Indicator Params Viewer
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共 1373 筆結果
📊 Indicator Params
| ID | Symbol | Interval | Indicator | Date Range | PF ↓ | WR | Trades | Sharpe | DD | Acc | AUC | Created |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1098 | 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_1782981004
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': '2026-07-03T00:30:03.774867',
'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': 4.133138179779053},
'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_1782981004',
'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}
|
||||||||||||
| 1097 | 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_1782980974
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': '2026-07-03T00:29:34.646177',
'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': 4.010976076126099},
'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_1782980974',
'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}
|
||||||||||||
| 1171 | 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_1783023667
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': '2026-07-03T12:21:07.431771',
'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': 4.0378241539001465},
'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_1783023667',
'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}
|
||||||||||||
| 1170 | 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_1783023638
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': '2026-07-03T12:20:38.193552',
'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': 4.03176474571228},
'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_1783023638',
'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}
|
||||||||||||
| 1088 | 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_1782980712
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': '2026-07-03T00:25:12.208666',
'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': 3.9904708862304688},
'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_1782980712',
'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}
|
||||||||||||
| 1169 | 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_1783023608
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': '2026-07-03T12:20:08.633714',
'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': 4.0268378257751465},
'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_1783023608',
'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}
|
||||||||||||
| 1168 | 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_1783023579
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': '2026-07-03T12:19:39.266206',
'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': 4.062770843505859},
'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_1783023579',
'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}
|
||||||||||||
| 1167 | 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_1783023550
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': '2026-07-03T12:19:09.913792',
'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': 4.045795679092407},
'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_1783023550',
'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}
|
||||||||||||
| 1087 | 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_1782980683
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': '2026-07-03T00:24:43.227504',
'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': 3.9932894706726074},
'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_1782980683',
'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}
|
||||||||||||
| 1166 | 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_1783023520
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': '2026-07-03T12:18:40.518589',
'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': 4.065438270568848},
'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_1783023520',
'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}
|
||||||||||||
| 1165 | 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_1783023491
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': '2026-07-03T12:18:11.122087',
'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': 4.042015075683594},
'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_1783023491',
'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}
|
||||||||||||
| 1164 | 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_1783023461
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': '2026-07-03T12:17:41.735653',
'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': 4.045766115188599},
'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_1783023461',
'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}
|
||||||||||||
| 1163 | 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_1783023432
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': '2026-07-03T12:17:12.271939',
'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': 4.050870895385742},
'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_1783023432',
'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}
|
||||||||||||
| 1096 | 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_1782980945
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': '2026-07-03T00:29:05.703683',
'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': 4.010600566864014},
'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_1782980945',
'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}
|
||||||||||||
| 1086 | 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_1782980654
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': '2026-07-03T00:24:14.039417',
'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': 4.010979413986206},
'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_1782980654',
'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}
|
||||||||||||
| 1162 | 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_1783023403
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': '2026-07-03T12:16:42.877748',
'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': 4.069681882858276},
'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_1783023403',
'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}
|
||||||||||||
| 1095 | 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_1782980916
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': '2026-07-03T00:28:36.492334',
'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': 4.061796426773071},
'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_1782980916',
'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}
|
||||||||||||
| 1161 | 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_1783023373
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': '2026-07-03T12:16:13.600805',
'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': 4.073838710784912},
'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_1783023373',
'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}
|
||||||||||||
| 1160 | 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_1783023344
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': '2026-07-03T12:15:44.010662',
'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': 4.029189348220825},
'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_1783023344',
'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}
|
||||||||||||
| 1159 | 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_1783023315
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': '2026-07-03T12:15:14.791346',
'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': 4.052469253540039},
'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_1783023315',
'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}
|
||||||||||||
| 1158 | 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_1783023285
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': '2026-07-03T12:14:45.377874',
'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': 4.058651685714722},
'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_1783023285',
'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}
|
||||||||||||
| 1157 | 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_1783023256
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': '2026-07-03T12:14:16.002544',
'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': 4.029677152633667},
'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_1783023256',
'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}
|
||||||||||||
| 1085 | 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_1782980625
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': '2026-07-03T00:23:44.779887',
'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': 4.035573959350586},
'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_1782980625',
'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}
|
||||||||||||
| 1156 | 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_1783023227
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': '2026-07-03T12:13:46.772716',
'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': 4.0849058628082275},
'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_1783023227',
'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}
|
||||||||||||
| 1155 | 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_1783023197
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': '2026-07-03T12:13:17.175788',
'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': 4.056288003921509},
'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_1783023197',
'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}
|
||||||||||||
| 2679 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2026-10-03 | 0.960 | 0.50% | 16 | -1.425 | 0.06 | 0.992 | 0.000 | 2026-10-03 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261003_1791012920
Data Hash: 4d2500492b3b40ec
Feature Score:
展開('[{"feature": "k_iter3_k_vol20_mfi14_bias", "importance": '
'0.5682716091196105}, {"feature": "vol_ratio", "importance": '
'0.15222782091992926}, {"feature": "pct_change", "importance": '
'0.12045628767557356}, {"feature": "hl_range", "importance": '
'0.03852020669572705}, {"feature": "body_size_pct", "importance": '
'0.03378424121946795}, {"feature": "price_position", "importance": '
'0.030608154495281505}, {"feature": "atr_norm", "importance": '
'0.028730836377491523}, {"feature": "consecutive_shrink", "importance": '
'0.02740084349691863}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "k_iter3_k_vol20_mfi14_bias", "importance": '
'0.5682716091196105}, {"feature": "vol_ratio", '
'"importance": 0.15222782091992926}, {"feature": '
'"pct_change", "importance": 0.12045628767557356}, '
'{"feature": "hl_range", "importance": '
'0.03852020669572705}, {"feature": "body_size_pct", '
'"importance": 0.03378424121946795}, {"feature": '
'"price_position", "importance": 0.030608154495281505}, '
'{"feature": "atr_norm", "importance": '
'0.028730836377491523}, {"feature": "consecutive_shrink", '
'"importance": 0.02740084349691863}]',
'_model_metadata': {'feature_names': ['pct_change',
'hl_range',
'atr_norm',
'vol_ratio',
'price_position',
'consecutive_shrink',
'body_size_pct',
'k_iter3_k_vol20_mfi14_bias'],
'git_commit': 'd167aa95',
'metrics': {'accuracy': 0.9924768518518519,
'balanced_accuracy': 0.34425017160767246,
'long_recall': 0.0,
'macro_f1': 0.35112221383063186,
'short_recall': 0.03333333333333333,
'train_accuracy': 0.9935546429386265},
'model_version': 'v1',
'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1',
'training_time_sec': 27.362075567245483},
'_run_source': 'llm',
'accuracy': 0.9924768518518519,
'atr_factor': 4.7782143788446225,
'atr_period': 9,
'avg_loss': -0.009730172311180311,
'avg_win': 0.009341576674397938,
'balanced_accuracy': 0.34425017160767246,
'colsample_bytree': 0.8540362888980227,
'expectancy': -0.0001942978183911868,
'k_momentum_pct_change_window': 304,
'learning_rate': 0.021035886311957897,
'long_recall': 0.0,
'losing_trades': 8,
'macro_f1': 0.35112221383063186,
'max_depth': 3,
'max_drawdown': 0.05589480476911283,
'max_hold_bars': 40,
'min_child_weight': 43.44263114297183,
'model_file': 'zz_sylvain_BTCUSDT_2_20261003_1791012920',
'n_estimators': 89,
'optuna_seed': 833,
'profit_factor': 0.9600628206413299,
'reg_alpha': 0.10292247147901223,
'reg_lambda': 4.8495492608099715,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': -1.424842831033102,
'short_recall': 0.03333333333333333,
'sl_pct': 0.009909423393147931,
'subsample': 0.8005575058716043,
'test_accuracy': 0.0,
'total_pnl': -0.003108765094258989,
'total_trades': 16,
'tp_pct': 0.022809232846471066,
'train_accuracy': 0.9935546429386265,
'trial_num': 0,
'win_rate': 0.5,
'winning_trades': 8,
'zz_percent': 1.1247915185359671}
ind_param (optuna):
展開 Optuna 參數{'atr_period': [3, 20], 'atr_factor': [0.5, 5.0], 'zz_percent': [0.1, 1.5], 'reversal_abs': [0.0, 0.0], 'reversal_ticks': [0, 0], 'k_momentum_pct_change_window': [6, 504], 'n_estimators': [50, 300], 'max_depth': [2, 12], 'learning_rate': [0.01, 0.2], 'min_child_weight': [1.0, 50.0], 'subsample': [0.5, 1.0], 'colsample_bytree': [0.5, 1.0], 'reg_alpha': [0.0, 5.0], 'reg_lambda': [0.0, 5.0], 'optuna_seed': [1, 1000], 'tp_pct': [0.002, 0.1], 'sl_pct': [0.001, 0.05], 'max_hold_bars': [6, 192]}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 1000,
'n_splits': 4,
'purge_days': 7,
'test_window_months': 3,
'train_window_months': 6}
|
||||||||||||
| 2677 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2026-10-03 | 0.960 | 0.50% | 16 | -1.425 | 0.06 | 0.992 | 0.000 | 2026-10-03 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261003_1791012859
Data Hash: 4d2500492b3b40ec
Feature Score:
展開('[{"feature": "k_iter3_k_vol20_mfi14_bias", "importance": '
'0.5682716091196105}, {"feature": "vol_ratio", "importance": '
'0.15222782091992926}, {"feature": "pct_change", "importance": '
'0.12045628767557356}, {"feature": "hl_range", "importance": '
'0.03852020669572705}, {"feature": "body_size_pct", "importance": '
'0.03378424121946795}, {"feature": "price_position", "importance": '
'0.030608154495281505}, {"feature": "atr_norm", "importance": '
'0.028730836377491523}, {"feature": "consecutive_shrink", "importance": '
'0.02740084349691863}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "k_iter3_k_vol20_mfi14_bias", "importance": '
'0.5682716091196105}, {"feature": "vol_ratio", '
'"importance": 0.15222782091992926}, {"feature": '
'"pct_change", "importance": 0.12045628767557356}, '
'{"feature": "hl_range", "importance": '
'0.03852020669572705}, {"feature": "body_size_pct", '
'"importance": 0.03378424121946795}, {"feature": '
'"price_position", "importance": 0.030608154495281505}, '
'{"feature": "atr_norm", "importance": '
'0.028730836377491523}, {"feature": "consecutive_shrink", '
'"importance": 0.02740084349691863}]',
'_model_metadata': {'feature_names': ['pct_change',
'hl_range',
'atr_norm',
'vol_ratio',
'price_position',
'consecutive_shrink',
'body_size_pct',
'k_iter3_k_vol20_mfi14_bias'],
'git_commit': 'd167aa95',
'metrics': {'accuracy': 0.9924768518518519,
'balanced_accuracy': 0.34425017160767246,
'long_recall': 0.0,
'macro_f1': 0.35112221383063186,
'short_recall': 0.03333333333333333,
'train_accuracy': 0.9935546429386265},
'model_version': 'v1',
'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1',
'training_time_sec': 27.43677806854248},
'_run_source': 'llm',
'accuracy': 0.9924768518518519,
'atr_factor': 4.7782143788446225,
'atr_period': 9,
'avg_loss': -0.009730172311180311,
'avg_win': 0.009341576674397938,
'balanced_accuracy': 0.34425017160767246,
'colsample_bytree': 0.8540362888980227,
'expectancy': -0.0001942978183911868,
'k_momentum_pct_change_window': 304,
'learning_rate': 0.021035886311957897,
'long_recall': 0.0,
'losing_trades': 8,
'macro_f1': 0.35112221383063186,
'max_depth': 3,
'max_drawdown': 0.05589480476911283,
'max_hold_bars': 40,
'min_child_weight': 43.44263114297183,
'model_file': 'zz_sylvain_BTCUSDT_2_20261003_1791012859',
'n_estimators': 89,
'optuna_seed': 833,
'profit_factor': 0.9600628206413299,
'reg_alpha': 0.10292247147901223,
'reg_lambda': 4.8495492608099715,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': -1.424842831033102,
'short_recall': 0.03333333333333333,
'sl_pct': 0.009909423393147931,
'subsample': 0.8005575058716043,
'test_accuracy': 0.0,
'total_pnl': -0.003108765094258989,
'total_trades': 16,
'tp_pct': 0.022809232846471066,
'train_accuracy': 0.9935546429386265,
'trial_num': 0,
'win_rate': 0.5,
'winning_trades': 8,
'zz_percent': 1.1247915185359671}
ind_param (optuna):
展開 Optuna 參數{'atr_period': [3, 20], 'atr_factor': [0.5, 5.0], 'zz_percent': [0.1, 1.5], 'reversal_abs': [0.0, 0.0], 'reversal_ticks': [0, 0], 'k_momentum_pct_change_window': [6, 504], 'n_estimators': [50, 300], 'max_depth': [2, 12], 'learning_rate': [0.01, 0.2], 'min_child_weight': [1.0, 50.0], 'subsample': [0.5, 1.0], 'colsample_bytree': [0.5, 1.0], 'reg_alpha': [0.0, 5.0], 'reg_lambda': [0.0, 5.0], 'optuna_seed': [1, 1000], 'tp_pct': [0.002, 0.1], 'sl_pct': [0.001, 0.05], 'max_hold_bars': [6, 192]}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 1000,
'n_splits': 4,
'purge_days': 7,
'test_window_months': 3,
'train_window_months': 6}
|
||||||||||||
| 2675 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2026-10-03 | 0.960 | 0.50% | 16 | -1.425 | 0.06 | 0.992 | 0.000 | 2026-10-03 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261003_1791012798
Data Hash: 4d2500492b3b40ec
Feature Score:
展開('[{"feature": "k_iter3_k_vol20_mfi14_bias", "importance": '
'0.5682716091196105}, {"feature": "vol_ratio", "importance": '
'0.15222782091992926}, {"feature": "pct_change", "importance": '
'0.12045628767557356}, {"feature": "hl_range", "importance": '
'0.03852020669572705}, {"feature": "body_size_pct", "importance": '
'0.03378424121946795}, {"feature": "price_position", "importance": '
'0.030608154495281505}, {"feature": "atr_norm", "importance": '
'0.028730836377491523}, {"feature": "consecutive_shrink", "importance": '
'0.02740084349691863}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "k_iter3_k_vol20_mfi14_bias", "importance": '
'0.5682716091196105}, {"feature": "vol_ratio", '
'"importance": 0.15222782091992926}, {"feature": '
'"pct_change", "importance": 0.12045628767557356}, '
'{"feature": "hl_range", "importance": '
'0.03852020669572705}, {"feature": "body_size_pct", '
'"importance": 0.03378424121946795}, {"feature": '
'"price_position", "importance": 0.030608154495281505}, '
'{"feature": "atr_norm", "importance": '
'0.028730836377491523}, {"feature": "consecutive_shrink", '
'"importance": 0.02740084349691863}]',
'_model_metadata': {'feature_names': ['pct_change',
'hl_range',
'atr_norm',
'vol_ratio',
'price_position',
'consecutive_shrink',
'body_size_pct',
'k_iter3_k_vol20_mfi14_bias'],
'git_commit': 'd167aa95',
'metrics': {'accuracy': 0.9924768518518519,
'balanced_accuracy': 0.34425017160767246,
'long_recall': 0.0,
'macro_f1': 0.35112221383063186,
'short_recall': 0.03333333333333333,
'train_accuracy': 0.9935546429386265},
'model_version': 'v1',
'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1',
'training_time_sec': 27.564224243164062},
'_run_source': 'llm',
'accuracy': 0.9924768518518519,
'atr_factor': 4.7782143788446225,
'atr_period': 9,
'avg_loss': -0.009730172311180311,
'avg_win': 0.009341576674397938,
'balanced_accuracy': 0.34425017160767246,
'colsample_bytree': 0.8540362888980227,
'expectancy': -0.0001942978183911868,
'k_momentum_pct_change_window': 304,
'learning_rate': 0.021035886311957897,
'long_recall': 0.0,
'losing_trades': 8,
'macro_f1': 0.35112221383063186,
'max_depth': 3,
'max_drawdown': 0.05589480476911283,
'max_hold_bars': 40,
'min_child_weight': 43.44263114297183,
'model_file': 'zz_sylvain_BTCUSDT_2_20261003_1791012798',
'n_estimators': 89,
'optuna_seed': 833,
'profit_factor': 0.9600628206413299,
'reg_alpha': 0.10292247147901223,
'reg_lambda': 4.8495492608099715,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': -1.424842831033102,
'short_recall': 0.03333333333333333,
'sl_pct': 0.009909423393147931,
'subsample': 0.8005575058716043,
'test_accuracy': 0.0,
'total_pnl': -0.003108765094258989,
'total_trades': 16,
'tp_pct': 0.022809232846471066,
'train_accuracy': 0.9935546429386265,
'trial_num': 0,
'win_rate': 0.5,
'winning_trades': 8,
'zz_percent': 1.1247915185359671}
ind_param (optuna):
展開 Optuna 參數{'atr_period': [3, 20], 'atr_factor': [0.5, 5.0], 'zz_percent': [0.1, 1.5], 'reversal_abs': [0.0, 0.0], 'reversal_ticks': [0, 0], 'k_momentum_pct_change_window': [6, 504], 'n_estimators': [50, 300], 'max_depth': [2, 12], 'learning_rate': [0.01, 0.2], 'min_child_weight': [1.0, 50.0], 'subsample': [0.5, 1.0], 'colsample_bytree': [0.5, 1.0], 'reg_alpha': [0.0, 5.0], 'reg_lambda': [0.0, 5.0], 'optuna_seed': [1, 1000], 'tp_pct': [0.002, 0.1], 'sl_pct': [0.001, 0.05], 'max_hold_bars': [6, 192]}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 1000,
'n_splits': 4,
'purge_days': 7,
'test_window_months': 3,
'train_window_months': 6}
|
||||||||||||
| 2663 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2024-06-29 | 0.960 | 0.42% | 43 | -1.378 | 0.08 | 0.991 | 0.000 | 2026-10-03 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261003_1791004711
Data Hash: 4d2500492b3b40ec
Feature Score:
展開('[{"feature": "vol_ratio", "importance": 0.4227470510462786}, {"feature": '
'"pct_change", "importance": 0.2561824681145673}, {"feature": '
'"body_size_pct", "importance": 0.10666534257273676}, {"feature": "atr_norm", '
'"importance": 0.0986660180923397}, {"feature": "hl_range", "importance": '
'0.07682064602027677}, {"feature": "price_position", "importance": '
'0.03763980523558232}, {"feature": "consecutive_shrink", "importance": '
'0.0012786689182186937}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "vol_ratio", "importance": '
'0.4227470510462786}, {"feature": "pct_change", '
'"importance": 0.2561824681145673}, {"feature": '
'"body_size_pct", "importance": 0.10666534257273676}, '
'{"feature": "atr_norm", "importance": 0.0986660180923397}, '
'{"feature": "hl_range", "importance": '
'0.07682064602027677}, {"feature": "price_position", '
'"importance": 0.03763980523558232}, {"feature": '
'"consecutive_shrink", "importance": '
'0.0012786689182186937}]',
'_model_metadata': {'feature_names': ['pct_change',
'hl_range',
'atr_norm',
'vol_ratio',
'price_position',
'consecutive_shrink',
'body_size_pct'],
'git_commit': '2d0df290',
'metrics': {'accuracy': 0.9911738746690203,
'balanced_accuracy': 0.38788219735101953,
'long_recall': 0.05555555555555555,
'macro_f1': 0.40194047570311536,
'short_recall': 0.1111111111111111,
'train_accuracy': 0.9950726141078838},
'model_version': 'v1',
'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1',
'training_time_sec': 1.7516872882843018},
'_run_source': 'llm',
'accuracy': 0.9911738746690203,
'atr_factor': 4.7782143788446225,
'atr_period': 9,
'avg_loss': -0.009108436844655267,
'avg_win': 0.012140853114620867,
'balanced_accuracy': 0.38788219735101953,
'colsample_bytree': 0.8540362888980227,
'expectancy': -0.000213385233795489,
'k_momentum_pct_change_window': 304,
'learning_rate': 0.06452090304204987,
'long_recall': 0.05555555555555555,
'losing_trades': 25,
'macro_f1': 0.40194047570311536,
'max_depth': 2,
'max_drawdown': 0.08367587926477481,
'max_hold_bars': 40,
'min_child_weight': 43.44263114297183,
'model_file': 'zz_sylvain_BTCUSDT_2_20261003_1791004711',
'n_estimators': 65,
'optuna_seed': 833,
'profit_factor': 0.9597052042641533,
'reg_alpha': 0.10292247147901223,
'reg_lambda': 4.8495492608099715,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': -1.3779780935059207,
'short_recall': 0.1111111111111111,
'sl_pct': 0.009909423393147931,
'subsample': 0.8005575058716043,
'test_accuracy': 0.0,
'total_pnl': -0.009175565053206115,
'total_trades': 43,
'tp_pct': 0.022809232846471066,
'train_accuracy': 0.9950726141078838,
'trial_num': 0,
'win_rate': 0.4186046511627907,
'winning_trades': 18,
'zz_percent': 1.1247915185359671}
ind_param (optuna):
展開 Optuna 參數{'atr_period': [3, 20], 'atr_factor': [0.5, 5.0], 'zz_percent': [0.1, 1.5], 'reversal_abs': [0.0, 0.0], 'reversal_ticks': [0, 0], 'k_momentum_pct_change_window': [6, 504], 'n_estimators': [50, 150], 'max_depth': [2, 5], 'learning_rate': [0.05, 0.3], 'min_child_weight': [1.0, 50.0], 'subsample': [0.5, 1.0], 'colsample_bytree': [0.5, 1.0], 'reg_alpha': [0.0, 5.0], 'reg_lambda': [0.0, 5.0], 'optuna_seed': [1, 1000], 'tp_pct': [0.002, 0.1], 'sl_pct': [0.001, 0.05], 'max_hold_bars': [6, 192]}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 2,
'purge_days': 0,
'test_window_months': 2,
'train_window_months': 2}
|
||||||||||||
| 2667 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2024-06-29 | 0.960 | 0.42% | 43 | -1.378 | 0.08 | 0.991 | 0.000 | 2026-10-03 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261003_1791004725
Data Hash: 4d2500492b3b40ec
Feature Score:
展開('[{"feature": "vol_ratio", "importance": 0.4227470510462786}, {"feature": '
'"pct_change", "importance": 0.2561824681145673}, {"feature": '
'"body_size_pct", "importance": 0.10666534257273676}, {"feature": "atr_norm", '
'"importance": 0.0986660180923397}, {"feature": "hl_range", "importance": '
'0.07682064602027677}, {"feature": "price_position", "importance": '
'0.03763980523558232}, {"feature": "consecutive_shrink", "importance": '
'0.0012786689182186937}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "vol_ratio", "importance": '
'0.4227470510462786}, {"feature": "pct_change", '
'"importance": 0.2561824681145673}, {"feature": '
'"body_size_pct", "importance": 0.10666534257273676}, '
'{"feature": "atr_norm", "importance": 0.0986660180923397}, '
'{"feature": "hl_range", "importance": '
'0.07682064602027677}, {"feature": "price_position", '
'"importance": 0.03763980523558232}, {"feature": '
'"consecutive_shrink", "importance": '
'0.0012786689182186937}]',
'_model_metadata': {'feature_names': ['pct_change',
'hl_range',
'atr_norm',
'vol_ratio',
'price_position',
'consecutive_shrink',
'body_size_pct'],
'git_commit': '2d0df290',
'metrics': {'accuracy': 0.9911738746690203,
'balanced_accuracy': 0.38788219735101953,
'long_recall': 0.05555555555555555,
'macro_f1': 0.40194047570311536,
'short_recall': 0.1111111111111111,
'train_accuracy': 0.9950726141078838},
'model_version': 'v1',
'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1',
'training_time_sec': 1.8212330341339111},
'_run_source': 'llm',
'accuracy': 0.9911738746690203,
'atr_factor': 4.7782143788446225,
'atr_period': 9,
'avg_loss': -0.009108436844655267,
'avg_win': 0.012140853114620867,
'balanced_accuracy': 0.38788219735101953,
'colsample_bytree': 0.8540362888980227,
'expectancy': -0.000213385233795489,
'k_momentum_pct_change_window': 304,
'learning_rate': 0.06452090304204987,
'long_recall': 0.05555555555555555,
'losing_trades': 25,
'macro_f1': 0.40194047570311536,
'max_depth': 2,
'max_drawdown': 0.08367587926477481,
'max_hold_bars': 40,
'min_child_weight': 43.44263114297183,
'model_file': 'zz_sylvain_BTCUSDT_2_20261003_1791004725',
'n_estimators': 65,
'optuna_seed': 833,
'profit_factor': 0.9597052042641533,
'reg_alpha': 0.10292247147901223,
'reg_lambda': 4.8495492608099715,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': -1.3779780935059207,
'short_recall': 0.1111111111111111,
'sl_pct': 0.009909423393147931,
'subsample': 0.8005575058716043,
'test_accuracy': 0.0,
'total_pnl': -0.009175565053206115,
'total_trades': 43,
'tp_pct': 0.022809232846471066,
'train_accuracy': 0.9950726141078838,
'trial_num': 0,
'win_rate': 0.4186046511627907,
'winning_trades': 18,
'zz_percent': 1.1247915185359671}
ind_param (optuna):
展開 Optuna 參數{'atr_period': [3, 20], 'atr_factor': [0.5, 5.0], 'zz_percent': [0.1, 1.5], 'reversal_abs': [0.0, 0.0], 'reversal_ticks': [0, 0], 'k_momentum_pct_change_window': [6, 504], 'n_estimators': [50, 150], 'max_depth': [2, 5], 'learning_rate': [0.05, 0.3], 'min_child_weight': [1.0, 50.0], 'subsample': [0.5, 1.0], 'colsample_bytree': [0.5, 1.0], 'reg_alpha': [0.0, 5.0], 'reg_lambda': [0.0, 5.0], 'optuna_seed': [1, 1000], 'tp_pct': [0.002, 0.1], 'sl_pct': [0.001, 0.05], 'max_hold_bars': [6, 192]}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 2,
'purge_days': 0,
'test_window_months': 2,
'train_window_months': 2}
|
||||||||||||
| 2665 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2024-06-29 | 0.960 | 0.42% | 43 | -1.378 | 0.08 | 0.991 | 0.000 | 2026-10-03 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261003_1791004718
Data Hash: 4d2500492b3b40ec
Feature Score:
展開('[{"feature": "vol_ratio", "importance": 0.4227470510462786}, {"feature": '
'"pct_change", "importance": 0.2561824681145673}, {"feature": '
'"body_size_pct", "importance": 0.10666534257273676}, {"feature": "atr_norm", '
'"importance": 0.0986660180923397}, {"feature": "hl_range", "importance": '
'0.07682064602027677}, {"feature": "price_position", "importance": '
'0.03763980523558232}, {"feature": "consecutive_shrink", "importance": '
'0.0012786689182186937}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "vol_ratio", "importance": '
'0.4227470510462786}, {"feature": "pct_change", '
'"importance": 0.2561824681145673}, {"feature": '
'"body_size_pct", "importance": 0.10666534257273676}, '
'{"feature": "atr_norm", "importance": 0.0986660180923397}, '
'{"feature": "hl_range", "importance": '
'0.07682064602027677}, {"feature": "price_position", '
'"importance": 0.03763980523558232}, {"feature": '
'"consecutive_shrink", "importance": '
'0.0012786689182186937}]',
'_model_metadata': {'feature_names': ['pct_change',
'hl_range',
'atr_norm',
'vol_ratio',
'price_position',
'consecutive_shrink',
'body_size_pct'],
'git_commit': '2d0df290',
'metrics': {'accuracy': 0.9911738746690203,
'balanced_accuracy': 0.38788219735101953,
'long_recall': 0.05555555555555555,
'macro_f1': 0.40194047570311536,
'short_recall': 0.1111111111111111,
'train_accuracy': 0.9950726141078838},
'model_version': 'v1',
'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1',
'training_time_sec': 1.821397066116333},
'_run_source': 'llm',
'accuracy': 0.9911738746690203,
'atr_factor': 4.7782143788446225,
'atr_period': 9,
'avg_loss': -0.009108436844655267,
'avg_win': 0.012140853114620867,
'balanced_accuracy': 0.38788219735101953,
'colsample_bytree': 0.8540362888980227,
'expectancy': -0.000213385233795489,
'k_momentum_pct_change_window': 304,
'learning_rate': 0.06452090304204987,
'long_recall': 0.05555555555555555,
'losing_trades': 25,
'macro_f1': 0.40194047570311536,
'max_depth': 2,
'max_drawdown': 0.08367587926477481,
'max_hold_bars': 40,
'min_child_weight': 43.44263114297183,
'model_file': 'zz_sylvain_BTCUSDT_2_20261003_1791004718',
'n_estimators': 65,
'optuna_seed': 833,
'profit_factor': 0.9597052042641533,
'reg_alpha': 0.10292247147901223,
'reg_lambda': 4.8495492608099715,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': -1.3779780935059207,
'short_recall': 0.1111111111111111,
'sl_pct': 0.009909423393147931,
'subsample': 0.8005575058716043,
'test_accuracy': 0.0,
'total_pnl': -0.009175565053206115,
'total_trades': 43,
'tp_pct': 0.022809232846471066,
'train_accuracy': 0.9950726141078838,
'trial_num': 0,
'win_rate': 0.4186046511627907,
'winning_trades': 18,
'zz_percent': 1.1247915185359671}
ind_param (optuna):
展開 Optuna 參數{'atr_period': [3, 20], 'atr_factor': [0.5, 5.0], 'zz_percent': [0.1, 1.5], 'reversal_abs': [0.0, 0.0], 'reversal_ticks': [0, 0], 'k_momentum_pct_change_window': [6, 504], 'n_estimators': [50, 150], 'max_depth': [2, 5], 'learning_rate': [0.05, 0.3], 'min_child_weight': [1.0, 50.0], 'subsample': [0.5, 1.0], 'colsample_bytree': [0.5, 1.0], 'reg_alpha': [0.0, 5.0], 'reg_lambda': [0.0, 5.0], 'optuna_seed': [1, 1000], 'tp_pct': [0.002, 0.1], 'sl_pct': [0.001, 0.05], 'max_hold_bars': [6, 192]}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 2,
'purge_days': 0,
'test_window_months': 2,
'train_window_months': 2}
|
||||||||||||
| 1682 | BTCUSDT | 5 | volume_price_pivot_v86_y_C2 | 2023-08-01 ~ 2026-07-31 | 0.959 | 0.74% | 761 | -1.371 | 0.08 | 0.922 | 0.000 | 2026-07-12 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C2_BTCUSDT_2_20260711_1783773717
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.736238668782058}, '
'{"feature": "K_body_size_pct", "importance": 0.12335125909625094}, '
'{"feature": "O_pct_change_12", "importance": 0.04762168819242302}, '
'{"feature": "O_div_amplitude_12", "importance": 0.02853329402267311}, '
'{"feature": "K_high_pct_change_12", "importance": 0.02467023197119964}, '
'{"feature": "O_div_amplitude_48", "importance": 0.018935653458185292}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.01356743344392632}, '
'{"feature": "O_div_binary_12", "importance": 0.0039774876698883375}, '
'{"feature": "K_consecutive_shrink", "importance": 0.002945657506452244}, '
'{"feature": "O_div_binary_48", "importance": 0.0001586258569430262}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.736238668782058}, {"feature": "K_body_size_pct", '
'"importance": 0.12335125909625094}, {"feature": '
'"O_pct_change_12", "importance": 0.04762168819242302}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.02853329402267311}, {"feature": "K_high_pct_change_12", '
'"importance": 0.02467023197119964}, {"feature": '
'"O_div_amplitude_48", "importance": 0.018935653458185292}, '
'{"feature": "K_momentum_pct_change_48", "importance": '
'0.01356743344392632}, {"feature": "O_div_binary_12", '
'"importance": 0.0039774876698883375}, {"feature": '
'"K_consecutive_shrink", "importance": '
'0.002945657506452244}, {"feature": "O_div_binary_48", '
'"importance": 0.0001586258569430262}]',
'_model_metadata': {'created_at': '2026-07-12T04:33:56.263330',
'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': 0.0663332045542454,
'max_depth': 4,
'n_estimators': 290,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9472485065744649,
'train_accuracy': 0.9217657633664026},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1',
'training_time_sec': 7.6718833446502686},
'accuracy': 0.9217657633664026,
'avg_loss': -0.004656435695969978,
'avg_win': 0.001559681873521983,
'expectancy': -4.948390990760468e-05,
'learning_rate': 0.0663332045542454,
'losing_trades': 197,
'max_depth': 4,
'max_drawdown': 0.0831550874360293,
'model_file': 'volume_price_pivot_v86_y_C2_BTCUSDT_2_20260711_1783773717',
'n_estimators': 290,
'profit_factor': 0.9589485191264305,
'sharpe_ratio': -1.3713724301227892,
'span': 6,
'top_pct': 7,
'total_pnl': -0.037657255439687246,
'total_trades': 761,
'trail_stop_1': 0.03385140328954983,
'trail_stop_2': 0.13652652214323077,
'trail_stop_3': 0.3021327411611352,
'trail_stop_4': 0.8786560644950547,
'trail_stop_5': 2.7805837436781187,
'trail_thr_1': 0.3344525377689309,
'trail_thr_2': 0.4382031026653672,
'trail_thr_3': 1.3785656711610415,
'trail_thr_4': 1.7006060194873438,
'trail_thr_5': 3.9051267994715664,
'trial_num': 4,
'vp_subset_size': 1,
'win_rate': 0.7411300919842313,
'winning_trades': 564}
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}
|
||||||||||||
| 1215 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2024-01-01 ~ 2025-01-01 | 0.952 | 0.74% | 191 | -1.581 | 0.05 | 0.854 | 0.000 | 2026-07-03 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260703_1783041647
Data Hash: 5b3bc0bfcff660fa
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.5580497369034406}, '
'{"feature": "K_close_position_in_hl", "importance": 0.09908148075170738}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.09498516820903032}, '
'{"feature": "K_body_size_pct", "importance": 0.08091850176855601}, '
'{"feature": "O_div_amplitude_12", "importance": 0.06286269370535132}, '
'{"feature": "O_div_amplitude_48", "importance": 0.043279905758826835}, '
'{"feature": "O_pct_change_12", "importance": 0.034266947867274265}, '
'{"feature": "O_div_binary_12", "importance": 0.012580985626381408}, '
'{"feature": "K_consecutive_shrink", "importance": 0.012111321867814653}, '
'{"feature": "O_div_binary_48", "importance": 0.0018632575416172546}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.5580497369034406}, {"feature": "K_close_position_in_hl", '
'"importance": 0.09908148075170738}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.09498516820903032}, {"feature": "K_body_size_pct", '
'"importance": 0.08091850176855601}, {"feature": '
'"O_div_amplitude_12", "importance": 0.06286269370535132}, '
'{"feature": "O_div_amplitude_48", "importance": '
'0.043279905758826835}, {"feature": "O_pct_change_12", '
'"importance": 0.034266947867274265}, {"feature": '
'"O_div_binary_12", "importance": 0.012580985626381408}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.012111321867814653}, {"feature": "O_div_binary_48", '
'"importance": 0.0018632575416172546}]',
'_model_metadata': {'created_at': '2026-07-03T17:20:47.104235',
'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': 0.884533974160583,
'train_accuracy': 0.853625170998632},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 3655,
'tags': {},
'training_data_hash': '5b3bc0bfcff660fa-374708fff7719dd5',
'training_time_sec': 0.996138334274292},
'accuracy': 0.853625170998632,
'avg_loss': -0.004860654007858622,
'avg_win': 0.001597561910768005,
'expectancy': -5.9257879874427934e-05,
'losing_trades': 49,
'max_drawdown': 0.04586522177598543,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260703_1783041647',
'profit_factor': 0.952478658903083,
'sharpe_ratio': -1.580557807756232,
'total_pnl': -0.011318255056015757,
'total_trades': 191,
'trial_num': 0,
'win_rate': 0.743455497382199,
'winning_trades': 142}
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}
|
||||||||||||
| 1214 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2024-01-01 ~ 2025-01-01 | 0.952 | 0.74% | 191 | -1.581 | 0.05 | 0.854 | 0.000 | 2026-07-03 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260703_1783041642
Data Hash: 5b3bc0bfcff660fa
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.5580497369034406}, '
'{"feature": "K_close_position_in_hl", "importance": 0.09908148075170738}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.09498516820903032}, '
'{"feature": "K_body_size_pct", "importance": 0.08091850176855601}, '
'{"feature": "O_div_amplitude_12", "importance": 0.06286269370535132}, '
'{"feature": "O_div_amplitude_48", "importance": 0.043279905758826835}, '
'{"feature": "O_pct_change_12", "importance": 0.034266947867274265}, '
'{"feature": "O_div_binary_12", "importance": 0.012580985626381408}, '
'{"feature": "K_consecutive_shrink", "importance": 0.012111321867814653}, '
'{"feature": "O_div_binary_48", "importance": 0.0018632575416172546}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.5580497369034406}, {"feature": "K_close_position_in_hl", '
'"importance": 0.09908148075170738}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.09498516820903032}, {"feature": "K_body_size_pct", '
'"importance": 0.08091850176855601}, {"feature": '
'"O_div_amplitude_12", "importance": 0.06286269370535132}, '
'{"feature": "O_div_amplitude_48", "importance": '
'0.043279905758826835}, {"feature": "O_pct_change_12", '
'"importance": 0.034266947867274265}, {"feature": '
'"O_div_binary_12", "importance": 0.012580985626381408}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.012111321867814653}, {"feature": "O_div_binary_48", '
'"importance": 0.0018632575416172546}]',
'_model_metadata': {'created_at': '2026-07-03T17:20:41.755260',
'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': 0.884533974160583,
'train_accuracy': 0.853625170998632},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 3655,
'tags': {},
'training_data_hash': '5b3bc0bfcff660fa-374708fff7719dd5',
'training_time_sec': 0.9795491695404053},
'accuracy': 0.853625170998632,
'avg_loss': -0.004860654007858622,
'avg_win': 0.001597561910768005,
'expectancy': -5.9257879874427934e-05,
'losing_trades': 49,
'max_drawdown': 0.04586522177598543,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260703_1783041642',
'profit_factor': 0.952478658903083,
'sharpe_ratio': -1.580557807756232,
'total_pnl': -0.011318255056015757,
'total_trades': 191,
'trial_num': 0,
'win_rate': 0.743455497382199,
'winning_trades': 142}
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}
|
||||||||||||
| 1242 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-10-01 ~ 2026-06-30 | 0.945 | 0.75% | 758 | -1.822 | 0.15 | 0.833 | 0.000 | 2026-07-05 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260705_1783219332
Data Hash: 3c112bae8dd2b04f
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.584185373262238}, '
'{"feature": "K_close_position_in_hl", "importance": 0.09490212446474253}, '
'{"feature": "O_div_amplitude_12", "importance": 0.08707806131521631}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.06225676617272282}, '
'{"feature": "K_body_size_pct", "importance": 0.058172508296023974}, '
'{"feature": "O_pct_change_12", "importance": 0.05797716836448111}, '
'{"feature": "O_div_amplitude_48", "importance": 0.03357535362600008}, '
'{"feature": "O_div_binary_12", "importance": 0.010658892878577957}, '
'{"feature": "K_consecutive_shrink", "importance": 0.009097187450520685}, '
'{"feature": "O_div_binary_48", "importance": 0.0020965641694764303}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.584185373262238}, {"feature": "K_close_position_in_hl", '
'"importance": 0.09490212446474253}, {"feature": '
'"O_div_amplitude_12", "importance": 0.08707806131521631}, '
'{"feature": "K_momentum_pct_change_48", "importance": '
'0.06225676617272282}, {"feature": "K_body_size_pct", '
'"importance": 0.058172508296023974}, {"feature": '
'"O_pct_change_12", "importance": 0.05797716836448111}, '
'{"feature": "O_div_amplitude_48", "importance": '
'0.03357535362600008}, {"feature": "O_div_binary_12", '
'"importance": 0.010658892878577957}, {"feature": '
'"K_consecutive_shrink", "importance": '
'0.009097187450520685}, {"feature": "O_div_binary_48", '
'"importance": 0.0020965641694764303}]',
'_model_metadata': {'created_at': '2026-07-05T18:42:12.109793',
'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': 0.90450203558355,
'train_accuracy': 0.8332009005429745},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15102,
'tags': {},
'training_data_hash': '3c112bae8dd2b04f-374708fff7719dd5',
'training_time_sec': 4.093548774719238},
'accuracy': 0.8332009005429745,
'avg_loss': -0.005136958901137738,
'avg_win': 0.0015789288267890472,
'expectancy': -6.903306950961012e-05,
'losing_trades': 186,
'max_drawdown': 0.15089964965276115,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260705_1783219332',
'profit_factor': 0.9452344624625864,
'sharpe_ratio': -1.821741885592391,
'total_pnl': -0.05232706668828415,
'total_trades': 758,
'trial_num': 0,
'win_rate': 0.7546174142480211,
'winning_trades': 572}
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}
|
||||||||||||
| 1236 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-10-01 ~ 2026-06-30 | 0.945 | 0.75% | 758 | -1.822 | 0.15 | 0.833 | 0.000 | 2026-07-04 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260704_1783116466
Data Hash: 3c112bae8dd2b04f
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.584185373262238}, '
'{"feature": "K_close_position_in_hl", "importance": 0.09490212446474253}, '
'{"feature": "O_div_amplitude_12", "importance": 0.08707806131521631}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.06225676617272282}, '
'{"feature": "K_body_size_pct", "importance": 0.058172508296023974}, '
'{"feature": "O_pct_change_12", "importance": 0.05797716836448111}, '
'{"feature": "O_div_amplitude_48", "importance": 0.03357535362600008}, '
'{"feature": "O_div_binary_12", "importance": 0.010658892878577957}, '
'{"feature": "K_consecutive_shrink", "importance": 0.009097187450520685}, '
'{"feature": "O_div_binary_48", "importance": 0.0020965641694764303}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.584185373262238}, {"feature": "K_close_position_in_hl", '
'"importance": 0.09490212446474253}, {"feature": '
'"O_div_amplitude_12", "importance": 0.08707806131521631}, '
'{"feature": "K_momentum_pct_change_48", "importance": '
'0.06225676617272282}, {"feature": "K_body_size_pct", '
'"importance": 0.058172508296023974}, {"feature": '
'"O_pct_change_12", "importance": 0.05797716836448111}, '
'{"feature": "O_div_amplitude_48", "importance": '
'0.03357535362600008}, {"feature": "O_div_binary_12", '
'"importance": 0.010658892878577957}, {"feature": '
'"K_consecutive_shrink", "importance": '
'0.009097187450520685}, {"feature": "O_div_binary_48", '
'"importance": 0.0020965641694764303}]',
'_model_metadata': {'created_at': '2026-07-04T14:07:46.029154',
'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': 0.90450203558355,
'train_accuracy': 0.8332009005429745},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15102,
'tags': {},
'training_data_hash': '3c112bae8dd2b04f-374708fff7719dd5',
'training_time_sec': 4.099463224411011},
'accuracy': 0.8332009005429745,
'avg_loss': -0.005136958901137738,
'avg_win': 0.0015789288267890472,
'expectancy': -6.903306950961012e-05,
'losing_trades': 186,
'max_drawdown': 0.15089964965276115,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260704_1783116466',
'profit_factor': 0.9452344624625864,
'sharpe_ratio': -1.821741885592391,
'total_pnl': -0.05232706668828415,
'total_trades': 758,
'trial_num': 0,
'win_rate': 0.7546174142480211,
'winning_trades': 572}
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}
|
||||||||||||
| 1281 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-11-01 ~ 2026-05-31 | 0.925 | 0.75% | 760 | -2.488 | 0.18 | 0.833 | 0.000 | 2026-07-07 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783404379
Data Hash: 52698cfc76d1b4eb
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6175115139532545}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.08519493706072108}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07050230832109042}, '
'{"feature": "K_body_size_pct", "importance": 0.06824227187747607}, '
'{"feature": "O_div_amplitude_12", "importance": 0.06635406057611197}, '
'{"feature": "O_div_amplitude_48", "importance": 0.040424344610392286}, '
'{"feature": "O_pct_change_12", "importance": 0.02174659029355054}, '
'{"feature": "O_div_binary_12", "importance": 0.01783174985005283}, '
'{"feature": "K_consecutive_shrink", "importance": 0.011045852509030674}, '
'{"feature": "O_div_binary_48", "importance": 0.0011463709483195775}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6175115139532545}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.08519493706072108}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.07050230832109042}, {"feature": "K_body_size_pct", '
'"importance": 0.06824227187747607}, {"feature": '
'"O_div_amplitude_12", "importance": 0.06635406057611197}, '
'{"feature": "O_div_amplitude_48", "importance": '
'0.040424344610392286}, {"feature": "O_pct_change_12", '
'"importance": 0.02174659029355054}, {"feature": '
'"O_div_binary_12", "importance": 0.01783174985005283}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.011045852509030674}, {"feature": "O_div_binary_48", '
'"importance": 0.0011463709483195775}]',
'_model_metadata': {'created_at': '2026-07-07T22:06:18.752985',
'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': 0.9076495532598073,
'train_accuracy': 0.8331569198200582},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15116,
'tags': {},
'training_data_hash': '52698cfc76d1b4eb-374708fff7719dd5',
'training_time_sec': 4.1109840869903564},
'accuracy': 0.8331569198200582,
'avg_loss': -0.005094919114877489,
'avg_win': 0.0015717561766683311,
'expectancy': -9.49126462181241e-05,
'losing_trades': 190,
'max_drawdown': 0.1804640127725749,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783404379',
'profit_factor': 0.9254844726064656,
'sharpe_ratio': -2.487870742784693,
'total_pnl': -0.07213361112577431,
'total_trades': 760,
'trial_num': 0,
'win_rate': 0.75,
'winning_trades': 570}
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}
|
||||||||||||
| 1261 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-11-01 ~ 2026-05-31 | 0.925 | 0.75% | 760 | -2.488 | 0.18 | 0.833 | 0.000 | 2026-07-07 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783403813
Data Hash: 52698cfc76d1b4eb
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6175115139532545}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.08519493706072108}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07050230832109042}, '
'{"feature": "K_body_size_pct", "importance": 0.06824227187747607}, '
'{"feature": "O_div_amplitude_12", "importance": 0.06635406057611197}, '
'{"feature": "O_div_amplitude_48", "importance": 0.040424344610392286}, '
'{"feature": "O_pct_change_12", "importance": 0.02174659029355054}, '
'{"feature": "O_div_binary_12", "importance": 0.01783174985005283}, '
'{"feature": "K_consecutive_shrink", "importance": 0.011045852509030674}, '
'{"feature": "O_div_binary_48", "importance": 0.0011463709483195775}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6175115139532545}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.08519493706072108}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.07050230832109042}, {"feature": "K_body_size_pct", '
'"importance": 0.06824227187747607}, {"feature": '
'"O_div_amplitude_12", "importance": 0.06635406057611197}, '
'{"feature": "O_div_amplitude_48", "importance": '
'0.040424344610392286}, {"feature": "O_pct_change_12", '
'"importance": 0.02174659029355054}, {"feature": '
'"O_div_binary_12", "importance": 0.01783174985005283}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.011045852509030674}, {"feature": "O_div_binary_48", '
'"importance": 0.0011463709483195775}]',
'_model_metadata': {'created_at': '2026-07-07T21:56:52.756834',
'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': 0.9076495532598073,
'train_accuracy': 0.8331569198200582},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15116,
'tags': {},
'training_data_hash': '52698cfc76d1b4eb-374708fff7719dd5',
'training_time_sec': 4.108833074569702},
'accuracy': 0.8331569198200582,
'avg_loss': -0.005094919114877489,
'avg_win': 0.0015717561766683311,
'expectancy': -9.49126462181241e-05,
'losing_trades': 190,
'max_drawdown': 0.1804640127725749,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783403813',
'profit_factor': 0.9254844726064656,
'sharpe_ratio': -2.487870742784693,
'total_pnl': -0.07213361112577431,
'total_trades': 760,
'trial_num': 0,
'win_rate': 0.75,
'winning_trades': 570}
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}
|
||||||||||||
| 1271 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-11-01 ~ 2026-05-31 | 0.925 | 0.75% | 760 | -2.488 | 0.18 | 0.833 | 0.000 | 2026-07-07 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783404094
Data Hash: 52698cfc76d1b4eb
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6175115139532545}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.08519493706072108}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07050230832109042}, '
'{"feature": "K_body_size_pct", "importance": 0.06824227187747607}, '
'{"feature": "O_div_amplitude_12", "importance": 0.06635406057611197}, '
'{"feature": "O_div_amplitude_48", "importance": 0.040424344610392286}, '
'{"feature": "O_pct_change_12", "importance": 0.02174659029355054}, '
'{"feature": "O_div_binary_12", "importance": 0.01783174985005283}, '
'{"feature": "K_consecutive_shrink", "importance": 0.011045852509030674}, '
'{"feature": "O_div_binary_48", "importance": 0.0011463709483195775}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6175115139532545}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.08519493706072108}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.07050230832109042}, {"feature": "K_body_size_pct", '
'"importance": 0.06824227187747607}, {"feature": '
'"O_div_amplitude_12", "importance": 0.06635406057611197}, '
'{"feature": "O_div_amplitude_48", "importance": '
'0.040424344610392286}, {"feature": "O_pct_change_12", '
'"importance": 0.02174659029355054}, {"feature": '
'"O_div_binary_12", "importance": 0.01783174985005283}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.011045852509030674}, {"feature": "O_div_binary_48", '
'"importance": 0.0011463709483195775}]',
'_model_metadata': {'created_at': '2026-07-07T22:01:33.813344',
'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': 0.9076495532598073,
'train_accuracy': 0.8331569198200582},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15116,
'tags': {},
'training_data_hash': '52698cfc76d1b4eb-374708fff7719dd5',
'training_time_sec': 4.134746551513672},
'accuracy': 0.8331569198200582,
'avg_loss': -0.005094919114877489,
'avg_win': 0.0015717561766683311,
'expectancy': -9.49126462181241e-05,
'losing_trades': 190,
'max_drawdown': 0.1804640127725749,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783404094',
'profit_factor': 0.9254844726064656,
'sharpe_ratio': -2.487870742784693,
'total_pnl': -0.07213361112577431,
'total_trades': 760,
'trial_num': 0,
'win_rate': 0.75,
'winning_trades': 570}
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}
|
||||||||||||
| 1677 | BTCUSDT | 5 | volume_price_pivot_v86_y_C2 | 2023-08-01 ~ 2026-07-31 | 0.920 | 0.72% | 761 | -2.679 | 0.11 | 0.903 | 0.000 | 2026-07-12 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C2_BTCUSDT_2_20260711_1783770632
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.8149763924838941}, '
'{"feature": "K_body_size_pct", "importance": 0.10714221601198362}, '
'{"feature": "O_pct_change_12", "importance": 0.0351901453924079}, '
'{"feature": "O_div_amplitude_12", "importance": 0.011868906540858828}, '
'{"feature": "O_div_amplitude_48", "importance": 0.010582106685552897}, '
'{"feature": "K_high_pct_change_12", "importance": 0.010545671342429019}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.005342380656600486}, '
'{"feature": "O_div_binary_12", "importance": 0.0028226411611942098}, '
'{"feature": "K_consecutive_shrink", "importance": 0.0014160678510107972}, '
'{"feature": "O_div_binary_48", "importance": 0.0001134718740682473}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.8149763924838941}, {"feature": "K_body_size_pct", '
'"importance": 0.10714221601198362}, {"feature": '
'"O_pct_change_12", "importance": 0.0351901453924079}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.011868906540858828}, {"feature": "O_div_amplitude_48", '
'"importance": 0.010582106685552897}, {"feature": '
'"K_high_pct_change_12", "importance": '
'0.010545671342429019}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.005342380656600486}, {"feature": "O_div_binary_12", '
'"importance": 0.0028226411611942098}, {"feature": '
'"K_consecutive_shrink", "importance": '
'0.0014160678510107972}, {"feature": "O_div_binary_48", '
'"importance": 0.0001134718740682473}]',
'_model_metadata': {'created_at': '2026-07-12T03:46:54.116608',
'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': 0.08768825932324495,
'max_depth': 3,
'n_estimators': 176,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9544003824400847,
'train_accuracy': 0.903056128903389},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1',
'training_time_sec': 3.6193654537200928},
'accuracy': 0.903056128903389,
'avg_loss': -0.004386202550085661,
'avg_win': 0.0015686131871370506,
'expectancy': -9.810922025905674e-05,
'learning_rate': 0.08768825932324495,
'losing_trades': 213,
'max_depth': 3,
'max_drawdown': 0.10918297483363325,
'model_file': 'volume_price_pivot_v86_y_C2_BTCUSDT_2_20260711_1783770632',
'n_estimators': 176,
'profit_factor': 0.9200853881560856,
'sharpe_ratio': -2.6794392829995455,
'span': 22,
'top_pct': 11,
'total_pnl': -0.07466111661714192,
'total_trades': 761,
'trail_stop_1': -0.07053657099316792,
'trail_stop_2': 0.16003475595716188,
'trail_stop_3': 0.4482508904543768,
'trail_stop_4': 0.8384390102700641,
'trail_stop_5': 1.9946701188027194,
'trail_thr_1': 0.3226058694924157,
'trail_thr_2': 0.35757848019704924,
'trail_thr_3': 1.1720375297474945,
'trail_thr_4': 1.6583979079280748,
'trail_thr_5': 3.6422023095228266,
'trial_num': 18,
'vp_subset_size': 2,
'win_rate': 0.7201051248357424,
'winning_trades': 548}
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}
|
||||||||||||
| 1296 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-04-30 | 0.919 | 0.73% | 761 | -2.692 | 0.13 | 0.905 | 0.000 | 2026-07-07 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783404891
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.5655635542760272}, '
'{"feature": "K_consecutive_shrink", "importance": 0.14603410050246676}, '
'{"feature": "K_body_size_pct", "importance": 0.10377941561878895}, '
'{"feature": "O_div_amplitude_12", "importance": 0.07673460808298385}, '
'{"feature": "K_high_pct_change_12", "importance": 0.0754445163056545}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.01679260287048862}, '
'{"feature": "O_div_binary_12", "importance": 0.006193564560846344}, '
'{"feature": "O_div_amplitude_48", "importance": 0.005316557783773035}, '
'{"feature": "O_pct_change_12", "importance": 0.004141079998970581}, '
'{"feature": "O_div_binary_48", "importance": 0.0}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.5655635542760272}, {"feature": "K_consecutive_shrink", '
'"importance": 0.14603410050246676}, {"feature": '
'"K_body_size_pct", "importance": 0.10377941561878895}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.07673460808298385}, {"feature": "K_high_pct_change_12", '
'"importance": 0.0754445163056545}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.01679260287048862}, {"feature": "O_div_binary_12", '
'"importance": 0.006193564560846344}, {"feature": '
'"O_div_amplitude_48", "importance": 0.005316557783773035}, '
'{"feature": "O_pct_change_12", "importance": '
'0.004141079998970581}, {"feature": "O_div_binary_48", '
'"importance": 0.0}]',
'_model_metadata': {'created_at': '2026-07-07T22:14:50.767406',
'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': 0.9497001355050457,
'train_accuracy': 0.9049870164458352},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
'training_time_sec': 4.012505054473877},
'accuracy': 0.9049870164458352,
'avg_loss': -0.004694411951905402,
'avg_win': 0.0015692574420366073,
'expectancy': -0.00010160311902808125,
'losing_trades': 203,
'max_drawdown': 0.13403812359158335,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783404891',
'profit_factor': 0.9188638378430275,
'sharpe_ratio': -2.692483381510205,
'total_pnl': -0.07731997358036954,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.7332457293035479,
'winning_trades': 558}
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}
|
||||||||||||
| 1367 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-10-01 ~ 2026-06-30 | 0.918 | 0.75% | 946 | -2.739 | 0.25 | 0.832 | 0.000 | 2026-07-10 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260710_1783651054
Data Hash: 3c112bae8dd2b04f
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.616850602372694}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.08230958316757458}, '
'{"feature": "K_body_size_pct", "importance": 0.07266494938841213}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07102717450714281}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0658394693174335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.040493082877757346}, '
'{"feature": "O_pct_change_12", "importance": 0.022658304937960068}, '
'{"feature": "O_div_binary_12", "importance": 0.016689006291452754}, '
'{"feature": "K_consecutive_shrink", "importance": 0.010221943185100996}, '
'{"feature": "O_div_binary_48", "importance": 0.0012458839544717993}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.616850602372694}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.08230958316757458}, {"feature": "K_body_size_pct", '
'"importance": 0.07266494938841213}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.07102717450714281}, {"feature": "O_div_amplitude_12", '
'"importance": 0.0658394693174335}, {"feature": '
'"O_div_amplitude_48", "importance": 0.040493082877757346}, '
'{"feature": "O_pct_change_12", "importance": '
'0.022658304937960068}, {"feature": "O_div_binary_12", '
'"importance": 0.016689006291452754}, {"feature": '
'"K_consecutive_shrink", "importance": '
'0.010221943185100996}, {"feature": "O_div_binary_48", '
'"importance": 0.0012458839544717993}]',
'_model_metadata': {'created_at': '2026-07-10T18:37:34.134900',
'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': 0.9053443407100046,
'train_accuracy': 0.8322076546152828},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15102,
'tags': {},
'training_data_hash': '3c112bae8dd2b04f-374708fff7719dd5',
'training_time_sec': 4.078319311141968},
'accuracy': 0.8322076546152828,
'avg_loss': -0.005141602960013573,
'avg_win': 0.0015689775941912611,
'expectancy': -0.00010512072588520936,
'losing_trades': 236,
'max_drawdown': 0.24858460663316856,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260710_1783651054',
'profit_factor': 0.9180462279123704,
'sharpe_ratio': -2.739004535418263,
'total_pnl': -0.09944420668740789,
'total_trades': 946,
'trial_num': 0,
'win_rate': 0.7505285412262156,
'winning_trades': 710}
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}
|
||||||||||||
| 1301 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-10-01 ~ 2026-06-30 | 0.918 | 0.75% | 946 | -2.739 | 0.25 | 0.832 | 0.000 | 2026-07-07 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783405050
Data Hash: 3c112bae8dd2b04f
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.616850602372694}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.08230958316757458}, '
'{"feature": "K_body_size_pct", "importance": 0.07266494938841213}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07102717450714281}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0658394693174335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.040493082877757346}, '
'{"feature": "O_pct_change_12", "importance": 0.022658304937960068}, '
'{"feature": "O_div_binary_12", "importance": 0.016689006291452754}, '
'{"feature": "K_consecutive_shrink", "importance": 0.010221943185100996}, '
'{"feature": "O_div_binary_48", "importance": 0.0012458839544717993}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.616850602372694}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.08230958316757458}, {"feature": "K_body_size_pct", '
'"importance": 0.07266494938841213}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.07102717450714281}, {"feature": "O_div_amplitude_12", '
'"importance": 0.0658394693174335}, {"feature": '
'"O_div_amplitude_48", "importance": 0.040493082877757346}, '
'{"feature": "O_pct_change_12", "importance": '
'0.022658304937960068}, {"feature": "O_div_binary_12", '
'"importance": 0.016689006291452754}, {"feature": '
'"K_consecutive_shrink", "importance": '
'0.010221943185100996}, {"feature": "O_div_binary_48", '
'"importance": 0.0012458839544717993}]',
'_model_metadata': {'created_at': '2026-07-07T22:17:30.006428',
'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': 0.9053443407100046,
'train_accuracy': 0.8322076546152828},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15102,
'tags': {},
'training_data_hash': '3c112bae8dd2b04f-374708fff7719dd5',
'training_time_sec': 4.153331518173218},
'accuracy': 0.8322076546152828,
'avg_loss': -0.005141602960013573,
'avg_win': 0.0015689775941912611,
'expectancy': -0.00010512072588520936,
'losing_trades': 236,
'max_drawdown': 0.24858460663316856,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783405050',
'profit_factor': 0.9180462279123704,
'sharpe_ratio': -2.739004535418263,
'total_pnl': -0.09944420668740789,
'total_trades': 946,
'trial_num': 0,
'win_rate': 0.7505285412262156,
'winning_trades': 710}
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}
|
||||||||||||
| 1351 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-10-01 ~ 2026-06-30 | 0.918 | 0.75% | 946 | -2.739 | 0.25 | 0.832 | 0.000 | 2026-07-09 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260709_1783559878
Data Hash: 3c112bae8dd2b04f
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.616850602372694}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.08230958316757458}, '
'{"feature": "K_body_size_pct", "importance": 0.07266494938841213}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07102717450714281}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0658394693174335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.040493082877757346}, '
'{"feature": "O_pct_change_12", "importance": 0.022658304937960068}, '
'{"feature": "O_div_binary_12", "importance": 0.016689006291452754}, '
'{"feature": "K_consecutive_shrink", "importance": 0.010221943185100996}, '
'{"feature": "O_div_binary_48", "importance": 0.0012458839544717993}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.616850602372694}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.08230958316757458}, {"feature": "K_body_size_pct", '
'"importance": 0.07266494938841213}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.07102717450714281}, {"feature": "O_div_amplitude_12", '
'"importance": 0.0658394693174335}, {"feature": '
'"O_div_amplitude_48", "importance": 0.040493082877757346}, '
'{"feature": "O_pct_change_12", "importance": '
'0.022658304937960068}, {"feature": "O_div_binary_12", '
'"importance": 0.016689006291452754}, {"feature": '
'"K_consecutive_shrink", "importance": '
'0.010221943185100996}, {"feature": "O_div_binary_48", '
'"importance": 0.0012458839544717993}]',
'_model_metadata': {'created_at': '2026-07-09T17:17:57.853533',
'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': 0.9053443407100046,
'train_accuracy': 0.8322076546152828},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15102,
'tags': {},
'training_data_hash': '3c112bae8dd2b04f-374708fff7719dd5',
'training_time_sec': 4.077838659286499},
'accuracy': 0.8322076546152828,
'avg_loss': -0.005141602960013573,
'avg_win': 0.0015689775941912611,
'expectancy': -0.00010512072588520936,
'losing_trades': 236,
'max_drawdown': 0.24858460663316856,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260709_1783559878',
'profit_factor': 0.9180462279123704,
'sharpe_ratio': -2.739004535418263,
'total_pnl': -0.09944420668740789,
'total_trades': 946,
'trial_num': 0,
'win_rate': 0.7505285412262156,
'winning_trades': 710}
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}
|
||||||||||||
| 1329 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-10-01 ~ 2026-06-30 | 0.918 | 0.75% | 946 | -2.739 | 0.25 | 0.832 | 0.000 | 2026-07-07 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783406449
Data Hash: 3c112bae8dd2b04f
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.616850602372694}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.08230958316757458}, '
'{"feature": "K_body_size_pct", "importance": 0.07266494938841213}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07102717450714281}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0658394693174335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.040493082877757346}, '
'{"feature": "O_pct_change_12", "importance": 0.022658304937960068}, '
'{"feature": "O_div_binary_12", "importance": 0.016689006291452754}, '
'{"feature": "K_consecutive_shrink", "importance": 0.010221943185100996}, '
'{"feature": "O_div_binary_48", "importance": 0.0012458839544717993}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.616850602372694}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.08230958316757458}, {"feature": "K_body_size_pct", '
'"importance": 0.07266494938841213}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.07102717450714281}, {"feature": "O_div_amplitude_12", '
'"importance": 0.0658394693174335}, {"feature": '
'"O_div_amplitude_48", "importance": 0.040493082877757346}, '
'{"feature": "O_pct_change_12", "importance": '
'0.022658304937960068}, {"feature": "O_div_binary_12", '
'"importance": 0.016689006291452754}, {"feature": '
'"K_consecutive_shrink", "importance": '
'0.010221943185100996}, {"feature": "O_div_binary_48", '
'"importance": 0.0012458839544717993}]',
'_model_metadata': {'created_at': '2026-07-07T22:40:49.529806',
'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': 0.9053443407100046,
'train_accuracy': 0.8322076546152828},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15102,
'tags': {},
'training_data_hash': '3c112bae8dd2b04f-374708fff7719dd5',
'training_time_sec': 4.106781482696533},
'accuracy': 0.8322076546152828,
'avg_loss': -0.005141602960013573,
'avg_win': 0.0015689775941912611,
'expectancy': -0.00010512072588520936,
'losing_trades': 236,
'max_drawdown': 0.24858460663316856,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783406449',
'profit_factor': 0.9180462279123704,
'sharpe_ratio': -2.739004535418263,
'total_pnl': -0.09944420668740789,
'total_trades': 946,
'trial_num': 0,
'win_rate': 0.7505285412262156,
'winning_trades': 710}
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}
|
||||||||||||
| 1260 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-10-01 ~ 2026-04-30 | 0.918 | 0.75% | 946 | -2.739 | 0.25 | 0.832 | 0.000 | 2026-07-07 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783403783
Data Hash: 3c112bae8dd2b04f
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.616850602372694}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.08230958316757458}, '
'{"feature": "K_body_size_pct", "importance": 0.07266494938841213}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07102717450714281}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0658394693174335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.040493082877757346}, '
'{"feature": "O_pct_change_12", "importance": 0.022658304937960068}, '
'{"feature": "O_div_binary_12", "importance": 0.016689006291452754}, '
'{"feature": "K_consecutive_shrink", "importance": 0.010221943185100996}, '
'{"feature": "O_div_binary_48", "importance": 0.0012458839544717993}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.616850602372694}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.08230958316757458}, {"feature": "K_body_size_pct", '
'"importance": 0.07266494938841213}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.07102717450714281}, {"feature": "O_div_amplitude_12", '
'"importance": 0.0658394693174335}, {"feature": '
'"O_div_amplitude_48", "importance": 0.040493082877757346}, '
'{"feature": "O_pct_change_12", "importance": '
'0.022658304937960068}, {"feature": "O_div_binary_12", '
'"importance": 0.016689006291452754}, {"feature": '
'"K_consecutive_shrink", "importance": '
'0.010221943185100996}, {"feature": "O_div_binary_48", '
'"importance": 0.0012458839544717993}]',
'_model_metadata': {'created_at': '2026-07-07T21:56:23.461834',
'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': 0.9053443407100046,
'train_accuracy': 0.8322076546152828},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15102,
'tags': {},
'training_data_hash': '3c112bae8dd2b04f-374708fff7719dd5',
'training_time_sec': 4.082158803939819},
'accuracy': 0.8322076546152828,
'avg_loss': -0.005141602960013573,
'avg_win': 0.0015689775941912611,
'expectancy': -0.00010512072588520936,
'losing_trades': 236,
'max_drawdown': 0.24858460663316856,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783403783',
'profit_factor': 0.9180462279123704,
'sharpe_ratio': -2.739004535418263,
'total_pnl': -0.09944420668740789,
'total_trades': 946,
'trial_num': 0,
'win_rate': 0.7505285412262156,
'winning_trades': 710}
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}
|
||||||||||||
| 1270 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-10-01 ~ 2026-04-30 | 0.918 | 0.75% | 946 | -2.739 | 0.25 | 0.832 | 0.000 | 2026-07-07 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783404065
Data Hash: 3c112bae8dd2b04f
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.616850602372694}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.08230958316757458}, '
'{"feature": "K_body_size_pct", "importance": 0.07266494938841213}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07102717450714281}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0658394693174335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.040493082877757346}, '
'{"feature": "O_pct_change_12", "importance": 0.022658304937960068}, '
'{"feature": "O_div_binary_12", "importance": 0.016689006291452754}, '
'{"feature": "K_consecutive_shrink", "importance": 0.010221943185100996}, '
'{"feature": "O_div_binary_48", "importance": 0.0012458839544717993}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.616850602372694}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.08230958316757458}, {"feature": "K_body_size_pct", '
'"importance": 0.07266494938841213}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.07102717450714281}, {"feature": "O_div_amplitude_12", '
'"importance": 0.0658394693174335}, {"feature": '
'"O_div_amplitude_48", "importance": 0.040493082877757346}, '
'{"feature": "O_pct_change_12", "importance": '
'0.022658304937960068}, {"feature": "O_div_binary_12", '
'"importance": 0.016689006291452754}, {"feature": '
'"K_consecutive_shrink", "importance": '
'0.010221943185100996}, {"feature": "O_div_binary_48", '
'"importance": 0.0012458839544717993}]',
'_model_metadata': {'created_at': '2026-07-07T22:01:04.953255',
'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': 0.9053443407100046,
'train_accuracy': 0.8322076546152828},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15102,
'tags': {},
'training_data_hash': '3c112bae8dd2b04f-374708fff7719dd5',
'training_time_sec': 4.08473539352417},
'accuracy': 0.8322076546152828,
'avg_loss': -0.005141602960013573,
'avg_win': 0.0015689775941912611,
'expectancy': -0.00010512072588520936,
'losing_trades': 236,
'max_drawdown': 0.24858460663316856,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783404065',
'profit_factor': 0.9180462279123704,
'sharpe_ratio': -2.739004535418263,
'total_pnl': -0.09944420668740789,
'total_trades': 946,
'trial_num': 0,
'win_rate': 0.7505285412262156,
'winning_trades': 710}
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}
|
||||||||||||
| 1295 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-10-01 ~ 2026-06-30 | 0.918 | 0.75% | 946 | -2.739 | 0.25 | 0.832 | 0.000 | 2026-07-07 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783404866
Data Hash: 3c112bae8dd2b04f
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.616850602372694}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.08230958316757458}, '
'{"feature": "K_body_size_pct", "importance": 0.07266494938841213}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07102717450714281}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0658394693174335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.040493082877757346}, '
'{"feature": "O_pct_change_12", "importance": 0.022658304937960068}, '
'{"feature": "O_div_binary_12", "importance": 0.016689006291452754}, '
'{"feature": "K_consecutive_shrink", "importance": 0.010221943185100996}, '
'{"feature": "O_div_binary_48", "importance": 0.0012458839544717993}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.616850602372694}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.08230958316757458}, {"feature": "K_body_size_pct", '
'"importance": 0.07266494938841213}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.07102717450714281}, {"feature": "O_div_amplitude_12", '
'"importance": 0.0658394693174335}, {"feature": '
'"O_div_amplitude_48", "importance": 0.040493082877757346}, '
'{"feature": "O_pct_change_12", "importance": '
'0.022658304937960068}, {"feature": "O_div_binary_12", '
'"importance": 0.016689006291452754}, {"feature": '
'"K_consecutive_shrink", "importance": '
'0.010221943185100996}, {"feature": "O_div_binary_48", '
'"importance": 0.0012458839544717993}]',
'_model_metadata': {'created_at': '2026-07-07T22:14:26.109637',
'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': 0.9053443407100046,
'train_accuracy': 0.8322076546152828},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15102,
'tags': {},
'training_data_hash': '3c112bae8dd2b04f-374708fff7719dd5',
'training_time_sec': 4.047852516174316},
'accuracy': 0.8322076546152828,
'avg_loss': -0.005141602960013573,
'avg_win': 0.0015689775941912611,
'expectancy': -0.00010512072588520936,
'losing_trades': 236,
'max_drawdown': 0.24858460663316856,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783404866',
'profit_factor': 0.9180462279123704,
'sharpe_ratio': -2.739004535418263,
'total_pnl': -0.09944420668740789,
'total_trades': 946,
'trial_num': 0,
'win_rate': 0.7505285412262156,
'winning_trades': 710}
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}
|
||||||||||||
| 1762 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-10-01 ~ 2026-06-30 | 0.918 | 0.75% | 946 | -2.739 | 0.25 | 0.832 | 0.000 | 2026-07-12 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260712_1783840100
Data Hash: 3c112bae8dd2b04f
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.616850602372694}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.08230958316757458}, '
'{"feature": "K_body_size_pct", "importance": 0.07266494938841213}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07102717450714281}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0658394693174335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.040493082877757346}, '
'{"feature": "O_pct_change_12", "importance": 0.022658304937960068}, '
'{"feature": "O_div_binary_12", "importance": 0.016689006291452754}, '
'{"feature": "K_consecutive_shrink", "importance": 0.010221943185100996}, '
'{"feature": "O_div_binary_48", "importance": 0.0012458839544717993}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.616850602372694}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.08230958316757458}, {"feature": "K_body_size_pct", '
'"importance": 0.07266494938841213}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.07102717450714281}, {"feature": "O_div_amplitude_12", '
'"importance": 0.0658394693174335}, {"feature": '
'"O_div_amplitude_48", "importance": 0.040493082877757346}, '
'{"feature": "O_pct_change_12", "importance": '
'0.022658304937960068}, {"feature": "O_div_binary_12", '
'"importance": 0.016689006291452754}, {"feature": '
'"K_consecutive_shrink", "importance": '
'0.010221943185100996}, {"feature": "O_div_binary_48", '
'"importance": 0.0012458839544717993}]',
'_model_metadata': {'created_at': '2026-07-12T23:08:20.670634',
'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': 0.9053443407100046,
'train_accuracy': 0.8322076546152828},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15102,
'tags': {},
'training_data_hash': '3c112bae8dd2b04f-374708fff7719dd5',
'training_time_sec': 4.0560455322265625},
'accuracy': 0.8322076546152828,
'avg_loss': -0.005141602960013573,
'avg_win': 0.0015689775941912611,
'expectancy': -0.00010512072588520936,
'losing_trades': 236,
'max_drawdown': 0.24858460663316856,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260712_1783840100',
'profit_factor': 0.9180462279123704,
'sharpe_ratio': -2.739004535418263,
'total_pnl': -0.09944420668740789,
'total_trades': 946,
'trial_num': 0,
'win_rate': 0.7505285412262156,
'winning_trades': 710}
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}
|
||||||||||||
| 1348 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-10-01 ~ 2026-06-30 | 0.918 | 0.75% | 946 | -2.739 | 0.25 | 0.832 | 0.000 | 2026-07-09 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260709_1783559756
Data Hash: 3c112bae8dd2b04f
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.616850602372694}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.08230958316757458}, '
'{"feature": "K_body_size_pct", "importance": 0.07266494938841213}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07102717450714281}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0658394693174335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.040493082877757346}, '
'{"feature": "O_pct_change_12", "importance": 0.022658304937960068}, '
'{"feature": "O_div_binary_12", "importance": 0.016689006291452754}, '
'{"feature": "K_consecutive_shrink", "importance": 0.010221943185100996}, '
'{"feature": "O_div_binary_48", "importance": 0.0012458839544717993}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.616850602372694}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.08230958316757458}, {"feature": "K_body_size_pct", '
'"importance": 0.07266494938841213}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.07102717450714281}, {"feature": "O_div_amplitude_12", '
'"importance": 0.0658394693174335}, {"feature": '
'"O_div_amplitude_48", "importance": 0.040493082877757346}, '
'{"feature": "O_pct_change_12", "importance": '
'0.022658304937960068}, {"feature": "O_div_binary_12", '
'"importance": 0.016689006291452754}, {"feature": '
'"K_consecutive_shrink", "importance": '
'0.010221943185100996}, {"feature": "O_div_binary_48", '
'"importance": 0.0012458839544717993}]',
'_model_metadata': {'created_at': '2026-07-09T17:15:56.584377',
'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': 0.9053443407100046,
'train_accuracy': 0.8322076546152828},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15102,
'tags': {},
'training_data_hash': '3c112bae8dd2b04f-374708fff7719dd5',
'training_time_sec': 4.070011138916016},
'accuracy': 0.8322076546152828,
'avg_loss': -0.005141602960013573,
'avg_win': 0.0015689775941912611,
'expectancy': -0.00010512072588520936,
'losing_trades': 236,
'max_drawdown': 0.24858460663316856,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260709_1783559756',
'profit_factor': 0.9180462279123704,
'sharpe_ratio': -2.739004535418263,
'total_pnl': -0.09944420668740789,
'total_trades': 946,
'trial_num': 0,
'win_rate': 0.7505285412262156,
'winning_trades': 710}
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}
|
||||||||||||