Indicator Params Viewer
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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 884 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 0.987 | 0.76% | 761 | -0.442 | 0.16 | 0.831 | 0.000 | 2026-06-29 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260629_1782674878
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-06-29T11:27:58.462016',
'feature_names': ['K_momentum_pct_change_48',
'K_high_pct_change_12',
'K_close_position_in_hl',
'K_body_size_pct',
'K_consecutive_shrink',
'O_pct_change_12',
'O_div_binary_12',
'O_div_binary_48',
'O_div_amplitude_12',
'O_div_amplitude_48'],
'git_commit': 'unknown',
'hyperparameters': {'learning_rate': 0.05,
'max_depth': 3,
'n_estimators': 200,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.130587816238403},
'accuracy': 0.8314135428457288,
'avg_loss': -0.005050494567757711,
'avg_win': 0.0015789554976401471,
'expectancy': -1.5248657376683511e-05,
'losing_trades': 183,
'max_drawdown': 0.16466655267634545,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260629_1782674878',
'profit_factor': 0.9874445794253949,
'sharpe_ratio': -0.4422967393325844,
'total_pnl': -0.011604228263656063,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.759526938239159,
'winning_trades': 578}
ind_param (optuna):
展開 Optuna 參數{}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 956 | BTCUSDT | 5 | volume_price_pivot_v86_y_C5 | 2023-08-01 ~ 2026-07-31 | 0.987 | 0.76% | 761 | -0.442 | 0.16 | 0.831 | 0.000 | 2026-06-29 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C5_BTCUSDT_2_20260629_1782718452
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-06-29T23:34:12.130078',
'feature_names': ['K_momentum_pct_change_48',
'K_high_pct_change_12',
'K_close_position_in_hl',
'K_body_size_pct',
'K_consecutive_shrink',
'O_pct_change_12',
'O_div_binary_12',
'O_div_binary_48',
'O_div_amplitude_12',
'O_div_amplitude_48'],
'git_commit': 'unknown',
'hyperparameters': {'learning_rate': 0.05,
'max_depth': 3,
'n_estimators': 200,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.861290216445923},
'accuracy': 0.8314135428457288,
'avg_loss': -0.005050494567757711,
'avg_win': 0.0015789554976401471,
'expectancy': -1.5248657376683511e-05,
'losing_trades': 183,
'max_drawdown': 0.16466655267634545,
'model_file': 'volume_price_pivot_v86_y_C5_BTCUSDT_2_20260629_1782718452',
'profit_factor': 0.9874445794253949,
'sharpe_ratio': -0.4422967393325844,
'total_pnl': -0.011604228263656063,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.759526938239159,
'winning_trades': 578}
ind_param (optuna):
展開 Optuna 參數{}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 882 | BTCUSDT | 5 | volume_price_pivot_v86_y_C5 | 2023-08-01 ~ 2026-07-31 | 0.987 | 0.76% | 761 | -0.442 | 0.16 | 0.831 | 0.000 | 2026-06-29 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C5_BTCUSDT_2_20260629_1782674807
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-06-29T11:26:47.000097',
'feature_names': ['K_momentum_pct_change_48',
'K_high_pct_change_12',
'K_close_position_in_hl',
'K_body_size_pct',
'K_consecutive_shrink',
'O_pct_change_12',
'O_div_binary_12',
'O_div_binary_48',
'O_div_amplitude_12',
'O_div_amplitude_48'],
'git_commit': 'unknown',
'hyperparameters': {'learning_rate': 0.05,
'max_depth': 3,
'n_estimators': 200,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 3.975480079650879},
'accuracy': 0.8314135428457288,
'avg_loss': -0.005050494567757711,
'avg_win': 0.0015789554976401471,
'expectancy': -1.5248657376683511e-05,
'losing_trades': 183,
'max_drawdown': 0.16466655267634545,
'model_file': 'volume_price_pivot_v86_y_C5_BTCUSDT_2_20260629_1782674807',
'profit_factor': 0.9874445794253949,
'sharpe_ratio': -0.4422967393325844,
'total_pnl': -0.011604228263656063,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.759526938239159,
'winning_trades': 578}
ind_param (optuna):
展開 Optuna 參數{}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 714 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 0.987 | 0.76% | 761 | -0.442 | 0.16 | 0.831 | 0.000 | 2026-06-28 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260628_1782589535
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-06-28T11:45:35.582047',
'feature_names': ['K_momentum_pct_change_48',
'K_high_pct_change_12',
'K_close_position_in_hl',
'K_body_size_pct',
'K_consecutive_shrink',
'O_pct_change_12',
'O_div_binary_12',
'O_div_binary_48',
'O_div_amplitude_12',
'O_div_amplitude_48'],
'git_commit': 'unknown',
'hyperparameters': {'learning_rate': 0.05,
'max_depth': 3,
'n_estimators': 200,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 3.9896838665008545},
'accuracy': 0.8314135428457288,
'avg_loss': -0.005050494567757711,
'avg_win': 0.0015789554976401471,
'expectancy': -1.5248657376683511e-05,
'losing_trades': 183,
'max_drawdown': 0.16466655267634545,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260628_1782589535',
'profit_factor': 0.9874445794253949,
'sharpe_ratio': -0.4422967393325844,
'total_pnl': -0.011604228263656063,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.759526938239159,
'winning_trades': 578}
ind_param (optuna):
展開 Optuna 參數{}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 952 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 0.987 | 0.76% | 761 | -0.442 | 0.16 | 0.831 | 0.000 | 2026-06-29 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260629_1782711745
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-06-29T21:42:25.528489',
'feature_names': ['K_momentum_pct_change_48',
'K_high_pct_change_12',
'K_close_position_in_hl',
'K_body_size_pct',
'K_consecutive_shrink',
'O_pct_change_12',
'O_div_binary_12',
'O_div_binary_48',
'O_div_amplitude_12',
'O_div_amplitude_48'],
'git_commit': 'unknown',
'hyperparameters': {'learning_rate': 0.05,
'max_depth': 3,
'n_estimators': 200,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.075786828994751},
'accuracy': 0.8314135428457288,
'avg_loss': -0.005050494567757711,
'avg_win': 0.0015789554976401471,
'expectancy': -1.5248657376683511e-05,
'losing_trades': 183,
'max_drawdown': 0.16466655267634545,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260629_1782711745',
'profit_factor': 0.9874445794253949,
'sharpe_ratio': -0.4422967393325844,
'total_pnl': -0.011604228263656063,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.759526938239159,
'winning_trades': 578}
ind_param (optuna):
展開 Optuna 參數{}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 957 | BTCUSDT | 5 | volume_price_pivot_v86_y_C5 | 2023-08-01 ~ 2026-07-31 | 0.987 | 0.76% | 761 | -0.442 | 0.16 | 0.831 | 0.000 | 2026-06-29 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C5_BTCUSDT_2_20260629_1782718490
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-06-29T23:34:50.034196',
'feature_names': ['K_momentum_pct_change_48',
'K_high_pct_change_12',
'K_close_position_in_hl',
'K_body_size_pct',
'K_consecutive_shrink',
'O_pct_change_12',
'O_div_binary_12',
'O_div_binary_48',
'O_div_amplitude_12',
'O_div_amplitude_48'],
'git_commit': 'unknown',
'hyperparameters': {'learning_rate': 0.05,
'max_depth': 3,
'n_estimators': 200,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.117612361907959},
'accuracy': 0.8314135428457288,
'avg_loss': -0.005050494567757711,
'avg_win': 0.0015789554976401471,
'expectancy': -1.5248657376683511e-05,
'losing_trades': 183,
'max_drawdown': 0.16466655267634545,
'model_file': 'volume_price_pivot_v86_y_C5_BTCUSDT_2_20260629_1782718490',
'profit_factor': 0.9874445794253949,
'sharpe_ratio': -0.4422967393325844,
'total_pnl': -0.011604228263656063,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.759526938239159,
'winning_trades': 578}
ind_param (optuna):
展開 Optuna 參數{}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 878 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 0.987 | 0.76% | 761 | -0.442 | 0.16 | 0.831 | 0.000 | 2026-06-29 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260629_1782674621
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-06-29T11:23:41.442656',
'feature_names': ['K_momentum_pct_change_48',
'K_high_pct_change_12',
'K_close_position_in_hl',
'K_body_size_pct',
'K_consecutive_shrink',
'O_pct_change_12',
'O_div_binary_12',
'O_div_binary_48',
'O_div_amplitude_12',
'O_div_amplitude_48'],
'git_commit': 'unknown',
'hyperparameters': {'learning_rate': 0.05,
'max_depth': 3,
'n_estimators': 200,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.03734016418457},
'accuracy': 0.8314135428457288,
'avg_loss': -0.005050494567757711,
'avg_win': 0.0015789554976401471,
'expectancy': -1.5248657376683511e-05,
'losing_trades': 183,
'max_drawdown': 0.16466655267634545,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260629_1782674621',
'profit_factor': 0.9874445794253949,
'sharpe_ratio': -0.4422967393325844,
'total_pnl': -0.011604228263656063,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.759526938239159,
'winning_trades': 578}
ind_param (optuna):
展開 Optuna 參數{}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 877 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 0.987 | 0.76% | 761 | -0.442 | 0.16 | 0.831 | 0.000 | 2026-06-29 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260629_1782674594
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-06-29T11:23:14.677489',
'feature_names': ['K_momentum_pct_change_48',
'K_high_pct_change_12',
'K_close_position_in_hl',
'K_body_size_pct',
'K_consecutive_shrink',
'O_pct_change_12',
'O_div_binary_12',
'O_div_binary_48',
'O_div_amplitude_12',
'O_div_amplitude_48'],
'git_commit': 'unknown',
'hyperparameters': {'learning_rate': 0.05,
'max_depth': 3,
'n_estimators': 200,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.079755783081055},
'accuracy': 0.8314135428457288,
'avg_loss': -0.005050494567757711,
'avg_win': 0.0015789554976401471,
'expectancy': -1.5248657376683511e-05,
'losing_trades': 183,
'max_drawdown': 0.16466655267634545,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260629_1782674594',
'profit_factor': 0.9874445794253949,
'sharpe_ratio': -0.4422967393325844,
'total_pnl': -0.011604228263656063,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.759526938239159,
'winning_trades': 578}
ind_param (optuna):
展開 Optuna 參數{}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 876 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 0.987 | 0.76% | 761 | -0.442 | 0.16 | 0.831 | 0.000 | 2026-06-29 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260629_1782674567
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-06-29T11:22:46.936961',
'feature_names': ['K_momentum_pct_change_48',
'K_high_pct_change_12',
'K_close_position_in_hl',
'K_body_size_pct',
'K_consecutive_shrink',
'O_pct_change_12',
'O_div_binary_12',
'O_div_binary_48',
'O_div_amplitude_12',
'O_div_amplitude_48'],
'git_commit': 'unknown',
'hyperparameters': {'learning_rate': 0.05,
'max_depth': 3,
'n_estimators': 200,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.067291498184204},
'accuracy': 0.8314135428457288,
'avg_loss': -0.005050494567757711,
'avg_win': 0.0015789554976401471,
'expectancy': -1.5248657376683511e-05,
'losing_trades': 183,
'max_drawdown': 0.16466655267634545,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260629_1782674567',
'profit_factor': 0.9874445794253949,
'sharpe_ratio': -0.4422967393325844,
'total_pnl': -0.011604228263656063,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.759526938239159,
'winning_trades': 578}
ind_param (optuna):
展開 Optuna 參數{}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 875 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 0.987 | 0.76% | 761 | -0.442 | 0.16 | 0.831 | 0.000 | 2026-06-29 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260629_1782674249
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-06-29T11:17:29.484305',
'feature_names': ['K_momentum_pct_change_48',
'K_high_pct_change_12',
'K_close_position_in_hl',
'K_body_size_pct',
'K_consecutive_shrink',
'O_pct_change_12',
'O_div_binary_12',
'O_div_binary_48',
'O_div_amplitude_12',
'O_div_amplitude_48'],
'git_commit': 'unknown',
'hyperparameters': {'learning_rate': 0.05,
'max_depth': 3,
'n_estimators': 200,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 3.9588894844055176},
'accuracy': 0.8314135428457288,
'avg_loss': -0.005050494567757711,
'avg_win': 0.0015789554976401471,
'expectancy': -1.5248657376683511e-05,
'losing_trades': 183,
'max_drawdown': 0.16466655267634545,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260629_1782674249',
'profit_factor': 0.9874445794253949,
'sharpe_ratio': -0.4422967393325844,
'total_pnl': -0.011604228263656063,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.759526938239159,
'winning_trades': 578}
ind_param (optuna):
展開 Optuna 參數{}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 874 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 0.987 | 0.76% | 761 | -0.442 | 0.16 | 0.831 | 0.000 | 2026-06-29 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260629_1782674223
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-06-29T11:17:03.506509',
'feature_names': ['K_momentum_pct_change_48',
'K_high_pct_change_12',
'K_close_position_in_hl',
'K_body_size_pct',
'K_consecutive_shrink',
'O_pct_change_12',
'O_div_binary_12',
'O_div_binary_48',
'O_div_amplitude_12',
'O_div_amplitude_48'],
'git_commit': 'unknown',
'hyperparameters': {'learning_rate': 0.05,
'max_depth': 3,
'n_estimators': 200,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.080652952194214},
'accuracy': 0.8314135428457288,
'avg_loss': -0.005050494567757711,
'avg_win': 0.0015789554976401471,
'expectancy': -1.5248657376683511e-05,
'losing_trades': 183,
'max_drawdown': 0.16466655267634545,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260629_1782674223',
'profit_factor': 0.9874445794253949,
'sharpe_ratio': -0.4422967393325844,
'total_pnl': -0.011604228263656063,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.759526938239159,
'winning_trades': 578}
ind_param (optuna):
展開 Optuna 參數{}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 873 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 0.987 | 0.76% | 761 | -0.442 | 0.16 | 0.831 | 0.000 | 2026-06-29 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260629_1782674196
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-06-29T11:16:35.794762',
'feature_names': ['K_momentum_pct_change_48',
'K_high_pct_change_12',
'K_close_position_in_hl',
'K_body_size_pct',
'K_consecutive_shrink',
'O_pct_change_12',
'O_div_binary_12',
'O_div_binary_48',
'O_div_amplitude_12',
'O_div_amplitude_48'],
'git_commit': 'unknown',
'hyperparameters': {'learning_rate': 0.05,
'max_depth': 3,
'n_estimators': 200,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.100157022476196},
'accuracy': 0.8314135428457288,
'avg_loss': -0.005050494567757711,
'avg_win': 0.0015789554976401471,
'expectancy': -1.5248657376683511e-05,
'losing_trades': 183,
'max_drawdown': 0.16466655267634545,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260629_1782674196',
'profit_factor': 0.9874445794253949,
'sharpe_ratio': -0.4422967393325844,
'total_pnl': -0.011604228263656063,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.759526938239159,
'winning_trades': 578}
ind_param (optuna):
展開 Optuna 參數{}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 872 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 0.987 | 0.76% | 761 | -0.442 | 0.16 | 0.831 | 0.000 | 2026-06-29 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260629_1782674017
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-06-29T11:13:37.438395',
'feature_names': ['K_momentum_pct_change_48',
'K_high_pct_change_12',
'K_close_position_in_hl',
'K_body_size_pct',
'K_consecutive_shrink',
'O_pct_change_12',
'O_div_binary_12',
'O_div_binary_48',
'O_div_amplitude_12',
'O_div_amplitude_48'],
'git_commit': 'unknown',
'hyperparameters': {'learning_rate': 0.05,
'max_depth': 3,
'n_estimators': 200,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.065152406692505},
'accuracy': 0.8314135428457288,
'avg_loss': -0.005050494567757711,
'avg_win': 0.0015789554976401471,
'expectancy': -1.5248657376683511e-05,
'losing_trades': 183,
'max_drawdown': 0.16466655267634545,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260629_1782674017',
'profit_factor': 0.9874445794253949,
'sharpe_ratio': -0.4422967393325844,
'total_pnl': -0.011604228263656063,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.759526938239159,
'winning_trades': 578}
ind_param (optuna):
展開 Optuna 參數{}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 958 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 0.987 | 0.76% | 761 | -0.442 | 0.16 | 0.831 | 0.000 | 2026-06-29 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260629_1782718524
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-06-29T23:35:23.974698',
'feature_names': ['K_momentum_pct_change_48',
'K_high_pct_change_12',
'K_close_position_in_hl',
'K_body_size_pct',
'K_consecutive_shrink',
'O_pct_change_12',
'O_div_binary_12',
'O_div_binary_48',
'O_div_amplitude_12',
'O_div_amplitude_48'],
'git_commit': 'unknown',
'hyperparameters': {'learning_rate': 0.05,
'max_depth': 3,
'n_estimators': 200,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.0698041915893555},
'accuracy': 0.8314135428457288,
'avg_loss': -0.005050494567757711,
'avg_win': 0.0015789554976401471,
'expectancy': -1.5248657376683511e-05,
'losing_trades': 183,
'max_drawdown': 0.16466655267634545,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260629_1782718524',
'profit_factor': 0.9874445794253949,
'sharpe_ratio': -0.4422967393325844,
'total_pnl': -0.011604228263656063,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.759526938239159,
'winning_trades': 578}
ind_param (optuna):
展開 Optuna 參數{}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 871 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 0.987 | 0.76% | 761 | -0.442 | 0.16 | 0.831 | 0.000 | 2026-06-29 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260629_1782673990
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-06-29T11:13:10.741106',
'feature_names': ['K_momentum_pct_change_48',
'K_high_pct_change_12',
'K_close_position_in_hl',
'K_body_size_pct',
'K_consecutive_shrink',
'O_pct_change_12',
'O_div_binary_12',
'O_div_binary_48',
'O_div_amplitude_12',
'O_div_amplitude_48'],
'git_commit': 'unknown',
'hyperparameters': {'learning_rate': 0.05,
'max_depth': 3,
'n_estimators': 200,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.031100511550903},
'accuracy': 0.8314135428457288,
'avg_loss': -0.005050494567757711,
'avg_win': 0.0015789554976401471,
'expectancy': -1.5248657376683511e-05,
'losing_trades': 183,
'max_drawdown': 0.16466655267634545,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260629_1782673990',
'profit_factor': 0.9874445794253949,
'sharpe_ratio': -0.4422967393325844,
'total_pnl': -0.011604228263656063,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.759526938239159,
'winning_trades': 578}
ind_param (optuna):
展開 Optuna 參數{}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 870 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 0.987 | 0.76% | 761 | -0.442 | 0.16 | 0.831 | 0.000 | 2026-06-29 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260629_1782673963
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-06-29T11:12:43.336712',
'feature_names': ['K_momentum_pct_change_48',
'K_high_pct_change_12',
'K_close_position_in_hl',
'K_body_size_pct',
'K_consecutive_shrink',
'O_pct_change_12',
'O_div_binary_12',
'O_div_binary_48',
'O_div_amplitude_12',
'O_div_amplitude_48'],
'git_commit': 'unknown',
'hyperparameters': {'learning_rate': 0.05,
'max_depth': 3,
'n_estimators': 200,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.0676164627075195},
'accuracy': 0.8314135428457288,
'avg_loss': -0.005050494567757711,
'avg_win': 0.0015789554976401471,
'expectancy': -1.5248657376683511e-05,
'losing_trades': 183,
'max_drawdown': 0.16466655267634545,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260629_1782673963',
'profit_factor': 0.9874445794253949,
'sharpe_ratio': -0.4422967393325844,
'total_pnl': -0.011604228263656063,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.759526938239159,
'winning_trades': 578}
ind_param (optuna):
展開 Optuna 參數{}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 869 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 0.987 | 0.76% | 761 | -0.442 | 0.16 | 0.831 | 0.000 | 2026-06-29 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260628_1782660807
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-06-29T07:33:26.802838',
'feature_names': ['K_momentum_pct_change_48',
'K_high_pct_change_12',
'K_close_position_in_hl',
'K_body_size_pct',
'K_consecutive_shrink',
'O_pct_change_12',
'O_div_binary_12',
'O_div_binary_48',
'O_div_amplitude_12',
'O_div_amplitude_48'],
'git_commit': 'unknown',
'hyperparameters': {'learning_rate': 0.05,
'max_depth': 3,
'n_estimators': 200,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.017326831817627},
'accuracy': 0.8314135428457288,
'avg_loss': -0.005050494567757711,
'avg_win': 0.0015789554976401471,
'expectancy': -1.5248657376683511e-05,
'losing_trades': 183,
'max_drawdown': 0.16466655267634545,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260628_1782660807',
'profit_factor': 0.9874445794253949,
'sharpe_ratio': -0.4422967393325844,
'total_pnl': -0.011604228263656063,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.759526938239159,
'winning_trades': 578}
ind_param (optuna):
展開 Optuna 參數{}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 868 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 0.987 | 0.76% | 761 | -0.442 | 0.16 | 0.831 | 0.000 | 2026-06-29 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260628_1782660780
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-06-29T07:33:00.289941',
'feature_names': ['K_momentum_pct_change_48',
'K_high_pct_change_12',
'K_close_position_in_hl',
'K_body_size_pct',
'K_consecutive_shrink',
'O_pct_change_12',
'O_div_binary_12',
'O_div_binary_48',
'O_div_amplitude_12',
'O_div_amplitude_48'],
'git_commit': 'unknown',
'hyperparameters': {'learning_rate': 0.05,
'max_depth': 3,
'n_estimators': 200,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 3.996029853820801},
'accuracy': 0.8314135428457288,
'avg_loss': -0.005050494567757711,
'avg_win': 0.0015789554976401471,
'expectancy': -1.5248657376683511e-05,
'losing_trades': 183,
'max_drawdown': 0.16466655267634545,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260628_1782660780',
'profit_factor': 0.9874445794253949,
'sharpe_ratio': -0.4422967393325844,
'total_pnl': -0.011604228263656063,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.759526938239159,
'winning_trades': 578}
ind_param (optuna):
展開 Optuna 參數{}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 711 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 0.987 | 0.76% | 761 | -0.442 | 0.16 | 0.831 | 0.000 | 2026-06-28 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260627_1782553869
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-06-28T01:51:08.882378',
'feature_names': ['K_momentum_pct_change_48',
'K_high_pct_change_12',
'K_close_position_in_hl',
'K_body_size_pct',
'K_consecutive_shrink',
'O_pct_change_12',
'O_div_binary_12',
'O_div_binary_48',
'O_div_amplitude_12',
'O_div_amplitude_48'],
'git_commit': 'unknown',
'hyperparameters': {'learning_rate': 0.05,
'max_depth': 3,
'n_estimators': 200,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.07832407951355},
'accuracy': 0.8314135428457288,
'avg_loss': -0.005050494567757711,
'avg_win': 0.0015789554976401471,
'expectancy': -1.5248657376683511e-05,
'losing_trades': 183,
'max_drawdown': 0.16466655267634545,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260627_1782553869',
'profit_factor': 0.9874445794253949,
'sharpe_ratio': -0.4422967393325844,
'total_pnl': -0.011604228263656063,
'total_trades': 761,
'trial_num': 1,
'win_rate': 0.759526938239159,
'winning_trades': 578}
ind_param (optuna):
展開 Optuna 參數{}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 879 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 0.987 | 0.76% | 761 | -0.442 | 0.16 | 0.831 | 0.000 | 2026-06-29 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260629_1782674658
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-06-29T11:24:18.568849',
'feature_names': ['K_momentum_pct_change_48',
'K_high_pct_change_12',
'K_close_position_in_hl',
'K_body_size_pct',
'K_consecutive_shrink',
'O_pct_change_12',
'O_div_binary_12',
'O_div_binary_48',
'O_div_amplitude_12',
'O_div_amplitude_48'],
'git_commit': 'unknown',
'hyperparameters': {'learning_rate': 0.05,
'max_depth': 3,
'n_estimators': 200,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.041007041931152},
'accuracy': 0.8314135428457288,
'avg_loss': -0.005050494567757711,
'avg_win': 0.0015789554976401471,
'expectancy': -1.5248657376683511e-05,
'losing_trades': 183,
'max_drawdown': 0.16466655267634545,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260629_1782674658',
'profit_factor': 0.9874445794253949,
'sharpe_ratio': -0.4422967393325844,
'total_pnl': -0.011604228263656063,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.759526938239159,
'winning_trades': 578}
ind_param (optuna):
展開 Optuna 參數{}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 867 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 0.987 | 0.76% | 761 | -0.442 | 0.16 | 0.831 | 0.000 | 2026-06-29 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260628_1782660752
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-06-29T07:32:32.531725',
'feature_names': ['K_momentum_pct_change_48',
'K_high_pct_change_12',
'K_close_position_in_hl',
'K_body_size_pct',
'K_consecutive_shrink',
'O_pct_change_12',
'O_div_binary_12',
'O_div_binary_48',
'O_div_amplitude_12',
'O_div_amplitude_48'],
'git_commit': 'unknown',
'hyperparameters': {'learning_rate': 0.05,
'max_depth': 3,
'n_estimators': 200,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.065179347991943},
'accuracy': 0.8314135428457288,
'avg_loss': -0.005050494567757711,
'avg_win': 0.0015789554976401471,
'expectancy': -1.5248657376683511e-05,
'losing_trades': 183,
'max_drawdown': 0.16466655267634545,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260628_1782660752',
'profit_factor': 0.9874445794253949,
'sharpe_ratio': -0.4422967393325844,
'total_pnl': -0.011604228263656063,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.759526938239159,
'winning_trades': 578}
ind_param (optuna):
展開 Optuna 參數{}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 866 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 0.987 | 0.76% | 761 | -0.442 | 0.16 | 0.831 | 0.000 | 2026-06-28 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260628_1782621498
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-06-28T20:38:17.903510',
'feature_names': ['K_momentum_pct_change_48',
'K_high_pct_change_12',
'K_close_position_in_hl',
'K_body_size_pct',
'K_consecutive_shrink',
'O_pct_change_12',
'O_div_binary_12',
'O_div_binary_48',
'O_div_amplitude_12',
'O_div_amplitude_48'],
'git_commit': 'unknown',
'hyperparameters': {'learning_rate': 0.05,
'max_depth': 3,
'n_estimators': 200,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.0727198123931885},
'accuracy': 0.8314135428457288,
'avg_loss': -0.005050494567757711,
'avg_win': 0.0015789554976401471,
'expectancy': -1.5248657376683511e-05,
'losing_trades': 183,
'max_drawdown': 0.16466655267634545,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260628_1782621498',
'profit_factor': 0.9874445794253949,
'sharpe_ratio': -0.4422967393325844,
'total_pnl': -0.011604228263656063,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.759526938239159,
'winning_trades': 578}
ind_param (optuna):
展開 Optuna 參數{}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 865 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 0.987 | 0.76% | 761 | -0.442 | 0.16 | 0.831 | 0.000 | 2026-06-28 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260628_1782621471
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-06-28T20:37:51.315305',
'feature_names': ['K_momentum_pct_change_48',
'K_high_pct_change_12',
'K_close_position_in_hl',
'K_body_size_pct',
'K_consecutive_shrink',
'O_pct_change_12',
'O_div_binary_12',
'O_div_binary_48',
'O_div_amplitude_12',
'O_div_amplitude_48'],
'git_commit': 'unknown',
'hyperparameters': {'learning_rate': 0.05,
'max_depth': 3,
'n_estimators': 200,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.088632583618164},
'accuracy': 0.8314135428457288,
'avg_loss': -0.005050494567757711,
'avg_win': 0.0015789554976401471,
'expectancy': -1.5248657376683511e-05,
'losing_trades': 183,
'max_drawdown': 0.16466655267634545,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260628_1782621471',
'profit_factor': 0.9874445794253949,
'sharpe_ratio': -0.4422967393325844,
'total_pnl': -0.011604228263656063,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.759526938239159,
'winning_trades': 578}
ind_param (optuna):
展開 Optuna 參數{}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 883 | BTCUSDT | 5 | volume_price_pivot_v86_y_C5 | 2023-08-01 ~ 2026-07-31 | 0.987 | 0.76% | 761 | -0.442 | 0.16 | 0.831 | 0.000 | 2026-06-29 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C5_BTCUSDT_2_20260629_1782674844
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-06-29T11:27:24.089322',
'feature_names': ['K_momentum_pct_change_48',
'K_high_pct_change_12',
'K_close_position_in_hl',
'K_body_size_pct',
'K_consecutive_shrink',
'O_pct_change_12',
'O_div_binary_12',
'O_div_binary_48',
'O_div_amplitude_12',
'O_div_amplitude_48'],
'git_commit': 'unknown',
'hyperparameters': {'learning_rate': 0.05,
'max_depth': 3,
'n_estimators': 200,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.085026025772095},
'accuracy': 0.8314135428457288,
'avg_loss': -0.005050494567757711,
'avg_win': 0.0015789554976401471,
'expectancy': -1.5248657376683511e-05,
'losing_trades': 183,
'max_drawdown': 0.16466655267634545,
'model_file': 'volume_price_pivot_v86_y_C5_BTCUSDT_2_20260629_1782674844',
'profit_factor': 0.9874445794253949,
'sharpe_ratio': -0.4422967393325844,
'total_pnl': -0.011604228263656063,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.759526938239159,
'winning_trades': 578}
ind_param (optuna):
展開 Optuna 參數{}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 864 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 0.987 | 0.76% | 761 | -0.442 | 0.16 | 0.831 | 0.000 | 2026-06-28 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260628_1782621444
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-06-28T20:37:23.918453',
'feature_names': ['K_momentum_pct_change_48',
'K_high_pct_change_12',
'K_close_position_in_hl',
'K_body_size_pct',
'K_consecutive_shrink',
'O_pct_change_12',
'O_div_binary_12',
'O_div_binary_48',
'O_div_amplitude_12',
'O_div_amplitude_48'],
'git_commit': 'unknown',
'hyperparameters': {'learning_rate': 0.05,
'max_depth': 3,
'n_estimators': 200,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.0369532108306885},
'accuracy': 0.8314135428457288,
'avg_loss': -0.005050494567757711,
'avg_win': 0.0015789554976401471,
'expectancy': -1.5248657376683511e-05,
'losing_trades': 183,
'max_drawdown': 0.16466655267634545,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260628_1782621444',
'profit_factor': 0.9874445794253949,
'sharpe_ratio': -0.4422967393325844,
'total_pnl': -0.011604228263656063,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.759526938239159,
'winning_trades': 578}
ind_param (optuna):
展開 Optuna 參數{}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 697 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 0.987 | 0.76% | 761 | -0.442 | 0.16 | 0.831 | 0.000 | 2026-06-27 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260627_1782545494
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-06-27T23:31:34.542320',
'feature_names': ['K_momentum_pct_change_48',
'K_high_pct_change_12',
'K_close_position_in_hl',
'K_body_size_pct',
'K_consecutive_shrink',
'O_pct_change_12',
'O_div_binary_12',
'O_div_binary_48',
'O_div_amplitude_12',
'O_div_amplitude_48'],
'git_commit': 'unknown',
'hyperparameters': {'learning_rate': 0.05,
'max_depth': 3,
'n_estimators': 200,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.084019899368286},
'accuracy': 0.8314135428457288,
'avg_loss': -0.005050494567757711,
'avg_win': 0.0015789554976401471,
'expectancy': -1.5248657376683511e-05,
'losing_trades': 183,
'max_drawdown': 0.16466655267634545,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260627_1782545494',
'profit_factor': 0.9874445794253949,
'sharpe_ratio': -0.4422967393325844,
'total_pnl': -0.011604228263656063,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.759526938239159,
'winning_trades': 578}
ind_param (optuna):
展開 Optuna 參數{}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 681 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 0.987 | 0.76% | 761 | -0.442 | 0.16 | 0.831 | 0.000 | 2026-06-27 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260627_1782536071
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-06-27T20:54:31.586302',
'feature_names': ['K_momentum_pct_change_48',
'K_high_pct_change_12',
'K_close_position_in_hl',
'K_body_size_pct',
'K_consecutive_shrink',
'O_pct_change_12',
'O_div_binary_12',
'O_div_binary_48',
'O_div_amplitude_12',
'O_div_amplitude_48'],
'git_commit': 'unknown',
'hyperparameters': {'learning_rate': 0.05,
'max_depth': 3,
'n_estimators': 200,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.001755714416504},
'accuracy': 0.8314135428457288,
'avg_loss': -0.005050494567757711,
'avg_win': 0.0015789554976401471,
'expectancy': -1.5248657376683511e-05,
'losing_trades': 183,
'max_drawdown': 0.16466655267634545,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260627_1782536071',
'profit_factor': 0.9874445794253949,
'sharpe_ratio': -0.4422967393325844,
'total_pnl': -0.011604228263656063,
'total_trades': 761,
'trial_num': 1,
'win_rate': 0.759526938239159,
'winning_trades': 578}
ind_param (optuna):
展開 Optuna 參數{}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 887 | BTCUSDT | 5 | volume_price_pivot_v86_y_C5 | 2023-08-01 ~ 2026-07-31 | 0.987 | 0.76% | 761 | -0.442 | 0.16 | 0.831 | 0.000 | 2026-06-29 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C5_BTCUSDT_2_20260629_1782675027
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-06-29T11:30:27.384951',
'feature_names': ['K_momentum_pct_change_48',
'K_high_pct_change_12',
'K_close_position_in_hl',
'K_body_size_pct',
'K_consecutive_shrink',
'O_pct_change_12',
'O_div_binary_12',
'O_div_binary_48',
'O_div_amplitude_12',
'O_div_amplitude_48'],
'git_commit': 'unknown',
'hyperparameters': {'learning_rate': 0.05,
'max_depth': 3,
'n_estimators': 200,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.115260362625122},
'accuracy': 0.8314135428457288,
'avg_loss': -0.005050494567757711,
'avg_win': 0.0015789554976401471,
'expectancy': -1.5248657376683511e-05,
'losing_trades': 183,
'max_drawdown': 0.16466655267634545,
'model_file': 'volume_price_pivot_v86_y_C5_BTCUSDT_2_20260629_1782675027',
'profit_factor': 0.9874445794253949,
'sharpe_ratio': -0.4422967393325844,
'total_pnl': -0.011604228263656063,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.759526938239159,
'winning_trades': 578}
ind_param (optuna):
展開 Optuna 參數{}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 862 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 0.987 | 0.76% | 761 | -0.442 | 0.16 | 0.831 | 0.000 | 2026-06-28 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260628_1782620646
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-06-28T20:24:06.573450',
'feature_names': ['K_momentum_pct_change_48',
'K_high_pct_change_12',
'K_close_position_in_hl',
'K_body_size_pct',
'K_consecutive_shrink',
'O_pct_change_12',
'O_div_binary_12',
'O_div_binary_48',
'O_div_amplitude_12',
'O_div_amplitude_48'],
'git_commit': 'unknown',
'hyperparameters': {'learning_rate': 0.05,
'max_depth': 3,
'n_estimators': 200,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.002002716064453},
'accuracy': 0.8314135428457288,
'avg_loss': -0.005050494567757711,
'avg_win': 0.0015789554976401471,
'expectancy': -1.5248657376683511e-05,
'losing_trades': 183,
'max_drawdown': 0.16466655267634545,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260628_1782620646',
'profit_factor': 0.9874445794253949,
'sharpe_ratio': -0.4422967393325844,
'total_pnl': -0.011604228263656063,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.759526938239159,
'winning_trades': 578}
ind_param (optuna):
展開 Optuna 參數{}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 860 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 0.987 | 0.76% | 761 | -0.442 | 0.16 | 0.831 | 0.000 | 2026-06-28 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260628_1782620593
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-06-28T20:23:12.898744',
'feature_names': ['K_momentum_pct_change_48',
'K_high_pct_change_12',
'K_close_position_in_hl',
'K_body_size_pct',
'K_consecutive_shrink',
'O_pct_change_12',
'O_div_binary_12',
'O_div_binary_48',
'O_div_amplitude_12',
'O_div_amplitude_48'],
'git_commit': 'unknown',
'hyperparameters': {'learning_rate': 0.05,
'max_depth': 3,
'n_estimators': 200,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.0840232372283936},
'accuracy': 0.8314135428457288,
'avg_loss': -0.005050494567757711,
'avg_win': 0.0015789554976401471,
'expectancy': -1.5248657376683511e-05,
'losing_trades': 183,
'max_drawdown': 0.16466655267634545,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260628_1782620593',
'profit_factor': 0.9874445794253949,
'sharpe_ratio': -0.4422967393325844,
'total_pnl': -0.011604228263656063,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.759526938239159,
'winning_trades': 578}
ind_param (optuna):
展開 Optuna 參數{}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 861 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 0.987 | 0.76% | 761 | -0.442 | 0.16 | 0.831 | 0.000 | 2026-06-28 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260628_1782620620
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-06-28T20:23:40.217386',
'feature_names': ['K_momentum_pct_change_48',
'K_high_pct_change_12',
'K_close_position_in_hl',
'K_body_size_pct',
'K_consecutive_shrink',
'O_pct_change_12',
'O_div_binary_12',
'O_div_binary_48',
'O_div_amplitude_12',
'O_div_amplitude_48'],
'git_commit': 'unknown',
'hyperparameters': {'learning_rate': 0.05,
'max_depth': 3,
'n_estimators': 200,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.024436712265015},
'accuracy': 0.8314135428457288,
'avg_loss': -0.005050494567757711,
'avg_win': 0.0015789554976401471,
'expectancy': -1.5248657376683511e-05,
'losing_trades': 183,
'max_drawdown': 0.16466655267634545,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260628_1782620620',
'profit_factor': 0.9874445794253949,
'sharpe_ratio': -0.4422967393325844,
'total_pnl': -0.011604228263656063,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.759526938239159,
'winning_trades': 578}
ind_param (optuna):
展開 Optuna 參數{}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 891 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 0.987 | 0.76% | 761 | -0.442 | 0.16 | 0.831 | 0.000 | 2026-06-29 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260629_1782675205
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-06-29T11:33:25.379104',
'feature_names': ['K_momentum_pct_change_48',
'K_high_pct_change_12',
'K_close_position_in_hl',
'K_body_size_pct',
'K_consecutive_shrink',
'O_pct_change_12',
'O_div_binary_12',
'O_div_binary_48',
'O_div_amplitude_12',
'O_div_amplitude_48'],
'git_commit': 'unknown',
'hyperparameters': {'learning_rate': 0.05,
'max_depth': 3,
'n_estimators': 200,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.0793538093566895},
'accuracy': 0.8314135428457288,
'avg_loss': -0.005050494567757711,
'avg_win': 0.0015789554976401471,
'expectancy': -1.5248657376683511e-05,
'losing_trades': 183,
'max_drawdown': 0.16466655267634545,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260629_1782675205',
'profit_factor': 0.9874445794253949,
'sharpe_ratio': -0.4422967393325844,
'total_pnl': -0.011604228263656063,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.759526938239159,
'winning_trades': 578}
ind_param (optuna):
展開 Optuna 參數{}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 912 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 0.987 | 0.76% | 761 | -0.442 | 0.16 | 0.831 | 0.000 | 2026-06-29 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260629_1782676097
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-06-29T11:48:17.591396',
'feature_names': ['K_momentum_pct_change_48',
'K_high_pct_change_12',
'K_close_position_in_hl',
'K_body_size_pct',
'K_consecutive_shrink',
'O_pct_change_12',
'O_div_binary_12',
'O_div_binary_48',
'O_div_amplitude_12',
'O_div_amplitude_48'],
'git_commit': 'unknown',
'hyperparameters': {'learning_rate': 0.05,
'max_depth': 3,
'n_estimators': 200,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.021313428878784},
'accuracy': 0.8314135428457288,
'avg_loss': -0.005050494567757711,
'avg_win': 0.0015789554976401471,
'expectancy': -1.5248657376683511e-05,
'losing_trades': 183,
'max_drawdown': 0.16466655267634545,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260629_1782676097',
'profit_factor': 0.9874445794253949,
'sharpe_ratio': -0.4422967393325844,
'total_pnl': -0.011604228263656063,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.759526938239159,
'winning_trades': 578}
ind_param (optuna):
展開 Optuna 參數{}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 859 | BTCUSDT | 5 | volume_price_pivot_v86_y_C5 | 2023-08-01 ~ 2026-07-31 | 0.987 | 0.76% | 761 | -0.442 | 0.16 | 0.831 | 0.000 | 2026-06-28 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C5_BTCUSDT_2_20260628_1782620111
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-06-28T20:15:11.586850',
'feature_names': ['K_momentum_pct_change_48',
'K_high_pct_change_12',
'K_close_position_in_hl',
'K_body_size_pct',
'K_consecutive_shrink',
'O_pct_change_12',
'O_div_binary_12',
'O_div_binary_48',
'O_div_amplitude_12',
'O_div_amplitude_48'],
'git_commit': 'unknown',
'hyperparameters': {'learning_rate': 0.05,
'max_depth': 3,
'n_estimators': 200,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.052764892578125},
'accuracy': 0.8314135428457288,
'avg_loss': -0.005050494567757711,
'avg_win': 0.0015789554976401471,
'expectancy': -1.5248657376683511e-05,
'losing_trades': 183,
'max_drawdown': 0.16466655267634545,
'model_file': 'volume_price_pivot_v86_y_C5_BTCUSDT_2_20260628_1782620111',
'profit_factor': 0.9874445794253949,
'sharpe_ratio': -0.4422967393325844,
'total_pnl': -0.011604228263656063,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.759526938239159,
'winning_trades': 578}
ind_param (optuna):
展開 Optuna 參數{}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 858 | BTCUSDT | 5 | volume_price_pivot_v86_y_C5 | 2023-08-01 ~ 2026-07-31 | 0.987 | 0.76% | 761 | -0.442 | 0.16 | 0.831 | 0.000 | 2026-06-28 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C5_BTCUSDT_2_20260628_1782620074
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-06-28T20:14:33.815960',
'feature_names': ['K_momentum_pct_change_48',
'K_high_pct_change_12',
'K_close_position_in_hl',
'K_body_size_pct',
'K_consecutive_shrink',
'O_pct_change_12',
'O_div_binary_12',
'O_div_binary_48',
'O_div_amplitude_12',
'O_div_amplitude_48'],
'git_commit': 'unknown',
'hyperparameters': {'learning_rate': 0.05,
'max_depth': 3,
'n_estimators': 200,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.05727744102478},
'accuracy': 0.8314135428457288,
'avg_loss': -0.005050494567757711,
'avg_win': 0.0015789554976401471,
'expectancy': -1.5248657376683511e-05,
'losing_trades': 183,
'max_drawdown': 0.16466655267634545,
'model_file': 'volume_price_pivot_v86_y_C5_BTCUSDT_2_20260628_1782620074',
'profit_factor': 0.9874445794253949,
'sharpe_ratio': -0.4422967393325844,
'total_pnl': -0.011604228263656063,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.759526938239159,
'winning_trades': 578}
ind_param (optuna):
展開 Optuna 參數{}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 892 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 0.987 | 0.76% | 761 | -0.442 | 0.16 | 0.831 | 0.000 | 2026-06-29 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260629_1782675232
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-06-29T11:33:52.230831',
'feature_names': ['K_momentum_pct_change_48',
'K_high_pct_change_12',
'K_close_position_in_hl',
'K_body_size_pct',
'K_consecutive_shrink',
'O_pct_change_12',
'O_div_binary_12',
'O_div_binary_48',
'O_div_amplitude_12',
'O_div_amplitude_48'],
'git_commit': 'unknown',
'hyperparameters': {'learning_rate': 0.05,
'max_depth': 3,
'n_estimators': 200,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.097957372665405},
'accuracy': 0.8314135428457288,
'avg_loss': -0.005050494567757711,
'avg_win': 0.0015789554976401471,
'expectancy': -1.5248657376683511e-05,
'losing_trades': 183,
'max_drawdown': 0.16466655267634545,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260629_1782675232',
'profit_factor': 0.9874445794253949,
'sharpe_ratio': -0.4422967393325844,
'total_pnl': -0.011604228263656063,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.759526938239159,
'winning_trades': 578}
ind_param (optuna):
展開 Optuna 參數{}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 802 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 0.987 | 0.76% | 761 | -0.442 | 0.16 | 0.831 | 0.000 | 2026-06-28 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260628_1782617174
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-06-28T19:26:14.406707',
'feature_names': ['K_momentum_pct_change_48',
'K_high_pct_change_12',
'K_close_position_in_hl',
'K_body_size_pct',
'K_consecutive_shrink',
'O_pct_change_12',
'O_div_binary_12',
'O_div_binary_48',
'O_div_amplitude_12',
'O_div_amplitude_48'],
'git_commit': 'unknown',
'hyperparameters': {'learning_rate': 0.05,
'max_depth': 3,
'n_estimators': 200,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.041730880737305},
'accuracy': 0.8314135428457288,
'avg_loss': -0.005050494567757711,
'avg_win': 0.0015789554976401471,
'expectancy': -1.5248657376683511e-05,
'losing_trades': 183,
'max_drawdown': 0.16466655267634545,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260628_1782617174',
'profit_factor': 0.9874445794253949,
'sharpe_ratio': -0.4422967393325844,
'total_pnl': -0.011604228263656063,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.759526938239159,
'winning_trades': 578}
ind_param (optuna):
展開 Optuna 參數{}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 897 | BTCUSDT | 5 | volume_price_pivot_v86_y_C5 | 2023-08-01 ~ 2026-07-31 | 0.987 | 0.76% | 761 | -0.442 | 0.16 | 0.831 | 0.000 | 2026-06-29 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C5_BTCUSDT_2_20260629_1782675453
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-06-29T11:37:32.873632',
'feature_names': ['K_momentum_pct_change_48',
'K_high_pct_change_12',
'K_close_position_in_hl',
'K_body_size_pct',
'K_consecutive_shrink',
'O_pct_change_12',
'O_div_binary_12',
'O_div_binary_48',
'O_div_amplitude_12',
'O_div_amplitude_48'],
'git_commit': 'unknown',
'hyperparameters': {'learning_rate': 0.05,
'max_depth': 3,
'n_estimators': 200,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.0876970291137695},
'accuracy': 0.8314135428457288,
'avg_loss': -0.005050494567757711,
'avg_win': 0.0015789554976401471,
'expectancy': -1.5248657376683511e-05,
'losing_trades': 183,
'max_drawdown': 0.16466655267634545,
'model_file': 'volume_price_pivot_v86_y_C5_BTCUSDT_2_20260629_1782675453',
'profit_factor': 0.9874445794253949,
'sharpe_ratio': -0.4422967393325844,
'total_pnl': -0.011604228263656063,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.759526938239159,
'winning_trades': 578}
ind_param (optuna):
展開 Optuna 參數{}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 710 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 0.987 | 0.76% | 761 | -0.442 | 0.16 | 0.831 | 0.000 | 2026-06-28 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260627_1782553128
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-06-28T01:38:48.458856',
'feature_names': ['K_momentum_pct_change_48',
'K_high_pct_change_12',
'K_close_position_in_hl',
'K_body_size_pct',
'K_consecutive_shrink',
'O_pct_change_12',
'O_div_binary_12',
'O_div_binary_48',
'O_div_amplitude_12',
'O_div_amplitude_48'],
'git_commit': 'unknown',
'hyperparameters': {'learning_rate': 0.05,
'max_depth': 3,
'n_estimators': 200,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.03039813041687},
'accuracy': 0.8314135428457288,
'avg_loss': -0.005050494567757711,
'avg_win': 0.0015789554976401471,
'expectancy': -1.5248657376683511e-05,
'losing_trades': 183,
'max_drawdown': 0.16466655267634545,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260627_1782553128',
'profit_factor': 0.9874445794253949,
'sharpe_ratio': -0.4422967393325844,
'total_pnl': -0.011604228263656063,
'total_trades': 761,
'trial_num': 1,
'win_rate': 0.759526938239159,
'winning_trades': 578}
ind_param (optuna):
展開 Optuna 參數{}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 898 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 0.987 | 0.76% | 761 | -0.442 | 0.16 | 0.831 | 0.000 | 2026-06-29 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260629_1782675487
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-06-29T11:38:07.222070',
'feature_names': ['K_momentum_pct_change_48',
'K_high_pct_change_12',
'K_close_position_in_hl',
'K_body_size_pct',
'K_consecutive_shrink',
'O_pct_change_12',
'O_div_binary_12',
'O_div_binary_48',
'O_div_amplitude_12',
'O_div_amplitude_48'],
'git_commit': 'unknown',
'hyperparameters': {'learning_rate': 0.05,
'max_depth': 3,
'n_estimators': 200,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.039635419845581},
'accuracy': 0.8314135428457288,
'avg_loss': -0.005050494567757711,
'avg_win': 0.0015789554976401471,
'expectancy': -1.5248657376683511e-05,
'losing_trades': 183,
'max_drawdown': 0.16466655267634545,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260629_1782675487',
'profit_factor': 0.9874445794253949,
'sharpe_ratio': -0.4422967393325844,
'total_pnl': -0.011604228263656063,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.759526938239159,
'winning_trades': 578}
ind_param (optuna):
展開 Optuna 參數{}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 950 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 0.987 | 0.76% | 761 | -0.442 | 0.16 | 0.831 | 0.000 | 2026-06-29 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260629_1782711691
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-06-29T21:41:31.297672',
'feature_names': ['K_momentum_pct_change_48',
'K_high_pct_change_12',
'K_close_position_in_hl',
'K_body_size_pct',
'K_consecutive_shrink',
'O_pct_change_12',
'O_div_binary_12',
'O_div_binary_48',
'O_div_amplitude_12',
'O_div_amplitude_48'],
'git_commit': 'unknown',
'hyperparameters': {'learning_rate': 0.05,
'max_depth': 3,
'n_estimators': 200,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.062278747558594},
'accuracy': 0.8314135428457288,
'avg_loss': -0.005050494567757711,
'avg_win': 0.0015789554976401471,
'expectancy': -1.5248657376683511e-05,
'losing_trades': 183,
'max_drawdown': 0.16466655267634545,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260629_1782711691',
'profit_factor': 0.9874445794253949,
'sharpe_ratio': -0.4422967393325844,
'total_pnl': -0.011604228263656063,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.759526938239159,
'winning_trades': 578}
ind_param (optuna):
展開 Optuna 參數{}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 901 | BTCUSDT | 5 | volume_price_pivot_v86_y_C5 | 2023-08-01 ~ 2026-07-31 | 0.987 | 0.76% | 761 | -0.442 | 0.16 | 0.831 | 0.000 | 2026-06-29 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C5_BTCUSDT_2_20260629_1782675635
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-06-29T11:40:35.129910',
'feature_names': ['K_momentum_pct_change_48',
'K_high_pct_change_12',
'K_close_position_in_hl',
'K_body_size_pct',
'K_consecutive_shrink',
'O_pct_change_12',
'O_div_binary_12',
'O_div_binary_48',
'O_div_amplitude_12',
'O_div_amplitude_48'],
'git_commit': 'unknown',
'hyperparameters': {'learning_rate': 0.05,
'max_depth': 3,
'n_estimators': 200,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.057559013366699},
'accuracy': 0.8314135428457288,
'avg_loss': -0.005050494567757711,
'avg_win': 0.0015789554976401471,
'expectancy': -1.5248657376683511e-05,
'losing_trades': 183,
'max_drawdown': 0.16466655267634545,
'model_file': 'volume_price_pivot_v86_y_C5_BTCUSDT_2_20260629_1782675635',
'profit_factor': 0.9874445794253949,
'sharpe_ratio': -0.4422967393325844,
'total_pnl': -0.011604228263656063,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.759526938239159,
'winning_trades': 578}
ind_param (optuna):
展開 Optuna 參數{}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 951 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 0.987 | 0.76% | 761 | -0.442 | 0.16 | 0.831 | 0.000 | 2026-06-29 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260629_1782711719
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-06-29T21:41:58.988503',
'feature_names': ['K_momentum_pct_change_48',
'K_high_pct_change_12',
'K_close_position_in_hl',
'K_body_size_pct',
'K_consecutive_shrink',
'O_pct_change_12',
'O_div_binary_12',
'O_div_binary_48',
'O_div_amplitude_12',
'O_div_amplitude_48'],
'git_commit': 'unknown',
'hyperparameters': {'learning_rate': 0.05,
'max_depth': 3,
'n_estimators': 200,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.0908448696136475},
'accuracy': 0.8314135428457288,
'avg_loss': -0.005050494567757711,
'avg_win': 0.0015789554976401471,
'expectancy': -1.5248657376683511e-05,
'losing_trades': 183,
'max_drawdown': 0.16466655267634545,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260629_1782711719',
'profit_factor': 0.9874445794253949,
'sharpe_ratio': -0.4422967393325844,
'total_pnl': -0.011604228263656063,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.759526938239159,
'winning_trades': 578}
ind_param (optuna):
展開 Optuna 參數{}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 903 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 0.987 | 0.76% | 761 | -0.442 | 0.16 | 0.831 | 0.000 | 2026-06-29 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260629_1782675706
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-06-29T11:41:46.421228',
'feature_names': ['K_momentum_pct_change_48',
'K_high_pct_change_12',
'K_close_position_in_hl',
'K_body_size_pct',
'K_consecutive_shrink',
'O_pct_change_12',
'O_div_binary_12',
'O_div_binary_48',
'O_div_amplitude_12',
'O_div_amplitude_48'],
'git_commit': 'unknown',
'hyperparameters': {'learning_rate': 0.05,
'max_depth': 3,
'n_estimators': 200,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.09122371673584},
'accuracy': 0.8314135428457288,
'avg_loss': -0.005050494567757711,
'avg_win': 0.0015789554976401471,
'expectancy': -1.5248657376683511e-05,
'losing_trades': 183,
'max_drawdown': 0.16466655267634545,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260629_1782675706',
'profit_factor': 0.9874445794253949,
'sharpe_ratio': -0.4422967393325844,
'total_pnl': -0.011604228263656063,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.759526938239159,
'winning_trades': 578}
ind_param (optuna):
展開 Optuna 參數{}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 959 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 0.987 | 0.76% | 761 | -0.442 | 0.16 | 0.831 | 0.000 | 2026-06-29 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260629_1782718766
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-06-29T23:39:25.781686',
'feature_names': ['K_momentum_pct_change_48',
'K_high_pct_change_12',
'K_close_position_in_hl',
'K_body_size_pct',
'K_consecutive_shrink',
'O_pct_change_12',
'O_div_binary_12',
'O_div_binary_48',
'O_div_amplitude_12',
'O_div_amplitude_48'],
'git_commit': 'unknown',
'hyperparameters': {'learning_rate': 0.05,
'max_depth': 3,
'n_estimators': 200,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.134120225906372},
'accuracy': 0.8314135428457288,
'avg_loss': -0.005050494567757711,
'avg_win': 0.0015789554976401471,
'expectancy': -1.5248657376683511e-05,
'losing_trades': 183,
'max_drawdown': 0.16466655267634545,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260629_1782718766',
'profit_factor': 0.9874445794253949,
'sharpe_ratio': -0.4422967393325844,
'total_pnl': -0.011604228263656063,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.759526938239159,
'winning_trades': 578}
ind_param (optuna):
展開 Optuna 參數{}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 966 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 0.987 | 0.76% | 761 | -0.442 | 0.16 | 0.831 | 0.000 | 2026-06-30 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260629_1782721207
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-06-30T00:20:07.373239',
'feature_names': ['K_momentum_pct_change_48',
'K_high_pct_change_12',
'K_close_position_in_hl',
'K_body_size_pct',
'K_consecutive_shrink',
'O_pct_change_12',
'O_div_binary_12',
'O_div_binary_48',
'O_div_amplitude_12',
'O_div_amplitude_48'],
'git_commit': 'unknown',
'hyperparameters': {'learning_rate': 0.05,
'max_depth': 3,
'n_estimators': 200,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.046249151229858},
'accuracy': 0.8314135428457288,
'avg_loss': -0.005050494567757711,
'avg_win': 0.0015789554976401471,
'expectancy': -1.5248657376683511e-05,
'losing_trades': 183,
'max_drawdown': 0.16466655267634545,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260629_1782721207',
'profit_factor': 0.9874445794253949,
'sharpe_ratio': -0.4422967393325844,
'total_pnl': -0.011604228263656063,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.759526938239159,
'winning_trades': 578}
ind_param (optuna):
展開 Optuna 參數{}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 855 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 0.987 | 0.76% | 761 | -0.442 | 0.16 | 0.831 | 0.000 | 2026-06-28 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260628_1782619925
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-06-28T20:12:05.486318',
'feature_names': ['K_momentum_pct_change_48',
'K_high_pct_change_12',
'K_close_position_in_hl',
'K_body_size_pct',
'K_consecutive_shrink',
'O_pct_change_12',
'O_div_binary_12',
'O_div_binary_48',
'O_div_amplitude_12',
'O_div_amplitude_48'],
'git_commit': 'unknown',
'hyperparameters': {'learning_rate': 0.05,
'max_depth': 3,
'n_estimators': 200,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.167559385299683},
'accuracy': 0.8314135428457288,
'avg_loss': -0.005050494567757711,
'avg_win': 0.0015789554976401471,
'expectancy': -1.5248657376683511e-05,
'losing_trades': 183,
'max_drawdown': 0.16466655267634545,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260628_1782619925',
'profit_factor': 0.9874445794253949,
'sharpe_ratio': -0.4422967393325844,
'total_pnl': -0.011604228263656063,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.759526938239159,
'winning_trades': 578}
ind_param (optuna):
展開 Optuna 參數{}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 907 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 0.987 | 0.76% | 761 | -0.442 | 0.16 | 0.831 | 0.000 | 2026-06-29 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260629_1782675875
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-06-29T11:44:35.175108',
'feature_names': ['K_momentum_pct_change_48',
'K_high_pct_change_12',
'K_close_position_in_hl',
'K_body_size_pct',
'K_consecutive_shrink',
'O_pct_change_12',
'O_div_binary_12',
'O_div_binary_48',
'O_div_amplitude_12',
'O_div_amplitude_48'],
'git_commit': 'unknown',
'hyperparameters': {'learning_rate': 0.05,
'max_depth': 3,
'n_estimators': 200,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.015841245651245},
'accuracy': 0.8314135428457288,
'avg_loss': -0.005050494567757711,
'avg_win': 0.0015789554976401471,
'expectancy': -1.5248657376683511e-05,
'losing_trades': 183,
'max_drawdown': 0.16466655267634545,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260629_1782675875',
'profit_factor': 0.9874445794253949,
'sharpe_ratio': -0.4422967393325844,
'total_pnl': -0.011604228263656063,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.759526938239159,
'winning_trades': 578}
ind_param (optuna):
展開 Optuna 參數{}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 854 | BTCUSDT | 5 | volume_price_pivot_v86_y_C5 | 2023-08-01 ~ 2026-07-31 | 0.987 | 0.76% | 761 | -0.442 | 0.16 | 0.831 | 0.000 | 2026-06-28 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C5_BTCUSDT_2_20260628_1782619852
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-06-28T20:10:52.726669',
'feature_names': ['K_momentum_pct_change_48',
'K_high_pct_change_12',
'K_close_position_in_hl',
'K_body_size_pct',
'K_consecutive_shrink',
'O_pct_change_12',
'O_div_binary_12',
'O_div_binary_48',
'O_div_amplitude_12',
'O_div_amplitude_48'],
'git_commit': 'unknown',
'hyperparameters': {'learning_rate': 0.05,
'max_depth': 3,
'n_estimators': 200,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.062970399856567},
'accuracy': 0.8314135428457288,
'avg_loss': -0.005050494567757711,
'avg_win': 0.0015789554976401471,
'expectancy': -1.5248657376683511e-05,
'losing_trades': 183,
'max_drawdown': 0.16466655267634545,
'model_file': 'volume_price_pivot_v86_y_C5_BTCUSDT_2_20260628_1782619852',
'profit_factor': 0.9874445794253949,
'sharpe_ratio': -0.4422967393325844,
'total_pnl': -0.011604228263656063,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.759526938239159,
'winning_trades': 578}
ind_param (optuna):
展開 Optuna 參數{}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 853 | BTCUSDT | 5 | volume_price_pivot_v86_y_C5 | 2023-08-01 ~ 2026-07-31 | 0.987 | 0.76% | 761 | -0.442 | 0.16 | 0.831 | 0.000 | 2026-06-28 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C5_BTCUSDT_2_20260628_1782619815
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-06-28T20:10:14.985158',
'feature_names': ['K_momentum_pct_change_48',
'K_high_pct_change_12',
'K_close_position_in_hl',
'K_body_size_pct',
'K_consecutive_shrink',
'O_pct_change_12',
'O_div_binary_12',
'O_div_binary_48',
'O_div_amplitude_12',
'O_div_amplitude_48'],
'git_commit': 'unknown',
'hyperparameters': {'learning_rate': 0.05,
'max_depth': 3,
'n_estimators': 200,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.043181419372559},
'accuracy': 0.8314135428457288,
'avg_loss': -0.005050494567757711,
'avg_win': 0.0015789554976401471,
'expectancy': -1.5248657376683511e-05,
'losing_trades': 183,
'max_drawdown': 0.16466655267634545,
'model_file': 'volume_price_pivot_v86_y_C5_BTCUSDT_2_20260628_1782619815',
'profit_factor': 0.9874445794253949,
'sharpe_ratio': -0.4422967393325844,
'total_pnl': -0.011604228263656063,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.759526938239159,
'winning_trades': 578}
ind_param (optuna):
展開 Optuna 參數{}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||