697484896732915,
 'win_rate': 0.8620689655172413,
 'winning_trades': 25}
ind_param (optuna):
展開 Optuna 參數 
[365.0, 0.05, 1.0, 2.0, 100.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 120.0, 160.0, 80.0, 200.0, 1.005, 1.15, 0.85, 0.995, 140.0, 190.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0]
18 BTCUSDT 60 knn_resonance 2025-01-01 ~ 2025-12-31 15.200 0.83% 6 82.656 0.03 0.000 0.000 2026-05-02
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON 
{'avg_loss': -0.026236005451189315,
 'avg_win': 0.07975672703751546,
 'day_hold': 2,
 'expectancy': 0.06209127162273134,
 'feature_weights': [1.2314683077631952,
                     0.5418978655084903,
                     1.5556468997721877,
                     0.7525676202714282,
                     0.4901385532595709,
                     0.35721491636576863,
                     1.1478499153950639,
                     0.7073861578174128],
 'knn_window': 123,
 'lb': 0.8811543340974692,
 'losing_trades': 1,
 'max_drawdown': 0.026236005451189315,
 'period_adx': 33,
 'period_atr': 31,
 'period_bb': 26,
 'period_chop': 12,
 'period_lookback': 133,
 'period_mfi': 29,
 'period_rsi': 19,
 'profit_factor': 15.199860967001738,
 'sharpe_ratio': 82.65561566855342,
 'tb_horizon': 75,
 'total_pnl': 0.372547629736388,
 'total_trades': 6,
 'ub': 1.1123107969871704,
 'w_ediff': 0.7525676202714282,
 'w_energy': 1.2314683077631952,
 'w_fdiff': 0.4901385532595709,
 'w_flow': 0.5418978655084903,
 'w_sdiff': 0.35721491636576863,
 'w_stress': 1.5556468997721877,
 'w_vol': 1.1478499153950639,
 'w_vpct': 0.7073861578174128,
 'win_rate': 0.8333333333333334,
 'winning_trades': 5}
ind_param (optuna):
展開 Optuna 參數 
[365.0, 0.05, 1.0, 2.0, 100.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 40.0, 180.0, 25.0, 80.0, 1.005, 1.15, 0.85, 0.995, 120.0, 260.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0]
46 BTCUSDT 60 knn_resonance 2025-01-01 ~ 2025-12-31 14.996 0.80% 30 75.988 0.05 0.000 0.000 2026-05-02
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON 
{'avg_loss': -0.01986592756878029,
 'avg_win': 0.07447917283167345,
 'day_hold': 2,
 'expectancy': 0.05561015275158271,
 'feature_weights': [1.8268151109704955,
                     1.3581947454736665,
                     1.6365003448554516,
                     0.584004367510137,
                     0.5069366642421635,
                     0.6625237976367293,
                     1.0916655333295835,
                     0.9314758697809244],
 'knn_window': 190,
 'lb': 0.8819103611918423,
 'losing_trades': 6,
 'max_drawdown': 0.04777376700309088,
 'period_adx': 30,
 'period_atr': 25,
 'period_bb': 16,
 'period_chop': 11,
 'period_lookback': 152,
 'period_mfi': 26,
 'period_rsi': 20,
 'profit_factor': 14.996364518859718,
 'sharpe_ratio': 75.98820782552073,
 'tb_horizon': 182,
 'total_pnl': 1.668304582547481,
 'total_trades': 30,
 'ub': 1.110013403278162,
 'w_ediff': 0.584004367510137,
 'w_energy': 1.8268151109704955,
 'w_fdiff': 0.5069366642421635,
 'w_flow': 1.3581947454736665,
 'w_sdiff': 0.6625237976367293,
 'w_stress': 1.6365003448554516,
 'w_vol': 1.0916655333295835,
 'w_vpct': 0.9314758697809244,
 'win_rate': 0.8,
 'winning_trades': 24}
ind_param (optuna):
展開 Optuna 參數 
[365.0, 0.05, 1.0, 2.0, 100.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 120.0, 160.0, 80.0, 200.0, 1.005, 1.15, 0.85, 0.995, 140.0, 190.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0]
38 BTCUSDT 60 knn_resonance 2025-01-01 ~ 2025-12-31 14.605 0.79% 33 79.973 0.05 0.000 0.000 2026-05-02
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON 
{'avg_loss': -0.020259834249179747,
 'avg_win': 0.07966137944555703,
 'day_hold': 2,
 'expectancy': 0.0584659704800068,
 'feature_weights': [1.5789637220152235,
                     0.629919614308684,
                     0.8831694590917125,
                     0.7201902918136243,
                     1.2349549731951635,
                     1.0147657713371872,
                     0.5348789944076788,
                     0.8393478195925347],
 'knn_window': 140,
 'lb': 0.8814474464092205,
 'losing_trades': 7,
 'max_drawdown': 0.05163063229640197,
 'period_adx': 26,
 'period_atr': 23,
 'period_bb': 11,
 'period_chop': 14,
 'period_lookback': 146,
 'period_mfi': 27,
 'period_rsi': 28,
 'profit_factor': 14.604518478077157,
 'sharpe_ratio': 79.97267614312481,
 'tb_horizon': 187,
 'total_pnl': 1.9293770258402243,
 'total_trades': 33,
 'ub': 1.0907913686738784,
 'w_ediff': 0.7201902918136243,
 'w_energy': 1.5789637220152235,
 'w_fdiff': 1.2349549731951635,
 'w_flow': 0.629919614308684,
 'w_sdiff': 1.0147657713371872,
 'w_stress': 0.8831694590917125,
 'w_vol': 0.5348789944076788,
 'w_vpct': 0.8393478195925347,
 'win_rate': 0.7878787878787878,
 'winning_trades': 26}
ind_param (optuna):
展開 Optuna 參數 
[365.0, 0.05, 1.0, 2.0, 100.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 120.0, 160.0, 80.0, 200.0, 1.005, 1.15, 0.85, 0.995, 140.0, 190.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0]
137 BTCUSDT 60 knn_resonance_5da 2025-01-01 ~ 2025-03-01 14.194 0.91% 11 105.156 0.02 0.000 0.000 2026-05-03
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON 
{'avg_loss': -0.02211911310818928,
 'avg_win': 0.03139517359430347,
 'expectancy': 0.026530238439531402,
 'knn_window': 186.0,
 'lb': 0.8905826326525627,
 'losing_trades': 1.0,
 'max_drawdown': 0.022119113108189287,
 'max_hold_bars': 112.0,
 'period_adx': 17.0,
 'period_atr': 35.0,
 'period_bb': 33.0,
 'period_chop': 25.0,
 'period_lookback': 144.0,
 'period_mfi': 15.0,
 'period_rsi': 9.0,
 'profit_factor': 14.193685542789627,
 'sharpe_ratio': 105.15628979344149,
 'sl_mult': 1.3130134274864338,
 'sl_mult_short': 5.40746216170981,
 'tb_horizon': 144.0,
 'total_pnl': 0.29183262283484546,
 'total_trades': 11.0,
 'tp_mult': 4.296757328022345,
 'tp_mult_short': 2.560974620658457,
 'tsl_activate_mult': 4.636420333080734,
 'tsl_trail_mult': 1.764702867730537,
 'ub': 1.0886040593799227,
 'w_bbw': 0.2273977038885021,
 'w_chop': 0.898173088655465,
 'w_energy': 0.8847055564027035,
 'w_flow': 0.41966501650804355,
 'w_stress': 1.217796660254698,
 'win_rate': 0.9090909090909091,
 'winning_trades': 10.0}
ind_param (optuna):
展開 Optuna 參數 
{'period_rsi': [7, 30], 'period_mfi': [7, 30], 'period_atr': [12, 40], 'period_adx': [15, 40], 'period_bb': [10, 40], 'period_chop': [7, 30], 'period_lookback': [120, 160], 'tb_horizon': [80, 200], 'ub': [1.005, 1.15], 'lb': [0.85, 0.995], 'knn_window': [140, 190], 'w_energy': [0.3, 2.0], 'w_flow': [0.3, 2.0], 'w_stress': [0.3, 2.0], 'w_bbw': [0.1, 1.5], 'w_chop': [0.1, 1.5], 'day_hold': [2, 2], 'tp_mult': [1.0, 6.0], 'sl_mult': [1.0, 6.0], 'tp_mult_short': [1.0, 6.0], 'sl_mult_short': [1.0, 6.0], 'tsl_activate_mult': [1.0, 5.0], 'tsl_trail_mult': [0.5, 3.0], 'max_hold_bars': [24, 288]}
32 BTCUSDT 60 knn_resonance 2025-01-01 ~ 2025-12-31 13.274 0.84% 31 79.153 0.09 0.000 0.000 2026-05-02
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON 
{'avg_loss': -0.026910223592729144,
 'avg_win': 0.06869311854969555,
 'day_hold': 2,
 'expectancy': 0.05327322465575608,
 'feature_weights': [1.5015945461909166,
                     0.6147609056449662,
                     1.4202928950194014,
                     0.5757082074472217,
                     0.24625859697102323,
                     0.6453315165103999,
                     0.26581196309480126,
                     0.3457544536040903],
 'knn_window': 141,
 'lb': 0.890396481778469,
 'losing_trades': 5,
 'max_drawdown': 0.08865597381202073,
 'period_adx': 24,
 'period_atr': 30,
 'period_bb': 13,
 'period_chop': 15,
 'period_lookback': 148,
 'period_mfi': 19,
 'period_rsi': 28,
 'profit_factor': 13.273922278183138,
 'sharpe_ratio': 79.1532228082671,
 'tb_horizon': 147,
 'total_pnl': 1.6514699643284385,
 'total_trades': 31,
 'ub': 1.0885433334056098,
 'w_ediff': 0.5757082074472217,
 'w_energy': 1.5015945461909166,
 'w_fdiff': 0.24625859697102323,
 'w_flow': 0.6147609056449662,
 'w_sdiff': 0.6453315165103999,
 'w_stress': 1.4202928950194014,
 'w_vol': 0.26581196309480126,
 'w_vpct': 0.3457544536040903,
 'win_rate': 0.8387096774193549,
 'winning_trades': 26}
ind_param (optuna):
展開 Optuna 參數 
[365.0, 0.05, 1.0, 2.0, 100.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 120.0, 160.0, 80.0, 150.0, 1.005, 1.15, 0.85, 0.995, 140.0, 190.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0]
35 BTCUSDT 60 knn_resonance 2025-01-01 ~ 2025-12-31 12.655 0.84% 32 73.675 0.07 0.000 0.000 2026-05-02
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON 
{'avg_loss': -0.02424479630695684,
 'avg_win': 0.056817942865994155,
 'day_hold': 2,
 'expectancy': 0.04415188987022056,
 'feature_weights': [0.3657959096703915,
                     1.1643843464274672,
                     1.7421807383020547,
                     1.1264745844958775,
                     1.0463496446166418,
                     1.1146908781030664,
                     0.19442482813278483,
                     0.27757966780972554],
 'knn_window': 177,
 'lb': 0.882107368380291,
 'losing_trades': 5,
 'max_drawdown': 0.07360076075143607,
 'period_adx': 31,
 'period_atr': 33,
 'period_bb': 34,
 'period_chop': 27,
 'period_lookback': 134,
 'period_mfi': 24,
 'period_rsi': 7,
 'profit_factor': 12.654958515297153,
 'sharpe_ratio': 73.67501485984461,
 'tb_horizon': 148,
 'total_pnl': 1.412860475847058,
 'total_trades': 32,
 'ub': 1.0769527670227288,
 'w_ediff': 1.1264745844958775,
 'w_energy': 0.3657959096703915,
 'w_fdiff': 1.0463496446166418,
 'w_flow': 1.1643843464274672,
 'w_sdiff': 1.1146908781030664,
 'w_stress': 1.7421807383020547,
 'w_vol': 0.19442482813278483,
 'w_vpct': 0.27757966780972554,
 'win_rate': 0.84375,
 'winning_trades': 27}
ind_param (optuna):
展開 Optuna 參數 
[365.0, 0.05, 1.0, 2.0, 100.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 120.0, 160.0, 80.0, 150.0, 1.005, 1.15, 0.85, 0.995, 140.0, 190.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0]
17 BTCUSDT 60 knn_resonance 2025-01-01 ~ 2025-12-31 12.482 0.60% 5 69.652 0.01 0.000 0.000 2026-05-02
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON 
{'avg_loss': -0.011704998469243222,
 'avg_win': 0.09739997688496109,
 'day_hold': 2,
 'expectancy': 0.05375798674327936,
 'feature_weights': [0.37915160565241013,
                     0.6099899694124744,
                     0.6420690372665038,
                     0.8998487370130385,
                     0.5569815891375925,
                     1.150048225568651,
                     0.9300359399019288,
                     0.5229231651872761],
 'knn_window': 124,
 'lb': 0.8807916581590423,
 'losing_trades': 2,
 'max_drawdown': 0.013001456695055147,
 'period_adx': 37,
 'period_atr': 34,
 'period_bb': 38,
 'period_chop': 24,
 'period_lookback': 98,
 'period_mfi': 7,
 'period_rsi': 10,
 'profit_factor': 12.481844035378812,
 'sharpe_ratio': 69.65172676658285,
 'tb_horizon': 79,
 'total_pnl': 0.2687899337163968,
 'total_trades': 5,
 'ub': 1.123539108392097,
 'w_ediff': 0.8998487370130385,
 'w_energy': 0.37915160565241013,
 'w_fdiff': 0.5569815891375925,
 'w_flow': 0.6099899694124744,
 'w_sdiff': 1.150048225568651,
 'w_stress': 0.6420690372665038,
 'w_vol': 0.9300359399019288,
 'w_vpct': 0.5229231651872761,
 'win_rate': 0.6,
 'winning_trades': 3}
ind_param (optuna):
展開 Optuna 參數 
[365.0, 0.05, 1.0, 2.0, 100.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 40.0, 180.0, 25.0, 80.0, 1.005, 1.15, 0.85, 0.995, 120.0, 260.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0]
134 BTCUSDT 60 knn_resonance_5da 2025-01-01 ~ 2025-03-01 12.346 0.92% 12 105.749 0.03 0.000 0.000 2026-05-03
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON 
{'avg_loss': -0.02769964645800526,
 'avg_win': 0.031089517378482666,
 'expectancy': 0.02619042039210867,
 'knn_window': 146.0,
 'lb': 0.9387343134739192,
 'losing_trades': 1.0,
 'max_drawdown': 0.027699646458005267,
 'max_hold_bars': 201.0,
 'period_adx': 36.0,
 'period_atr': 32.0,
 'period_bb': 10.0,
 'period_chop': 18.0,
 'period_lookback': 143.0,
 'period_mfi': 7.0,
 'period_rsi': 7.0,
 'profit_factor': 12.346175308835935,
 'sharpe_ratio': 105.7490732235477,
 'sl_mult': 1.068633683899676,
 'sl_mult_short': 4.06434996866586,
 'tb_horizon': 159.0,
 'total_pnl': 0.31428504470530405,
 'total_trades': 12.0,
 'tp_mult': 4.0672969635357425,
 'tp_mult_short': 5.053942091421143,
 'tsl_activate_mult': 2.7729514732605316,
 'tsl_trail_mult': 1.7373888623933307,
 'ub': 1.1347837772151435,
 'w_bbw': 0.37383715064995016,
 'w_chop': 0.22397676974935918,
 'w_energy': 1.1331670252831136,
 'w_flow': 0.3002296746339575,
 'w_stress': 1.0422225114762222,
 'win_rate': 0.9166666666666666,
 'winning_trades': 11.0}
ind_param (optuna):
展開 Optuna 參數 
{'period_rsi': [7, 30], 'period_mfi': [7, 30], 'period_atr': [12, 40], 'period_adx': [15, 40], 'period_bb': [10, 40], 'period_chop': [7, 30], 'period_lookback': [120, 160], 'tb_horizon': [80, 200], 'ub': [1.005, 1.15], 'lb': [0.85, 0.995], 'knn_window': [140, 190], 'w_energy': [0.3, 2.0], 'w_flow': [0.3, 2.0], 'w_stress': [0.3, 2.0], 'w_bbw': [0.1, 1.5], 'w_chop': [0.1, 1.5], 'day_hold': [2, 2], 'tp_mult': [1.0, 6.0], 'sl_mult': [1.0, 6.0], 'tp_mult_short': [1.0, 6.0], 'sl_mult_short': [1.0, 6.0], 'tsl_activate_mult': [1.0, 5.0], 'tsl_trail_mult': [0.5, 3.0], 'max_hold_bars': [24, 288]}
36 BTCUSDT 60 knn_resonance 2025-01-01 ~ 2025-12-31 12.223 0.83% 29 76.086 0.05 0.000 0.000 2026-05-02
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON 
{'avg_loss': -0.0257971270715621,
 'avg_win': 0.0656907303106838,
 'day_hold': 2,
 'expectancy': 0.04991696179650348,
 'feature_weights': [1.1858504074726286,
                     1.8175093356397973,
                     1.282728377320867,
                     0.1450594506632019,
                     0.14779578458959358,
                     0.8326812048324165,
                     0.4558914404906337,
                     0.5065535119910441],
 'knn_window': 163,
 'lb': 0.8862307677469853,
 'losing_trades': 5,
 'max_drawdown': 0.053511359519743285,
 'period_adx': 30,
 'period_atr': 14,
 'period_bb': 35,
 'period_chop': 19,
 'period_lookback': 122,
 'period_mfi': 23,
 'period_rsi': 9,
 'profit_factor': 12.222892286283912,
 'sharpe_ratio': 76.08575766662291,
 'tb_horizon': 122,
 'total_pnl': 1.4475918920986008,
 'total_trades': 29,
 'ub': 1.0909147836273911,
 'w_ediff': 0.1450594506632019,
 'w_energy': 1.1858504074726286,
 'w_fdiff': 0.14779578458959358,
 'w_flow': 1.8175093356397973,
 'w_sdiff': 0.8326812048324165,
 'w_stress': 1.282728377320867,
 'w_vol': 0.4558914404906337,
 'w_vpct': 0.5065535119910441,
 'win_rate': 0.8275862068965517,
 'winning_trades': 24}
ind_param (optuna):
展開 Optuna 參數 
[365.0, 0.05, 1.0, 2.0, 100.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 120.0, 160.0, 80.0, 150.0, 1.005, 1.15, 0.85, 0.995, 140.0, 190.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0]
44 BTCUSDT 60 knn_resonance 2025-01-01 ~ 2025-12-31 11.063 0.79% 29 73.864 0.07 0.000 0.000 2026-05-02
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON 
{'avg_loss': -0.028629938376989017,
 'avg_win': 0.0826254210144628,
 'day_hold': 2,
 'expectancy': 0.059607070795541735,
 'feature_weights': [0.37685458051360105,
                     1.421303286260423,
                     1.9346704685132041,
                     1.2756809800471114,
                     0.8193667006288721,
                     1.090583493377112,
                     0.5799582074753719,
                     0.8261588555868982],
 'knn_window': 173,
 'lb': 0.8829072507768233,
 'losing_trades': 6,
 'max_drawdown': 0.07150572556248647,
 'period_adx': 31,
 'period_atr': 18,
 'period_bb': 26,
 'period_chop': 29,
 'period_lookback': 138,
 'period_mfi': 11,
 'period_rsi': 14,
 'profit_factor': 11.06292218952205,
 'sharpe_ratio': 73.86423641843649,
 'tb_horizon': 190,
 'total_pnl': 1.7286050530707104,
 'total_trades': 29,
 'ub': 1.1113441878290182,
 'w_ediff': 1.2756809800471114,
 'w_energy': 0.37685458051360105,
 'w_fdiff': 0.8193667006288721,
 'w_flow': 1.421303286260423,
 'w_sdiff': 1.090583493377112,
 'w_stress': 1.9346704685132041,
 'w_vol': 0.5799582074753719,
 'w_vpct': 0.8261588555868982,
 'win_rate': 0.7931034482758621,
 'winning_trades': 23}
ind_param (optuna):
展開 Optuna 參數 
[365.0, 0.05, 1.0, 2.0, 100.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 120.0, 160.0, 80.0, 200.0, 1.005, 1.15, 0.85, 0.995, 140.0, 190.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0]
7 BTCUSDT 15 knn_resonance 2026-01-01 ~ 2026-12-31 10.780 0.81% 43 68.778 0.03 0.000 0.000 2026-05-02
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON 
{'day_hold': 2.0,
 'knn_window': 63.0,
 'lb': 0.8742622432412718,
 'period_adx': 11.0,
 'period_atr': 15.0,
 'period_bb': 38.0,
 'period_chop': 19.0,
 'period_lookback': 179.0,
 'period_mfi': 23.0,
 'period_rsi': 25.0,
 'tb_horizon': 46.0,
 'ub': 1.0362327474313275,
 'w_ediff': 0.44480484447536117,
 'w_energy': 0.4959780693793491,
 'w_fdiff': 0.3880716496607961,
 'w_flow': 0.3827586140137015,
 'w_sdiff': 0.704976821843486,
 'w_stress': 0.7020335015691089,
 'w_vol': 1.236275772183051,
 'w_vpct': 0.4167091584735019}
43 BTCUSDT 60 knn_resonance 2025-01-01 ~ 2025-12-31 10.776 0.77% 30 69.726 0.04 0.000 0.000 2026-05-02
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON 
{'avg_loss': -0.023484030402606066,
 'avg_win': 0.07701662869474624,
 'day_hold': 2,
 'expectancy': 0.05356647490536404,
 'feature_weights': [1.776294543731004,
                     0.6597745840250933,
                     0.9744046131529982,
                     0.9711153123913363,
                     0.22747419095123628,
                     0.709838980372369,
                     0.7563438461674666,
                     0.5243654757265417],
 'knn_window': 149,
 'lb': 0.8946273056411495,
 'losing_trades': 7,
 'max_drawdown': 0.04067283093380203,
 'period_adx': 17,
 'period_atr': 27,
 'period_bb': 37,
 'period_chop': 29,
 'period_lookback': 120,
 'period_mfi': 26,
 'period_rsi': 27,
 'profit_factor': 10.775605072960499,
 'sharpe_ratio': 69.72603640272229,
 'tb_horizon': 185,
 'total_pnl': 1.606994247160921,
 'total_trades': 30,
 'ub': 1.1098224014472475,
 'w_ediff': 0.9711153123913363,
 'w_energy': 1.776294543731004,
 'w_fdiff': 0.22747419095123628,
 'w_flow': 0.6597745840250933,
 'w_sdiff': 0.709838980372369,
 'w_stress': 0.9744046131529982,
 'w_vol': 0.7563438461674666,
 'w_vpct': 0.5243654757265417,
 'win_rate': 0.7666666666666667,
 'winning_trades': 23}
ind_param (optuna):
展開 Optuna 參數 
[365.0, 0.05, 1.0, 2.0, 100.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 120.0, 160.0, 80.0, 200.0, 1.005, 1.15, 0.85, 0.995, 140.0, 190.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0]
37 BTCUSDT 60 knn_resonance 2025-01-01 ~ 2025-12-31 10.474 0.79% 34 69.733 0.04 0.000 0.000 2026-05-02
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON 
{'avg_loss': -0.01915317693470407,
 'avg_win': 0.052011663465966224,
 'day_hold': 2,
 'expectancy': 0.037360078677592924,
 'feature_weights': [1.2052109061533318,
                     1.6598040821647682,
                     1.2030414595293188,
                     1.372294295313723,
                     1.298214205377177,
                     0.3751703880722269,
                     0.8477903716941174,
                     0.4259701476433604],
 'knn_window': 158,
 'lb': 0.8805306069649197,
 'losing_trades': 7,
 'max_drawdown': 0.042001135088861496,
 'period_adx': 25,
 'period_atr': 36,
 'period_bb': 30,
 'period_chop': 17,
 'period_lookback': 147,
 'period_mfi': 30,
 'period_rsi': 26,
 'profit_factor': 10.47431540520927,
 'sharpe_ratio': 69.73338853223032,
 'tb_horizon': 116,
 'total_pnl': 1.2702426750381595,
 'total_trades': 34,
 'ub': 1.0777090595712655,
 'w_ediff': 1.372294295313723,
 'w_energy': 1.2052109061533318,
 'w_fdiff': 1.298214205377177,
 'w_flow': 1.6598040821647682,
 'w_sdiff': 0.3751703880722269,
 'w_stress': 1.2030414595293188,
 'w_vol': 0.8477903716941174,
 'w_vpct': 0.4259701476433604,
 'win_rate': 0.7941176470588235,
 'winning_trades': 27}
ind_param (optuna):
展開 Optuna 參數 
[365.0, 0.05, 1.0, 2.0, 100.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 120.0, 160.0, 80.0, 200.0, 1.005, 1.15, 0.85, 0.995, 140.0, 190.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0]
26 BTCUSDT 60 knn_resonance 2025-01-01 ~ 2025-12-31 10.345 0.85% 20 71.894 0.04 0.000 0.000 2026-05-02
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON 
{'avg_loss': -0.03554167369120279,
 'avg_win': 0.06488729306399688,
 'day_hold': 2,
 'expectancy': 0.04982294805071692,
 'feature_weights': [0.7985909124236004,
                     0.6798219508774745,
                     0.46178603000867363,
                     0.3615568882333081,
                     1.4189634656745926,
                     0.30671498828925436,
                     1.418470705749505,
                     0.5854761319846427],
 'knn_window': 150,
 'lb': 0.8934654981239065,
 'losing_trades': 3,
 'max_drawdown': 0.04301836190400632,
 'period_adx': 17,
 'period_atr': 12,
 'period_bb': 21,
 'period_chop': 15,
 'period_lookback': 160,
 'period_mfi': 19,
 'period_rsi': 24,
 'profit_factor': 10.345451480159003,
 'sharpe_ratio': 71.89389881054036,
 'tb_horizon': 118,
 'total_pnl': 0.9964589610143382,
 'total_trades': 20,
 'ub': 1.1177694983201314,
 'w_ediff': 0.3615568882333081,
 'w_energy': 0.7985909124236004,
 'w_fdiff': 1.4189634656745926,
 'w_flow': 0.6798219508774745,
 'w_sdiff': 0.30671498828925436,
 'w_stress': 0.46178603000867363,
 'w_vol': 1.418470705749505,
 'w_vpct': 0.5854761319846427,
 'win_rate': 0.85,
 'winning_trades': 17}
ind_param (optuna):
展開 Optuna 參數 
[365.0, 0.05, 1.0, 2.0, 100.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 80.0, 160.0, 25.0, 120.0, 1.005, 1.15, 0.85, 0.995, 140.0, 220.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0]
33 BTCUSDT 60 knn_resonance 2025-01-01 ~ 2025-12-31 9.817 0.80% 35 66.829 0.10 0.000 0.000 2026-05-02
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON 
{'avg_loss': -0.023945770064711373,
 'avg_win': 0.05877070561716935,
 'day_hold': 2,
 'expectancy': 0.042227410480793204,
 'feature_weights': [0.8242337263327928,
                     1.3921856076077608,
                     1.7650004623532525,
                     0.13222023154229323,
                     1.3725809892446934,
                     0.8816480111526654,
                     0.5544875947518466,
                     0.722857478968246],
 'knn_window': 182,
 'lb': 0.8835024870324945,
 'losing_trades': 7,
 'max_drawdown': 0.09824776701979354,
 'period_adx': 24,
 'period_atr': 39,
 'period_bb': 14,
 'period_chop': 19,
 'period_lookback': 136,
 'period_mfi': 30,
 'period_rsi': 9,
 'profit_factor': 9.817300585171678,
 'sharpe_ratio': 66.82936204534349,
 'tb_horizon': 127,
 'total_pnl': 1.4779593668277624,
 'total_trades': 35,
 'ub': 1.079904841014202,
 'w_ediff': 0.13222023154229323,
 'w_energy': 0.8242337263327928,
 'w_fdiff': 1.3725809892446934,
 'w_flow': 1.3921856076077608,
 'w_sdiff': 0.8816480111526654,
 'w_stress': 1.7650004623532525,
 'w_vol': 0.5544875947518466,
 'w_vpct': 0.722857478968246,
 'win_rate': 0.8,
 'winning_trades': 28}
ind_param (optuna):
展開 Optuna 參數 
[365.0, 0.05, 1.0, 2.0, 100.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 120.0, 160.0, 80.0, 150.0, 1.005, 1.15, 0.85, 0.995, 140.0, 190.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0]
1 BTCUSDT 15 knn_resonance 2026-01-01 ~ 2026-12-31 9.447 0.78% 9 0.000 0.02 0.000 0.000 2026-05-01
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON 
{'day_hold': 2.0,
 'knn_window': 81.0,
 'lb': 0.8532102715516565,
 'period_adx': 8.0,
 'period_atr': 16.0,
 'period_bb': 24.0,
 'period_chop': 29.0,
 'period_lookback': 83.0,
 'period_mfi': 28.0,
 'period_rsi': 27.0,
 'tb_horizon': 53.0,
 'ub': 1.0641093961860795,
 'w_ediff': 0.5718608351198792,
 'w_energy': 0.41501346597119276,
 'w_fdiff': 0.682975953028237,
 'w_flow': 1.9156705661690692,
 'w_sdiff': 0.9969695342922916,
 'w_stress': 0.7267520708253914,
 'w_vol': 0.4023656335481358,
 'w_vpct': 0.3576521042624631}
42 BTCUSDT 60 knn_resonance 2025-01-01 ~ 2025-12-31 9.147 0.77% 31 66.993 0.09 0.000 0.000 2026-05-02
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON 
{'avg_loss': -0.02539736105252066,
 'avg_win': 0.06775447624380826,
 'day_hold': 2,
 'expectancy': 0.04672019040270172,
 'feature_weights': [0.41298086358891517,
                     0.8298858397347271,
                     1.0289183748367046,
                     0.6776281182414462,
                     1.3274414671140922,
                     0.13237178635121222,
                     1.3902619344151526,
                     0.24116125832567528],
 'knn_window': 183,
 'lb': 0.8871253582723468,
 'losing_trades': 7,
 'max_drawdown': 0.08865597381202073,
 'period_adx': 34,
 'period_atr': 31,
 'period_bb': 37,
 'period_chop': 21,
 'period_lookback': 134,
 'period_mfi': 14,
 'period_rsi': 14,
 'profit_factor': 9.14666137662704,
 'sharpe_ratio': 66.99269250356234,
 'tb_horizon': 171,
 'total_pnl': 1.4483259024837538,
 'total_trades': 31,
 'ub': 1.0883653848596229,
 'w_ediff': 0.6776281182414462,
 'w_energy': 0.41298086358891517,
 'w_fdiff': 1.3274414671140922,
 'w_flow': 0.8298858397347271,
 'w_sdiff': 0.13237178635121222,
 'w_stress': 1.0289183748367046,
 'w_vol': 1.3902619344151526,
 'w_vpct': 0.24116125832567528,
 'win_rate': 0.7741935483870968,
 'winning_trades': 24}
ind_param (optuna):
展開 Optuna 參數 
[365.0, 0.05, 1.0, 2.0, 100.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 120.0, 160.0, 80.0, 200.0, 1.005, 1.15, 0.85, 0.995, 140.0, 190.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0]
205 BTCUSDT 5 volume_price_pivot_v85_trail 2024-01-01 ~ 2026-07-01 9.056 0.57% 191 28.022 0.00 0.000 0.000 2026-06-19
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v85_trail_BTCUSDT_20260618_1781791320
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON 
{'avg_loss': -0.0007549048792893676,
 'avg_win': 0.005253714640870444,
 'expectancy': 0.0026426391425811023,
 'learning_rate': 0.08156803731424908,
 'losing_trades': 83,
 'max_depth': 5,
 'max_drawdown': 0.004829429094744958,
 'model_file': 'volume_price_pivot_v85_trail_BTCUSDT_20260618_1781791320',
 'n_estimators': 175,
 'period_lookback': 11,
 'profit_factor': 9.055655881099309,
 'sharpe_ratio': 28.022128334135946,
 'top_pct': 10,
 'total_pnl': 0.5047440762329904,
 'total_trades': 191,
 'trail_stop_1': -0.09590412774574561,
 'trail_stop_2': 0.15241982031455384,
 'trail_stop_3': 0.31875399155922046,
 'trail_stop_4': 0.4337623605846407,
 'trail_stop_5': 1.7971835957333098,
 'trail_thr_1': 0.3041750397540711,
 'trail_thr_2': 0.6556262941528863,
 'trail_thr_3': 1.2639223365807573,
 'trail_thr_4': 1.5276632319484513,
 'trail_thr_5': 3.865954073213236,
 'vp_subset_size': 0,
 'win_rate': 0.5654450261780105,
 'winning_trades': 108}
ind_param (optuna):
展開 Optuna 參數 
{'n_estimators': [165, 185], 'max_depth': [5, 5], 'learning_rate': [0.075, 0.085], 'trail_thr_1': [0.29, 0.34], 'trail_stop_1': [-0.15, -0.09], 'trail_thr_2': [0.65, 0.73], 'trail_stop_2': [0.14, 0.2], 'trail_thr_3': [1.25, 1.4], 'trail_stop_3': [0.3, 0.38], 'trail_thr_4': [1.5, 1.65], 'trail_stop_4': [0.38, 0.46], 'trail_thr_5': [3.7, 4.1], 'trail_stop_5': [1.65, 1.95], 'vp_subset_size': [0, 0], 'top_pct': [10, 10], 'period_lookback': [11, 13], 'day_hold': [1, 1]}
Fold Config:
展開 
{'method': 'expanding-window-walk-forward',
 'min_train_bars': 500,
 'n_splits': 1,
 'purge_days': 0,
 'test_window_months': 6,
 'train_window_months': 6}
202 BTCUSDT 5 volume_price_pivot_v85_trail 2024-01-01 ~ 2026-07-01 8.821 0.53% 191 27.432 0.00 0.000 0.000 2026-06-18
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v85_trail_BTCUSDT_20260618_1781762168
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON 
{'avg_loss': -0.0007023725165256274,
 'avg_win': 0.005521100323357026,
 'expectancy': 0.0025885738543023726,
 'learning_rate': 0.08245532210441112,
 'losing_trades': 90,
 'max_drawdown': 0.004560398698878976,
 'model_file': 'volume_price_pivot_v85_trail_BTCUSDT_20260618_1781762168',
 'n_estimators': 174,
 'period_lookback': 11,
 'profit_factor': 8.821389402646824,
 'sharpe_ratio': 27.432396783148064,
 'total_pnl': 0.49441760617175307,
 'total_trades': 191,
 'trail_stop_1': -0.09502628345796788,
 'trail_stop_2': 0.16764508057518882,
 'trail_stop_3': 0.3277277831084104,
 'trail_stop_4': 0.4551556166452273,
 'trail_stop_5': 1.8292449153144301,
 'trail_thr_1': 0.29637323836811547,
 'trail_thr_2': 0.6932676895517024,
 'trail_thr_3': 1.300401383741488,
 'trail_thr_4': 1.5830465246339294,
 'trail_thr_5': 3.743095094963915,
 'win_rate': 0.5287958115183246,
 'winning_trades': 101}
ind_param (optuna):
展開 Optuna 參數 
{'n_estimators': [165, 185], 'max_depth': [5, 5], 'learning_rate': [0.075, 0.085], 'trail_thr_1': [0.29, 0.34], 'trail_stop_1': [-0.15, -0.09], 'trail_thr_2': [0.65, 0.73], 'trail_stop_2': [0.14, 0.2], 'trail_thr_3': [1.25, 1.4], 'trail_stop_3': [0.3, 0.38], 'trail_thr_4': [1.5, 1.65], 'trail_stop_4': [0.38, 0.46], 'trail_thr_5': [3.7, 4.1], 'trail_stop_5': [1.65, 1.95], 'vp_subset_size': [0, 0], 'top_pct': [10, 10], 'period_lookback': [11, 13], 'day_hold': [1, 1]}
Fold Config:
展開 
{'method': 'expanding-window-walk-forward',
 'min_train_bars': 500,
 'n_splits': 1,
 'purge_days': 0,
 'test_window_months': 6,
 'train_window_months': 6}
130 BTCUSDT 60 knn_resonance_5da 2025-01-01 ~ 2025-03-01 8.814 0.86% 7 91.441 0.02 0.000 0.000 2026-05-03
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON 
{'avg_loss': -0.02032864708319185,
 'avg_win': 0.029862186033422635,
 'expectancy': 0.02269206701676342,
 'knn_window': 189.0,
 'lb': 0.8701561133955521,
 'losing_trades': 1.0,
 'max_drawdown': 0.020328647083191848,
 'max_hold_bars': 145.0,
 'period_adx': 36.0,
 'period_atr': 13.0,
 'period_bb': 38.0,
 'period_chop': 11.0,
 'period_lookback': 159.0,
 'period_mfi': 13.0,
 'period_rsi': 9.0,
 'profit_factor': 8.81382393364878,
 'sharpe_ratio': 91.44108261846894,
 'sl_mult': 3.5775516148785615,
 'sl_mult_short': 2.0222267095482387,
 'tb_horizon': 157.0,
 'total_pnl': 0.15884446911734396,
 'total_trades': 7.0,
 'tp_mult': 1.7609241060829293,
 'tp_mult_short': 5.090422019024085,
 'tsl_activate_mult': 1.4017995364402478,
 'tsl_trail_mult': 2.8402471902388493,
 'ub': 1.1148392201924215,
 'w_bbw': 0.6583107834747912,
 'w_chop': 1.3425270882780844,
 'w_energy': 0.7159500873806417,
 'w_flow': 0.5188355557942929,
 'w_stress': 1.6906021398282782,
 'win_rate': 0.8571428571428571,
 'winning_trades': 6.0}
ind_param (optuna):
展開 Optuna 參數 
{'period_rsi': [7, 30], 'period_mfi': [7, 30], 'period_atr': [12, 40], 'period_adx': [15, 40], 'period_bb': [10, 40], 'period_chop': [7, 30], 'period_lookback': [120, 160], 'tb_horizon': [80, 200], 'ub': [1.005, 1.15], 'lb': [0.85, 0.995], 'knn_window': [140, 190], 'w_energy': [0.3, 2.0], 'w_flow': [0.3, 2.0], 'w_stress': [0.3, 2.0], 'w_bbw': [0.1, 1.5], 'w_chop': [0.1, 1.5], 'day_hold': [2, 2], 'tp_mult': [1.0, 6.0], 'sl_mult': [1.0, 6.0], 'tp_mult_short': [1.0, 6.0], 'sl_mult_short': [1.0, 6.0], 'tsl_activate_mult': [1.0, 5.0], 'tsl_trail_mult': [0.5, 3.0], 'max_hold_bars': [24, 288]}
2 BTCUSDT 15 knn_resonance 2026-01-01 ~ 2026-12-31 8.775 0.75% 16 0.000 0.04 0.000 0.000 2026-05-01
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON 
{'day_hold': 2.0,
 'knn_window': 51.0,
 'lb': 0.8776037188403656,
 'period_adx': 9.0,
 'period_atr': 30.0,
 'period_bb': 13.0,
 'period_chop': 30.0,
 'period_lookback': 283.0,
 'period_mfi': 7.0,
 'period_rsi': 30.0,
 'tb_horizon': 66.0,
 'ub': 1.052976156234445,
 'w_ediff': 0.8742833865921044,
 'w_energy': 1.1655583750903906,
 'w_fdiff': 0.4870872981276433,
 'w_flow': 0.4828085694712847,
 'w_sdiff': 1.2751581116703343,
 'w_stress': 0.9659535278381652,
 'w_vol': 1.128267479433296,
 'w_vpct': 0.723552180610164}
201 BTCUSDT 5 volume_price_pivot_v85_trail 2024-01-01 ~ 2026-07-01 8.638 0.55% 191 27.967 0.00 0.000 0.000 2026-06-18
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v85_trail_BTCUSDT_20260618_1781761711
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON 
{'avg_loss': -0.0007726119446324748,
 'avg_win': 0.005466423558488555,
 'expectancy': 0.002657224326716782,
 'learning_rate': 0.0779193769690297,
 'losing_trades': 86,
 'max_drawdown': 0.004271168499700606,
 'model_file': 'volume_price_pivot_v85_trail_BTCUSDT_20260618_1781761711',
 'n_estimators': 171,
 'period_lookback': 13,
 'profit_factor': 8.638388045762806,
 'sharpe_ratio': 27.967454209660062,
 'total_pnl': 0.5075298464029054,
 'total_trades': 191,
 'trail_stop_1': -0.11890782362074577,
 'trail_stop_2': 0.14295133497141585,
 'trail_stop_3': 0.37618006276685456,
 'trail_stop_4': 0.41887201975862304,
 'trail_stop_5': 1.8489137501120232,
 'trail_thr_1': 0.29144169090155153,
 'trail_thr_2': 0.6578015287484491,
 'trail_thr_3': 1.3774588416599545,
 'trail_thr_4': 1.6183771530222304,
 'trail_thr_5': 3.733690748221552,
 'win_rate': 0.5497382198952879,
 'winning_trades': 105}
ind_param (optuna):
展開 Optuna 參數 
{'n_estimators': [165, 185], 'max_depth': [5, 5], 'learning_rate': [0.075, 0.085], 'trail_thr_1': [0.29, 0.34], 'trail_stop_1': [-0.15, -0.09], 'trail_thr_2': [0.65, 0.73], 'trail_stop_2': [0.14, 0.2], 'trail_thr_3': [1.25, 1.4], 'trail_stop_3': [0.3, 0.38], 'trail_thr_4': [1.5, 1.65], 'trail_stop_4': [0.38, 0.46], 'trail_thr_5': [3.7, 4.1], 'trail_stop_5': [1.65, 1.95], 'vp_subset_size': [0, 0], 'top_pct': [10, 10], 'period_lookback': [11, 13], 'day_hold': [1, 1]}
Fold Config:
展開 
{'method': 'expanding-window-walk-forward',
 'min_train_bars': 500,
 'n_splits': 1,
 'purge_days': 0,
 'test_window_months': 6,
 'train_window_months': 6}
204 BTCUSDT 5 volume_price_pivot_v85_trail 2024-01-01 ~ 2026-07-01 8.419 0.55% 191 28.165 0.00 0.000 0.000 2026-06-19
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v85_trail_BTCUSDT_20260618_1781789710
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON 
{'avg_loss': -0.0008055489978182885,
 'avg_win': 0.005438479022160225,
 'expectancy': 0.002659723097038897,
 'learning_rate': 0.08049954414330708,
 'losing_trades': 85,
 'max_depth': 5,
 'max_drawdown': 0.004597259888280247,
 'model_file': 'volume_price_pivot_v85_trail_BTCUSDT_20260618_1781789710',
 'n_estimators': 182,
 'period_lookback': 13,
 'profit_factor': 8.419231194542913,
 'sharpe_ratio': 28.165088304781566,
 'top_pct': 10,
 'total_pnl': 0.5080071115344295,
 'total_trades': 191,
 'trail_stop_1': -0.14396723559923627,
 'trail_stop_2': 0.16224703644331098,
 'trail_stop_3': 0.3419065787596187,
 'trail_stop_4': 0.40975556610912944,
 'trail_stop_5': 1.9360272254297926,
 'trail_thr_1': 0.2932147678431402,
 'trail_thr_2': 0.6531218121471974,
 'trail_thr_3': 1.2739234148488923,
 'trail_thr_4': 1.5113819572198752,
 'trail_thr_5': 3.7773949769492225,
 'vp_subset_size': 0,
 'win_rate': 0.5549738219895288,
 'winning_trades': 106}
ind_param (optuna):
展開 Optuna 參數 
{'n_estimators': [165, 185], 'max_depth': [5, 5], 'learning_rate': [0.075, 0.085], 'trail_thr_1': [0.29, 0.34], 'trail_stop_1': [-0.15, -0.09], 'trail_thr_2': [0.65, 0.73], 'trail_stop_2': [0.14, 0.2], 'trail_thr_3': [1.25, 1.4], 'trail_stop_3': [0.3, 0.38], 'trail_thr_4': [1.5, 1.65], 'trail_stop_4': [0.38, 0.46], 'trail_thr_5': [3.7, 4.1], 'trail_stop_5': [1.65, 1.95], 'vp_subset_size': [0, 0], 'top_pct': [10, 10], 'period_lookback': [11, 13], 'day_hold': [1, 1]}
Fold Config:
展開 
{'method': 'expanding-window-walk-forward',
 'min_train_bars': 500,
 'n_splits': 1,
 'purge_days': 0,
 'test_window_months': 6,
 'train_window_months': 6}
138 BTCUSDT 60 knn_resonance_5dc 2025-01-01 ~ 2025-12-31 8.156 0.88% 8 94.484 0.03 0.000 0.000 2026-05-04
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON 
{'avg_loss': -0.030050699635335576,
 'avg_win': 0.03501284154172156,
 'expectancy': 0.026879898894589416,
 'knn_window': 182.0,
 'lb': 0.8849270774525273,
 'losing_trades': 1.0,
 'max_drawdown': 0.030050699635335576,
 'max_hold_bars': 218.0,
 'period_adx': 35.0,
 'period_atr': 24.0,
 'period_bb': 16.0,
 'period_chop': 10.0,
 'period_lookback': 125.0,
 'period_mfi': 26.0,
 'period_rsi': 20.0,
 'profit_factor': 8.155879688866152,
 'sharpe_ratio': 94.48389851896215,
 'sl_mult': 4.477486088012364,
 'sl_mult_short': 4.6085818045034435,
 'tb_horizon': 135.0,
 'total_pnl': 0.21503919115671538,
 'total_trades': 8.0,
 'tp_mult': 4.543323176406094,
 'tp_mult_short': 2.3465627881613766,
 'tsl_activate_mult': 1.6292076650849108,
 'tsl_trail_mult': 1.5412792921670853,
 'ub': 1.1443623808978058,
 'w_bbw': 1.2561034171652266,
 'w_chop': 0.9168751402516012,
 'w_energy': 0.40112155298010677,
 'w_flow': 0.4138066787908722,
 'w_stress': 1.2758301817547266,
 'win_rate': 0.875,
 'winning_trades': 7.0}
ind_param (optuna):
展開 Optuna 參數 
{'period_rsi': [7, 30], 'period_mfi': [7, 30], 'period_atr': [12, 40], 'period_adx': [15, 40], 'period_bb': [10, 40], 'period_chop': [7, 30], 'period_lookback': [120, 160], 'tb_horizon': [80, 200], 'ub': [1.005, 1.15], 'lb': [0.85, 0.995], 'knn_window': [140, 190], 'w_energy': [0.3, 2.0], 'w_flow': [0.3, 2.0], 'w_stress': [0.3, 2.0], 'w_bbw': [0.1, 1.5], 'w_chop': [0.1, 1.5], 'day_hold': [2, 2], 'tp_mult': [1.0, 6.0], 'sl_mult': [1.0, 6.0], 'tp_mult_short': [1.0, 6.0], 'sl_mult_short': [1.0, 6.0], 'tsl_activate_mult': [1.0, 5.0], 'tsl_trail_mult': [0.5, 3.0], 'max_hold_bars': [24, 288]}
82 BTCUSDT 60 knn_trend_resonance 2025-01-01 ~ 2025-12-31 7.980 0.76% 29 69.137 0.05 0.000 0.000 2026-05-03
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON 
{'3d_confirm_bars': 2.0,
 '3d_energy_thresh': 0.4335660177355217,
 '3d_flow_thresh': 0.4635397497619537,
 '3d_stress_thresh': 0.34533870894083707,
 'avg_loss': -0.021043690945563798,
 'avg_win': 0.05343207274591526,
 'day_hold': 2.0,
 'expectancy': 0.035455164268661694,
 'knn_window': 189.0,
 'lb': 0.9187934873785204,
 'losing_trades': 7.0,
 'max_drawdown': 0.0492971512217093,
 'period_adx': 33.0,
 'period_atr': 30.0,
 'period_bb': 31.0,
 'period_chop': 11.0,
 'period_lookback': 140.0,
 'period_mfi': 12.0,
 'period_rsi': 15.0,
 'profit_factor': 7.980034107208901,
 'regime_thresh': 0.2352707648199836,
 'sharpe_ratio': 69.13659383545964,
 'tb_horizon': 157.0,
 'total_pnl': 1.028199763791189,
 'total_trades': 29.0,
 'ub': 1.0455936176829348,
 'w_ediff': 0.18126124671435856,
 'w_energy': 1.1356600430412553,
 'w_fdiff': 0.7306703512277928,
 'w_flow': 1.339810885944715,
 'w_sdiff': 0.11485323342305907,
 'w_stress': 1.1192781603645503,
 'w_vol': 0.8092331859705244,
 'w_vpct': 0.27073846754612585,
 'win_rate': 0.7586206896551724,
 'winning_trades': 22.0}
ind_param (optuna):
展開 Optuna 參數 
[365.0, 0.05, 1.0, 2.0, 30.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 120.0, 160.0, 80.0, 200.0, 1.005, 1.15, 0.85, 0.995, 140.0, 190.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0, 0.2, 0.5, 0.2, 0.5, 0.2, 0.5, 1.0, 3.0, 0.05, 0.3]
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