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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
1442	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	2026-07-10
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C5_BTCUSDT_2_20260710_1783657591 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': '2026-07-10T20:26:31.143317', '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': 4.081480979919434}, '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_20260710_1783657591', '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}
1441	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	2026-07-10
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C5_BTCUSDT_2_20260710_1783657553 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': '2026-07-10T20:25:53.083221', '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': 4.111251592636108}, '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_20260710_1783657553', '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}
1440	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	2026-07-10
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C5_BTCUSDT_2_20260710_1783657515 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': '2026-07-10T20:25:14.934883', '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': 4.08482813835144}, '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_20260710_1783657515', '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}
1438	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	2026-07-10
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C5_BTCUSDT_2_20260710_1783657438 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': '2026-07-10T20:23:58.413553', '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': 4.0310657024383545}, '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_20260710_1783657438', '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}
1675	BTCUSDT	5	volume_price_pivot_v86_y_C2	2023-08-01 ~ 2026-07-31	0.970	0.75%	761	-1.004	0.06	0.940	0.000	2026-07-12
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C2_BTCUSDT_2_20260711_1783769360 Data Hash: 938ab6efac7e98b1 Feature Score: 展開 ('[{"feature": "K_close_position_in_hl", "importance": 0.6942809244521122}, ' '{"feature": "K_body_size_pct", "importance": 0.1254259834499932}, ' '{"feature": "O_pct_change_12", "importance": 0.056270190492806405}, ' '{"feature": "O_div_amplitude_12", "importance": 0.03732059849283891}, ' '{"feature": "K_high_pct_change_12", "importance": 0.03156136137259123}, ' '{"feature": "O_div_amplitude_48", "importance": 0.02605116287218261}, ' '{"feature": "K_momentum_pct_change_48", "importance": 0.018805132912971752}, ' '{"feature": "O_div_binary_12", "importance": 0.00515066392852037}, ' '{"feature": "K_consecutive_shrink", "importance": 0.00414258930762475}, ' '{"feature": "O_div_binary_48", "importance": 0.0009913927183586159}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": ' '0.6942809244521122}, {"feature": "K_body_size_pct", ' '"importance": 0.1254259834499932}, {"feature": ' '"O_pct_change_12", "importance": 0.056270190492806405}, ' '{"feature": "O_div_amplitude_12", "importance": ' '0.03732059849283891}, {"feature": "K_high_pct_change_12", ' '"importance": 0.03156136137259123}, {"feature": ' '"O_div_amplitude_48", "importance": 0.02605116287218261}, ' '{"feature": "K_momentum_pct_change_48", "importance": ' '0.018805132912971752}, {"feature": "O_div_binary_12", ' '"importance": 0.00515066392852037}, {"feature": ' '"K_consecutive_shrink", "importance": ' '0.00414258930762475}, {"feature": "O_div_binary_48", ' '"importance": 0.0009913927183586159}]', '_model_metadata': {'created_at': '2026-07-12T03:25:41.446982', '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': 0.08917875347267439, 'max_depth': 5, 'n_estimators': 175, 'random_state': 42, 'subsample': 0.8}, 'metrics': {'auc': 0.9477291167797987, 'train_accuracy': 0.9396764098808176}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15019, 'tags': {}, 'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1', 'training_time_sec': 5.670386075973511}, 'accuracy': 0.9396764098808176, 'avg_loss': -0.0047717304106889725, 'avg_win': 0.0015730586084166946, 'expectancy': -3.6066596165951854e-05, 'learning_rate': 0.08917875347267439, 'losing_trades': 193, 'max_depth': 5, 'max_drawdown': 0.05658697843879891, 'model_file': 'volume_price_pivot_v86_y_C2_BTCUSDT_2_20260711_1783769360', 'n_estimators': 175, 'profit_factor': 0.97019723175531, 'sharpe_ratio': -1.0040492204818388, 'span': 6, 'top_pct': 7, 'total_pnl': -0.027446679682289147, 'total_trades': 761, 'trail_stop_1': -0.008955929688272857, 'trail_stop_2': 0.1526598720945711, 'trail_stop_3': 0.3385906393666954, 'trail_stop_4': 0.9972137791558692, 'trail_stop_5': 2.5835784467161327, 'trail_thr_1': 0.23519896350096509, 'trail_thr_2': 0.49749459207740315, 'trail_thr_3': 1.2785349186549078, 'trail_thr_4': 1.4651982790460456, 'trail_thr_5': 3.5556736323357834, 'trial_num': 19, 'vp_subset_size': 2, 'win_rate': 0.7463863337713534, 'winning_trades': 568} ind_param (optuna): 展開 Optuna 參數 {'n_estimators': [165, 295], 'max_depth': [3, 5], 'learning_rate': [0.04, 0.09], 'trail_thr_1': [0.15, 0.35], 'trail_stop_1': [-0.15, 0.05], 'trail_thr_2': [0.35, 0.7], 'trail_stop_2': [0.0, 0.2], 'trail_thr_3': [0.8, 1.4], 'trail_stop_3': [0.2, 0.65], 'trail_thr_4': [1.45, 1.8], 'trail_stop_4': [0.4, 1.0], 'trail_thr_5': [2.5, 4.0], 'trail_stop_5': [1.5, 3.0], 'vp_subset_size': [0, 3], 'top_pct': [7, 16], 'span': [6, 24]} 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}
1680	BTCUSDT	5	volume_price_pivot_v86_y_C2	2023-08-01 ~ 2026-07-31	0.970	0.74%	761	-1.029	0.08	0.940	0.000	2026-07-12
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C2_BTCUSDT_2_20260711_1783772502 Data Hash: 938ab6efac7e98b1 Feature Score: 展開 ('[{"feature": "K_close_position_in_hl", "importance": 0.7155573295201619}, ' '{"feature": "K_body_size_pct", "importance": 0.11699292905889379}, ' '{"feature": "O_pct_change_12", "importance": 0.05722802804007401}, ' '{"feature": "O_div_amplitude_12", "importance": 0.03200638296814233}, ' '{"feature": "K_high_pct_change_12", "importance": 0.026883211509996535}, ' '{"feature": "O_div_amplitude_48", "importance": 0.02386589305247199}, ' '{"feature": "K_momentum_pct_change_48", "importance": 0.017748943090480262}, ' '{"feature": "O_div_binary_12", "importance": 0.004728903034668164}, ' '{"feature": "K_consecutive_shrink", "importance": 0.004044523636701959}, ' '{"feature": "O_div_binary_48", "importance": 0.0009438560884089849}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": ' '0.7155573295201619}, {"feature": "K_body_size_pct", ' '"importance": 0.11699292905889379}, {"feature": ' '"O_pct_change_12", "importance": 0.05722802804007401}, ' '{"feature": "O_div_amplitude_12", "importance": ' '0.03200638296814233}, {"feature": "K_high_pct_change_12", ' '"importance": 0.026883211509996535}, {"feature": ' '"O_div_amplitude_48", "importance": 0.02386589305247199}, ' '{"feature": "K_momentum_pct_change_48", "importance": ' '0.017748943090480262}, {"feature": "O_div_binary_12", ' '"importance": 0.004728903034668164}, {"feature": ' '"K_consecutive_shrink", "importance": ' '0.004044523636701959}, {"feature": "O_div_binary_48", ' '"importance": 0.0009438560884089849}]', '_model_metadata': {'created_at': '2026-07-12T04:13:39.288715', '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': 0.07573064335853194, 'max_depth': 5, 'n_estimators': 198, 'random_state': 42, 'subsample': 0.8}, 'metrics': {'auc': 0.954206010052889, 'train_accuracy': 0.9397429922098675}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15019, 'tags': {}, 'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1', 'training_time_sec': 6.40470814704895}, 'accuracy': 0.9397429922098675, 'avg_loss': -0.004524597975264229, 'avg_win': 0.0015639199867207953, 'expectancy': -3.62161399506955e-05, 'learning_rate': 0.07573064335853194, 'losing_trades': 200, 'max_depth': 5, 'max_drawdown': 0.07680434555038018, 'model_file': 'volume_price_pivot_v86_y_C2_BTCUSDT_2_20260711_1783772502', 'n_estimators': 198, 'profit_factor': 0.9695437222785853, 'sharpe_ratio': -1.028729286174052, 'span': 10, 'top_pct': 11, 'total_pnl': -0.02756048250247963, 'total_trades': 761, 'trail_stop_1': 0.03600612763747657, 'trail_stop_2': 0.03895351569943464, 'trail_stop_3': 0.403096215937281, 'trail_stop_4': 0.4172603953133439, 'trail_stop_5': 2.736250069317021, 'trail_thr_1': 0.271463887330967, 'trail_thr_2': 0.487681047785562, 'trail_thr_3': 1.2494187857659345, 'trail_thr_4': 1.4901785497697844, 'trail_thr_5': 2.918532534653653, 'trial_num': 6, 'vp_subset_size': 1, 'win_rate': 0.7371879106438897, 'winning_trades': 561} ind_param (optuna): 展開 Optuna 參數 {'n_estimators': [165, 295], 'max_depth': [3, 5], 'learning_rate': [0.04, 0.09], 'trail_thr_1': [0.15, 0.35], 'trail_stop_1': [-0.15, 0.05], 'trail_thr_2': [0.35, 0.7], 'trail_stop_2': [0.0, 0.2], 'trail_thr_3': [0.8, 1.4], 'trail_stop_3': [0.2, 0.65], 'trail_thr_4': [1.45, 1.8], 'trail_stop_4': [0.4, 1.0], 'trail_thr_5': [2.5, 4.0], 'trail_stop_5': [1.5, 3.0], 'vp_subset_size': [0, 3], 'top_pct': [7, 16], 'span': [6, 24]} 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}
1681	BTCUSDT	5	volume_price_pivot_v86_y_C2	2023-08-01 ~ 2026-07-31	0.968	0.74%	762	-1.093	0.08	0.906	0.000	2026-07-12
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C2_BTCUSDT_2_20260711_1783773116 Data Hash: 938ab6efac7e98b1 Feature Score: 展開 ('[{"feature": "K_close_position_in_hl", "importance": 0.7657385093051569}, ' '{"feature": "K_body_size_pct", "importance": 0.117254163054387}, {"feature": ' '"O_pct_change_12", "importance": 0.04193878354313896}, {"feature": ' '"O_div_amplitude_12", "importance": 0.022773088662231034}, {"feature": ' '"K_high_pct_change_12", "importance": 0.021230389591793686}, {"feature": ' '"O_div_amplitude_48", "importance": 0.015201886923649844}, {"feature": ' '"K_momentum_pct_change_48", "importance": 0.009184713485313542}, {"feature": ' '"O_div_binary_12", "importance": 0.00408477447499373}, {"feature": ' '"K_consecutive_shrink", "importance": 0.0024388237338823938}, {"feature": ' '"O_div_binary_48", "importance": 0.00015486722545309458}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": ' '0.7657385093051569}, {"feature": "K_body_size_pct", ' '"importance": 0.117254163054387}, {"feature": ' '"O_pct_change_12", "importance": 0.04193878354313896}, ' '{"feature": "O_div_amplitude_12", "importance": ' '0.022773088662231034}, {"feature": "K_high_pct_change_12", ' '"importance": 0.021230389591793686}, {"feature": ' '"O_div_amplitude_48", "importance": 0.015201886923649844}, ' '{"feature": "K_momentum_pct_change_48", "importance": ' '0.009184713485313542}, {"feature": "O_div_binary_12", ' '"importance": 0.00408477447499373}, {"feature": ' '"K_consecutive_shrink", "importance": ' '0.0024388237338823938}, {"feature": "O_div_binary_48", ' '"importance": 0.00015486722545309458}]', '_model_metadata': {'created_at': '2026-07-12T04:28:32.528835', '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': 0.060580954972883974, 'max_depth': 4, 'n_estimators': 188, 'random_state': 42, 'subsample': 0.8}, 'metrics': {'auc': 0.946127836660381, 'train_accuracy': 0.9061189160396831}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15019, 'tags': {}, 'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1', 'training_time_sec': 4.953359603881836}, 'accuracy': 0.9061189160396831, 'avg_loss': -0.004640144788907911, 'avg_win': 0.001565428755047852, 'expectancy': -3.889931340265323e-05, 'learning_rate': 0.060580954972883974, 'losing_trades': 197, 'max_depth': 4, 'max_drawdown': 0.08287157834835426, 'model_file': 'volume_price_pivot_v86_y_C2_BTCUSDT_2_20260711_1783773116', 'n_estimators': 188, 'profit_factor': 0.967573569162127, 'sharpe_ratio': -1.0930149600199004, 'span': 6, 'top_pct': 15, 'total_pnl': -0.029641276812822123, 'total_trades': 762, 'trail_stop_1': -0.008163058780745525, 'trail_stop_2': 0.16438307947403838, 'trail_stop_3': 0.4672071982561436, 'trail_stop_4': 0.9050185465477574, 'trail_stop_5': 2.5003943914360924, 'trail_thr_1': 0.24091749205418, 'trail_thr_2': 0.45501444412655345, 'trail_thr_3': 1.2102123755203276, 'trail_thr_4': 1.5929186318666606, 'trail_thr_5': 3.4392977277299397, 'trial_num': 19, 'vp_subset_size': 2, 'win_rate': 0.7414698162729659, 'winning_trades': 565} ind_param (optuna): 展開 Optuna 參數 {'n_estimators': [165, 295], 'max_depth': [3, 5], 'learning_rate': [0.04, 0.09], 'trail_thr_1': [0.15, 0.35], 'trail_stop_1': [-0.15, 0.05], 'trail_thr_2': [0.35, 0.7], 'trail_stop_2': [0.0, 0.2], 'trail_thr_3': [0.8, 1.4], 'trail_stop_3': [0.2, 0.65], 'trail_thr_4': [1.45, 1.8], 'trail_stop_4': [0.4, 1.0], 'trail_thr_5': [2.5, 4.0], 'trail_stop_5': [1.5, 3.0], 'vp_subset_size': [0, 3], 'top_pct': [7, 16], 'span': [6, 24]} 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}
1111	BTCUSDT	5	volume_price_pivot_v86_y_C0	2023-08-01 ~ 2026-07-31	0.967	0.76%	761	-1.103	0.17	0.834	0.000	2026-07-03
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782981383 Data Hash: 938ab6efac7e98b1 Feature Score: 展開 ('[{"feature": "K_high_pct_change_12", "importance": 0.5844412296416941}, ' '{"feature": "K_close_position_in_hl", "importance": 0.0959133918499183}, ' '{"feature": "O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": 0.0632902069526507}, ' '{"feature": "K_body_size_pct", "importance": 0.06218360019107724}, ' '{"feature": "O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": 0.03300061833372436}, ' '{"feature": "K_consecutive_shrink", "importance": 0.009055091875986594}, ' '{"feature": "O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": 0.0020246749859251616}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": ' '0.5844412296416941}, {"feature": "K_close_position_in_hl", ' '"importance": 0.0959133918499183}, {"feature": ' '"O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": ' '0.0632902069526507}, {"feature": "K_body_size_pct", ' '"importance": 0.06218360019107724}, {"feature": ' '"O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": ' '0.03300061833372436}, {"feature": "K_consecutive_shrink", ' '"importance": 0.009055091875986594}, {"feature": ' '"O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": ' '0.0020246749859251616}]', '_model_metadata': {'created_at': '2026-07-03T00:36:23.615580', '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': 0.9087059594897748, 'train_accuracy': 0.8342100006658233}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15019, 'tags': {}, 'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5', 'training_time_sec': 4.04349160194397}, 'accuracy': 0.8342100006658233, 'avg_loss': -0.00527846337328455, 'avg_win': 0.0015813679953607417, 'expectancy': -4.1193957801087706e-05, 'losing_trades': 180, 'max_drawdown': 0.16769341318479594, 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782981383', 'profit_factor': 0.9670057577264604, 'sharpe_ratio': -1.102891605542899, 'total_pnl': -0.03134860188662812, 'total_trades': 761, 'trial_num': 0, 'win_rate': 0.7634691195795007, 'winning_trades': 581} 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}
1110	BTCUSDT	5	volume_price_pivot_v86_y_C0	2023-08-01 ~ 2026-07-31	0.967	0.76%	761	-1.103	0.17	0.834	0.000	2026-07-03
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782981354 Data Hash: 938ab6efac7e98b1 Feature Score: 展開 ('[{"feature": "K_high_pct_change_12", "importance": 0.5844412296416941}, ' '{"feature": "K_close_position_in_hl", "importance": 0.0959133918499183}, ' '{"feature": "O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": 0.0632902069526507}, ' '{"feature": "K_body_size_pct", "importance": 0.06218360019107724}, ' '{"feature": "O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": 0.03300061833372436}, ' '{"feature": "K_consecutive_shrink", "importance": 0.009055091875986594}, ' '{"feature": "O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": 0.0020246749859251616}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": ' '0.5844412296416941}, {"feature": "K_close_position_in_hl", ' '"importance": 0.0959133918499183}, {"feature": ' '"O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": ' '0.0632902069526507}, {"feature": "K_body_size_pct", ' '"importance": 0.06218360019107724}, {"feature": ' '"O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": ' '0.03300061833372436}, {"feature": "K_consecutive_shrink", ' '"importance": 0.009055091875986594}, {"feature": ' '"O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": ' '0.0020246749859251616}]', '_model_metadata': {'created_at': '2026-07-03T00:35:54.222051', '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': 0.9087059594897748, 'train_accuracy': 0.8342100006658233}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15019, 'tags': {}, 'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5', 'training_time_sec': 3.999147415161133}, 'accuracy': 0.8342100006658233, 'avg_loss': -0.00527846337328455, 'avg_win': 0.0015813679953607417, 'expectancy': -4.1193957801087706e-05, 'losing_trades': 180, 'max_drawdown': 0.16769341318479594, 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782981354', 'profit_factor': 0.9670057577264604, 'sharpe_ratio': -1.102891605542899, 'total_pnl': -0.03134860188662812, 'total_trades': 761, 'trial_num': 0, 'win_rate': 0.7634691195795007, 'winning_trades': 581} 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}
1054	BTCUSDT	5	volume_price_pivot_v86_y_C0	2023-08-01 ~ 2026-07-31	0.967	0.76%	761	-1.103	0.17	0.834	0.000	2026-07-02
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782977753 Data Hash: 938ab6efac7e98b1 Feature Score: 展開 ('[{"feature": "K_high_pct_change_12", "importance": 0.5844412296416941}, ' '{"feature": "K_close_position_in_hl", "importance": 0.0959133918499183}, ' '{"feature": "O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": 0.0632902069526507}, ' '{"feature": "K_body_size_pct", "importance": 0.06218360019107724}, ' '{"feature": "O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": 0.03300061833372436}, ' '{"feature": "K_consecutive_shrink", "importance": 0.009055091875986594}, ' '{"feature": "O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": 0.0020246749859251616}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": ' '0.5844412296416941}, {"feature": "K_close_position_in_hl", ' '"importance": 0.0959133918499183}, {"feature": ' '"O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": ' '0.0632902069526507}, {"feature": "K_body_size_pct", ' '"importance": 0.06218360019107724}, {"feature": ' '"O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": ' '0.03300061833372436}, {"feature": "K_consecutive_shrink", ' '"importance": 0.009055091875986594}, {"feature": ' '"O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": ' '0.0020246749859251616}]', '_model_metadata': {'created_at': '2026-07-02T23:35:52.959126', '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': 0.9087059594897748, 'train_accuracy': 0.8342100006658233}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15019, 'tags': {}, 'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5', 'training_time_sec': 4.087523698806763}, 'accuracy': 0.8342100006658233, 'avg_loss': -0.00527846337328455, 'avg_win': 0.0015813679953607417, 'expectancy': -4.1193957801087706e-05, 'losing_trades': 180, 'max_drawdown': 0.16769341318479594, 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782977753', 'profit_factor': 0.9670057577264604, 'sharpe_ratio': -1.102891605542899, 'total_pnl': -0.03134860188662812, 'total_trades': 761, 'trial_num': 0, 'win_rate': 0.7634691195795007, 'winning_trades': 581} 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}
1109	BTCUSDT	5	volume_price_pivot_v86_y_C0	2023-08-01 ~ 2026-07-31	0.967	0.76%	761	-1.103	0.17	0.834	0.000	2026-07-03
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782981325 Data Hash: 938ab6efac7e98b1 Feature Score: 展開 ('[{"feature": "K_high_pct_change_12", "importance": 0.5844412296416941}, ' '{"feature": "K_close_position_in_hl", "importance": 0.0959133918499183}, ' '{"feature": "O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": 0.0632902069526507}, ' '{"feature": "K_body_size_pct", "importance": 0.06218360019107724}, ' '{"feature": "O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": 0.03300061833372436}, ' '{"feature": "K_consecutive_shrink", "importance": 0.009055091875986594}, ' '{"feature": "O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": 0.0020246749859251616}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": ' '0.5844412296416941}, {"feature": "K_close_position_in_hl", ' '"importance": 0.0959133918499183}, {"feature": ' '"O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": ' '0.0632902069526507}, {"feature": "K_body_size_pct", ' '"importance": 0.06218360019107724}, {"feature": ' '"O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": ' '0.03300061833372436}, {"feature": "K_consecutive_shrink", ' '"importance": 0.009055091875986594}, {"feature": ' '"O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": ' '0.0020246749859251616}]', '_model_metadata': {'created_at': '2026-07-03T00:35:25.310979', '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': 0.9087059594897748, 'train_accuracy': 0.8342100006658233}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15019, 'tags': {}, 'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5', 'training_time_sec': 4.07769513130188}, 'accuracy': 0.8342100006658233, 'avg_loss': -0.00527846337328455, 'avg_win': 0.0015813679953607417, 'expectancy': -4.1193957801087706e-05, 'losing_trades': 180, 'max_drawdown': 0.16769341318479594, 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782981325', 'profit_factor': 0.9670057577264604, 'sharpe_ratio': -1.102891605542899, 'total_pnl': -0.03134860188662812, 'total_trades': 761, 'trial_num': 0, 'win_rate': 0.7634691195795007, 'winning_trades': 581} 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}
1092	BTCUSDT	5	volume_price_pivot_v86_y_C0	2023-08-01 ~ 2026-07-31	0.967	0.76%	761	-1.103	0.17	0.834	0.000	2026-07-03
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782980828 Data Hash: 938ab6efac7e98b1 Feature Score: 展開 ('[{"feature": "K_high_pct_change_12", "importance": 0.5844412296416941}, ' '{"feature": "K_close_position_in_hl", "importance": 0.0959133918499183}, ' '{"feature": "O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": 0.0632902069526507}, ' '{"feature": "K_body_size_pct", "importance": 0.06218360019107724}, ' '{"feature": "O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": 0.03300061833372436}, ' '{"feature": "K_consecutive_shrink", "importance": 0.009055091875986594}, ' '{"feature": "O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": 0.0020246749859251616}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": ' '0.5844412296416941}, {"feature": "K_close_position_in_hl", ' '"importance": 0.0959133918499183}, {"feature": ' '"O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": ' '0.0632902069526507}, {"feature": "K_body_size_pct", ' '"importance": 0.06218360019107724}, {"feature": ' '"O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": ' '0.03300061833372436}, {"feature": "K_consecutive_shrink", ' '"importance": 0.009055091875986594}, {"feature": ' '"O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": ' '0.0020246749859251616}]', '_model_metadata': {'created_at': '2026-07-03T00:27:08.667888', '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': 0.9087059594897748, 'train_accuracy': 0.8342100006658233}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15019, 'tags': {}, 'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5', 'training_time_sec': 4.0403759479522705}, 'accuracy': 0.8342100006658233, 'avg_loss': -0.00527846337328455, 'avg_win': 0.0015813679953607417, 'expectancy': -4.1193957801087706e-05, 'losing_trades': 180, 'max_drawdown': 0.16769341318479594, 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782980828', 'profit_factor': 0.9670057577264604, 'sharpe_ratio': -1.102891605542899, 'total_pnl': -0.03134860188662812, 'total_trades': 761, 'trial_num': 0, 'win_rate': 0.7634691195795007, 'winning_trades': 581} 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}
1108	BTCUSDT	5	volume_price_pivot_v86_y_C0	2023-08-01 ~ 2026-07-31	0.967	0.76%	761	-1.103	0.17	0.834	0.000	2026-07-03
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782981296 Data Hash: 938ab6efac7e98b1 Feature Score: 展開 ('[{"feature": "K_high_pct_change_12", "importance": 0.5844412296416941}, ' '{"feature": "K_close_position_in_hl", "importance": 0.0959133918499183}, ' '{"feature": "O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": 0.0632902069526507}, ' '{"feature": "K_body_size_pct", "importance": 0.06218360019107724}, ' '{"feature": "O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": 0.03300061833372436}, ' '{"feature": "K_consecutive_shrink", "importance": 0.009055091875986594}, ' '{"feature": "O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": 0.0020246749859251616}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": ' '0.5844412296416941}, {"feature": "K_close_position_in_hl", ' '"importance": 0.0959133918499183}, {"feature": ' '"O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": ' '0.0632902069526507}, {"feature": "K_body_size_pct", ' '"importance": 0.06218360019107724}, {"feature": ' '"O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": ' '0.03300061833372436}, {"feature": "K_consecutive_shrink", ' '"importance": 0.009055091875986594}, {"feature": ' '"O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": ' '0.0020246749859251616}]', '_model_metadata': {'created_at': '2026-07-03T00:34:56.127114', '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': 0.9087059594897748, 'train_accuracy': 0.8342100006658233}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15019, 'tags': {}, 'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5', 'training_time_sec': 3.9830305576324463}, 'accuracy': 0.8342100006658233, 'avg_loss': -0.00527846337328455, 'avg_win': 0.0015813679953607417, 'expectancy': -4.1193957801087706e-05, 'losing_trades': 180, 'max_drawdown': 0.16769341318479594, 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782981296', 'profit_factor': 0.9670057577264604, 'sharpe_ratio': -1.102891605542899, 'total_pnl': -0.03134860188662812, 'total_trades': 761, 'trial_num': 0, 'win_rate': 0.7634691195795007, 'winning_trades': 581} 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}
1107	BTCUSDT	5	volume_price_pivot_v86_y_C0	2023-08-01 ~ 2026-07-31	0.967	0.76%	761	-1.103	0.17	0.834	0.000	2026-07-03
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782981267 Data Hash: 938ab6efac7e98b1 Feature Score: 展開 ('[{"feature": "K_high_pct_change_12", "importance": 0.5844412296416941}, ' '{"feature": "K_close_position_in_hl", "importance": 0.0959133918499183}, ' '{"feature": "O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": 0.0632902069526507}, ' '{"feature": "K_body_size_pct", "importance": 0.06218360019107724}, ' '{"feature": "O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": 0.03300061833372436}, ' '{"feature": "K_consecutive_shrink", "importance": 0.009055091875986594}, ' '{"feature": "O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": 0.0020246749859251616}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": ' '0.5844412296416941}, {"feature": "K_close_position_in_hl", ' '"importance": 0.0959133918499183}, {"feature": ' '"O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": ' '0.0632902069526507}, {"feature": "K_body_size_pct", ' '"importance": 0.06218360019107724}, {"feature": ' '"O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": ' '0.03300061833372436}, {"feature": "K_consecutive_shrink", ' '"importance": 0.009055091875986594}, {"feature": ' '"O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": ' '0.0020246749859251616}]', '_model_metadata': {'created_at': '2026-07-03T00:34:26.973520', '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': 0.9087059594897748, 'train_accuracy': 0.8342100006658233}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15019, 'tags': {}, 'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5', 'training_time_sec': 4.0156543254852295}, 'accuracy': 0.8342100006658233, 'avg_loss': -0.00527846337328455, 'avg_win': 0.0015813679953607417, 'expectancy': -4.1193957801087706e-05, 'losing_trades': 180, 'max_drawdown': 0.16769341318479594, 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782981267', 'profit_factor': 0.9670057577264604, 'sharpe_ratio': -1.102891605542899, 'total_pnl': -0.03134860188662812, 'total_trades': 761, 'trial_num': 0, 'win_rate': 0.7634691195795007, 'winning_trades': 581} 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}
1091	BTCUSDT	5	volume_price_pivot_v86_y_C0	2023-08-01 ~ 2026-07-31	0.967	0.76%	761	-1.103	0.17	0.834	0.000	2026-07-03
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782980799 Data Hash: 938ab6efac7e98b1 Feature Score: 展開 ('[{"feature": "K_high_pct_change_12", "importance": 0.5844412296416941}, ' '{"feature": "K_close_position_in_hl", "importance": 0.0959133918499183}, ' '{"feature": "O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": 0.0632902069526507}, ' '{"feature": "K_body_size_pct", "importance": 0.06218360019107724}, ' '{"feature": "O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": 0.03300061833372436}, ' '{"feature": "K_consecutive_shrink", "importance": 0.009055091875986594}, ' '{"feature": "O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": 0.0020246749859251616}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": ' '0.5844412296416941}, {"feature": "K_close_position_in_hl", ' '"importance": 0.0959133918499183}, {"feature": ' '"O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": ' '0.0632902069526507}, {"feature": "K_body_size_pct", ' '"importance": 0.06218360019107724}, {"feature": ' '"O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": ' '0.03300061833372436}, {"feature": "K_consecutive_shrink", ' '"importance": 0.009055091875986594}, {"feature": ' '"O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": ' '0.0020246749859251616}]', '_model_metadata': {'created_at': '2026-07-03T00:26:39.451426', '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': 0.9087059594897748, 'train_accuracy': 0.8342100006658233}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15019, 'tags': {}, 'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5', 'training_time_sec': 4.015549659729004}, 'accuracy': 0.8342100006658233, 'avg_loss': -0.00527846337328455, 'avg_win': 0.0015813679953607417, 'expectancy': -4.1193957801087706e-05, 'losing_trades': 180, 'max_drawdown': 0.16769341318479594, 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782980799', 'profit_factor': 0.9670057577264604, 'sharpe_ratio': -1.102891605542899, 'total_pnl': -0.03134860188662812, 'total_trades': 761, 'trial_num': 0, 'win_rate': 0.7634691195795007, 'winning_trades': 581} 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}
1106	BTCUSDT	5	volume_price_pivot_v86_y_C0	2023-08-01 ~ 2026-07-31	0.967	0.76%	761	-1.103	0.17	0.834	0.000	2026-07-03
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782981238 Data Hash: 938ab6efac7e98b1 Feature Score: 展開 ('[{"feature": "K_high_pct_change_12", "importance": 0.5844412296416941}, ' '{"feature": "K_close_position_in_hl", "importance": 0.0959133918499183}, ' '{"feature": "O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": 0.0632902069526507}, ' '{"feature": "K_body_size_pct", "importance": 0.06218360019107724}, ' '{"feature": "O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": 0.03300061833372436}, ' '{"feature": "K_consecutive_shrink", "importance": 0.009055091875986594}, ' '{"feature": "O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": 0.0020246749859251616}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": ' '0.5844412296416941}, {"feature": "K_close_position_in_hl", ' '"importance": 0.0959133918499183}, {"feature": ' '"O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": ' '0.0632902069526507}, {"feature": "K_body_size_pct", ' '"importance": 0.06218360019107724}, {"feature": ' '"O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": ' '0.03300061833372436}, {"feature": "K_consecutive_shrink", ' '"importance": 0.009055091875986594}, {"feature": ' '"O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": ' '0.0020246749859251616}]', '_model_metadata': {'created_at': '2026-07-03T00:33:57.780595', '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': 0.9087059594897748, 'train_accuracy': 0.8342100006658233}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15019, 'tags': {}, 'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5', 'training_time_sec': 3.9864118099212646}, 'accuracy': 0.8342100006658233, 'avg_loss': -0.00527846337328455, 'avg_win': 0.0015813679953607417, 'expectancy': -4.1193957801087706e-05, 'losing_trades': 180, 'max_drawdown': 0.16769341318479594, 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782981238', 'profit_factor': 0.9670057577264604, 'sharpe_ratio': -1.102891605542899, 'total_pnl': -0.03134860188662812, 'total_trades': 761, 'trial_num': 0, 'win_rate': 0.7634691195795007, 'winning_trades': 581} 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}
1344	BTCUSDT	5	volume_price_pivot_v86_y_C0	2023-08-01 ~ 2026-05-31	0.967	0.76%	761	-1.103	0.17	0.834	0.000	2026-07-09
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260709_1783557882 Data Hash: 938ab6efac7e98b1 Feature Score: 展開 ('[{"feature": "K_high_pct_change_12", "importance": 0.5844412296416941}, ' '{"feature": "K_close_position_in_hl", "importance": 0.0959133918499183}, ' '{"feature": "O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": 0.0632902069526507}, ' '{"feature": "K_body_size_pct", "importance": 0.06218360019107724}, ' '{"feature": "O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": 0.03300061833372436}, ' '{"feature": "K_consecutive_shrink", "importance": 0.009055091875986594}, ' '{"feature": "O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": 0.0020246749859251616}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": ' '0.5844412296416941}, {"feature": "K_close_position_in_hl", ' '"importance": 0.0959133918499183}, {"feature": ' '"O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": ' '0.0632902069526507}, {"feature": "K_body_size_pct", ' '"importance": 0.06218360019107724}, {"feature": ' '"O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": ' '0.03300061833372436}, {"feature": "K_consecutive_shrink", ' '"importance": 0.009055091875986594}, {"feature": ' '"O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": ' '0.0020246749859251616}]', '_model_metadata': {'created_at': '2026-07-09T16:44:42.239391', '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': 0.9087059594897748, 'train_accuracy': 0.8342100006658233}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15019, 'tags': {}, 'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5', 'training_time_sec': 4.053271293640137}, 'accuracy': 0.8342100006658233, 'avg_loss': -0.00527846337328455, 'avg_win': 0.0015813679953607417, 'expectancy': -4.1193957801087706e-05, 'losing_trades': 180, 'max_drawdown': 0.16769341318479594, 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260709_1783557882', 'profit_factor': 0.9670057577264604, 'sharpe_ratio': -1.102891605542899, 'total_pnl': -0.03134860188662812, 'total_trades': 761, 'trial_num': 0, 'win_rate': 0.7634691195795007, 'winning_trades': 581} 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}
1105	BTCUSDT	5	volume_price_pivot_v86_y_C0	2023-08-01 ~ 2026-07-31	0.967	0.76%	761	-1.103	0.17	0.834	0.000	2026-07-03
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782981208 Data Hash: 938ab6efac7e98b1 Feature Score: 展開 ('[{"feature": "K_high_pct_change_12", "importance": 0.5844412296416941}, ' '{"feature": "K_close_position_in_hl", "importance": 0.0959133918499183}, ' '{"feature": "O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": 0.0632902069526507}, ' '{"feature": "K_body_size_pct", "importance": 0.06218360019107724}, ' '{"feature": "O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": 0.03300061833372436}, ' '{"feature": "K_consecutive_shrink", "importance": 0.009055091875986594}, ' '{"feature": "O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": 0.0020246749859251616}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": ' '0.5844412296416941}, {"feature": "K_close_position_in_hl", ' '"importance": 0.0959133918499183}, {"feature": ' '"O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": ' '0.0632902069526507}, {"feature": "K_body_size_pct", ' '"importance": 0.06218360019107724}, {"feature": ' '"O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": ' '0.03300061833372436}, {"feature": "K_consecutive_shrink", ' '"importance": 0.009055091875986594}, {"feature": ' '"O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": ' '0.0020246749859251616}]', '_model_metadata': {'created_at': '2026-07-03T00:33:28.216485', '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': 0.9087059594897748, 'train_accuracy': 0.8342100006658233}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15019, 'tags': {}, 'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5', 'training_time_sec': 4.060077905654907}, 'accuracy': 0.8342100006658233, 'avg_loss': -0.00527846337328455, 'avg_win': 0.0015813679953607417, 'expectancy': -4.1193957801087706e-05, 'losing_trades': 180, 'max_drawdown': 0.16769341318479594, 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782981208', 'profit_factor': 0.9670057577264604, 'sharpe_ratio': -1.102891605542899, 'total_pnl': -0.03134860188662812, 'total_trades': 761, 'trial_num': 0, 'win_rate': 0.7634691195795007, 'winning_trades': 581} 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}
1104	BTCUSDT	5	volume_price_pivot_v86_y_C0	2023-08-01 ~ 2026-07-31	0.967	0.76%	761	-1.103	0.17	0.834	0.000	2026-07-03
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782981178 Data Hash: 938ab6efac7e98b1 Feature Score: 展開 ('[{"feature": "K_high_pct_change_12", "importance": 0.5844412296416941}, ' '{"feature": "K_close_position_in_hl", "importance": 0.0959133918499183}, ' '{"feature": "O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": 0.0632902069526507}, ' '{"feature": "K_body_size_pct", "importance": 0.06218360019107724}, ' '{"feature": "O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": 0.03300061833372436}, ' '{"feature": "K_consecutive_shrink", "importance": 0.009055091875986594}, ' '{"feature": "O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": 0.0020246749859251616}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": ' '0.5844412296416941}, {"feature": "K_close_position_in_hl", ' '"importance": 0.0959133918499183}, {"feature": ' '"O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": ' '0.0632902069526507}, {"feature": "K_body_size_pct", ' '"importance": 0.06218360019107724}, {"feature": ' '"O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": ' '0.03300061833372436}, {"feature": "K_consecutive_shrink", ' '"importance": 0.009055091875986594}, {"feature": ' '"O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": ' '0.0020246749859251616}]', '_model_metadata': {'created_at': '2026-07-03T00:32:58.562730', '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': 0.9087059594897748, 'train_accuracy': 0.8342100006658233}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15019, 'tags': {}, 'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5', 'training_time_sec': 4.007533073425293}, 'accuracy': 0.8342100006658233, 'avg_loss': -0.00527846337328455, 'avg_win': 0.0015813679953607417, 'expectancy': -4.1193957801087706e-05, 'losing_trades': 180, 'max_drawdown': 0.16769341318479594, 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782981178', 'profit_factor': 0.9670057577264604, 'sharpe_ratio': -1.102891605542899, 'total_pnl': -0.03134860188662812, 'total_trades': 761, 'trial_num': 0, 'win_rate': 0.7634691195795007, 'winning_trades': 581} 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}
1103	BTCUSDT	5	volume_price_pivot_v86_y_C0	2023-08-01 ~ 2026-07-31	0.967	0.76%	761	-1.103	0.17	0.834	0.000	2026-07-03
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782981149 Data Hash: 938ab6efac7e98b1 Feature Score: 展開 ('[{"feature": "K_high_pct_change_12", "importance": 0.5844412296416941}, ' '{"feature": "K_close_position_in_hl", "importance": 0.0959133918499183}, ' '{"feature": "O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": 0.0632902069526507}, ' '{"feature": "K_body_size_pct", "importance": 0.06218360019107724}, ' '{"feature": "O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": 0.03300061833372436}, ' '{"feature": "K_consecutive_shrink", "importance": 0.009055091875986594}, ' '{"feature": "O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": 0.0020246749859251616}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": ' '0.5844412296416941}, {"feature": "K_close_position_in_hl", ' '"importance": 0.0959133918499183}, {"feature": ' '"O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": ' '0.0632902069526507}, {"feature": "K_body_size_pct", ' '"importance": 0.06218360019107724}, {"feature": ' '"O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": ' '0.03300061833372436}, {"feature": "K_consecutive_shrink", ' '"importance": 0.009055091875986594}, {"feature": ' '"O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": ' '0.0020246749859251616}]', '_model_metadata': {'created_at': '2026-07-03T00:32:29.487862', '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': 0.9087059594897748, 'train_accuracy': 0.8342100006658233}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15019, 'tags': {}, 'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5', 'training_time_sec': 4.056122303009033}, 'accuracy': 0.8342100006658233, 'avg_loss': -0.00527846337328455, 'avg_win': 0.0015813679953607417, 'expectancy': -4.1193957801087706e-05, 'losing_trades': 180, 'max_drawdown': 0.16769341318479594, 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782981149', 'profit_factor': 0.9670057577264604, 'sharpe_ratio': -1.102891605542899, 'total_pnl': -0.03134860188662812, 'total_trades': 761, 'trial_num': 0, 'win_rate': 0.7634691195795007, 'winning_trades': 581} 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}
1116	BTCUSDT	5	volume_price_pivot_v86_y_C0	2023-08-01 ~ 2026-07-31	0.967	0.76%	761	-1.103	0.17	0.834	0.000	2026-07-03
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782984057 Data Hash: 938ab6efac7e98b1 Feature Score: 展開 ('[{"feature": "K_high_pct_change_12", "importance": 0.5844412296416941}, ' '{"feature": "K_close_position_in_hl", "importance": 0.0959133918499183}, ' '{"feature": "O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": 0.0632902069526507}, ' '{"feature": "K_body_size_pct", "importance": 0.06218360019107724}, ' '{"feature": "O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": 0.03300061833372436}, ' '{"feature": "K_consecutive_shrink", "importance": 0.009055091875986594}, ' '{"feature": "O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": 0.0020246749859251616}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": ' '0.5844412296416941}, {"feature": "K_close_position_in_hl", ' '"importance": 0.0959133918499183}, {"feature": ' '"O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": ' '0.0632902069526507}, {"feature": "K_body_size_pct", ' '"importance": 0.06218360019107724}, {"feature": ' '"O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": ' '0.03300061833372436}, {"feature": "K_consecutive_shrink", ' '"importance": 0.009055091875986594}, {"feature": ' '"O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": ' '0.0020246749859251616}]', '_model_metadata': {'created_at': '2026-07-03T01:20:57.039411', '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': 0.9087059594897748, 'train_accuracy': 0.8342100006658233}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15019, 'tags': {}, 'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5', 'training_time_sec': 4.052785396575928}, 'accuracy': 0.8342100006658233, 'avg_loss': -0.00527846337328455, 'avg_win': 0.0015813679953607417, 'expectancy': -4.1193957801087706e-05, 'losing_trades': 180, 'max_drawdown': 0.16769341318479594, 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782984057', 'profit_factor': 0.9670057577264604, 'sharpe_ratio': -1.102891605542899, 'total_pnl': -0.03134860188662812, 'total_trades': 761, 'trial_num': 0, 'win_rate': 0.7634691195795007, 'winning_trades': 581} 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}
1113	BTCUSDT	5	volume_price_pivot_v86_y_C0	2023-08-01 ~ 2026-07-31	0.967	0.76%	761	-1.103	0.17	0.834	0.000	2026-07-03
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782981442 Data Hash: 938ab6efac7e98b1 Feature Score: 展開 ('[{"feature": "K_high_pct_change_12", "importance": 0.5844412296416941}, ' '{"feature": "K_close_position_in_hl", "importance": 0.0959133918499183}, ' '{"feature": "O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": 0.0632902069526507}, ' '{"feature": "K_body_size_pct", "importance": 0.06218360019107724}, ' '{"feature": "O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": 0.03300061833372436}, ' '{"feature": "K_consecutive_shrink", "importance": 0.009055091875986594}, ' '{"feature": "O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": 0.0020246749859251616}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": ' '0.5844412296416941}, {"feature": "K_close_position_in_hl", ' '"importance": 0.0959133918499183}, {"feature": ' '"O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": ' '0.0632902069526507}, {"feature": "K_body_size_pct", ' '"importance": 0.06218360019107724}, {"feature": ' '"O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": ' '0.03300061833372436}, {"feature": "K_consecutive_shrink", ' '"importance": 0.009055091875986594}, {"feature": ' '"O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": ' '0.0020246749859251616}]', '_model_metadata': {'created_at': '2026-07-03T00:37:21.906785', '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': 0.9087059594897748, 'train_accuracy': 0.8342100006658233}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15019, 'tags': {}, 'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5', 'training_time_sec': 4.029045343399048}, 'accuracy': 0.8342100006658233, 'avg_loss': -0.00527846337328455, 'avg_win': 0.0015813679953607417, 'expectancy': -4.1193957801087706e-05, 'losing_trades': 180, 'max_drawdown': 0.16769341318479594, 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782981442', 'profit_factor': 0.9670057577264604, 'sharpe_ratio': -1.102891605542899, 'total_pnl': -0.03134860188662812, 'total_trades': 761, 'trial_num': 0, 'win_rate': 0.7634691195795007, 'winning_trades': 581} 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}
1112	BTCUSDT	5	volume_price_pivot_v86_y_C0	2023-08-01 ~ 2026-07-31	0.967	0.76%	761	-1.103	0.17	0.834	0.000	2026-07-03
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782981413 Data Hash: 938ab6efac7e98b1 Feature Score: 展開 ('[{"feature": "K_high_pct_change_12", "importance": 0.5844412296416941}, ' '{"feature": "K_close_position_in_hl", "importance": 0.0959133918499183}, ' '{"feature": "O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": 0.0632902069526507}, ' '{"feature": "K_body_size_pct", "importance": 0.06218360019107724}, ' '{"feature": "O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": 0.03300061833372436}, ' '{"feature": "K_consecutive_shrink", "importance": 0.009055091875986594}, ' '{"feature": "O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": 0.0020246749859251616}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": ' '0.5844412296416941}, {"feature": "K_close_position_in_hl", ' '"importance": 0.0959133918499183}, {"feature": ' '"O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": ' '0.0632902069526507}, {"feature": "K_body_size_pct", ' '"importance": 0.06218360019107724}, {"feature": ' '"O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": ' '0.03300061833372436}, {"feature": "K_consecutive_shrink", ' '"importance": 0.009055091875986594}, {"feature": ' '"O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": ' '0.0020246749859251616}]', '_model_metadata': {'created_at': '2026-07-03T00:36:52.790097', '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': 0.9087059594897748, 'train_accuracy': 0.8342100006658233}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15019, 'tags': {}, 'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5', 'training_time_sec': 3.9868392944335938}, 'accuracy': 0.8342100006658233, 'avg_loss': -0.00527846337328455, 'avg_win': 0.0015813679953607417, 'expectancy': -4.1193957801087706e-05, 'losing_trades': 180, 'max_drawdown': 0.16769341318479594, 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782981413', 'profit_factor': 0.9670057577264604, 'sharpe_ratio': -1.102891605542899, 'total_pnl': -0.03134860188662812, 'total_trades': 761, 'trial_num': 0, 'win_rate': 0.7634691195795007, 'winning_trades': 581} 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}
1154	BTCUSDT	5	volume_price_pivot_v86_y_C0	2023-08-01 ~ 2026-07-31	0.967	0.76%	761	-1.103	0.17	0.834	0.000	2026-07-03
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260703_1783023167 Data Hash: 938ab6efac7e98b1 Feature Score: 展開 ('[{"feature": "K_high_pct_change_12", "importance": 0.5844412296416941}, ' '{"feature": "K_close_position_in_hl", "importance": 0.0959133918499183}, ' '{"feature": "O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": 0.0632902069526507}, ' '{"feature": "K_body_size_pct", "importance": 0.06218360019107724}, ' '{"feature": "O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": 0.03300061833372436}, ' '{"feature": "K_consecutive_shrink", "importance": 0.009055091875986594}, ' '{"feature": "O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": 0.0020246749859251616}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": ' '0.5844412296416941}, {"feature": "K_close_position_in_hl", ' '"importance": 0.0959133918499183}, {"feature": ' '"O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": ' '0.0632902069526507}, {"feature": "K_body_size_pct", ' '"importance": 0.06218360019107724}, {"feature": ' '"O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": ' '0.03300061833372436}, {"feature": "K_consecutive_shrink", ' '"importance": 0.009055091875986594}, {"feature": ' '"O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": ' '0.0020246749859251616}]', '_model_metadata': {'created_at': '2026-07-03T12:12:47.733157', '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': 0.9087059594897748, 'train_accuracy': 0.8342100006658233}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15019, 'tags': {}, 'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5', 'training_time_sec': 4.049689292907715}, 'accuracy': 0.8342100006658233, 'avg_loss': -0.00527846337328455, 'avg_win': 0.0015813679953607417, 'expectancy': -4.1193957801087706e-05, 'losing_trades': 180, 'max_drawdown': 0.16769341318479594, 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260703_1783023167', 'profit_factor': 0.9670057577264604, 'sharpe_ratio': -1.102891605542899, 'total_pnl': -0.03134860188662812, 'total_trades': 761, 'trial_num': 0, 'win_rate': 0.7634691195795007, 'winning_trades': 581} 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}
1153	BTCUSDT	5	volume_price_pivot_v86_y_C0	2023-08-01 ~ 2026-07-31	0.967	0.76%	761	-1.103	0.17	0.834	0.000	2026-07-03
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260703_1783023138 Data Hash: 938ab6efac7e98b1 Feature Score: 展開 ('[{"feature": "K_high_pct_change_12", "importance": 0.5844412296416941}, ' '{"feature": "K_close_position_in_hl", "importance": 0.0959133918499183}, ' '{"feature": "O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": 0.0632902069526507}, ' '{"feature": "K_body_size_pct", "importance": 0.06218360019107724}, ' '{"feature": "O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": 0.03300061833372436}, ' '{"feature": "K_consecutive_shrink", "importance": 0.009055091875986594}, ' '{"feature": "O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": 0.0020246749859251616}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": ' '0.5844412296416941}, {"feature": "K_close_position_in_hl", ' '"importance": 0.0959133918499183}, {"feature": ' '"O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": ' '0.0632902069526507}, {"feature": "K_body_size_pct", ' '"importance": 0.06218360019107724}, {"feature": ' '"O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": ' '0.03300061833372436}, {"feature": "K_consecutive_shrink", ' '"importance": 0.009055091875986594}, {"feature": ' '"O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": ' '0.0020246749859251616}]', '_model_metadata': {'created_at': '2026-07-03T12:12:18.317864', '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': 0.9087059594897748, 'train_accuracy': 0.8342100006658233}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15019, 'tags': {}, 'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5', 'training_time_sec': 4.04040002822876}, 'accuracy': 0.8342100006658233, 'avg_loss': -0.00527846337328455, 'avg_win': 0.0015813679953607417, 'expectancy': -4.1193957801087706e-05, 'losing_trades': 180, 'max_drawdown': 0.16769341318479594, 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260703_1783023138', 'profit_factor': 0.9670057577264604, 'sharpe_ratio': -1.102891605542899, 'total_pnl': -0.03134860188662812, 'total_trades': 761, 'trial_num': 0, 'win_rate': 0.7634691195795007, 'winning_trades': 581} 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}
1152	BTCUSDT	5	volume_price_pivot_v86_y_C0	2023-08-01 ~ 2026-07-31	0.967	0.76%	761	-1.103	0.17	0.834	0.000	2026-07-03
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260703_1783023108 Data Hash: 938ab6efac7e98b1 Feature Score: 展開 ('[{"feature": "K_high_pct_change_12", "importance": 0.5844412296416941}, ' '{"feature": "K_close_position_in_hl", "importance": 0.0959133918499183}, ' '{"feature": "O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": 0.0632902069526507}, ' '{"feature": "K_body_size_pct", "importance": 0.06218360019107724}, ' '{"feature": "O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": 0.03300061833372436}, ' '{"feature": "K_consecutive_shrink", "importance": 0.009055091875986594}, ' '{"feature": "O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": 0.0020246749859251616}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": ' '0.5844412296416941}, {"feature": "K_close_position_in_hl", ' '"importance": 0.0959133918499183}, {"feature": ' '"O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": ' '0.0632902069526507}, {"feature": "K_body_size_pct", ' '"importance": 0.06218360019107724}, {"feature": ' '"O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": ' '0.03300061833372436}, {"feature": "K_consecutive_shrink", ' '"importance": 0.009055091875986594}, {"feature": ' '"O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": ' '0.0020246749859251616}]', '_model_metadata': {'created_at': '2026-07-03T12:11:48.610188', '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': 0.9087059594897748, 'train_accuracy': 0.8342100006658233}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15019, 'tags': {}, 'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5', 'training_time_sec': 4.057115793228149}, 'accuracy': 0.8342100006658233, 'avg_loss': -0.00527846337328455, 'avg_win': 0.0015813679953607417, 'expectancy': -4.1193957801087706e-05, 'losing_trades': 180, 'max_drawdown': 0.16769341318479594, 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260703_1783023108', 'profit_factor': 0.9670057577264604, 'sharpe_ratio': -1.102891605542899, 'total_pnl': -0.03134860188662812, 'total_trades': 761, 'trial_num': 0, 'win_rate': 0.7634691195795007, 'winning_trades': 581} 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}
1094	BTCUSDT	5	volume_price_pivot_v86_y_C0	2023-08-01 ~ 2026-07-31	0.967	0.76%	761	-1.103	0.17	0.834	0.000	2026-07-03
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782980887 Data Hash: 938ab6efac7e98b1 Feature Score: 展開 ('[{"feature": "K_high_pct_change_12", "importance": 0.5844412296416941}, ' '{"feature": "K_close_position_in_hl", "importance": 0.0959133918499183}, ' '{"feature": "O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": 0.0632902069526507}, ' '{"feature": "K_body_size_pct", "importance": 0.06218360019107724}, ' '{"feature": "O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": 0.03300061833372436}, ' '{"feature": "K_consecutive_shrink", "importance": 0.009055091875986594}, ' '{"feature": "O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": 0.0020246749859251616}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": ' '0.5844412296416941}, {"feature": "K_close_position_in_hl", ' '"importance": 0.0959133918499183}, {"feature": ' '"O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": ' '0.0632902069526507}, {"feature": "K_body_size_pct", ' '"importance": 0.06218360019107724}, {"feature": ' '"O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": ' '0.03300061833372436}, {"feature": "K_consecutive_shrink", ' '"importance": 0.009055091875986594}, {"feature": ' '"O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": ' '0.0020246749859251616}]', '_model_metadata': {'created_at': '2026-07-03T00:28:07.311634', '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': 0.9087059594897748, 'train_accuracy': 0.8342100006658233}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15019, 'tags': {}, 'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5', 'training_time_sec': 4.041108131408691}, 'accuracy': 0.8342100006658233, 'avg_loss': -0.00527846337328455, 'avg_win': 0.0015813679953607417, 'expectancy': -4.1193957801087706e-05, 'losing_trades': 180, 'max_drawdown': 0.16769341318479594, 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782980887', 'profit_factor': 0.9670057577264604, 'sharpe_ratio': -1.102891605542899, 'total_pnl': -0.03134860188662812, 'total_trades': 761, 'trial_num': 0, 'win_rate': 0.7634691195795007, 'winning_trades': 581} 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}
1151	BTCUSDT	5	volume_price_pivot_v86_y_C0	2023-08-01 ~ 2026-07-31	0.967	0.76%	761	-1.103	0.17	0.834	0.000	2026-07-03
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260703_1783023078 Data Hash: 938ab6efac7e98b1 Feature Score: 展開 ('[{"feature": "K_high_pct_change_12", "importance": 0.5844412296416941}, ' '{"feature": "K_close_position_in_hl", "importance": 0.0959133918499183}, ' '{"feature": "O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": 0.0632902069526507}, ' '{"feature": "K_body_size_pct", "importance": 0.06218360019107724}, ' '{"feature": "O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": 0.03300061833372436}, ' '{"feature": "K_consecutive_shrink", "importance": 0.009055091875986594}, ' '{"feature": "O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": 0.0020246749859251616}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": ' '0.5844412296416941}, {"feature": "K_close_position_in_hl", ' '"importance": 0.0959133918499183}, {"feature": ' '"O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": ' '0.0632902069526507}, {"feature": "K_body_size_pct", ' '"importance": 0.06218360019107724}, {"feature": ' '"O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": ' '0.03300061833372436}, {"feature": "K_consecutive_shrink", ' '"importance": 0.009055091875986594}, {"feature": ' '"O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": ' '0.0020246749859251616}]', '_model_metadata': {'created_at': '2026-07-03T12:11:18.620480', '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': 0.9087059594897748, 'train_accuracy': 0.8342100006658233}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15019, 'tags': {}, 'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5', 'training_time_sec': 4.030099391937256}, 'accuracy': 0.8342100006658233, 'avg_loss': -0.00527846337328455, 'avg_win': 0.0015813679953607417, 'expectancy': -4.1193957801087706e-05, 'losing_trades': 180, 'max_drawdown': 0.16769341318479594, 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260703_1783023078', 'profit_factor': 0.9670057577264604, 'sharpe_ratio': -1.102891605542899, 'total_pnl': -0.03134860188662812, 'total_trades': 761, 'trial_num': 0, 'win_rate': 0.7634691195795007, 'winning_trades': 581} 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}
1150	BTCUSDT	5	volume_price_pivot_v86_y_C0	2023-08-01 ~ 2026-07-31	0.967	0.76%	761	-1.103	0.17	0.834	0.000	2026-07-03
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260703_1783023049 Data Hash: 938ab6efac7e98b1 Feature Score: 展開 ('[{"feature": "K_high_pct_change_12", "importance": 0.5844412296416941}, ' '{"feature": "K_close_position_in_hl", "importance": 0.0959133918499183}, ' '{"feature": "O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": 0.0632902069526507}, ' '{"feature": "K_body_size_pct", "importance": 0.06218360019107724}, ' '{"feature": "O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": 0.03300061833372436}, ' '{"feature": "K_consecutive_shrink", "importance": 0.009055091875986594}, ' '{"feature": "O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": 0.0020246749859251616}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": ' '0.5844412296416941}, {"feature": "K_close_position_in_hl", ' '"importance": 0.0959133918499183}, {"feature": ' '"O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": ' '0.0632902069526507}, {"feature": "K_body_size_pct", ' '"importance": 0.06218360019107724}, {"feature": ' '"O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": ' '0.03300061833372436}, {"feature": "K_consecutive_shrink", ' '"importance": 0.009055091875986594}, {"feature": ' '"O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": ' '0.0020246749859251616}]', '_model_metadata': {'created_at': '2026-07-03T12:10:49.147799', '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': 0.9087059594897748, 'train_accuracy': 0.8342100006658233}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15019, 'tags': {}, 'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5', 'training_time_sec': 4.024566173553467}, 'accuracy': 0.8342100006658233, 'avg_loss': -0.00527846337328455, 'avg_win': 0.0015813679953607417, 'expectancy': -4.1193957801087706e-05, 'losing_trades': 180, 'max_drawdown': 0.16769341318479594, 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260703_1783023049', 'profit_factor': 0.9670057577264604, 'sharpe_ratio': -1.102891605542899, 'total_pnl': -0.03134860188662812, 'total_trades': 761, 'trial_num': 0, 'win_rate': 0.7634691195795007, 'winning_trades': 581} 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}
1149	BTCUSDT	5	volume_price_pivot_v86_y_C0	2023-08-01 ~ 2026-07-31	0.967	0.76%	761	-1.103	0.17	0.834	0.000	2026-07-03
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260703_1783023018 Data Hash: 938ab6efac7e98b1 Feature Score: 展開 ('[{"feature": "K_high_pct_change_12", "importance": 0.5844412296416941}, ' '{"feature": "K_close_position_in_hl", "importance": 0.0959133918499183}, ' '{"feature": "O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": 0.0632902069526507}, ' '{"feature": "K_body_size_pct", "importance": 0.06218360019107724}, ' '{"feature": "O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": 0.03300061833372436}, ' '{"feature": "K_consecutive_shrink", "importance": 0.009055091875986594}, ' '{"feature": "O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": 0.0020246749859251616}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": ' '0.5844412296416941}, {"feature": "K_close_position_in_hl", ' '"importance": 0.0959133918499183}, {"feature": ' '"O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": ' '0.0632902069526507}, {"feature": "K_body_size_pct", ' '"importance": 0.06218360019107724}, {"feature": ' '"O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": ' '0.03300061833372436}, {"feature": "K_consecutive_shrink", ' '"importance": 0.009055091875986594}, {"feature": ' '"O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": ' '0.0020246749859251616}]', '_model_metadata': {'created_at': '2026-07-03T12:10:17.998912', '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': 0.9087059594897748, 'train_accuracy': 0.8342100006658233}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15019, 'tags': {}, 'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5', 'training_time_sec': 4.160586595535278}, 'accuracy': 0.8342100006658233, 'avg_loss': -0.00527846337328455, 'avg_win': 0.0015813679953607417, 'expectancy': -4.1193957801087706e-05, 'losing_trades': 180, 'max_drawdown': 0.16769341318479594, 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260703_1783023018', 'profit_factor': 0.9670057577264604, 'sharpe_ratio': -1.102891605542899, 'total_pnl': -0.03134860188662812, 'total_trades': 761, 'trial_num': 0, 'win_rate': 0.7634691195795007, 'winning_trades': 581} 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}
1148	BTCUSDT	5	volume_price_pivot_v86_y_C0	2023-08-01 ~ 2026-07-31	0.967	0.76%	761	-1.103	0.17	0.834	0.000	2026-07-03
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260703_1783022988 Data Hash: 938ab6efac7e98b1 Feature Score: 展開 ('[{"feature": "K_high_pct_change_12", "importance": 0.5844412296416941}, ' '{"feature": "K_close_position_in_hl", "importance": 0.0959133918499183}, ' '{"feature": "O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": 0.0632902069526507}, ' '{"feature": "K_body_size_pct", "importance": 0.06218360019107724}, ' '{"feature": "O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": 0.03300061833372436}, ' '{"feature": "K_consecutive_shrink", "importance": 0.009055091875986594}, ' '{"feature": "O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": 0.0020246749859251616}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": ' '0.5844412296416941}, {"feature": "K_close_position_in_hl", ' '"importance": 0.0959133918499183}, {"feature": ' '"O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": ' '0.0632902069526507}, {"feature": "K_body_size_pct", ' '"importance": 0.06218360019107724}, {"feature": ' '"O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": ' '0.03300061833372436}, {"feature": "K_consecutive_shrink", ' '"importance": 0.009055091875986594}, {"feature": ' '"O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": ' '0.0020246749859251616}]', '_model_metadata': {'created_at': '2026-07-03T12:09:48.679809', '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': 0.9087059594897748, 'train_accuracy': 0.8342100006658233}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15019, 'tags': {}, 'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5', 'training_time_sec': 4.012997150421143}, 'accuracy': 0.8342100006658233, 'avg_loss': -0.00527846337328455, 'avg_win': 0.0015813679953607417, 'expectancy': -4.1193957801087706e-05, 'losing_trades': 180, 'max_drawdown': 0.16769341318479594, 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260703_1783022988', 'profit_factor': 0.9670057577264604, 'sharpe_ratio': -1.102891605542899, 'total_pnl': -0.03134860188662812, 'total_trades': 761, 'trial_num': 0, 'win_rate': 0.7634691195795007, 'winning_trades': 581} 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}
1147	BTCUSDT	5	volume_price_pivot_v86_y_C0	2023-08-01 ~ 2026-07-31	0.967	0.76%	761	-1.103	0.17	0.834	0.000	2026-07-03
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260703_1783022959 Data Hash: 938ab6efac7e98b1 Feature Score: 展開 ('[{"feature": "K_high_pct_change_12", "importance": 0.5844412296416941}, ' '{"feature": "K_close_position_in_hl", "importance": 0.0959133918499183}, ' '{"feature": "O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": 0.0632902069526507}, ' '{"feature": "K_body_size_pct", "importance": 0.06218360019107724}, ' '{"feature": "O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": 0.03300061833372436}, ' '{"feature": "K_consecutive_shrink", "importance": 0.009055091875986594}, ' '{"feature": "O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": 0.0020246749859251616}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": ' '0.5844412296416941}, {"feature": "K_close_position_in_hl", ' '"importance": 0.0959133918499183}, {"feature": ' '"O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": ' '0.0632902069526507}, {"feature": "K_body_size_pct", ' '"importance": 0.06218360019107724}, {"feature": ' '"O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": ' '0.03300061833372436}, {"feature": "K_consecutive_shrink", ' '"importance": 0.009055091875986594}, {"feature": ' '"O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": ' '0.0020246749859251616}]', '_model_metadata': {'created_at': '2026-07-03T12:09:19.629893', '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': 0.9087059594897748, 'train_accuracy': 0.8342100006658233}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15019, 'tags': {}, 'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5', 'training_time_sec': 4.018108606338501}, 'accuracy': 0.8342100006658233, 'avg_loss': -0.00527846337328455, 'avg_win': 0.0015813679953607417, 'expectancy': -4.1193957801087706e-05, 'losing_trades': 180, 'max_drawdown': 0.16769341318479594, 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260703_1783022959', 'profit_factor': 0.9670057577264604, 'sharpe_ratio': -1.102891605542899, 'total_pnl': -0.03134860188662812, 'total_trades': 761, 'trial_num': 0, 'win_rate': 0.7634691195795007, 'winning_trades': 581} 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}
1093	BTCUSDT	5	volume_price_pivot_v86_y_C0	2023-08-01 ~ 2026-07-31	0.967	0.76%	761	-1.103	0.17	0.834	0.000	2026-07-03
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782980858 Data Hash: 938ab6efac7e98b1 Feature Score: 展開 ('[{"feature": "K_high_pct_change_12", "importance": 0.5844412296416941}, ' '{"feature": "K_close_position_in_hl", "importance": 0.0959133918499183}, ' '{"feature": "O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": 0.0632902069526507}, ' '{"feature": "K_body_size_pct", "importance": 0.06218360019107724}, ' '{"feature": "O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": 0.03300061833372436}, ' '{"feature": "K_consecutive_shrink", "importance": 0.009055091875986594}, ' '{"feature": "O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": 0.0020246749859251616}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": ' '0.5844412296416941}, {"feature": "K_close_position_in_hl", ' '"importance": 0.0959133918499183}, {"feature": ' '"O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": ' '0.0632902069526507}, {"feature": "K_body_size_pct", ' '"importance": 0.06218360019107724}, {"feature": ' '"O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": ' '0.03300061833372436}, {"feature": "K_consecutive_shrink", ' '"importance": 0.009055091875986594}, {"feature": ' '"O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": ' '0.0020246749859251616}]', '_model_metadata': {'created_at': '2026-07-03T00:27:37.848447', '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': 0.9087059594897748, 'train_accuracy': 0.8342100006658233}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15019, 'tags': {}, 'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5', 'training_time_sec': 4.058753490447998}, 'accuracy': 0.8342100006658233, 'avg_loss': -0.00527846337328455, 'avg_win': 0.0015813679953607417, 'expectancy': -4.1193957801087706e-05, 'losing_trades': 180, 'max_drawdown': 0.16769341318479594, 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782980858', 'profit_factor': 0.9670057577264604, 'sharpe_ratio': -1.102891605542899, 'total_pnl': -0.03134860188662812, 'total_trades': 761, 'trial_num': 0, 'win_rate': 0.7634691195795007, 'winning_trades': 581} 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}
1114	BTCUSDT	5	volume_price_pivot_v86_y_C0	2023-08-01 ~ 2026-07-31	0.967	0.76%	761	-1.103	0.17	0.834	0.000	2026-07-03
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782981471 Data Hash: 938ab6efac7e98b1 Feature Score: 展開 ('[{"feature": "K_high_pct_change_12", "importance": 0.5844412296416941}, ' '{"feature": "K_close_position_in_hl", "importance": 0.0959133918499183}, ' '{"feature": "O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": 0.0632902069526507}, ' '{"feature": "K_body_size_pct", "importance": 0.06218360019107724}, ' '{"feature": "O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": 0.03300061833372436}, ' '{"feature": "K_consecutive_shrink", "importance": 0.009055091875986594}, ' '{"feature": "O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": 0.0020246749859251616}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": ' '0.5844412296416941}, {"feature": "K_close_position_in_hl", ' '"importance": 0.0959133918499183}, {"feature": ' '"O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": ' '0.0632902069526507}, {"feature": "K_body_size_pct", ' '"importance": 0.06218360019107724}, {"feature": ' '"O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": ' '0.03300061833372436}, {"feature": "K_consecutive_shrink", ' '"importance": 0.009055091875986594}, {"feature": ' '"O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": ' '0.0020246749859251616}]', '_model_metadata': {'created_at': '2026-07-03T00:37:50.982939', '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': 0.9087059594897748, 'train_accuracy': 0.8342100006658233}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15019, 'tags': {}, 'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5', 'training_time_sec': 3.9769411087036133}, 'accuracy': 0.8342100006658233, 'avg_loss': -0.00527846337328455, 'avg_win': 0.0015813679953607417, 'expectancy': -4.1193957801087706e-05, 'losing_trades': 180, 'max_drawdown': 0.16769341318479594, 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782981471', 'profit_factor': 0.9670057577264604, 'sharpe_ratio': -1.102891605542899, 'total_pnl': -0.03134860188662812, 'total_trades': 761, 'trial_num': 0, 'win_rate': 0.7634691195795007, 'winning_trades': 581} 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}
1102	BTCUSDT	5	volume_price_pivot_v86_y_C0	2023-08-01 ~ 2026-07-31	0.967	0.76%	761	-1.103	0.17	0.834	0.000	2026-07-03
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782981120 Data Hash: 938ab6efac7e98b1 Feature Score: 展開 ('[{"feature": "K_high_pct_change_12", "importance": 0.5844412296416941}, ' '{"feature": "K_close_position_in_hl", "importance": 0.0959133918499183}, ' '{"feature": "O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": 0.0632902069526507}, ' '{"feature": "K_body_size_pct", "importance": 0.06218360019107724}, ' '{"feature": "O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": 0.03300061833372436}, ' '{"feature": "K_consecutive_shrink", "importance": 0.009055091875986594}, ' '{"feature": "O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": 0.0020246749859251616}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": ' '0.5844412296416941}, {"feature": "K_close_position_in_hl", ' '"importance": 0.0959133918499183}, {"feature": ' '"O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": ' '0.0632902069526507}, {"feature": "K_body_size_pct", ' '"importance": 0.06218360019107724}, {"feature": ' '"O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": ' '0.03300061833372436}, {"feature": "K_consecutive_shrink", ' '"importance": 0.009055091875986594}, {"feature": ' '"O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": ' '0.0020246749859251616}]', '_model_metadata': {'created_at': '2026-07-03T00:32:00.156959', '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': 0.9087059594897748, 'train_accuracy': 0.8342100006658233}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15019, 'tags': {}, 'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5', 'training_time_sec': 3.9888365268707275}, 'accuracy': 0.8342100006658233, 'avg_loss': -0.00527846337328455, 'avg_win': 0.0015813679953607417, 'expectancy': -4.1193957801087706e-05, 'losing_trades': 180, 'max_drawdown': 0.16769341318479594, 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782981120', 'profit_factor': 0.9670057577264604, 'sharpe_ratio': -1.102891605542899, 'total_pnl': -0.03134860188662812, 'total_trades': 761, 'trial_num': 0, 'win_rate': 0.7634691195795007, 'winning_trades': 581} 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}
1090	BTCUSDT	5	volume_price_pivot_v86_y_C0	2023-08-01 ~ 2026-07-31	0.967	0.76%	761	-1.103	0.17	0.834	0.000	2026-07-03
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782980770 Data Hash: 938ab6efac7e98b1 Feature Score: 展開 ('[{"feature": "K_high_pct_change_12", "importance": 0.5844412296416941}, ' '{"feature": "K_close_position_in_hl", "importance": 0.0959133918499183}, ' '{"feature": "O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": 0.0632902069526507}, ' '{"feature": "K_body_size_pct", "importance": 0.06218360019107724}, ' '{"feature": "O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": 0.03300061833372436}, ' '{"feature": "K_consecutive_shrink", "importance": 0.009055091875986594}, ' '{"feature": "O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": 0.0020246749859251616}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": ' '0.5844412296416941}, {"feature": "K_close_position_in_hl", ' '"importance": 0.0959133918499183}, {"feature": ' '"O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": ' '0.0632902069526507}, {"feature": "K_body_size_pct", ' '"importance": 0.06218360019107724}, {"feature": ' '"O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": ' '0.03300061833372436}, {"feature": "K_consecutive_shrink", ' '"importance": 0.009055091875986594}, {"feature": ' '"O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": ' '0.0020246749859251616}]', '_model_metadata': {'created_at': '2026-07-03T00:26:10.410231', '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': 0.9087059594897748, 'train_accuracy': 0.8342100006658233}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15019, 'tags': {}, 'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5', 'training_time_sec': 4.030397415161133}, 'accuracy': 0.8342100006658233, 'avg_loss': -0.00527846337328455, 'avg_win': 0.0015813679953607417, 'expectancy': -4.1193957801087706e-05, 'losing_trades': 180, 'max_drawdown': 0.16769341318479594, 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782980770', 'profit_factor': 0.9670057577264604, 'sharpe_ratio': -1.102891605542899, 'total_pnl': -0.03134860188662812, 'total_trades': 761, 'trial_num': 0, 'win_rate': 0.7634691195795007, 'winning_trades': 581} 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}
1101	BTCUSDT	5	volume_price_pivot_v86_y_C0	2023-08-01 ~ 2026-07-31	0.967	0.76%	761	-1.103	0.17	0.834	0.000	2026-07-03
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782981091 Data Hash: 938ab6efac7e98b1 Feature Score: 展開 ('[{"feature": "K_high_pct_change_12", "importance": 0.5844412296416941}, ' '{"feature": "K_close_position_in_hl", "importance": 0.0959133918499183}, ' '{"feature": "O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": 0.0632902069526507}, ' '{"feature": "K_body_size_pct", "importance": 0.06218360019107724}, ' '{"feature": "O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": 0.03300061833372436}, ' '{"feature": "K_consecutive_shrink", "importance": 0.009055091875986594}, ' '{"feature": "O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": 0.0020246749859251616}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": ' '0.5844412296416941}, {"feature": "K_close_position_in_hl", ' '"importance": 0.0959133918499183}, {"feature": ' '"O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": ' '0.0632902069526507}, {"feature": "K_body_size_pct", ' '"importance": 0.06218360019107724}, {"feature": ' '"O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": ' '0.03300061833372436}, {"feature": "K_consecutive_shrink", ' '"importance": 0.009055091875986594}, {"feature": ' '"O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": ' '0.0020246749859251616}]', '_model_metadata': {'created_at': '2026-07-03T00:31:31.075475', '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': 0.9087059594897748, 'train_accuracy': 0.8342100006658233}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15019, 'tags': {}, 'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5', 'training_time_sec': 4.001143217086792}, 'accuracy': 0.8342100006658233, 'avg_loss': -0.00527846337328455, 'avg_win': 0.0015813679953607417, 'expectancy': -4.1193957801087706e-05, 'losing_trades': 180, 'max_drawdown': 0.16769341318479594, 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782981091', 'profit_factor': 0.9670057577264604, 'sharpe_ratio': -1.102891605542899, 'total_pnl': -0.03134860188662812, 'total_trades': 761, 'trial_num': 0, 'win_rate': 0.7634691195795007, 'winning_trades': 581} 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}
1100	BTCUSDT	5	volume_price_pivot_v86_y_C0	2023-08-01 ~ 2026-07-31	0.967	0.76%	761	-1.103	0.17	0.834	0.000	2026-07-03
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782981062 Data Hash: 938ab6efac7e98b1 Feature Score: 展開 ('[{"feature": "K_high_pct_change_12", "importance": 0.5844412296416941}, ' '{"feature": "K_close_position_in_hl", "importance": 0.0959133918499183}, ' '{"feature": "O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": 0.0632902069526507}, ' '{"feature": "K_body_size_pct", "importance": 0.06218360019107724}, ' '{"feature": "O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": 0.03300061833372436}, ' '{"feature": "K_consecutive_shrink", "importance": 0.009055091875986594}, ' '{"feature": "O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": 0.0020246749859251616}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": ' '0.5844412296416941}, {"feature": "K_close_position_in_hl", ' '"importance": 0.0959133918499183}, {"feature": ' '"O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": ' '0.0632902069526507}, {"feature": "K_body_size_pct", ' '"importance": 0.06218360019107724}, {"feature": ' '"O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": ' '0.03300061833372436}, {"feature": "K_consecutive_shrink", ' '"importance": 0.009055091875986594}, {"feature": ' '"O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": ' '0.0020246749859251616}]', '_model_metadata': {'created_at': '2026-07-03T00:31:01.868519', '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': 0.9087059594897748, 'train_accuracy': 0.8342100006658233}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15019, 'tags': {}, 'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5', 'training_time_sec': 4.021344423294067}, 'accuracy': 0.8342100006658233, 'avg_loss': -0.00527846337328455, 'avg_win': 0.0015813679953607417, 'expectancy': -4.1193957801087706e-05, 'losing_trades': 180, 'max_drawdown': 0.16769341318479594, 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782981062', 'profit_factor': 0.9670057577264604, 'sharpe_ratio': -1.102891605542899, 'total_pnl': -0.03134860188662812, 'total_trades': 761, 'trial_num': 0, 'win_rate': 0.7634691195795007, 'winning_trades': 581} 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}
1099	BTCUSDT	5	volume_price_pivot_v86_y_C0	2023-08-01 ~ 2026-07-31	0.967	0.76%	761	-1.103	0.17	0.834	0.000	2026-07-03
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782981033 Data Hash: 938ab6efac7e98b1 Feature Score: 展開 ('[{"feature": "K_high_pct_change_12", "importance": 0.5844412296416941}, ' '{"feature": "K_close_position_in_hl", "importance": 0.0959133918499183}, ' '{"feature": "O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": 0.0632902069526507}, ' '{"feature": "K_body_size_pct", "importance": 0.06218360019107724}, ' '{"feature": "O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": 0.03300061833372436}, ' '{"feature": "K_consecutive_shrink", "importance": 0.009055091875986594}, ' '{"feature": "O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": 0.0020246749859251616}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": ' '0.5844412296416941}, {"feature": "K_close_position_in_hl", ' '"importance": 0.0959133918499183}, {"feature": ' '"O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": ' '0.0632902069526507}, {"feature": "K_body_size_pct", ' '"importance": 0.06218360019107724}, {"feature": ' '"O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": ' '0.03300061833372436}, {"feature": "K_consecutive_shrink", ' '"importance": 0.009055091875986594}, {"feature": ' '"O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": ' '0.0020246749859251616}]', '_model_metadata': {'created_at': '2026-07-03T00:30:32.818445', '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': 0.9087059594897748, 'train_accuracy': 0.8342100006658233}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15019, 'tags': {}, 'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5', 'training_time_sec': 4.001516580581665}, 'accuracy': 0.8342100006658233, 'avg_loss': -0.00527846337328455, 'avg_win': 0.0015813679953607417, 'expectancy': -4.1193957801087706e-05, 'losing_trades': 180, 'max_drawdown': 0.16769341318479594, 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782981033', 'profit_factor': 0.9670057577264604, 'sharpe_ratio': -1.102891605542899, 'total_pnl': -0.03134860188662812, 'total_trades': 761, 'trial_num': 0, 'win_rate': 0.7634691195795007, 'winning_trades': 581} 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}
1089	BTCUSDT	5	volume_price_pivot_v86_y_C0	2023-08-01 ~ 2026-07-31	0.967	0.76%	761	-1.103	0.17	0.834	0.000	2026-07-03
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782980741 Data Hash: 938ab6efac7e98b1 Feature Score: 展開 ('[{"feature": "K_high_pct_change_12", "importance": 0.5844412296416941}, ' '{"feature": "K_close_position_in_hl", "importance": 0.0959133918499183}, ' '{"feature": "O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": 0.0632902069526507}, ' '{"feature": "K_body_size_pct", "importance": 0.06218360019107724}, ' '{"feature": "O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": 0.03300061833372436}, ' '{"feature": "K_consecutive_shrink", "importance": 0.009055091875986594}, ' '{"feature": "O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": 0.0020246749859251616}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": ' '0.5844412296416941}, {"feature": "K_close_position_in_hl", ' '"importance": 0.0959133918499183}, {"feature": ' '"O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": ' '0.0632902069526507}, {"feature": "K_body_size_pct", ' '"importance": 0.06218360019107724}, {"feature": ' '"O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": ' '0.03300061833372436}, {"feature": "K_consecutive_shrink", ' '"importance": 0.009055091875986594}, {"feature": ' '"O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": ' '0.0020246749859251616}]', '_model_metadata': {'created_at': '2026-07-03T00:25:41.235211', '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': 0.9087059594897748, 'train_accuracy': 0.8342100006658233}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15019, 'tags': {}, 'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5', 'training_time_sec': 4.013479948043823}, 'accuracy': 0.8342100006658233, 'avg_loss': -0.00527846337328455, 'avg_win': 0.0015813679953607417, 'expectancy': -4.1193957801087706e-05, 'losing_trades': 180, 'max_drawdown': 0.16769341318479594, 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260702_1782980741', 'profit_factor': 0.9670057577264604, 'sharpe_ratio': -1.102891605542899, 'total_pnl': -0.03134860188662812, 'total_trades': 761, 'trial_num': 0, 'win_rate': 0.7634691195795007, 'winning_trades': 581} 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}
1240	BTCUSDT	5	volume_price_pivot_v86_y_C0	2023-08-01 ~ 2026-04-30	0.967	0.76%	761	-1.103	0.17	0.834	0.000	2026-07-05
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260705_1783219275 Data Hash: 938ab6efac7e98b1 Feature Score: 展開 ('[{"feature": "K_high_pct_change_12", "importance": 0.5844412296416941}, ' '{"feature": "K_close_position_in_hl", "importance": 0.0959133918499183}, ' '{"feature": "O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": 0.0632902069526507}, ' '{"feature": "K_body_size_pct", "importance": 0.06218360019107724}, ' '{"feature": "O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": 0.03300061833372436}, ' '{"feature": "K_consecutive_shrink", "importance": 0.009055091875986594}, ' '{"feature": "O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": 0.0020246749859251616}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": ' '0.5844412296416941}, {"feature": "K_close_position_in_hl", ' '"importance": 0.0959133918499183}, {"feature": ' '"O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": ' '0.0632902069526507}, {"feature": "K_body_size_pct", ' '"importance": 0.06218360019107724}, {"feature": ' '"O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": ' '0.03300061833372436}, {"feature": "K_consecutive_shrink", ' '"importance": 0.009055091875986594}, {"feature": ' '"O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": ' '0.0020246749859251616}]', '_model_metadata': {'created_at': '2026-07-05T18:41:14.901332', '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': 0.9087059594897748, 'train_accuracy': 0.8342100006658233}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15019, 'tags': {}, 'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5', 'training_time_sec': 4.021489381790161}, 'accuracy': 0.8342100006658233, 'avg_loss': -0.00527846337328455, 'avg_win': 0.0015813679953607417, 'expectancy': -4.1193957801087706e-05, 'losing_trades': 180, 'max_drawdown': 0.16769341318479594, 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260705_1783219275', 'profit_factor': 0.9670057577264604, 'sharpe_ratio': -1.102891605542899, 'total_pnl': -0.03134860188662812, 'total_trades': 761, 'trial_num': 0, 'win_rate': 0.7634691195795007, 'winning_trades': 581} 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}
1234	BTCUSDT	5	volume_price_pivot_v86_y_C0	2023-08-01 ~ 2026-04-30	0.967	0.76%	761	-1.103	0.17	0.834	0.000	2026-07-04
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260704_1783116409 Data Hash: 938ab6efac7e98b1 Feature Score: 展開 ('[{"feature": "K_high_pct_change_12", "importance": 0.5844412296416941}, ' '{"feature": "K_close_position_in_hl", "importance": 0.0959133918499183}, ' '{"feature": "O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": 0.0632902069526507}, ' '{"feature": "K_body_size_pct", "importance": 0.06218360019107724}, ' '{"feature": "O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": 0.03300061833372436}, ' '{"feature": "K_consecutive_shrink", "importance": 0.009055091875986594}, ' '{"feature": "O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": 0.0020246749859251616}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": ' '0.5844412296416941}, {"feature": "K_close_position_in_hl", ' '"importance": 0.0959133918499183}, {"feature": ' '"O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": ' '0.0632902069526507}, {"feature": "K_body_size_pct", ' '"importance": 0.06218360019107724}, {"feature": ' '"O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": ' '0.03300061833372436}, {"feature": "K_consecutive_shrink", ' '"importance": 0.009055091875986594}, {"feature": ' '"O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": ' '0.0020246749859251616}]', '_model_metadata': {'created_at': '2026-07-04T14:06:48.793585', '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': 0.9087059594897748, 'train_accuracy': 0.8342100006658233}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15019, 'tags': {}, 'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5', 'training_time_sec': 4.09452223777771}, 'accuracy': 0.8342100006658233, 'avg_loss': -0.00527846337328455, 'avg_win': 0.0015813679953607417, 'expectancy': -4.1193957801087706e-05, 'losing_trades': 180, 'max_drawdown': 0.16769341318479594, 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260704_1783116409', 'profit_factor': 0.9670057577264604, 'sharpe_ratio': -1.102891605542899, 'total_pnl': -0.03134860188662812, 'total_trades': 761, 'trial_num': 0, 'win_rate': 0.7634691195795007, 'winning_trades': 581} 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}
1229	BTCUSDT	5	volume_price_pivot_v86_y_C0	2023-08-01 ~ 2026-04-30	0.967	0.76%	761	-1.103	0.17	0.834	0.000	2026-07-04
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260704_1783116230 Data Hash: 938ab6efac7e98b1 Feature Score: 展開 ('[{"feature": "K_high_pct_change_12", "importance": 0.5844412296416941}, ' '{"feature": "K_close_position_in_hl", "importance": 0.0959133918499183}, ' '{"feature": "O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": 0.0632902069526507}, ' '{"feature": "K_body_size_pct", "importance": 0.06218360019107724}, ' '{"feature": "O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": 0.03300061833372436}, ' '{"feature": "K_consecutive_shrink", "importance": 0.009055091875986594}, ' '{"feature": "O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": 0.0020246749859251616}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": ' '0.5844412296416941}, {"feature": "K_close_position_in_hl", ' '"importance": 0.0959133918499183}, {"feature": ' '"O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": ' '0.0632902069526507}, {"feature": "K_body_size_pct", ' '"importance": 0.06218360019107724}, {"feature": ' '"O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": ' '0.03300061833372436}, {"feature": "K_consecutive_shrink", ' '"importance": 0.009055091875986594}, {"feature": ' '"O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": ' '0.0020246749859251616}]', '_model_metadata': {'created_at': '2026-07-04T14:03:50.113688', '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': 0.9087059594897748, 'train_accuracy': 0.8342100006658233}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15019, 'tags': {}, 'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5', 'training_time_sec': 4.148287773132324}, 'accuracy': 0.8342100006658233, 'avg_loss': -0.00527846337328455, 'avg_win': 0.0015813679953607417, 'expectancy': -4.1193957801087706e-05, 'losing_trades': 180, 'max_drawdown': 0.16769341318479594, 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260704_1783116230', 'profit_factor': 0.9670057577264604, 'sharpe_ratio': -1.102891605542899, 'total_pnl': -0.03134860188662812, 'total_trades': 761, 'trial_num': 0, 'win_rate': 0.7634691195795007, 'winning_trades': 581} 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}
1225	BTCUSDT	5	volume_price_pivot_v86_y_C0	2023-08-01 ~ 2026-06-30	0.967	0.76%	761	-1.103	0.17	0.834	0.000	2026-07-04
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260704_1783115628 Data Hash: 938ab6efac7e98b1 Feature Score: 展開 ('[{"feature": "K_high_pct_change_12", "importance": 0.5844412296416941}, ' '{"feature": "K_close_position_in_hl", "importance": 0.0959133918499183}, ' '{"feature": "O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": 0.0632902069526507}, ' '{"feature": "K_body_size_pct", "importance": 0.06218360019107724}, ' '{"feature": "O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": 0.03300061833372436}, ' '{"feature": "K_consecutive_shrink", "importance": 0.009055091875986594}, ' '{"feature": "O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": 0.0020246749859251616}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": ' '0.5844412296416941}, {"feature": "K_close_position_in_hl", ' '"importance": 0.0959133918499183}, {"feature": ' '"O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": ' '0.0632902069526507}, {"feature": "K_body_size_pct", ' '"importance": 0.06218360019107724}, {"feature": ' '"O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": ' '0.03300061833372436}, {"feature": "K_consecutive_shrink", ' '"importance": 0.009055091875986594}, {"feature": ' '"O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": ' '0.0020246749859251616}]', '_model_metadata': {'created_at': '2026-07-04T13:53:47.873759', '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': 0.9087059594897748, 'train_accuracy': 0.8342100006658233}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15019, 'tags': {}, 'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5', 'training_time_sec': 4.068085670471191}, 'accuracy': 0.8342100006658233, 'avg_loss': -0.00527846337328455, 'avg_win': 0.0015813679953607417, 'expectancy': -4.1193957801087706e-05, 'losing_trades': 180, 'max_drawdown': 0.16769341318479594, 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260704_1783115628', 'profit_factor': 0.9670057577264604, 'sharpe_ratio': -1.102891605542899, 'total_pnl': -0.03134860188662812, 'total_trades': 761, 'trial_num': 0, 'win_rate': 0.7634691195795007, 'winning_trades': 581} 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}
1223	BTCUSDT	5	volume_price_pivot_v86_y_C0	2023-08-01 ~ 2026-06-30	0.967	0.76%	761	-1.103	0.17	0.834	0.000	2026-07-04
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260704_1783098995 Data Hash: 938ab6efac7e98b1 Feature Score: 展開 ('[{"feature": "K_high_pct_change_12", "importance": 0.5844412296416941}, ' '{"feature": "K_close_position_in_hl", "importance": 0.0959133918499183}, ' '{"feature": "O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": 0.0632902069526507}, ' '{"feature": "K_body_size_pct", "importance": 0.06218360019107724}, ' '{"feature": "O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": 0.03300061833372436}, ' '{"feature": "K_consecutive_shrink", "importance": 0.009055091875986594}, ' '{"feature": "O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": 0.0020246749859251616}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": ' '0.5844412296416941}, {"feature": "K_close_position_in_hl", ' '"importance": 0.0959133918499183}, {"feature": ' '"O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": ' '0.0632902069526507}, {"feature": "K_body_size_pct", ' '"importance": 0.06218360019107724}, {"feature": ' '"O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": ' '0.03300061833372436}, {"feature": "K_consecutive_shrink", ' '"importance": 0.009055091875986594}, {"feature": ' '"O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": ' '0.0020246749859251616}]', '_model_metadata': {'created_at': '2026-07-04T09:16:34.816327', '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': 0.9087059594897748, 'train_accuracy': 0.8342100006658233}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15019, 'tags': {}, 'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5', 'training_time_sec': 4.036548614501953}, 'accuracy': 0.8342100006658233, 'avg_loss': -0.00527846337328455, 'avg_win': 0.0015813679953607417, 'expectancy': -4.1193957801087706e-05, 'losing_trades': 180, 'max_drawdown': 0.16769341318479594, 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260704_1783098995', 'profit_factor': 0.9670057577264604, 'sharpe_ratio': -1.102891605542899, 'total_pnl': -0.03134860188662812, 'total_trades': 761, 'trial_num': 0, 'win_rate': 0.7634691195795007, 'winning_trades': 581} 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}
1176	BTCUSDT	5	volume_price_pivot_v86_y_C0	2023-08-01 ~ 2026-07-31	0.967	0.76%	761	-1.103	0.17	0.834	0.000	2026-07-03
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260703_1783023813 Data Hash: 938ab6efac7e98b1 Feature Score: 展開 ('[{"feature": "K_high_pct_change_12", "importance": 0.5844412296416941}, ' '{"feature": "K_close_position_in_hl", "importance": 0.0959133918499183}, ' '{"feature": "O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": 0.0632902069526507}, ' '{"feature": "K_body_size_pct", "importance": 0.06218360019107724}, ' '{"feature": "O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": 0.03300061833372436}, ' '{"feature": "K_consecutive_shrink", "importance": 0.009055091875986594}, ' '{"feature": "O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": 0.0020246749859251616}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": ' '0.5844412296416941}, {"feature": "K_close_position_in_hl", ' '"importance": 0.0959133918499183}, {"feature": ' '"O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": ' '0.0632902069526507}, {"feature": "K_body_size_pct", ' '"importance": 0.06218360019107724}, {"feature": ' '"O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": ' '0.03300061833372436}, {"feature": "K_consecutive_shrink", ' '"importance": 0.009055091875986594}, {"feature": ' '"O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": ' '0.0020246749859251616}]', '_model_metadata': {'created_at': '2026-07-03T12:23:33.059210', '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': 0.9087059594897748, 'train_accuracy': 0.8342100006658233}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15019, 'tags': {}, 'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5', 'training_time_sec': 4.000429153442383}, 'accuracy': 0.8342100006658233, 'avg_loss': -0.00527846337328455, 'avg_win': 0.0015813679953607417, 'expectancy': -4.1193957801087706e-05, 'losing_trades': 180, 'max_drawdown': 0.16769341318479594, 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260703_1783023813', 'profit_factor': 0.9670057577264604, 'sharpe_ratio': -1.102891605542899, 'total_pnl': -0.03134860188662812, 'total_trades': 761, 'trial_num': 0, 'win_rate': 0.7634691195795007, 'winning_trades': 581} 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}
1175	BTCUSDT	5	volume_price_pivot_v86_y_C0	2023-08-01 ~ 2026-07-31	0.967	0.76%	761	-1.103	0.17	0.834	0.000	2026-07-03
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260703_1783023784 Data Hash: 938ab6efac7e98b1 Feature Score: 展開 ('[{"feature": "K_high_pct_change_12", "importance": 0.5844412296416941}, ' '{"feature": "K_close_position_in_hl", "importance": 0.0959133918499183}, ' '{"feature": "O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": 0.0632902069526507}, ' '{"feature": "K_body_size_pct", "importance": 0.06218360019107724}, ' '{"feature": "O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": 0.03300061833372436}, ' '{"feature": "K_consecutive_shrink", "importance": 0.009055091875986594}, ' '{"feature": "O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": 0.0020246749859251616}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": ' '0.5844412296416941}, {"feature": "K_close_position_in_hl", ' '"importance": 0.0959133918499183}, {"feature": ' '"O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": ' '0.0632902069526507}, {"feature": "K_body_size_pct", ' '"importance": 0.06218360019107724}, {"feature": ' '"O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": ' '0.03300061833372436}, {"feature": "K_consecutive_shrink", ' '"importance": 0.009055091875986594}, {"feature": ' '"O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": ' '0.0020246749859251616}]', '_model_metadata': {'created_at': '2026-07-03T12:23:03.834994', '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': 0.9087059594897748, 'train_accuracy': 0.8342100006658233}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15019, 'tags': {}, 'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5', 'training_time_sec': 3.992841958999634}, 'accuracy': 0.8342100006658233, 'avg_loss': -0.00527846337328455, 'avg_win': 0.0015813679953607417, 'expectancy': -4.1193957801087706e-05, 'losing_trades': 180, 'max_drawdown': 0.16769341318479594, 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260703_1783023784', 'profit_factor': 0.9670057577264604, 'sharpe_ratio': -1.102891605542899, 'total_pnl': -0.03134860188662812, 'total_trades': 761, 'trial_num': 0, 'win_rate': 0.7634691195795007, 'winning_trades': 581} 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}
1174	BTCUSDT	5	volume_price_pivot_v86_y_C0	2023-08-01 ~ 2026-07-31	0.967	0.76%	761	-1.103	0.17	0.834	0.000	2026-07-03
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260703_1783023755 Data Hash: 938ab6efac7e98b1 Feature Score: 展開 ('[{"feature": "K_high_pct_change_12", "importance": 0.5844412296416941}, ' '{"feature": "K_close_position_in_hl", "importance": 0.0959133918499183}, ' '{"feature": "O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": 0.0632902069526507}, ' '{"feature": "K_body_size_pct", "importance": 0.06218360019107724}, ' '{"feature": "O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": 0.03300061833372436}, ' '{"feature": "K_consecutive_shrink", "importance": 0.009055091875986594}, ' '{"feature": "O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": 0.0020246749859251616}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": ' '0.5844412296416941}, {"feature": "K_close_position_in_hl", ' '"importance": 0.0959133918499183}, {"feature": ' '"O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": ' '0.0632902069526507}, {"feature": "K_body_size_pct", ' '"importance": 0.06218360019107724}, {"feature": ' '"O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": ' '0.03300061833372436}, {"feature": "K_consecutive_shrink", ' '"importance": 0.009055091875986594}, {"feature": ' '"O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": ' '0.0020246749859251616}]', '_model_metadata': {'created_at': '2026-07-03T12:22:34.923765', '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': 0.9087059594897748, 'train_accuracy': 0.8342100006658233}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15019, 'tags': {}, 'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5', 'training_time_sec': 4.01813530921936}, 'accuracy': 0.8342100006658233, 'avg_loss': -0.00527846337328455, 'avg_win': 0.0015813679953607417, 'expectancy': -4.1193957801087706e-05, 'losing_trades': 180, 'max_drawdown': 0.16769341318479594, 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260703_1783023755', 'profit_factor': 0.9670057577264604, 'sharpe_ratio': -1.102891605542899, 'total_pnl': -0.03134860188662812, 'total_trades': 761, 'trial_num': 0, 'win_rate': 0.7634691195795007, 'winning_trades': 581} 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}
1173	BTCUSDT	5	volume_price_pivot_v86_y_C0	2023-08-01 ~ 2026-07-31	0.967	0.76%	761	-1.103	0.17	0.834	0.000	2026-07-03
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260703_1783023726 Data Hash: 938ab6efac7e98b1 Feature Score: 展開 ('[{"feature": "K_high_pct_change_12", "importance": 0.5844412296416941}, ' '{"feature": "K_close_position_in_hl", "importance": 0.0959133918499183}, ' '{"feature": "O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": 0.0632902069526507}, ' '{"feature": "K_body_size_pct", "importance": 0.06218360019107724}, ' '{"feature": "O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": 0.03300061833372436}, ' '{"feature": "K_consecutive_shrink", "importance": 0.009055091875986594}, ' '{"feature": "O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": 0.0020246749859251616}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": ' '0.5844412296416941}, {"feature": "K_close_position_in_hl", ' '"importance": 0.0959133918499183}, {"feature": ' '"O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": ' '0.0632902069526507}, {"feature": "K_body_size_pct", ' '"importance": 0.06218360019107724}, {"feature": ' '"O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": ' '0.03300061833372436}, {"feature": "K_consecutive_shrink", ' '"importance": 0.009055091875986594}, {"feature": ' '"O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": ' '0.0020246749859251616}]', '_model_metadata': {'created_at': '2026-07-03T12:22:05.885120', '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': 0.9087059594897748, 'train_accuracy': 0.8342100006658233}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15019, 'tags': {}, 'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5', 'training_time_sec': 3.997204303741455}, 'accuracy': 0.8342100006658233, 'avg_loss': -0.00527846337328455, 'avg_win': 0.0015813679953607417, 'expectancy': -4.1193957801087706e-05, 'losing_trades': 180, 'max_drawdown': 0.16769341318479594, 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260703_1783023726', 'profit_factor': 0.9670057577264604, 'sharpe_ratio': -1.102891605542899, 'total_pnl': -0.03134860188662812, 'total_trades': 761, 'trial_num': 0, 'win_rate': 0.7634691195795007, 'winning_trades': 581} 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}
1172	BTCUSDT	5	volume_price_pivot_v86_y_C0	2023-08-01 ~ 2026-07-31	0.967	0.76%	761	-1.103	0.17	0.834	0.000	2026-07-03
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260703_1783023697 Data Hash: 938ab6efac7e98b1 Feature Score: 展開 ('[{"feature": "K_high_pct_change_12", "importance": 0.5844412296416941}, ' '{"feature": "K_close_position_in_hl", "importance": 0.0959133918499183}, ' '{"feature": "O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": 0.0632902069526507}, ' '{"feature": "K_body_size_pct", "importance": 0.06218360019107724}, ' '{"feature": "O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": 0.03300061833372436}, ' '{"feature": "K_consecutive_shrink", "importance": 0.009055091875986594}, ' '{"feature": "O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": 0.0020246749859251616}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": ' '0.5844412296416941}, {"feature": "K_close_position_in_hl", ' '"importance": 0.0959133918499183}, {"feature": ' '"O_div_amplitude_12", "importance": 0.08747861011953216}, ' '{"feature": "K_momentum_pct_change_48", "importance": ' '0.0632902069526507}, {"feature": "K_body_size_pct", ' '"importance": 0.06218360019107724}, {"feature": ' '"O_pct_change_12", "importance": 0.05385279125728055}, ' '{"feature": "O_div_amplitude_48", "importance": ' '0.03300061833372436}, {"feature": "K_consecutive_shrink", ' '"importance": 0.009055091875986594}, {"feature": ' '"O_div_binary_12", "importance": 0.008759784792210889}, ' '{"feature": "O_div_binary_48", "importance": ' '0.0020246749859251616}]', '_model_metadata': {'created_at': '2026-07-03T12:21:36.846253', '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': 0.9087059594897748, 'train_accuracy': 0.8342100006658233}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15019, 'tags': {}, 'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5', 'training_time_sec': 4.049995183944702}, 'accuracy': 0.8342100006658233, 'avg_loss': -0.00527846337328455, 'avg_win': 0.0015813679953607417, 'expectancy': -4.1193957801087706e-05, 'losing_trades': 180, 'max_drawdown': 0.16769341318479594, 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260703_1783023697', 'profit_factor': 0.9670057577264604, 'sharpe_ratio': -1.102891605542899, 'total_pnl': -0.03134860188662812, 'total_trades': 761, 'trial_num': 0, 'win_rate': 0.7634691195795007, 'winning_trades': 581} 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}

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