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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 996 | 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_1782796025
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': '2026-06-30T21:07:05.683877',
'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': 4.0506696701049805},
'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_1782796025',
'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}
|
||||||||||||
| 997 | 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_1782796086
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': '2026-06-30T21:08:06.574206',
'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': 4.031503677368164},
'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_1782796086',
'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}
|
||||||||||||
| 1000 | 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_1782796492
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': '2026-06-30T21:14:51.995002',
'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': 3.9995615482330322},
'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_1782796492',
'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}
|
||||||||||||
| 1002 | 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_1782796584
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': '2026-06-30T21:16:23.822780',
'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': 4.041358232498169},
'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_1782796584',
'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}
|
||||||||||||
| 1004 | 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_1782796862
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': '2026-06-30T21:21:02.227647',
'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': 4.070831298828125},
'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_1782796862',
'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}
|
||||||||||||
| 1006 | 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_1782796954
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': '2026-06-30T21:22:33.926321',
'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': 4.005430221557617},
'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_1782796954',
'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}
|
||||||||||||
| 999 | 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_1782796179
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': '2026-06-30T21:09:39.397464',
'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': 3.9935519695281982},
'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_1782796179',
'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}
|
||||||||||||
| 1008 | 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 | 2026-07-01 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260701_1782847334
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': '2026-07-01T11:22:13.721435',
'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': 4.035660028457642},
'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_20260701_1782847334',
'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}
|
||||||||||||
| 1009 | 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 | 2026-07-01 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260701_1782847360
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': '2026-07-01T11:22:40.179252',
'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': 4.134052991867065},
'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_20260701_1782847360',
'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}
|
||||||||||||
| 1011 | 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 | 2026-07-01 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260701_1782847475
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': '2026-07-01T11:24:35.228429',
'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': 3.9988033771514893},
'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_20260701_1782847475',
'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}
|
||||||||||||
| 1012 | 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 | 2026-07-01 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260701_1782849660
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': '2026-07-01T12:01:00.729359',
'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': 4.028608083724976},
'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_20260701_1782849660',
'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}
|
||||||||||||
| 1013 | 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 | 2026-07-01 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260701_1782849731
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': '2026-07-01T12:02:11.491374',
'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': 4.092208623886108},
'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_20260701_1782849731',
'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}
|
||||||||||||
| 1014 | 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 | 2026-07-01 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260701_1782857408
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': '2026-07-01T14:10:08.624851',
'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': 4.044891357421875},
'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_20260701_1782857408',
'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}
|
||||||||||||
| 1030 | 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 | 2026-07-01 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260701_1782864692
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': '2026-07-01T16:11:32.416550',
'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': 4.0361714363098145},
'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_20260701_1782864692',
'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}
|
||||||||||||
| 1031 | 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 | 2026-07-01 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260701_1782864717
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': '2026-07-01T16:11:57.705531',
'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': 4.027859687805176},
'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_20260701_1782864717',
'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}
|
||||||||||||
| 1034 | 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 | 2026-07-01 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C5_BTCUSDT_2_20260701_1782864863
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': '2026-07-01T16:14:23.563559',
'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': 4.03820013999939},
'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_20260701_1782864863',
'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}
|
||||||||||||
| 1035 | 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 | 2026-07-01 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C5_BTCUSDT_2_20260701_1782864900
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': '2026-07-01T16:15:00.620369',
'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': 4.066538095474243},
'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_20260701_1782864900',
'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}
|
||||||||||||
| 1036 | 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 | 2026-07-01 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260701_1782864992
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': '2026-07-01T16:16:32.650497',
'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': 4.054788827896118},
'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_20260701_1782864992',
'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}
|
||||||||||||
| 1037 | 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 | 2026-07-01 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260701_1782865018
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': '2026-07-01T16:16:58.256504',
'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': 4.0647406578063965},
'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_20260701_1782865018',
'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}
|
||||||||||||
| 1038 | 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 | 2026-07-02 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782934699
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': '2026-07-02T11:38:19.155524',
'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': 3.9831416606903076},
'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_20260702_1782934699',
'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}
|
||||||||||||
| 1039 | 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 | 2026-07-02 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782938212
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': '2026-07-02T12:36:51.848154',
'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': 4.026198625564575},
'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_20260702_1782938212',
'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}
|
||||||||||||
| 1040 | 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 | 2026-07-02 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782955011
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': '2026-07-02T17:09:21.906466',
'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': 4.05527138710022},
'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_20260702_1782955011',
'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}
|
||||||||||||
| 1041 | 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 | 2026-07-02 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782960804
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': '2026-07-02T18:45:53.799856',
'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': 4.007400274276733},
'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_20260702_1782960804',
'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}
|
||||||||||||
| 1042 | 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 | 2026-07-02 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782965808
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': '2026-07-02T20:09:21.055898',
'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': 4.073846101760864},
'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_20260702_1782965808',
'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}
|
||||||||||||
| 1043 | 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 | 2026-07-02 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782967995
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': '2026-07-02T20:45:49.197732',
'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': 4.0440356731414795},
'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_20260702_1782967995',
'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}
|
||||||||||||
| 1044 | 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 | 2026-07-02 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782969014
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': '2026-07-02T21:02:47.361692',
'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': 4.000668048858643},
'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_20260702_1782969014',
'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}
|
||||||||||||
| 1045 | 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 | 2026-07-02 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782971366
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': '2026-07-02T21:48:24.885375',
'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': 4.110844135284424},
'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_20260702_1782971366',
'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}
|
||||||||||||
| 1047 | 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 | 2026-07-02 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C5_BTCUSDT_2_20260702_1782971767
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': '2026-07-02T21:54:17.618454',
'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': 4.086848497390747},
'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_20260702_1782971767',
'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}
|
||||||||||||
| 1049 | 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 | 2026-07-02 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782974308
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': '2026-07-02T22:37:57.445290',
'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': 3.9960849285125732},
'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_20260702_1782974308',
'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}
|
||||||||||||
| 1051 | 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 | 2026-07-02 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782974440
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': '2026-07-02T22:40:09.362842',
'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': 4.0796239376068115},
'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_20260702_1782974440',
'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}
|
||||||||||||
| 1053 | 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 | 2026-07-02 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782977723
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': '2026-07-02T23:35:23.345408',
'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': 4.047990322113037},
'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_20260702_1782977723',
'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}
|
||||||||||||
| 1055 | 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 | 2026-07-03 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782979853
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': '2026-07-03T00:10:53.098897',
'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': 3.993443727493286},
'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_20260702_1782979853',
'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}
|
||||||||||||
| 1056 | 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 | 2026-07-03 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782979879
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': '2026-07-03T00:11:18.791877',
'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': 4.057021856307983},
'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_20260702_1782979879',
'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}
|
||||||||||||
| 1057 | 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 | 2026-07-03 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782979904
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': '2026-07-03T00:11:44.345189',
'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': 4.033202409744263},
'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_20260702_1782979904',
'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}
|
||||||||||||
| 1058 | 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 | 2026-07-03 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782979930
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': '2026-07-03T00:12:10.053382',
'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': 4.0334792137146},
'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_20260702_1782979930',
'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}
|
||||||||||||
| 1059 | 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 | 2026-07-03 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782979955
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': '2026-07-03T00:12:35.425044',
'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': 4.026750087738037},
'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_20260702_1782979955',
'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}
|
||||||||||||
| 1060 | 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 | 2026-07-03 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782979981
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': '2026-07-03T00:13:00.985113',
'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': 3.9849562644958496},
'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_20260702_1782979981',
'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}
|
||||||||||||
| 1061 | 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 | 2026-07-03 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782980006
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': '2026-07-03T00:13:26.187622',
'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': 3.8925235271453857},
'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_20260702_1782980006',
'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}
|
||||||||||||
| 1062 | 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 | 2026-07-03 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782980031
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': '2026-07-03T00:13:51.757997',
'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': 4.049098491668701},
'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_20260702_1782980031',
'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}
|
||||||||||||
| 1063 | 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 | 2026-07-03 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782980057
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': '2026-07-03T00:14:17.434613',
'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': 4.040216445922852},
'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_20260702_1782980057',
'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}
|
||||||||||||
| 1064 | 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 | 2026-07-03 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782980083
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': '2026-07-03T00:14:43.215325',
'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': 4.069687843322754},
'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_20260702_1782980083',
'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}
|
||||||||||||
| 1065 | 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 | 2026-07-03 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782980109
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': '2026-07-03T00:15:08.808669',
'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': 4.031108140945435},
'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_20260702_1782980109',
'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}
|
||||||||||||
| 1066 | 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 | 2026-07-03 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782980134
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': '2026-07-03T00:15:34.474800',
'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': 4.060577630996704},
'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_20260702_1782980134',
'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}
|
||||||||||||
| 1067 | 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 | 2026-07-03 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782980160
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': '2026-07-03T00:16:00.139533',
'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': 4.0683982372283936},
'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_20260702_1782980160',
'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}
|
||||||||||||
| 1068 | 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 | 2026-07-03 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782980185
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': '2026-07-03T00:16:25.759419',
'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': 4.034150123596191},
'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_20260702_1782980185',
'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}
|
||||||||||||
| 1069 | 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 | 2026-07-03 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782980211
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': '2026-07-03T00:16:51.460685',
'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': 4.058121204376221},
'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_20260702_1782980211',
'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}
|
||||||||||||
| 1070 | 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 | 2026-07-03 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782980237
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': '2026-07-03T00:17:17.119909',
'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': 4.033756256103516},
'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_20260702_1782980237',
'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}
|
||||||||||||
| 1071 | 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 | 2026-07-03 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782980262
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': '2026-07-03T00:17:42.569101',
'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': 3.9927873611450195},
'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_20260702_1782980262',
'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}
|
||||||||||||
| 1072 | 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 | 2026-07-03 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782980288
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': '2026-07-03T00:18:08.054408',
'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': 4.018242597579956},
'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_20260702_1782980288',
'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}
|
||||||||||||
| 1073 | 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 | 2026-07-03 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782980313
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': '2026-07-03T00:18:33.551738',
'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': 3.991352081298828},
'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_20260702_1782980313',
'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}
|
||||||||||||