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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 938 | 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_1782708755
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': '2026-06-29T20:52:35.091183',
'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': 3.9926259517669678},
'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_1782708755',
'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}
|
||||||||||||
| 939 | 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_1782708783
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': '2026-06-29T20:53:03.364593',
'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': 4.045093297958374},
'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_1782708783',
'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}
|
||||||||||||
| 940 | 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_1782708809
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': '2026-06-29T20:53:29.569470',
'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': 4.04707145690918},
'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_1782708809',
'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}
|
||||||||||||
| 941 | 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_1782710302
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': '2026-06-29T21:18:21.833865',
'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': 4.016675710678101},
'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_1782710302',
'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}
|
||||||||||||
| 942 | 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_1782710329
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': '2026-06-29T21:18:49.604190',
'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': 4.055034875869751},
'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_1782710329',
'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}
|
||||||||||||
| 943 | 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_1782710356
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': '2026-06-29T21:19:16.266138',
'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': 4.074423551559448},
'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_1782710356',
'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}
|
||||||||||||
| 944 | 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_1782710889
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': '2026-06-29T21:28:08.867780',
'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': 4.0963733196258545},
'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_1782710889',
'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}
|
||||||||||||
| 945 | 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_1782710916
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': '2026-06-29T21:28:36.366467',
'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': 4.058358907699585},
'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_1782710916',
'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}
|
||||||||||||
| 946 | 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_1782710943
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': '2026-06-29T21:29:02.752905',
'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': 4.048877239227295},
'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_1782710943',
'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}
|
||||||||||||
| 947 | 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_1782711554
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': '2026-06-29T21:39:14.282100',
'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': 4.048388242721558},
'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_1782711554',
'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}
|
||||||||||||
| 948 | 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_1782711581
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': '2026-06-29T21:39:41.718796',
'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': 4.04923939704895},
'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_1782711581',
'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}
|
||||||||||||
| 949 | 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_1782711608
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': '2026-06-29T21:40:08.520872',
'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': 4.0625083446502686},
'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_1782711608',
'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}
|
||||||||||||
| 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}
|
||||||||||||
| 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}
|
||||||||||||
| 953 | 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_1782718301
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': '2026-06-29T23:31:40.988339',
'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': 4.119008541107178},
'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_1782718301',
'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}
|
||||||||||||
| 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}
|
||||||||||||
| 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}
|
||||||||||||
| 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}
|
||||||||||||
| 960 | 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_1782718794
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': '2026-06-29T23:39:54.542777',
'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': 4.136257886886597},
'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_1782718794',
'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}
|
||||||||||||
| 961 | 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_1782718822
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': '2026-06-29T23:40:22.394668',
'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': 4.027710199356079},
'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_1782718822',
'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}
|
||||||||||||
| 962 | 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_1782720181
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': '2026-06-30T00:03:01.308822',
'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': 4.015431642532349},
'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_1782720181',
'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}
|
||||||||||||
| 963 | 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_1782720209
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': '2026-06-30T00:03:29.012001',
'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': 4.056067705154419},
'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_1782720209',
'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}
|
||||||||||||
| 964 | 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_1782720235
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': '2026-06-30T00:03:55.746915',
'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': 4.03590202331543},
'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_1782720235',
'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}
|
||||||||||||
| 965 | 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_1782721179
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': '2026-06-30T00:19:39.465208',
'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': 4.1289145946502686},
'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_1782721179',
'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}
|
||||||||||||
| 967 | 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_1782721234
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': '2026-06-30T00:20:33.771378',
'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': 4.039481163024902},
'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_1782721234',
'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}
|
||||||||||||
| 968 | 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_1782721313
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': '2026-06-30T00:21:53.415109',
'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': 4.0491156578063965},
'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_1782721313',
'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}
|
||||||||||||
| 969 | 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_1782721341
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': '2026-06-30T00:22:20.905246',
'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': 4.072762966156006},
'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_1782721341',
'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}
|
||||||||||||
| 970 | 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_1782721368
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': '2026-06-30T00:22:47.819868',
'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': 4.098751783370972},
'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_1782721368',
'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}
|
||||||||||||
| 971 | 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_20260630_1782771607
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': '2026-06-30T14:20:07.539066',
'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': 4.1630449295043945},
'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_20260630_1782771607',
'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}
|
||||||||||||
| 972 | 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_20260630_1782771659
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': '2026-06-30T14:20:59.339117',
'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': 4.0958616733551025},
'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_20260630_1782771659',
'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}
|
||||||||||||
| 974 | 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_20260630_1782773806
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': '2026-06-30T14:56:45.771207',
'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': 4.034926652908325},
'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_20260630_1782773806',
'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}
|
||||||||||||
| 975 | 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_20260630_1782774036
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': '2026-06-30T15:00:36.384936',
'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': 4.082808256149292},
'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_20260630_1782774036',
'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}
|
||||||||||||
| 976 | 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_20260630_1782779961
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': '2026-06-30T16:39:21.078085',
'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': 4.0093834400177},
'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_20260630_1782779961',
'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}
|
||||||||||||
| 977 | 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_20260630_1782780873
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': '2026-06-30T16:54:33.690517',
'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': 4.045660495758057},
'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_20260630_1782780873',
'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}
|
||||||||||||
| 978 | 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_20260630_1782781201
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': '2026-06-30T17:00:01.417573',
'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': 3.9870853424072266},
'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_20260630_1782781201',
'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}
|
||||||||||||
| 979 | 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_20260630_1782781782
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': '2026-06-30T17:09:42.058364',
'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': 4.051035165786743},
'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_20260630_1782781782',
'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}
|
||||||||||||
| 980 | 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_20260630_1782781876
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': '2026-06-30T17:11:15.842403',
'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': 4.055946588516235},
'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_20260630_1782781876',
'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}
|
||||||||||||
| 981 | 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_20260630_1782785452
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': '2026-06-30T18:10:52.746062',
'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': 4.048109292984009},
'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_20260630_1782785452',
'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}
|
||||||||||||
| 982 | 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_20260630_1782795229
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': '2026-06-30T20:53:49.419902',
'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': 4.053208827972412},
'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_20260630_1782795229',
'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}
|
||||||||||||
| 983 | 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_20260630_1782795247
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': '2026-06-30T20:54:07.076340',
'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': 4.027362585067749},
'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_20260630_1782795247',
'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}
|
||||||||||||
| 984 | 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_20260630_1782795272
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': '2026-06-30T20:54:32.375501',
'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': 4.087641000747681},
'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_20260630_1782795272',
'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}
|
||||||||||||
| 985 | 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_20260630_1782795297
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': '2026-06-30T20:54:57.610831',
'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': 4.066979646682739},
'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_20260630_1782795297',
'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}
|
||||||||||||
| 989 | 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 | 2026-06-30 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C5_BTCUSDT_2_20260630_1782795497
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': '2026-06-30T20:58:16.939619',
'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': 4.039003133773804},
'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_20260630_1782795497',
'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}
|
||||||||||||
| 990 | 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_20260630_1782795622
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': '2026-06-30T21:00:22.296357',
'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': 4.071260690689087},
'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_20260630_1782795622',
'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}
|
||||||||||||
| 992 | 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 | 2026-06-30 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C5_BTCUSDT_2_20260630_1782795714
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': '2026-06-30T21:01:54.289022',
'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': 4.023985862731934},
'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_20260630_1782795714',
'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}
|
||||||||||||
| 993 | 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_20260630_1782795884
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': '2026-06-30T21:04:44.747228',
'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': 4.061454772949219},
'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_20260630_1782795884',
'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}
|
||||||||||||
| 994 | 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_20260630_1782795931
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': '2026-06-30T21:05:31.549633',
'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': 4.013497591018677},
'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_20260630_1782795931',
'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}
|
||||||||||||