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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1245 | 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 | 2026-07-05 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260705_1783219426
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': '2026-07-05T18:43:45.819378',
'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': 4.101323366165161},
'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_20260705_1783219426',
'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}
|
||||||||||||
| 1239 | 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 | 2026-07-05 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260705_1783219246
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': '2026-07-05T18:40:46.499841',
'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': 4.092911243438721},
'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_20260705_1783219246',
'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}
|
||||||||||||
| 1311 | 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_1783405836
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': '2026-07-07T22:30:36.220411',
'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': 4.081719636917114},
'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_1783405836',
'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}
|
||||||||||||
| 1317 | 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_1783406017
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': '2026-07-07T22:33:37.234786',
'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': 4.104907512664795},
'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_1783406017',
'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}
|
||||||||||||
| 1233 | 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 | 2026-07-04 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260704_1783116380
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': '2026-07-04T14:06:20.200767',
'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': 4.069438219070435},
'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_20260704_1783116380',
'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}
|
||||||||||||
| 1291 | 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_1783404740
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': '2026-07-07T22:12:19.727257',
'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': 4.091168642044067},
'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_1783404740',
'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}
|
||||||||||||
| 1228 | 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 | 2026-07-04 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260704_1783116200
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': '2026-07-04T14:03:20.658740',
'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': 4.169174909591675},
'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_20260704_1783116200',
'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}
|
||||||||||||
| 1280 | 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_1783404349
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': '2026-07-07T22:05:49.381406',
'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': 4.101228713989258},
'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_1783404349',
'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}
|
||||||||||||
| 1323 | 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_1783406198
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': '2026-07-07T22:36:37.870439',
'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': 4.113030195236206},
'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_1783406198',
'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}
|
||||||||||||
| 1273 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-02-28 | 0.901 | 0.73% | 761 | -3.299 | 0.11 | 0.849 | 0.000 | 2026-07-07 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783404148
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.3908875333367477}, '
'{"feature": "K_consecutive_shrink", "importance": 0.2022328896553711}, '
'{"feature": "K_high_pct_change_12", "importance": 0.12678327313184443}, '
'{"feature": "K_body_size_pct", "importance": 0.12603682294491034}, '
'{"feature": "O_div_amplitude_12", "importance": 0.09197934086725869}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.026278537739779426}, '
'{"feature": "O_div_binary_12", "importance": 0.018794661579436614}, '
'{"feature": "O_pct_change_12", "importance": 0.009144820152135106}, '
'{"feature": "O_div_amplitude_48", "importance": 0.00773580301981276}, '
'{"feature": "O_div_binary_48", "importance": 0.00012631757270382534}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.3908875333367477}, {"feature": "K_consecutive_shrink", '
'"importance": 0.2022328896553711}, {"feature": '
'"K_high_pct_change_12", "importance": '
'0.12678327313184443}, {"feature": "K_body_size_pct", '
'"importance": 0.12603682294491034}, {"feature": '
'"O_div_amplitude_12", "importance": 0.09197934086725869}, '
'{"feature": "K_momentum_pct_change_48", "importance": '
'0.026278537739779426}, {"feature": "O_div_binary_12", '
'"importance": 0.018794661579436614}, {"feature": '
'"O_pct_change_12", "importance": 0.009144820152135106}, '
'{"feature": "O_div_amplitude_48", "importance": '
'0.00773580301981276}, {"feature": "O_div_binary_48", '
'"importance": 0.00012631757270382534}]',
'_model_metadata': {'created_at': '2026-07-07T22:02:27.928547',
'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': 0.885487589333743,
'train_accuracy': 0.8493241893601439},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
'training_time_sec': 4.077068090438843},
'accuracy': 0.8493241893601439,
'avg_loss': -0.0047316479036031145,
'avg_win': 0.0015725275384330713,
'expectancy': -0.00012570631914566427,
'losing_trades': 205,
'max_drawdown': 0.11448568476021113,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783404148',
'profit_factor': 0.9013776184877088,
'sharpe_ratio': -3.298691403555814,
'total_pnl': -0.09566250886985075,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.7306176084099869,
'winning_trades': 556}
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}
|
||||||||||||
| 217 | BTCUSDT | 60 | knn_resonance_5dd | 2025-01-01 ~ 2025-12-31 | 0.875 | 0.64% | 354 | -3.825 | 0.52 | 0.000 | 0.000 | 2026-06-19 |
|
Model: gradient_boosting (vv1)
Model File: knn_resonance_5dd_BTCUSDT_20260619_1781804453
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON{'avg_loss': -0.019544812779680815,
'avg_win': 0.00956559689718728,
'bar_predict': 17.0,
'expectancy': -0.0008779681563783918,
'knn_window': 184.0,
'losing_trades': 127.0,
'max_drawdown': 0.5173240585951884,
'max_hold_bars': 168.0,
'model_file': 'knn_resonance_5dd_BTCUSDT_20260619_1781804453',
'period_adx': 37.0,
'period_atr': 20.0,
'period_bb': 36.0,
'period_chop': 30.0,
'period_lookback': 123.0,
'period_mfi': 7.0,
'period_rsi': 19.0,
'profit_factor': 0.8747877583017648,
'sharpe_ratio': -3.8246694970528745,
'sl_mult': 4.812462715680249,
'sl_mult_short': 3.392418206756611,
'total_pnl': -0.3108007273579514,
'total_trades': 354.0,
'tp_mult': 1.110075479503362,
'tp_mult_short': 4.30584991837774,
'tsl_activate_mult': 2.355616690943558,
'tsl_trail_mult': 2.1780581521664986,
'w_bbw': 0.5994756069788483,
'w_chop': 0.7536265224242508,
'w_energy': 0.36319942331818206,
'w_flow': 0.41168584545328935,
'w_stress': 0.33531981128403904,
'win_rate': 0.6412429378531074,
'winning_trades': 227.0}
ind_param (optuna):
展開 Optuna 參數{'period_rsi': [7, 30], 'period_mfi': [7, 30], 'period_atr': [12, 40], 'period_adx': [15, 40], 'period_bb': [10, 40], 'period_chop': [7, 30], 'period_lookback': [120, 160], 'bar_predict': [2, 20], 'knn_window': [140, 190], 'w_energy': [0.3, 2.0], 'w_flow': [0.3, 2.0], 'w_stress': [0.3, 2.0], 'w_bbw': [0.1, 1.5], 'w_chop': [0.1, 1.5], 'day_hold': [2, 2], 'tp_mult': [1.0, 6.0], 'sl_mult': [1.0, 6.0], 'tp_mult_short': [1.0, 6.0], 'sl_mult_short': [1.0, 6.0], 'tsl_activate_mult': [1.0, 5.0], 'tsl_trail_mult': [0.5, 3.0], 'max_hold_bars': [24, 288]}
|
||||||||||||
| 1456 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 0.847 | 0.73% | 761 | -4.746 | 0.18 | 0.831 | 0.000 | 2026-07-10 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260710_1783662511
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-07-10T21:48:31.257623',
'feature_names': ['K_momentum_pct_change_48',
'K_high_pct_change_12',
'K_close_position_in_hl',
'K_body_size_pct',
'K_consecutive_shrink',
'O_pct_change_12',
'O_div_binary_12',
'O_div_binary_48',
'O_div_amplitude_12',
'O_div_amplitude_48'],
'git_commit': 'unknown',
'hyperparameters': {'learning_rate': 0.05,
'max_depth': 3,
'n_estimators': 200,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.076122283935547},
'accuracy': 0.8314135428457288,
'avg_loss': -0.003772136484837168,
'avg_win': 0.001201336041763336,
'expectancy': -0.0001580362125505996,
'losing_trades': 208,
'max_drawdown': 0.17613577351873919,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260710_1783662511',
'profit_factor': 0.8467182194483092,
'sharpe_ratio': -4.7459969054462725,
'total_pnl': -0.12026555775100632,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.7266754270696452,
'winning_trades': 553}
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}
|
||||||||||||
| 1453 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 0.847 | 0.73% | 761 | -4.746 | 0.18 | 0.831 | 0.000 | 2026-07-10 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260710_1783662333
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-07-10T21:45:33.069448',
'feature_names': ['K_momentum_pct_change_48',
'K_high_pct_change_12',
'K_close_position_in_hl',
'K_body_size_pct',
'K_consecutive_shrink',
'O_pct_change_12',
'O_div_binary_12',
'O_div_binary_48',
'O_div_amplitude_12',
'O_div_amplitude_48'],
'git_commit': 'unknown',
'hyperparameters': {'learning_rate': 0.05,
'max_depth': 3,
'n_estimators': 200,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.070420742034912},
'accuracy': 0.8314135428457288,
'avg_loss': -0.003772136484837168,
'avg_win': 0.001201336041763336,
'expectancy': -0.0001580362125505996,
'losing_trades': 208,
'max_drawdown': 0.17613577351873919,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260710_1783662333',
'profit_factor': 0.8467182194483092,
'sharpe_ratio': -4.7459969054462725,
'total_pnl': -0.12026555775100632,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.7266754270696452,
'winning_trades': 553}
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}
|
||||||||||||
| 1463 | BTCUSDT | 5 | volume_price_pivot_v86_y_C5 | 2023-08-01 ~ 2026-07-31 | 0.847 | 0.73% | 761 | -4.746 | 0.18 | 0.831 | 0.000 | 2026-07-10 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C5_BTCUSDT_2_20260710_1783669848
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-07-10T23:50:48.201807',
'feature_names': ['K_momentum_pct_change_48',
'K_high_pct_change_12',
'K_close_position_in_hl',
'K_body_size_pct',
'K_consecutive_shrink',
'O_pct_change_12',
'O_div_binary_12',
'O_div_binary_48',
'O_div_amplitude_12',
'O_div_amplitude_48'],
'git_commit': 'unknown',
'hyperparameters': {'learning_rate': 0.05,
'max_depth': 3,
'n_estimators': 200,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.075992107391357},
'accuracy': 0.8314135428457288,
'avg_loss': -0.003772136484837168,
'avg_win': 0.001201336041763336,
'expectancy': -0.0001580362125505996,
'losing_trades': 208,
'max_drawdown': 0.17613577351873919,
'model_file': 'volume_price_pivot_v86_y_C5_BTCUSDT_2_20260710_1783669848',
'profit_factor': 0.8467182194483092,
'sharpe_ratio': -4.7459969054462725,
'total_pnl': -0.12026555775100632,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.7266754270696452,
'winning_trades': 553}
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}
|
||||||||||||
| 1450 | BTCUSDT | 5 | volume_price_pivot_v86_y_C5 | 2023-08-01 ~ 2026-07-31 | 0.847 | 0.73% | 761 | -4.746 | 0.18 | 0.831 | 0.000 | 2026-07-10 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C5_BTCUSDT_2_20260710_1783662182
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-07-10T21:43:02.587599',
'feature_names': ['K_momentum_pct_change_48',
'K_high_pct_change_12',
'K_close_position_in_hl',
'K_body_size_pct',
'K_consecutive_shrink',
'O_pct_change_12',
'O_div_binary_12',
'O_div_binary_48',
'O_div_amplitude_12',
'O_div_amplitude_48'],
'git_commit': 'unknown',
'hyperparameters': {'learning_rate': 0.05,
'max_depth': 3,
'n_estimators': 200,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.061222076416016},
'accuracy': 0.8314135428457288,
'avg_loss': -0.003772136484837168,
'avg_win': 0.001201336041763336,
'expectancy': -0.0001580362125505996,
'losing_trades': 208,
'max_drawdown': 0.17613577351873919,
'model_file': 'volume_price_pivot_v86_y_C5_BTCUSDT_2_20260710_1783662182',
'profit_factor': 0.8467182194483092,
'sharpe_ratio': -4.7459969054462725,
'total_pnl': -0.12026555775100632,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.7266754270696452,
'winning_trades': 553}
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}
|
||||||||||||
| 1451 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 0.847 | 0.73% | 761 | -4.746 | 0.18 | 0.831 | 0.000 | 2026-07-10 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260710_1783662248
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-07-10T21:44:08.351301',
'feature_names': ['K_momentum_pct_change_48',
'K_high_pct_change_12',
'K_close_position_in_hl',
'K_body_size_pct',
'K_consecutive_shrink',
'O_pct_change_12',
'O_div_binary_12',
'O_div_binary_48',
'O_div_amplitude_12',
'O_div_amplitude_48'],
'git_commit': 'unknown',
'hyperparameters': {'learning_rate': 0.05,
'max_depth': 3,
'n_estimators': 200,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.075711488723755},
'accuracy': 0.8314135428457288,
'avg_loss': -0.003772136484837168,
'avg_win': 0.001201336041763336,
'expectancy': -0.0001580362125505996,
'losing_trades': 208,
'max_drawdown': 0.17613577351873919,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260710_1783662248',
'profit_factor': 0.8467182194483092,
'sharpe_ratio': -4.7459969054462725,
'total_pnl': -0.12026555775100632,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.7266754270696452,
'winning_trades': 553}
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}
|
||||||||||||
| 1460 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 0.847 | 0.73% | 761 | -4.746 | 0.18 | 0.831 | 0.000 | 2026-07-10 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260710_1783669709
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-07-10T23:48:28.848875',
'feature_names': ['K_momentum_pct_change_48',
'K_high_pct_change_12',
'K_close_position_in_hl',
'K_body_size_pct',
'K_consecutive_shrink',
'O_pct_change_12',
'O_div_binary_12',
'O_div_binary_48',
'O_div_amplitude_12',
'O_div_amplitude_48'],
'git_commit': 'unknown',
'hyperparameters': {'learning_rate': 0.05,
'max_depth': 3,
'n_estimators': 200,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.063827991485596},
'accuracy': 0.8314135428457288,
'avg_loss': -0.003772136484837168,
'avg_win': 0.001201336041763336,
'expectancy': -0.0001580362125505996,
'losing_trades': 208,
'max_drawdown': 0.17613577351873919,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260710_1783669709',
'profit_factor': 0.8467182194483092,
'sharpe_ratio': -4.7459969054462725,
'total_pnl': -0.12026555775100632,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.7266754270696452,
'winning_trades': 553}
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}
|
||||||||||||
| 1446 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 0.847 | 0.73% | 761 | -4.746 | 0.18 | 0.831 | 0.000 | 2026-07-10 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260710_1783661939
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-07-10T21:38:58.827594',
'feature_names': ['K_momentum_pct_change_48',
'K_high_pct_change_12',
'K_close_position_in_hl',
'K_body_size_pct',
'K_consecutive_shrink',
'O_pct_change_12',
'O_div_binary_12',
'O_div_binary_48',
'O_div_amplitude_12',
'O_div_amplitude_48'],
'git_commit': 'unknown',
'hyperparameters': {'learning_rate': 0.05,
'max_depth': 3,
'n_estimators': 200,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.01936936378479},
'accuracy': 0.8314135428457288,
'avg_loss': -0.003772136484837168,
'avg_win': 0.001201336041763336,
'expectancy': -0.0001580362125505996,
'losing_trades': 208,
'max_drawdown': 0.17613577351873919,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260710_1783661939',
'profit_factor': 0.8467182194483092,
'sharpe_ratio': -4.7459969054462725,
'total_pnl': -0.12026555775100632,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.7266754270696452,
'winning_trades': 553}
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}
|
||||||||||||
| 1447 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 0.847 | 0.73% | 761 | -4.746 | 0.18 | 0.831 | 0.000 | 2026-07-10 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260710_1783661965
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-07-10T21:39:24.935911',
'feature_names': ['K_momentum_pct_change_48',
'K_high_pct_change_12',
'K_close_position_in_hl',
'K_body_size_pct',
'K_consecutive_shrink',
'O_pct_change_12',
'O_div_binary_12',
'O_div_binary_48',
'O_div_amplitude_12',
'O_div_amplitude_48'],
'git_commit': 'unknown',
'hyperparameters': {'learning_rate': 0.05,
'max_depth': 3,
'n_estimators': 200,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.078622341156006},
'accuracy': 0.8314135428457288,
'avg_loss': -0.003772136484837168,
'avg_win': 0.001201336041763336,
'expectancy': -0.0001580362125505996,
'losing_trades': 208,
'max_drawdown': 0.17613577351873919,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260710_1783661965',
'profit_factor': 0.8467182194483092,
'sharpe_ratio': -4.7459969054462725,
'total_pnl': -0.12026555775100632,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.7266754270696452,
'winning_trades': 553}
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}
|
||||||||||||
| 1459 | BTCUSDT | 5 | volume_price_pivot_v86_y_C5 | 2023-08-01 ~ 2026-07-31 | 0.847 | 0.73% | 761 | -4.746 | 0.18 | 0.831 | 0.000 | 2026-07-10 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C5_BTCUSDT_2_20260710_1783662651
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-07-10T21:50:50.876189',
'feature_names': ['K_momentum_pct_change_48',
'K_high_pct_change_12',
'K_close_position_in_hl',
'K_body_size_pct',
'K_consecutive_shrink',
'O_pct_change_12',
'O_div_binary_12',
'O_div_binary_48',
'O_div_amplitude_12',
'O_div_amplitude_48'],
'git_commit': 'unknown',
'hyperparameters': {'learning_rate': 0.05,
'max_depth': 3,
'n_estimators': 200,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.085732460021973},
'accuracy': 0.8314135428457288,
'avg_loss': -0.003772136484837168,
'avg_win': 0.001201336041763336,
'expectancy': -0.0001580362125505996,
'losing_trades': 208,
'max_drawdown': 0.17613577351873919,
'model_file': 'volume_price_pivot_v86_y_C5_BTCUSDT_2_20260710_1783662651',
'profit_factor': 0.8467182194483092,
'sharpe_ratio': -4.7459969054462725,
'total_pnl': -0.12026555775100632,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.7266754270696452,
'winning_trades': 553}
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}
|
||||||||||||
| 1455 | BTCUSDT | 5 | volume_price_pivot_v86_y_C5 | 2023-08-01 ~ 2026-07-31 | 0.847 | 0.73% | 761 | -4.746 | 0.18 | 0.831 | 0.000 | 2026-07-10 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C5_BTCUSDT_2_20260710_1783662462
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-07-10T21:47:42.067175',
'feature_names': ['K_momentum_pct_change_48',
'K_high_pct_change_12',
'K_close_position_in_hl',
'K_body_size_pct',
'K_consecutive_shrink',
'O_pct_change_12',
'O_div_binary_12',
'O_div_binary_48',
'O_div_amplitude_12',
'O_div_amplitude_48'],
'git_commit': 'unknown',
'hyperparameters': {'learning_rate': 0.05,
'max_depth': 3,
'n_estimators': 200,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.021819114685059},
'accuracy': 0.8314135428457288,
'avg_loss': -0.003772136484837168,
'avg_win': 0.001201336041763336,
'expectancy': -0.0001580362125505996,
'losing_trades': 208,
'max_drawdown': 0.17613577351873919,
'model_file': 'volume_price_pivot_v86_y_C5_BTCUSDT_2_20260710_1783662462',
'profit_factor': 0.8467182194483092,
'sharpe_ratio': -4.7459969054462725,
'total_pnl': -0.12026555775100632,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.7266754270696452,
'winning_trades': 553}
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}
|
||||||||||||
| 1272 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-12-01 ~ 2026-06-30 | 0.844 | 0.73% | 765 | -5.423 | 0.21 | 0.834 | 0.000 | 2026-07-07 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783404123
Data Hash: 848658582b77e446
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6099040834226801}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.08823343366803447}, '
'{"feature": "O_div_amplitude_12", "importance": 0.07110141220340728}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07068915927121361}, '
'{"feature": "K_body_size_pct", "importance": 0.06793649171383911}, '
'{"feature": "O_div_amplitude_48", "importance": 0.04576934198762278}, '
'{"feature": "O_pct_change_12", "importance": 0.018641138429630773}, '
'{"feature": "O_div_binary_12", "importance": 0.01773723428454939}, '
'{"feature": "K_consecutive_shrink", "importance": 0.008889359601471728}, '
'{"feature": "O_div_binary_48", "importance": 0.001098345417550645}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6099040834226801}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.08823343366803447}, {"feature": "O_div_amplitude_12", '
'"importance": 0.07110141220340728}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.07068915927121361}, {"feature": "K_body_size_pct", '
'"importance": 0.06793649171383911}, {"feature": '
'"O_div_amplitude_48", "importance": 0.04576934198762278}, '
'{"feature": "O_pct_change_12", "importance": '
'0.018641138429630773}, {"feature": "O_div_binary_12", '
'"importance": 0.01773723428454939}, {"feature": '
'"K_consecutive_shrink", "importance": '
'0.008889359601471728}, {"feature": "O_div_binary_48", '
'"importance": 0.001098345417550645}]',
'_model_metadata': {'created_at': '2026-07-07T22:02:03.286501',
'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': 0.9093102377240272,
'train_accuracy': 0.8343371500430207},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15109,
'tags': {},
'training_data_hash': '848658582b77e446-9d34149fbd1fe777',
'training_time_sec': 4.152263879776001},
'accuracy': 0.8343371500430207,
'avg_loss': -0.005052620276093462,
'avg_win': 0.001581272785370453,
'expectancy': -0.00021378063126095952,
'losing_trades': 207,
'max_drawdown': 0.21277622244223057,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783404123',
'profit_factor': 0.8436338352204615,
'sharpe_ratio': -5.422750557584162,
'total_pnl': -0.16354218291463385,
'total_trades': 765,
'trial_num': 0,
'win_rate': 0.7294117647058823,
'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}
|
||||||||||||
| 1262 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-12-01 ~ 2026-06-30 | 0.844 | 0.73% | 765 | -5.423 | 0.21 | 0.834 | 0.000 | 2026-07-07 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783403842
Data Hash: 848658582b77e446
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6099040834226801}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.08823343366803447}, '
'{"feature": "O_div_amplitude_12", "importance": 0.07110141220340728}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07068915927121361}, '
'{"feature": "K_body_size_pct", "importance": 0.06793649171383911}, '
'{"feature": "O_div_amplitude_48", "importance": 0.04576934198762278}, '
'{"feature": "O_pct_change_12", "importance": 0.018641138429630773}, '
'{"feature": "O_div_binary_12", "importance": 0.01773723428454939}, '
'{"feature": "K_consecutive_shrink", "importance": 0.008889359601471728}, '
'{"feature": "O_div_binary_48", "importance": 0.001098345417550645}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6099040834226801}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.08823343366803447}, {"feature": "O_div_amplitude_12", '
'"importance": 0.07110141220340728}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.07068915927121361}, {"feature": "K_body_size_pct", '
'"importance": 0.06793649171383911}, {"feature": '
'"O_div_amplitude_48", "importance": 0.04576934198762278}, '
'{"feature": "O_pct_change_12", "importance": '
'0.018641138429630773}, {"feature": "O_div_binary_12", '
'"importance": 0.01773723428454939}, {"feature": '
'"K_consecutive_shrink", "importance": '
'0.008889359601471728}, {"feature": "O_div_binary_48", '
'"importance": 0.001098345417550645}]',
'_model_metadata': {'created_at': '2026-07-07T21:57:22.502552',
'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': 0.9093102377240272,
'train_accuracy': 0.8343371500430207},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15109,
'tags': {},
'training_data_hash': '848658582b77e446-9d34149fbd1fe777',
'training_time_sec': 4.102571964263916},
'accuracy': 0.8343371500430207,
'avg_loss': -0.005052620276093462,
'avg_win': 0.001581272785370453,
'expectancy': -0.00021378063126095952,
'losing_trades': 207,
'max_drawdown': 0.21277622244223057,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783403842',
'profit_factor': 0.8436338352204615,
'sharpe_ratio': -5.422750557584162,
'total_pnl': -0.16354218291463385,
'total_trades': 765,
'trial_num': 0,
'win_rate': 0.7294117647058823,
'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}
|
||||||||||||
| 1282 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-12-01 ~ 2026-06-30 | 0.844 | 0.73% | 765 | -5.423 | 0.21 | 0.834 | 0.000 | 2026-07-07 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783404408
Data Hash: 848658582b77e446
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6099040834226801}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.08823343366803447}, '
'{"feature": "O_div_amplitude_12", "importance": 0.07110141220340728}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07068915927121361}, '
'{"feature": "K_body_size_pct", "importance": 0.06793649171383911}, '
'{"feature": "O_div_amplitude_48", "importance": 0.04576934198762278}, '
'{"feature": "O_pct_change_12", "importance": 0.018641138429630773}, '
'{"feature": "O_div_binary_12", "importance": 0.01773723428454939}, '
'{"feature": "K_consecutive_shrink", "importance": 0.008889359601471728}, '
'{"feature": "O_div_binary_48", "importance": 0.001098345417550645}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6099040834226801}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.08823343366803447}, {"feature": "O_div_amplitude_12", '
'"importance": 0.07110141220340728}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.07068915927121361}, {"feature": "K_body_size_pct", '
'"importance": 0.06793649171383911}, {"feature": '
'"O_div_amplitude_48", "importance": 0.04576934198762278}, '
'{"feature": "O_pct_change_12", "importance": '
'0.018641138429630773}, {"feature": "O_div_binary_12", '
'"importance": 0.01773723428454939}, {"feature": '
'"K_consecutive_shrink", "importance": '
'0.008889359601471728}, {"feature": "O_div_binary_48", '
'"importance": 0.001098345417550645}]',
'_model_metadata': {'created_at': '2026-07-07T22:06:47.875186',
'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': 0.9093102377240272,
'train_accuracy': 0.8343371500430207},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15109,
'tags': {},
'training_data_hash': '848658582b77e446-9d34149fbd1fe777',
'training_time_sec': 4.126138687133789},
'accuracy': 0.8343371500430207,
'avg_loss': -0.005052620276093462,
'avg_win': 0.001581272785370453,
'expectancy': -0.00021378063126095952,
'losing_trades': 207,
'max_drawdown': 0.21277622244223057,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783404408',
'profit_factor': 0.8436338352204615,
'sharpe_ratio': -5.422750557584162,
'total_pnl': -0.16354218291463385,
'total_trades': 765,
'trial_num': 0,
'win_rate': 0.7294117647058823,
'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}
|
||||||||||||
| 143 | BTCUSDT | 60 | knn_resonance_5dc | 2025-01-01 ~ 2025-12-31 | 0.842 | 0.64% | 14 | -5.197 | 0.15 | 0.000 | 0.000 | 2026-05-04 |
|
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON{'avg_loss': -0.0559125463934548,
'avg_win': 0.02614883566359256,
'expectancy': -0.003158800785352918,
'knn_window': 150.0,
'lb': 0.0017702610331094886,
'losing_trades': 5.0,
'max_drawdown': 0.14990854239929857,
'max_hold_bars': 92.0,
'period_adx': 19.0,
'period_atr': 18.0,
'period_bb': 35.0,
'period_chop': 29.0,
'period_lookback': 120.0,
'period_mfi': 23.0,
'period_rsi': 16.0,
'profit_factor': 0.8418129244776525,
'sharpe_ratio': -5.1974263815959985,
'sl_mult': 4.619265154828559,
'sl_mult_short': 4.8427155241961035,
'tb_horizon': 80.0,
'total_pnl': -0.044223210994940976,
'total_trades': 14.0,
'tp_mult': 3.4969766236872415,
'tp_mult_short': 3.946689631251549,
'tsl_activate_mult': 3.870693986847052,
'tsl_trail_mult': 1.716472264625751,
'ub': 0.004463582252506315,
'w_bbw': 1.0381143870890834,
'w_chop': 1.3384402648983382,
'w_energy': 0.5653610870704737,
'w_flow': 1.7417667834466226,
'w_stress': 1.644717570200335,
'win_rate': 0.6428571428571429,
'winning_trades': 9.0}
ind_param (optuna):
展開 Optuna 參數{'period_rsi': [7, 30], 'period_mfi': [7, 30], 'period_atr': [12, 40], 'period_adx': [15, 40], 'period_bb': [10, 40], 'period_chop': [7, 30], 'period_lookback': [120, 160], 'tb_horizon': [80, 200], 'ub': [0.001, 0.02], 'lb': [0.001, 0.02], 'knn_window': [140, 190], 'w_energy': [0.3, 2.0], 'w_flow': [0.3, 2.0], 'w_stress': [0.3, 2.0], 'w_bbw': [0.1, 1.5], 'w_chop': [0.1, 1.5], 'day_hold': [2, 2], 'tp_mult': [1.0, 6.0], 'sl_mult': [1.0, 6.0], 'tp_mult_short': [1.0, 6.0], 'sl_mult_short': [1.0, 6.0], 'tsl_activate_mult': [1.0, 5.0], 'tsl_trail_mult': [0.5, 3.0], 'max_hold_bars': [24, 288]}
|
||||||||||||
| 1698 | BTCUSDT | 5 | volume_price_pivot_v86_y_C7 | 2023-08-01 ~ 2026-07-31 | 0.837 | 0.67% | 761 | -5.652 | 0.25 | 0.782 | 0.000 | 2026-07-12 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C7_BTCUSDT_2_20260711_1783783656
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.2124981021882154}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.1431930384033235}, '
'{"feature": "K_high_pct_change_12", "importance": 0.12779527016474024}, '
'{"feature": "K_body_size_pct", "importance": 0.12751614715244508}, '
'{"feature": "O_pct_change_12", "importance": 0.11835111546203643}, '
'{"feature": "O_div_amplitude_48", "importance": 0.11700946724600436}, '
'{"feature": "O_div_amplitude_12", "importance": 0.11160832627538421}, '
'{"feature": "K_consecutive_shrink", "importance": 0.0330410372160603}, '
'{"feature": "O_div_binary_48", "importance": 0.004587355271061254}, '
'{"feature": "O_div_binary_12", "importance": 0.004400140620729341}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.2124981021882154}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.1431930384033235}, {"feature": "K_high_pct_change_12", '
'"importance": 0.12779527016474024}, {"feature": '
'"K_body_size_pct", "importance": 0.12751614715244508}, '
'{"feature": "O_pct_change_12", "importance": '
'0.11835111546203643}, {"feature": "O_div_amplitude_48", '
'"importance": 0.11700946724600436}, {"feature": '
'"O_div_amplitude_12", "importance": 0.11160832627538421}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.0330410372160603}, {"feature": "O_div_binary_48", '
'"importance": 0.004587355271061254}, {"feature": '
'"O_div_binary_12", "importance": 0.004400140620729341}]',
'_model_metadata': {'created_at': '2026-07-12T07:25:24.353193',
'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': 0.08832152569734829,
'max_depth': 5,
'n_estimators': 182,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.5995184999559393,
'train_accuracy': 0.781543378387376},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1',
'training_time_sec': 5.923429727554321},
'accuracy': 0.781543378387376,
'avg_loss': -0.0037927919713398113,
'avg_win': 0.0015432558982568616,
'expectancy': -0.00020270457418672784,
'learning_rate': 0.08832152569734829,
'losing_trades': 249,
'max_depth': 5,
'max_drawdown': 0.25306967321830653,
'model_file': 'volume_price_pivot_v86_y_C7_BTCUSDT_2_20260711_1783783656',
'n_estimators': 182,
'period_lookback': 12,
'profit_factor': 0.8366610213338107,
'sharpe_ratio': -5.652201886937344,
'top_pct': 13,
'total_pnl': -0.15425818095609983,
'total_trades': 761,
'trail_stop_1': 0.03527392687729036,
'trail_stop_2': 0.12328531817742272,
'trail_stop_3': 0.2796812711802431,
'trail_stop_4': 0.6723510620980928,
'trail_stop_5': 2.700246888775001,
'trail_thr_1': 0.15343433291075861,
'trail_thr_2': 0.37746662096579126,
'trail_thr_3': 1.1649570713478794,
'trail_thr_4': 1.5507791263773285,
'trail_thr_5': 3.186350182879996,
'trial_num': 22,
'vp_subset_size': 2,
'win_rate': 0.6727989487516426,
'winning_trades': 512}
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], 'period_lookback': [11, 13]}
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}
|
||||||||||||
| 238 | BTCUSDT | 5 | volume_price_pivot_v86_y | 2025-01-01 ~ 2025-12-31 | 0.824 | 0.64% | 193 | -6.133 | 0.07 | 0.000 | 0.000 | 2026-06-19 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_BTCUSDT_20260619_1781847870
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON{'_y_candidate': 'C5',
'avg_loss': -0.0033005514982842603,
'avg_win': 0.0015481242877956687,
'expectancy': -0.00021046278487580803,
'learning_rate': 0.05048650548022032,
'losing_trades': 70,
'max_depth': 4,
'max_drawdown': 0.07456465369176472,
'model_file': 'volume_price_pivot_v86_y_BTCUSDT_20260619_1781847870',
'n_bars': 11,
'n_estimators': 269,
'profit_factor': 0.8241881805763747,
'sharpe_ratio': -6.133082215806524,
'sl_mult': 1.3150949543087136,
'top_pct': 14,
'total_pnl': -0.040619317481030974,
'total_trades': 193,
'tp_mult': 1.8993724100400953,
'vp_subset_size': 2,
'win_rate': 0.6373056994818653,
'winning_trades': 123}
ind_param (optuna):
展開 Optuna 參數{'n_estimators': [165, 295], 'max_depth': [3, 5], 'learning_rate': [0.04, 0.09], 'vp_subset_size': [0, 3], 'top_pct': [7, 16], 'day_hold': [1, 1], 'tp_mult': [1.0, 2.0], 'sl_mult': [0.5, 1.5], 'n_bars': [6, 24], 'atr_period': [14, 14]}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 1319 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-09-01 ~ 2026-05-31 | 0.820 | 0.73% | 760 | -6.278 | 0.22 | 0.764 | 0.000 | 2026-07-07 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783406068
Data Hash: c47fdc72c9c04d73
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.27838154509618596}, '
'{"feature": "K_body_size_pct", "importance": 0.25105466362991313}, '
'{"feature": "K_high_pct_change_12", "importance": 0.17426162311830304}, '
'{"feature": "K_consecutive_shrink", "importance": 0.12638961456965805}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.06352177348289517}, '
'{"feature": "O_div_amplitude_12", "importance": 0.05990484415904192}, '
'{"feature": "O_div_amplitude_48", "importance": 0.028272014493233587}, '
'{"feature": "O_pct_change_12", "importance": 0.009689121866043603}, '
'{"feature": "O_div_binary_12", "importance": 0.008201470876663399}, '
'{"feature": "O_div_binary_48", "importance": 0.00032332870806212147}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.27838154509618596}, {"feature": "K_body_size_pct", '
'"importance": 0.25105466362991313}, {"feature": '
'"K_high_pct_change_12", "importance": '
'0.17426162311830304}, {"feature": "K_consecutive_shrink", '
'"importance": 0.12638961456965805}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.06352177348289517}, {"feature": "O_div_amplitude_12", '
'"importance": 0.05990484415904192}, {"feature": '
'"O_div_amplitude_48", "importance": 0.028272014493233587}, '
'{"feature": "O_pct_change_12", "importance": '
'0.009689121866043603}, {"feature": "O_div_binary_12", '
'"importance": 0.008201470876663399}, {"feature": '
'"O_div_binary_48", "importance": 0.00032332870806212147}]',
'_model_metadata': {'created_at': '2026-07-07T22:34:28.164228',
'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': 0.8183982077428801,
'train_accuracy': 0.7640196208405143},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15086,
'tags': {},
'training_data_hash': 'c47fdc72c9c04d73-9d34149fbd1fe777',
'training_time_sec': 4.2051920890808105},
'accuracy': 0.7640196208405143,
'avg_loss': -0.005227034707627454,
'avg_win': 0.0015837281090569809,
'expectancy': -0.00025338554544342617,
'losing_trades': 205,
'max_drawdown': 0.22003983337076924,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783406068',
'profit_factor': 0.8202842316416384,
'sharpe_ratio': -6.278296728029035,
'total_pnl': -0.19257301453700373,
'total_trades': 760,
'trial_num': 0,
'win_rate': 0.7302631578947368,
'winning_trades': 555}
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}
|
||||||||||||
| 1520 | BTCUSDT | 5 | volume_price_pivot_v86_y_C5 | 2023-08-01 ~ 2026-07-31 | 0.819 | 0.72% | 761 | -5.708 | 0.17 | 0.887 | 0.000 | 2026-07-11 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C5_BTCUSDT_2_20260710_1783675912
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.5111884433147715}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0900429471237875}, '
'{"feature": "O_div_amplitude_12", "importance": 0.08997617988997045}, '
'{"feature": "K_close_position_in_hl", "importance": 0.0840277859720296}, '
'{"feature": "K_body_size_pct", "importance": 0.08187558535159367}, '
'{"feature": "O_div_amplitude_48", "importance": 0.05743260172533461}, '
'{"feature": "O_pct_change_12", "importance": 0.045736499679441454}, '
'{"feature": "O_div_binary_12", "importance": 0.01964108422507258}, '
'{"feature": "K_consecutive_shrink", "importance": 0.01793085955026034}, '
'{"feature": "O_div_binary_48", "importance": 0.002148013167738278}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.5111884433147715}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0900429471237875}, {"feature": "O_div_amplitude_12", '
'"importance": 0.08997617988997045}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.0840277859720296}, {"feature": "K_body_size_pct", '
'"importance": 0.08187558535159367}, {"feature": '
'"O_div_amplitude_48", "importance": 0.05743260172533461}, '
'{"feature": "O_pct_change_12", "importance": '
'0.045736499679441454}, {"feature": "O_div_binary_12", '
'"importance": 0.01964108422507258}, {"feature": '
'"K_consecutive_shrink", "importance": '
'0.01793085955026034}, {"feature": "O_div_binary_48", '
'"importance": 0.002148013167738278}]',
'_model_metadata': {'created_at': '2026-07-11T01:31:51.814993',
'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': 0.07659969709057025,
'max_depth': 5,
'n_estimators': 214,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9141772992025397,
'train_accuracy': 0.8870763699314202},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 6.910893440246582},
'accuracy': 0.8870763699314202,
'avg_loss': -0.0037515112442954475,
'avg_win': 0.0012178375718934922,
'expectancy': -0.00019264776883819125,
'learning_rate': 0.07659969709057025,
'losing_trades': 216,
'max_depth': 5,
'max_drawdown': 0.1744859413938197,
'model_file': 'volume_price_pivot_v86_y_C5_BTCUSDT_2_20260710_1783675912',
'n_estimators': 214,
'profit_factor': 0.8190791428229842,
'sharpe_ratio': -5.708393760916153,
'top_pct': 8,
'total_pnl': -0.1466049520858635,
'total_trades': 761,
'trail_stop_1': -0.1187962719115127,
'trail_stop_2': 0.011616722433639893,
'trail_stop_3': 0.470501755284444,
'trail_stop_4': 0.41235069657748147,
'trail_stop_5': 2.7486639612006325,
'trail_thr_1': 0.2697316968394073,
'trail_thr_2': 0.4045980821176709,
'trail_thr_3': 1.319705687464961,
'trail_thr_4': 1.6978254022286159,
'trail_thr_5': 3.9548647782429915,
'trial_num': 0,
'vp_subset_size': 0,
'win_rate': 0.7161629434954008,
'winning_trades': 545}
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]}
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}
|
||||||||||||
| 1485 | BTCUSDT | 5 | volume_price_pivot_v86_y_C5 | 2023-08-01 ~ 2026-07-31 | 0.819 | 0.72% | 761 | -5.708 | 0.17 | 0.887 | 0.000 | 2026-07-11 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C5_BTCUSDT_2_20260710_1783672766
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.5111884433147715}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0900429471237875}, '
'{"feature": "O_div_amplitude_12", "importance": 0.08997617988997045}, '
'{"feature": "K_close_position_in_hl", "importance": 0.0840277859720296}, '
'{"feature": "K_body_size_pct", "importance": 0.08187558535159367}, '
'{"feature": "O_div_amplitude_48", "importance": 0.05743260172533461}, '
'{"feature": "O_pct_change_12", "importance": 0.045736499679441454}, '
'{"feature": "O_div_binary_12", "importance": 0.01964108422507258}, '
'{"feature": "K_consecutive_shrink", "importance": 0.01793085955026034}, '
'{"feature": "O_div_binary_48", "importance": 0.002148013167738278}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.5111884433147715}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0900429471237875}, {"feature": "O_div_amplitude_12", '
'"importance": 0.08997617988997045}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.0840277859720296}, {"feature": "K_body_size_pct", '
'"importance": 0.08187558535159367}, {"feature": '
'"O_div_amplitude_48", "importance": 0.05743260172533461}, '
'{"feature": "O_pct_change_12", "importance": '
'0.045736499679441454}, {"feature": "O_div_binary_12", '
'"importance": 0.01964108422507258}, {"feature": '
'"K_consecutive_shrink", "importance": '
'0.01793085955026034}, {"feature": "O_div_binary_48", '
'"importance": 0.002148013167738278}]',
'_model_metadata': {'created_at': '2026-07-11T00:39:26.193083',
'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': 0.07659969709057025,
'max_depth': 5,
'n_estimators': 214,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9141772992025397,
'train_accuracy': 0.8870763699314202},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 6.856319189071655},
'accuracy': 0.8870763699314202,
'avg_loss': -0.0037515112442954475,
'avg_win': 0.0012178375718934922,
'expectancy': -0.00019264776883819125,
'learning_rate': 0.07659969709057025,
'losing_trades': 216,
'max_depth': 5,
'max_drawdown': 0.1744859413938197,
'model_file': 'volume_price_pivot_v86_y_C5_BTCUSDT_2_20260710_1783672766',
'n_estimators': 214,
'profit_factor': 0.8190791428229842,
'sharpe_ratio': -5.708393760916153,
'top_pct': 8,
'total_pnl': -0.1466049520858635,
'total_trades': 761,
'trail_stop_1': -0.1187962719115127,
'trail_stop_2': 0.011616722433639893,
'trail_stop_3': 0.470501755284444,
'trail_stop_4': 0.41235069657748147,
'trail_stop_5': 2.7486639612006325,
'trail_thr_1': 0.2697316968394073,
'trail_thr_2': 0.4045980821176709,
'trail_thr_3': 1.319705687464961,
'trail_thr_4': 1.6978254022286159,
'trail_thr_5': 3.9548647782429915,
'trial_num': 0,
'vp_subset_size': 0,
'win_rate': 0.7161629434954008,
'winning_trades': 545}
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]}
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}
|
||||||||||||
| 1482 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 0.819 | 0.72% | 761 | -5.708 | 0.17 | 0.887 | 0.000 | 2026-07-11 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260710_1783672583
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.5111884433147715}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0900429471237875}, '
'{"feature": "O_div_amplitude_12", "importance": 0.08997617988997045}, '
'{"feature": "K_close_position_in_hl", "importance": 0.0840277859720296}, '
'{"feature": "K_body_size_pct", "importance": 0.08187558535159367}, '
'{"feature": "O_div_amplitude_48", "importance": 0.05743260172533461}, '
'{"feature": "O_pct_change_12", "importance": 0.045736499679441454}, '
'{"feature": "O_div_binary_12", "importance": 0.01964108422507258}, '
'{"feature": "K_consecutive_shrink", "importance": 0.01793085955026034}, '
'{"feature": "O_div_binary_48", "importance": 0.002148013167738278}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.5111884433147715}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0900429471237875}, {"feature": "O_div_amplitude_12", '
'"importance": 0.08997617988997045}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.0840277859720296}, {"feature": "K_body_size_pct", '
'"importance": 0.08187558535159367}, {"feature": '
'"O_div_amplitude_48", "importance": 0.05743260172533461}, '
'{"feature": "O_pct_change_12", "importance": '
'0.045736499679441454}, {"feature": "O_div_binary_12", '
'"importance": 0.01964108422507258}, {"feature": '
'"K_consecutive_shrink", "importance": '
'0.01793085955026034}, {"feature": "O_div_binary_48", '
'"importance": 0.002148013167738278}]',
'_model_metadata': {'created_at': '2026-07-11T00:36:22.909186',
'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': 0.07659969709057025,
'max_depth': 5,
'n_estimators': 214,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9141772992025397,
'train_accuracy': 0.8870763699314202},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 6.94163966178894},
'accuracy': 0.8870763699314202,
'avg_loss': -0.0037515112442954475,
'avg_win': 0.0012178375718934922,
'expectancy': -0.00019264776883819125,
'learning_rate': 0.07659969709057025,
'losing_trades': 216,
'max_depth': 5,
'max_drawdown': 0.1744859413938197,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260710_1783672583',
'n_estimators': 214,
'period_lookback': 11,
'profit_factor': 0.8190791428229842,
'sharpe_ratio': -5.708393760916153,
'top_pct': 8,
'total_pnl': -0.1466049520858635,
'total_trades': 761,
'trail_stop_1': -0.1187962719115127,
'trail_stop_2': 0.011616722433639893,
'trail_stop_3': 0.470501755284444,
'trail_stop_4': 0.41235069657748147,
'trail_stop_5': 2.7486639612006325,
'trail_thr_1': 0.2697316968394073,
'trail_thr_2': 0.4045980821176709,
'trail_thr_3': 1.319705687464961,
'trail_thr_4': 1.6978254022286159,
'trail_thr_5': 3.9548647782429915,
'trial_num': 0,
'vp_subset_size': 0,
'win_rate': 0.7161629434954008,
'winning_trades': 545}
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], 'period_lookback': [11, 13]}
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}
|
||||||||||||
| 1514 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 0.819 | 0.72% | 761 | -5.708 | 0.17 | 0.887 | 0.000 | 2026-07-11 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260710_1783675629
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.5111884433147715}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0900429471237875}, '
'{"feature": "O_div_amplitude_12", "importance": 0.08997617988997045}, '
'{"feature": "K_close_position_in_hl", "importance": 0.0840277859720296}, '
'{"feature": "K_body_size_pct", "importance": 0.08187558535159367}, '
'{"feature": "O_div_amplitude_48", "importance": 0.05743260172533461}, '
'{"feature": "O_pct_change_12", "importance": 0.045736499679441454}, '
'{"feature": "O_div_binary_12", "importance": 0.01964108422507258}, '
'{"feature": "K_consecutive_shrink", "importance": 0.01793085955026034}, '
'{"feature": "O_div_binary_48", "importance": 0.002148013167738278}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.5111884433147715}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0900429471237875}, {"feature": "O_div_amplitude_12", '
'"importance": 0.08997617988997045}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.0840277859720296}, {"feature": "K_body_size_pct", '
'"importance": 0.08187558535159367}, {"feature": '
'"O_div_amplitude_48", "importance": 0.05743260172533461}, '
'{"feature": "O_pct_change_12", "importance": '
'0.045736499679441454}, {"feature": "O_div_binary_12", '
'"importance": 0.01964108422507258}, {"feature": '
'"K_consecutive_shrink", "importance": '
'0.01793085955026034}, {"feature": "O_div_binary_48", '
'"importance": 0.002148013167738278}]',
'_model_metadata': {'created_at': '2026-07-11T01:27:08.952530',
'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': 0.07659969709057025,
'max_depth': 5,
'n_estimators': 214,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9141772992025397,
'train_accuracy': 0.8870763699314202},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 6.9208595752716064},
'accuracy': 0.8870763699314202,
'avg_loss': -0.0037515112442954475,
'avg_win': 0.0012178375718934922,
'expectancy': -0.00019264776883819125,
'learning_rate': 0.07659969709057025,
'losing_trades': 216,
'max_depth': 5,
'max_drawdown': 0.1744859413938197,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260710_1783675629',
'n_estimators': 214,
'period_lookback': 11,
'profit_factor': 0.8190791428229842,
'sharpe_ratio': -5.708393760916153,
'top_pct': 8,
'total_pnl': -0.1466049520858635,
'total_trades': 761,
'trail_stop_1': -0.1187962719115127,
'trail_stop_2': 0.011616722433639893,
'trail_stop_3': 0.470501755284444,
'trail_stop_4': 0.41235069657748147,
'trail_stop_5': 2.7486639612006325,
'trail_thr_1': 0.2697316968394073,
'trail_thr_2': 0.4045980821176709,
'trail_thr_3': 1.319705687464961,
'trail_thr_4': 1.6978254022286159,
'trail_thr_5': 3.9548647782429915,
'trial_num': 0,
'vp_subset_size': 0,
'win_rate': 0.7161629434954008,
'winning_trades': 545}
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], 'period_lookback': [11, 13]}
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}
|
||||||||||||
| 1700 | BTCUSDT | 5 | volume_price_pivot_v86_y_C7 | 2023-08-01 ~ 2026-07-31 | 0.802 | 0.66% | 761 | -6.972 | 0.30 | 0.777 | 0.000 | 2026-07-12 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C7_BTCUSDT_2_20260711_1783784941
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.20521008094825455}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.14212124432842724}, '
'{"feature": "K_body_size_pct", "importance": 0.13345200261781034}, '
'{"feature": "K_high_pct_change_12", "importance": 0.13029864448996603}, '
'{"feature": "O_pct_change_12", "importance": 0.11899086711409992}, '
'{"feature": "O_div_amplitude_48", "importance": 0.11652374256685409}, '
'{"feature": "O_div_amplitude_12", "importance": 0.10934797800040776}, '
'{"feature": "K_consecutive_shrink", "importance": 0.03543416016486583}, '
'{"feature": "O_div_binary_12", "importance": 0.0053724719573366815}, '
'{"feature": "O_div_binary_48", "importance": 0.003248807811977619}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.20521008094825455}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.14212124432842724}, {"feature": "K_body_size_pct", '
'"importance": 0.13345200261781034}, {"feature": '
'"K_high_pct_change_12", "importance": '
'0.13029864448996603}, {"feature": "O_pct_change_12", '
'"importance": 0.11899086711409992}, {"feature": '
'"O_div_amplitude_48", "importance": 0.11652374256685409}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.10934797800040776}, {"feature": "K_consecutive_shrink", '
'"importance": 0.03543416016486583}, {"feature": '
'"O_div_binary_12", "importance": 0.0053724719573366815}, '
'{"feature": "O_div_binary_48", "importance": '
'0.003248807811977619}]',
'_model_metadata': {'created_at': '2026-07-12T07:47:47.673236',
'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': 0.07174993410675765,
'max_depth': 5,
'n_estimators': 217,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.6043703323272824,
'train_accuracy': 0.7770823623410347},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1',
'training_time_sec': 7.025341033935547},
'accuracy': 0.7770823623410347,
'avg_loss': -0.0037723335566247993,
'avg_win': 0.0015430902303364118,
'expectancy': -0.00025200032583839907,
'learning_rate': 0.07174993410675765,
'losing_trades': 257,
'max_depth': 5,
'max_drawdown': 0.2953428333220946,
'model_file': 'volume_price_pivot_v86_y_C7_BTCUSDT_2_20260711_1783784941',
'n_estimators': 217,
'period_lookback': 11,
'profit_factor': 0.8021925934795958,
'sharpe_ratio': -6.97207710663484,
'top_pct': 15,
'total_pnl': -0.19177224796302175,
'total_trades': 761,
'trail_stop_1': -0.020836699549998533,
'trail_stop_2': 0.09860070862386104,
'trail_stop_3': 0.2460936632040589,
'trail_stop_4': 0.5631617658811243,
'trail_stop_5': 2.3903059169399308,
'trail_thr_1': 0.19044208514070515,
'trail_thr_2': 0.6602680888324173,
'trail_thr_3': 1.1259784362182694,
'trail_thr_4': 1.5443195476790057,
'trail_thr_5': 3.645083240366903,
'trial_num': 25,
'vp_subset_size': 3,
'win_rate': 0.6622864651773982,
'winning_trades': 504}
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], 'period_lookback': [11, 13]}
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}
|
||||||||||||
| 239 | BTCUSDT | 5 | volume_price_pivot_v86_y | 2025-01-01 ~ 2025-12-31 | 0.802 | 0.57% | 193 | -7.648 | 0.08 | 0.000 | 0.000 | 2026-06-19 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_BTCUSDT_20260619_1781849494
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON{'_y_candidate': 'C1',
'avg_loss': -0.0034218067959516677,
'avg_win': 0.0020695821448149737,
'expectancy': -0.000291999627639074,
'learning_rate': 0.0411919703162725,
'losing_trades': 83,
'max_depth': 4,
'max_drawdown': 0.08048867060604732,
'model_file': 'volume_price_pivot_v86_y_BTCUSDT_20260619_1781849494',
'n_bars': 10,
'n_estimators': 255,
'profit_factor': 0.8015705951723435,
'sharpe_ratio': -7.647529658967156,
'sl_mult': 1.1921075290929846,
'top_pct': 11,
'total_pnl': -0.056355928134341295,
'total_trades': 193,
'tp_mult': 1.4441429911521246,
'vp_subset_size': 0,
'win_rate': 0.5699481865284974,
'winning_trades': 110}
ind_param (optuna):
展開 Optuna 參數{'n_estimators': [165, 295], 'max_depth': [3, 5], 'learning_rate': [0.04, 0.09], 'vp_subset_size': [0, 3], 'top_pct': [7, 16], 'day_hold': [1, 1], 'tp_mult': [1.0, 2.0], 'sl_mult': [0.5, 1.5], 'n_bars': [6, 24], 'atr_period': [14, 14]}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 210 | BTCUSDT | 60 | knn_resonance_5dc | 2025-01-01 ~ 2025-12-31 | 0.797 | 0.64% | 33 | -7.585 | 0.33 | 0.000 | 0.000 | 2026-06-19 |
|
Model: gradient_boosting (vv1)
Model File: knn_resonance_5dc_BTCUSDT_20260619_1781804035
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON{'avg_loss': -0.06873160933853584,
'avg_win': 0.03129792082307496,
'expectancy': -0.005076453781147149,
'knn_window': 160.0,
'lb': 0.9018333005026807,
'losing_trades': 12.0,
'max_drawdown': 0.3251388474298355,
'max_hold_bars': 234.0,
'model_file': 'knn_resonance_5dc_BTCUSDT_20260619_1781804035',
'period_adx': 36.0,
'period_atr': 20.0,
'period_bb': 29.0,
'period_chop': 23.0,
'period_lookback': 128.0,
'period_mfi': 19.0,
'period_rsi': 24.0,
'profit_factor': 0.796887516056931,
'sharpe_ratio': -7.584519886297907,
'sl_mult': 2.2741762037745326,
'sl_mult_short': 5.754591110615738,
'tb_horizon': 138.0,
'total_pnl': -0.16752297477785555,
'total_trades': 33.0,
'tp_mult': 4.2303690621195695,
'tp_mult_short': 5.533412570342172,
'tsl_activate_mult': 4.710194706419028,
'tsl_trail_mult': 1.23663758202658,
'ub': 1.0797134821837862,
'w_bbw': 1.05659128043797,
'w_chop': 1.2987551997421483,
'w_energy': 0.9634872868101301,
'w_flow': 0.32537092819248853,
'w_stress': 0.36106190112451775,
'win_rate': 0.6363636363636364,
'winning_trades': 21.0}
ind_param (optuna):
展開 Optuna 參數{'period_rsi': [7, 30], 'period_mfi': [7, 30], 'period_atr': [12, 40], 'period_adx': [15, 40], 'period_bb': [10, 40], 'period_chop': [7, 30], 'period_lookback': [120, 160], 'tb_horizon': [80, 200], 'ub': [1.005, 1.15], 'lb': [0.85, 0.995], 'knn_window': [140, 190], 'w_energy': [0.3, 2.0], 'w_flow': [0.3, 2.0], 'w_stress': [0.3, 2.0], 'w_bbw': [0.1, 1.5], 'w_chop': [0.1, 1.5], 'day_hold': [2, 2], 'tp_mult': [1.0, 6.0], 'sl_mult': [1.0, 6.0], 'tp_mult_short': [1.0, 6.0], 'sl_mult_short': [1.0, 6.0], 'tsl_activate_mult': [1.0, 5.0], 'tsl_trail_mult': [0.5, 3.0], 'max_hold_bars': [24, 288]}
|
||||||||||||
| 1318 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-04-30 | 0.793 | 0.72% | 761 | -7.365 | 0.24 | 0.765 | 0.000 | 2026-07-07 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783406042
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.27390085386915186}, '
'{"feature": "K_body_size_pct", "importance": 0.2546703492068856}, '
'{"feature": "K_high_pct_change_12", "importance": 0.16885429298312443}, '
'{"feature": "K_consecutive_shrink", "importance": 0.12722076628129256}, '
'{"feature": "O_div_amplitude_12", "importance": 0.06380385950543883}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.06321959317549483}, '
'{"feature": "O_div_amplitude_48", "importance": 0.03065083189955485}, '
'{"feature": "O_pct_change_12", "importance": 0.010082713292046968}, '
'{"feature": "O_div_binary_12", "importance": 0.007596739787009961}, '
'{"feature": "O_div_binary_48", "importance": 0.0}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.27390085386915186}, {"feature": "K_body_size_pct", '
'"importance": 0.2546703492068856}, {"feature": '
'"K_high_pct_change_12", "importance": '
'0.16885429298312443}, {"feature": "K_consecutive_shrink", '
'"importance": 0.12722076628129256}, {"feature": '
'"O_div_amplitude_12", "importance": 0.06380385950543883}, '
'{"feature": "K_momentum_pct_change_48", "importance": '
'0.06321959317549483}, {"feature": "O_div_amplitude_48", '
'"importance": 0.03065083189955485}, {"feature": '
'"O_pct_change_12", "importance": 0.010082713292046968}, '
'{"feature": "O_div_binary_12", "importance": '
'0.007596739787009961}, {"feature": "O_div_binary_48", '
'"importance": 0.0}]',
'_model_metadata': {'created_at': '2026-07-07T22:34:02.615082',
'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': 0.8032419888629624,
'train_accuracy': 0.7652972900992077},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.08626651763916},
'accuracy': 0.7652972900992077,
'avg_loss': -0.0052444835513341635,
'avg_win': 0.0015843562942271172,
'expectancy': -0.0003000804568476119,
'losing_trades': 210,
'max_drawdown': 0.23790892106590825,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783406042',
'profit_factor': 0.7926517631737346,
'sharpe_ratio': -7.364922865720172,
'total_pnl': -0.22836122766103284,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.7240473061760841,
'winning_trades': 551}
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}
|
||||||||||||
| 1699 | BTCUSDT | 5 | volume_price_pivot_v86_y_C7 | 2023-08-01 ~ 2026-07-31 | 0.792 | 0.65% | 761 | -7.391 | 0.27 | 0.765 | 0.000 | 2026-07-12 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C7_BTCUSDT_2_20260711_1783784302
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.22919590324562003}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.13498975891354295}, '
'{"feature": "K_body_size_pct", "importance": 0.12705768117195054}, '
'{"feature": "K_high_pct_change_12", "importance": 0.12459328116084704}, '
'{"feature": "O_div_amplitude_48", "importance": 0.11917358666587999}, '
'{"feature": "O_pct_change_12", "importance": 0.11074706102368047}, '
'{"feature": "O_div_amplitude_12", "importance": 0.10906021607496465}, '
'{"feature": "K_consecutive_shrink", "importance": 0.03711523385294819}, '
'{"feature": "O_div_binary_12", "importance": 0.004541977552443929}, '
'{"feature": "O_div_binary_48", "importance": 0.003525300338122091}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.22919590324562003}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.13498975891354295}, {"feature": "K_body_size_pct", '
'"importance": 0.12705768117195054}, {"feature": '
'"K_high_pct_change_12", "importance": '
'0.12459328116084704}, {"feature": "O_div_amplitude_48", '
'"importance": 0.11917358666587999}, {"feature": '
'"O_pct_change_12", "importance": 0.11074706102368047}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.10906021607496465}, {"feature": "K_consecutive_shrink", '
'"importance": 0.03711523385294819}, {"feature": '
'"O_div_binary_12", "importance": 0.004541977552443929}, '
'{"feature": "O_div_binary_48", "importance": '
'0.003525300338122091}]',
'_model_metadata': {'created_at': '2026-07-12T07:28:46.265392',
'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': 0.07282053240617231,
'max_depth': 5,
'n_estimators': 166,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.6066907439636942,
'train_accuracy': 0.7653638724282575},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1',
'training_time_sec': 5.409703254699707},
'accuracy': 0.7653638724282575,
'avg_loss': -0.003647176802978652,
'avg_win': 0.0015516957608311729,
'expectancy': -0.0002655185650208816,
'learning_rate': 0.07282053240617231,
'losing_trades': 266,
'max_depth': 5,
'max_drawdown': 0.2705280787040351,
'model_file': 'volume_price_pivot_v86_y_C7_BTCUSDT_2_20260711_1783784302',
'n_estimators': 166,
'period_lookback': 13,
'profit_factor': 0.7917231045772413,
'sharpe_ratio': -7.390695251428561,
'top_pct': 11,
'total_pnl': -0.20205962798089075,
'total_trades': 761,
'trail_stop_1': -0.001010940446007913,
'trail_stop_2': 0.07237257556577625,
'trail_stop_3': 0.4460982369776082,
'trail_stop_4': 0.5047818083518855,
'trail_stop_5': 1.7102733979212275,
'trail_thr_1': 0.338451194529459,
'trail_thr_2': 0.44352365601617216,
'trail_thr_3': 1.1158423313436903,
'trail_thr_4': 1.5405346133942694,
'trail_thr_5': 3.0410653862520927,
'trial_num': 2,
'vp_subset_size': 1,
'win_rate': 0.6504599211563732,
'winning_trades': 495}
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], 'period_lookback': [11, 13]}
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}
|
||||||||||||
| 1694 | BTCUSDT | 5 | volume_price_pivot_v86_y_C7 | 2023-08-01 ~ 2026-07-31 | 0.787 | 0.66% | 761 | -7.596 | 0.24 | 0.775 | 0.000 | 2026-07-12 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C7_BTCUSDT_2_20260711_1783781146
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.21814833502624853}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.13958910689114468}, '
'{"feature": "K_body_size_pct", "importance": 0.1266532760289033}, '
'{"feature": "K_high_pct_change_12", "importance": 0.12114607776967887}, '
'{"feature": "O_div_amplitude_12", "importance": 0.11698586801715932}, '
'{"feature": "O_div_amplitude_48", "importance": 0.1155630174226127}, '
'{"feature": "O_pct_change_12", "importance": 0.11556117832858946}, '
'{"feature": "K_consecutive_shrink", "importance": 0.03739279646018365}, '
'{"feature": "O_div_binary_12", "importance": 0.005324308777298609}, '
'{"feature": "O_div_binary_48", "importance": 0.0036360352781807737}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.21814833502624853}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.13958910689114468}, {"feature": "K_body_size_pct", '
'"importance": 0.1266532760289033}, {"feature": '
'"K_high_pct_change_12", "importance": '
'0.12114607776967887}, {"feature": "O_div_amplitude_12", '
'"importance": 0.11698586801715932}, {"feature": '
'"O_div_amplitude_48", "importance": 0.1155630174226127}, '
'{"feature": "O_pct_change_12", "importance": '
'0.11556117832858946}, {"feature": "K_consecutive_shrink", '
'"importance": 0.03739279646018365}, {"feature": '
'"O_div_binary_12", "importance": 0.005324308777298609}, '
'{"feature": "O_div_binary_48", "importance": '
'0.0036360352781807737}]',
'_model_metadata': {'created_at': '2026-07-12T06:36:11.715031',
'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': 0.08828160165372796,
'max_depth': 5,
'n_estimators': 173,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.6034071945497004,
'train_accuracy': 0.7754843864438378},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1',
'training_time_sec': 5.631137371063232},
'accuracy': 0.7754843864438378,
'avg_loss': -0.0038230767014740792,
'avg_win': 0.0015514082952217817,
'expectancy': -0.00027775282717536405,
'learning_rate': 0.08828160165372796,
'losing_trades': 259,
'max_depth': 5,
'max_drawdown': 0.23978524608147866,
'model_file': 'volume_price_pivot_v86_y_C7_BTCUSDT_2_20260711_1783781146',
'n_estimators': 173,
'period_lookback': 12,
'profit_factor': 0.7865331853265293,
'sharpe_ratio': -7.595561422256439,
'top_pct': 10,
'total_pnl': -0.21136990148045215,
'total_trades': 761,
'trail_stop_1': -0.08907724616532586,
'trail_stop_2': 0.1368466053024314,
'trail_stop_3': 0.25491720568015047,
'trail_stop_4': 0.42063311266913106,
'trail_stop_5': 1.8881699724000254,
'trail_thr_1': 0.3116794696232922,
'trail_thr_2': 0.3841852399022343,
'trail_thr_3': 1.0640914962437606,
'trail_thr_4': 1.6233119185389446,
'trail_thr_5': 3.863980603118173,
'trial_num': 2,
'vp_subset_size': 2,
'win_rate': 0.6596583442838371,
'winning_trades': 502}
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], 'period_lookback': [11, 13]}
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}
|
||||||||||||
| 211 | BTCUSDT | 60 | knn_resonance_5dd | 2025-01-01 ~ 2025-12-31 | 0.783 | 0.41% | 209 | -7.264 | 0.58 | 0.000 | 0.000 | 2026-06-19 |
|
Model: gradient_boosting (vv1)
Model File: knn_resonance_5dd_BTCUSDT_20260619_1781804040
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON{'avg_loss': -0.015279340401503302,
'avg_win': 0.01745354675995163,
'bar_predict': 7.0,
'expectancy': -0.0019669221779450748,
'knn_window': 147.0,
'losing_trades': 124.0,
'max_drawdown': 0.5751383510027892,
'max_hold_bars': 151.0,
'model_file': 'knn_resonance_5dd_BTCUSDT_20260619_1781804040',
'period_adx': 38.0,
'period_atr': 21.0,
'period_bb': 34.0,
'period_chop': 25.0,
'period_lookback': 133.0,
'period_mfi': 14.0,
'period_rsi': 22.0,
'profit_factor': 0.7830262616540049,
'sharpe_ratio': -7.264339010893071,
'sl_mult': 4.203894676736547,
'sl_mult_short': 5.982628112415663,
'total_pnl': -0.411086735190521,
'total_trades': 209.0,
'tp_mult': 3.9788443721628175,
'tp_mult_short': 5.163863630247274,
'tsl_activate_mult': 3.1757523347566408,
'tsl_trail_mult': 2.8420737241535634,
'w_bbw': 1.4463651172555974,
'w_chop': 0.6874211417011354,
'w_energy': 1.759844432887252,
'w_flow': 1.4268167001572227,
'w_stress': 1.7933070822356754,
'win_rate': 0.40669856459330145,
'winning_trades': 85.0}
ind_param (optuna):
展開 Optuna 參數{'period_rsi': [7, 30], 'period_mfi': [7, 30], 'period_atr': [12, 40], 'period_adx': [15, 40], 'period_bb': [10, 40], 'period_chop': [7, 30], 'period_lookback': [120, 160], 'bar_predict': [2, 20], 'knn_window': [140, 190], 'w_energy': [0.3, 2.0], 'w_flow': [0.3, 2.0], 'w_stress': [0.3, 2.0], 'w_bbw': [0.1, 1.5], 'w_chop': [0.1, 1.5], 'day_hold': [2, 2], 'tp_mult': [1.0, 6.0], 'sl_mult': [1.0, 6.0], 'tp_mult_short': [1.0, 6.0], 'sl_mult_short': [1.0, 6.0], 'tsl_activate_mult': [1.0, 5.0], 'tsl_trail_mult': [0.5, 3.0], 'max_hold_bars': [24, 288]}
|
||||||||||||
| 1320 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-10-01 ~ 2026-06-30 | 0.783 | 0.72% | 758 | -7.756 | 0.29 | 0.769 | 0.000 | 2026-07-07 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783406094
Data Hash: 3c112bae8dd2b04f
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.2846776823783705}, '
'{"feature": "K_body_size_pct", "importance": 0.2523974145849321}, '
'{"feature": "K_high_pct_change_12", "importance": 0.17204200045353446}, '
'{"feature": "K_consecutive_shrink", "importance": 0.12335526454490293}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.06255328650811873}, '
'{"feature": "O_div_amplitude_12", "importance": 0.06015506233931687}, '
'{"feature": "O_div_amplitude_48", "importance": 0.025607058149739896}, '
'{"feature": "O_pct_change_12", "importance": 0.010167696767402229}, '
'{"feature": "O_div_binary_12", "importance": 0.008456545214356646}, '
'{"feature": "O_div_binary_48", "importance": 0.000587989059325734}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.2846776823783705}, {"feature": "K_body_size_pct", '
'"importance": 0.2523974145849321}, {"feature": '
'"K_high_pct_change_12", "importance": '
'0.17204200045353446}, {"feature": "K_consecutive_shrink", '
'"importance": 0.12335526454490293}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.06255328650811873}, {"feature": "O_div_amplitude_12", '
'"importance": 0.06015506233931687}, {"feature": '
'"O_div_amplitude_48", "importance": 0.025607058149739896}, '
'{"feature": "O_pct_change_12", "importance": '
'0.010167696767402229}, {"feature": "O_div_binary_12", '
'"importance": 0.008456545214356646}, {"feature": '
'"O_div_binary_48", "importance": 0.000587989059325734}]',
'_model_metadata': {'created_at': '2026-07-07T22:34:54.000211',
'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': 0.821451683101682,
'train_accuracy': 0.7691696464044497},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15102,
'tags': {},
'training_data_hash': '3c112bae8dd2b04f-9d34149fbd1fe777',
'training_time_sec': 4.098093748092651},
'accuracy': 0.7691696464044497,
'avg_loss': -0.005159433019899531,
'avg_win': 0.001578212679904156,
'expectancy': -0.0003150835391699674,
'losing_trades': 213,
'max_drawdown': 0.29289385804534523,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783406094',
'profit_factor': 0.7826731734288264,
'sharpe_ratio': -7.756450819482989,
'total_pnl': -0.23883332269083532,
'total_trades': 758,
'trial_num': 0,
'win_rate': 0.7189973614775725,
'winning_trades': 545}
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}
|
||||||||||||
| 1306 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-06-30 | 0.781 | 0.71% | 765 | -7.815 | 0.25 | 0.981 | 0.000 | 2026-07-07 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783405551
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.2904438172049728}, '
'{"feature": "K_body_size_pct", "importance": 0.26119393438707433}, '
'{"feature": "K_high_pct_change_12", "importance": 0.2357343922957146}, '
'{"feature": "O_div_amplitude_12", "importance": 0.12295634605389054}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.044585848733414556}, '
'{"feature": "O_pct_change_12", "importance": 0.02385620432451352}, '
'{"feature": "O_div_amplitude_48", "importance": 0.01770866339127589}, '
'{"feature": "K_consecutive_shrink", "importance": 0.0024460474885372547}, '
'{"feature": "O_div_binary_48", "importance": 0.001074746120606466}, '
'{"feature": "O_div_binary_12", "importance": 0.0}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.2904438172049728}, {"feature": "K_body_size_pct", '
'"importance": 0.26119393438707433}, {"feature": '
'"K_high_pct_change_12", "importance": 0.2357343922957146}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.12295634605389054}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.044585848733414556}, {"feature": "O_pct_change_12", '
'"importance": 0.02385620432451352}, {"feature": '
'"O_div_amplitude_48", "importance": 0.01770866339127589}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.0024460474885372547}, {"feature": "O_div_binary_48", '
'"importance": 0.001074746120606466}, {"feature": '
'"O_div_binary_12", "importance": 0.0}]',
'_model_metadata': {'created_at': '2026-07-07T22:25:50.945013',
'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': 0.956309583591229,
'train_accuracy': 0.9808908715626873},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1',
'training_time_sec': 4.083539962768555},
'accuracy': 0.9808908715626873,
'avg_loss': -0.004978352757099099,
'avg_win': 0.0015604842682779571,
'expectancy': -0.0003114180958495921,
'losing_trades': 219,
'max_drawdown': 0.25192693454909565,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783405551',
'profit_factor': 0.7814878961186851,
'sharpe_ratio': -7.815179546203925,
'total_pnl': -0.238234843324938,
'total_trades': 765,
'trial_num': 0,
'win_rate': 0.7137254901960784,
'winning_trades': 546}
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}
|
||||||||||||
| 1336 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-06-30 | 0.781 | 0.71% | 765 | -7.815 | 0.25 | 0.981 | 0.000 | 2026-07-07 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783408195
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.2904438172049728}, '
'{"feature": "K_body_size_pct", "importance": 0.26119393438707433}, '
'{"feature": "K_high_pct_change_12", "importance": 0.2357343922957146}, '
'{"feature": "O_div_amplitude_12", "importance": 0.12295634605389054}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.044585848733414556}, '
'{"feature": "O_pct_change_12", "importance": 0.02385620432451352}, '
'{"feature": "O_div_amplitude_48", "importance": 0.01770866339127589}, '
'{"feature": "K_consecutive_shrink", "importance": 0.0024460474885372547}, '
'{"feature": "O_div_binary_48", "importance": 0.001074746120606466}, '
'{"feature": "O_div_binary_12", "importance": 0.0}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.2904438172049728}, {"feature": "K_body_size_pct", '
'"importance": 0.26119393438707433}, {"feature": '
'"K_high_pct_change_12", "importance": 0.2357343922957146}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.12295634605389054}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.044585848733414556}, {"feature": "O_pct_change_12", '
'"importance": 0.02385620432451352}, {"feature": '
'"O_div_amplitude_48", "importance": 0.01770866339127589}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.0024460474885372547}, {"feature": "O_div_binary_48", '
'"importance": 0.001074746120606466}, {"feature": '
'"O_div_binary_12", "importance": 0.0}]',
'_model_metadata': {'created_at': '2026-07-07T23:09:55.579919',
'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': 0.956309583591229,
'train_accuracy': 0.9808908715626873},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1',
'training_time_sec': 4.111252546310425},
'accuracy': 0.9808908715626873,
'avg_loss': -0.004978352757099099,
'avg_win': 0.0015604842682779571,
'expectancy': -0.0003114180958495921,
'losing_trades': 219,
'max_drawdown': 0.25192693454909565,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783408195',
'profit_factor': 0.7814878961186851,
'sharpe_ratio': -7.815179546203925,
'total_pnl': -0.238234843324938,
'total_trades': 765,
'trial_num': 0,
'win_rate': 0.7137254901960784,
'winning_trades': 546}
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}
|
||||||||||||
| 1338 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-06-30 | 0.781 | 0.71% | 765 | -7.815 | 0.25 | 0.981 | 0.000 | 2026-07-09 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260709_1783538666
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.2904438172049728}, '
'{"feature": "K_body_size_pct", "importance": 0.26119393438707433}, '
'{"feature": "K_high_pct_change_12", "importance": 0.2357343922957146}, '
'{"feature": "O_div_amplitude_12", "importance": 0.12295634605389054}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.044585848733414556}, '
'{"feature": "O_pct_change_12", "importance": 0.02385620432451352}, '
'{"feature": "O_div_amplitude_48", "importance": 0.01770866339127589}, '
'{"feature": "K_consecutive_shrink", "importance": 0.0024460474885372547}, '
'{"feature": "O_div_binary_48", "importance": 0.001074746120606466}, '
'{"feature": "O_div_binary_12", "importance": 0.0}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.2904438172049728}, {"feature": "K_body_size_pct", '
'"importance": 0.26119393438707433}, {"feature": '
'"K_high_pct_change_12", "importance": 0.2357343922957146}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.12295634605389054}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.044585848733414556}, {"feature": "O_pct_change_12", '
'"importance": 0.02385620432451352}, {"feature": '
'"O_div_amplitude_48", "importance": 0.01770866339127589}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.0024460474885372547}, {"feature": "O_div_binary_48", '
'"importance": 0.001074746120606466}, {"feature": '
'"O_div_binary_12", "importance": 0.0}]',
'_model_metadata': {'created_at': '2026-07-09T11:24:26.730632',
'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': 0.956309583591229,
'train_accuracy': 0.9808908715626873},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1',
'training_time_sec': 4.057433366775513},
'accuracy': 0.9808908715626873,
'avg_loss': -0.004978352757099099,
'avg_win': 0.0015604842682779571,
'expectancy': -0.0003114180958495921,
'losing_trades': 219,
'max_drawdown': 0.25192693454909565,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260709_1783538666',
'profit_factor': 0.7814878961186851,
'sharpe_ratio': -7.815179546203925,
'total_pnl': -0.238234843324938,
'total_trades': 765,
'trial_num': 0,
'win_rate': 0.7137254901960784,
'winning_trades': 546}
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}
|
||||||||||||
| 1249 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-06-30 | 0.781 | 0.71% | 765 | -7.815 | 0.25 | 0.981 | 0.000 | 2026-07-07 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783365994
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.2904438172049728}, '
'{"feature": "K_body_size_pct", "importance": 0.26119393438707433}, '
'{"feature": "K_high_pct_change_12", "importance": 0.2357343922957146}, '
'{"feature": "O_div_amplitude_12", "importance": 0.12295634605389054}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.044585848733414556}, '
'{"feature": "O_pct_change_12", "importance": 0.02385620432451352}, '
'{"feature": "O_div_amplitude_48", "importance": 0.01770866339127589}, '
'{"feature": "K_consecutive_shrink", "importance": 0.0024460474885372547}, '
'{"feature": "O_div_binary_48", "importance": 0.001074746120606466}, '
'{"feature": "O_div_binary_12", "importance": 0.0}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.2904438172049728}, {"feature": "K_body_size_pct", '
'"importance": 0.26119393438707433}, {"feature": '
'"K_high_pct_change_12", "importance": 0.2357343922957146}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.12295634605389054}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.044585848733414556}, {"feature": "O_pct_change_12", '
'"importance": 0.02385620432451352}, {"feature": '
'"O_div_amplitude_48", "importance": 0.01770866339127589}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.0024460474885372547}, {"feature": "O_div_binary_48", '
'"importance": 0.001074746120606466}, {"feature": '
'"O_div_binary_12", "importance": 0.0}]',
'_model_metadata': {'created_at': '2026-07-07T11:26:33.842093',
'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': 0.956309583591229,
'train_accuracy': 0.9808908715626873},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1',
'training_time_sec': 4.060856103897095},
'accuracy': 0.9808908715626873,
'avg_loss': -0.004978352757099099,
'avg_win': 0.0015604842682779571,
'expectancy': -0.0003114180958495921,
'losing_trades': 219,
'max_drawdown': 0.25192693454909565,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783365994',
'profit_factor': 0.7814878961186851,
'sharpe_ratio': -7.815179546203925,
'total_pnl': -0.238234843324938,
'total_trades': 765,
'trial_num': 0,
'win_rate': 0.7137254901960784,
'winning_trades': 546}
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}
|
||||||||||||
| 1340 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-06-30 | 0.781 | 0.71% | 765 | -7.815 | 0.25 | 0.981 | 0.000 | 2026-07-09 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260709_1783538789
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.2904438172049728}, '
'{"feature": "K_body_size_pct", "importance": 0.26119393438707433}, '
'{"feature": "K_high_pct_change_12", "importance": 0.2357343922957146}, '
'{"feature": "O_div_amplitude_12", "importance": 0.12295634605389054}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.044585848733414556}, '
'{"feature": "O_pct_change_12", "importance": 0.02385620432451352}, '
'{"feature": "O_div_amplitude_48", "importance": 0.01770866339127589}, '
'{"feature": "K_consecutive_shrink", "importance": 0.0024460474885372547}, '
'{"feature": "O_div_binary_48", "importance": 0.001074746120606466}, '
'{"feature": "O_div_binary_12", "importance": 0.0}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.2904438172049728}, {"feature": "K_body_size_pct", '
'"importance": 0.26119393438707433}, {"feature": '
'"K_high_pct_change_12", "importance": 0.2357343922957146}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.12295634605389054}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.044585848733414556}, {"feature": "O_pct_change_12", '
'"importance": 0.02385620432451352}, {"feature": '
'"O_div_amplitude_48", "importance": 0.01770866339127589}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.0024460474885372547}, {"feature": "O_div_binary_48", '
'"importance": 0.001074746120606466}, {"feature": '
'"O_div_binary_12", "importance": 0.0}]',
'_model_metadata': {'created_at': '2026-07-09T11:26:29.649387',
'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': 0.956309583591229,
'train_accuracy': 0.9808908715626873},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1',
'training_time_sec': 4.1010236740112305},
'accuracy': 0.9808908715626873,
'avg_loss': -0.004978352757099099,
'avg_win': 0.0015604842682779571,
'expectancy': -0.0003114180958495921,
'losing_trades': 219,
'max_drawdown': 0.25192693454909565,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260709_1783538789',
'profit_factor': 0.7814878961186851,
'sharpe_ratio': -7.815179546203925,
'total_pnl': -0.238234843324938,
'total_trades': 765,
'trial_num': 0,
'win_rate': 0.7137254901960784,
'winning_trades': 546}
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}
|
||||||||||||
| 1372 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-06-30 | 0.781 | 0.71% | 765 | -7.815 | 0.25 | 0.981 | 0.000 | 2026-07-10 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260710_1783651908
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.2904438172049728}, '
'{"feature": "K_body_size_pct", "importance": 0.26119393438707433}, '
'{"feature": "K_high_pct_change_12", "importance": 0.2357343922957146}, '
'{"feature": "O_div_amplitude_12", "importance": 0.12295634605389054}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.044585848733414556}, '
'{"feature": "O_pct_change_12", "importance": 0.02385620432451352}, '
'{"feature": "O_div_amplitude_48", "importance": 0.01770866339127589}, '
'{"feature": "K_consecutive_shrink", "importance": 0.0024460474885372547}, '
'{"feature": "O_div_binary_48", "importance": 0.001074746120606466}, '
'{"feature": "O_div_binary_12", "importance": 0.0}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.2904438172049728}, {"feature": "K_body_size_pct", '
'"importance": 0.26119393438707433}, {"feature": '
'"K_high_pct_change_12", "importance": 0.2357343922957146}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.12295634605389054}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.044585848733414556}, {"feature": "O_pct_change_12", '
'"importance": 0.02385620432451352}, {"feature": '
'"O_div_amplitude_48", "importance": 0.01770866339127589}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.0024460474885372547}, {"feature": "O_div_binary_48", '
'"importance": 0.001074746120606466}, {"feature": '
'"O_div_binary_12", "importance": 0.0}]',
'_model_metadata': {'created_at': '2026-07-10T18:51:48.021076',
'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': 0.956309583591229,
'train_accuracy': 0.9808908715626873},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1',
'training_time_sec': 4.154404163360596},
'accuracy': 0.9808908715626873,
'avg_loss': -0.004978352757099099,
'avg_win': 0.0015604842682779571,
'expectancy': -0.0003114180958495921,
'losing_trades': 219,
'max_drawdown': 0.25192693454909565,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260710_1783651908',
'profit_factor': 0.7814878961186851,
'sharpe_ratio': -7.815179546203925,
'total_pnl': -0.238234843324938,
'total_trades': 765,
'trial_num': 0,
'win_rate': 0.7137254901960784,
'winning_trades': 546}
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}
|
||||||||||||
| 1389 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-06-30 | 0.781 | 0.71% | 765 | -7.815 | 0.25 | 0.981 | 0.000 | 2026-07-10 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260710_1783653690
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.2904438172049728}, '
'{"feature": "K_body_size_pct", "importance": 0.26119393438707433}, '
'{"feature": "K_high_pct_change_12", "importance": 0.2357343922957146}, '
'{"feature": "O_div_amplitude_12", "importance": 0.12295634605389054}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.044585848733414556}, '
'{"feature": "O_pct_change_12", "importance": 0.02385620432451352}, '
'{"feature": "O_div_amplitude_48", "importance": 0.01770866339127589}, '
'{"feature": "K_consecutive_shrink", "importance": 0.0024460474885372547}, '
'{"feature": "O_div_binary_48", "importance": 0.001074746120606466}, '
'{"feature": "O_div_binary_12", "importance": 0.0}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.2904438172049728}, {"feature": "K_body_size_pct", '
'"importance": 0.26119393438707433}, {"feature": '
'"K_high_pct_change_12", "importance": 0.2357343922957146}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.12295634605389054}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.044585848733414556}, {"feature": "O_pct_change_12", '
'"importance": 0.02385620432451352}, {"feature": '
'"O_div_amplitude_48", "importance": 0.01770866339127589}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.0024460474885372547}, {"feature": "O_div_binary_48", '
'"importance": 0.001074746120606466}, {"feature": '
'"O_div_binary_12", "importance": 0.0}]',
'_model_metadata': {'created_at': '2026-07-10T19:21:29.869570',
'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': 0.956309583591229,
'train_accuracy': 0.9808908715626873},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1',
'training_time_sec': 4.127279996871948},
'accuracy': 0.9808908715626873,
'avg_loss': -0.004978352757099099,
'avg_win': 0.0015604842682779571,
'expectancy': -0.0003114180958495921,
'losing_trades': 219,
'max_drawdown': 0.25192693454909565,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260710_1783653690',
'profit_factor': 0.7814878961186851,
'sharpe_ratio': -7.815179546203925,
'total_pnl': -0.238234843324938,
'total_trades': 765,
'trial_num': 0,
'win_rate': 0.7137254901960784,
'winning_trades': 546}
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}
|
||||||||||||
| 1572 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-06-30 | 0.781 | 0.71% | 765 | -7.815 | 0.25 | 0.981 | 0.000 | 2026-07-11 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260710_1783679551
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.2904438172049728}, '
'{"feature": "K_body_size_pct", "importance": 0.26119393438707433}, '
'{"feature": "K_high_pct_change_12", "importance": 0.2357343922957146}, '
'{"feature": "O_div_amplitude_12", "importance": 0.12295634605389054}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.044585848733414556}, '
'{"feature": "O_pct_change_12", "importance": 0.02385620432451352}, '
'{"feature": "O_div_amplitude_48", "importance": 0.01770866339127589}, '
'{"feature": "K_consecutive_shrink", "importance": 0.0024460474885372547}, '
'{"feature": "O_div_binary_48", "importance": 0.001074746120606466}, '
'{"feature": "O_div_binary_12", "importance": 0.0}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.2904438172049728}, {"feature": "K_body_size_pct", '
'"importance": 0.26119393438707433}, {"feature": '
'"K_high_pct_change_12", "importance": 0.2357343922957146}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.12295634605389054}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.044585848733414556}, {"feature": "O_pct_change_12", '
'"importance": 0.02385620432451352}, {"feature": '
'"O_div_amplitude_48", "importance": 0.01770866339127589}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.0024460474885372547}, {"feature": "O_div_binary_48", '
'"importance": 0.001074746120606466}, {"feature": '
'"O_div_binary_12", "importance": 0.0}]',
'_model_metadata': {'created_at': '2026-07-11T02:32:31.196216',
'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': 0.956309583591229,
'train_accuracy': 0.9808908715626873},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1',
'training_time_sec': 4.050246953964233},
'accuracy': 0.9808908715626873,
'avg_loss': -0.004978352757099099,
'avg_win': 0.0015604842682779571,
'expectancy': -0.0003114180958495921,
'losing_trades': 219,
'max_drawdown': 0.25192693454909565,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260710_1783679551',
'profit_factor': 0.7814878961186851,
'sharpe_ratio': -7.815179546203925,
'total_pnl': -0.238234843324938,
'total_trades': 765,
'trial_num': 0,
'win_rate': 0.7137254901960784,
'winning_trades': 546}
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}
|
||||||||||||
| 1251 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-06-30 | 0.781 | 0.71% | 765 | -7.815 | 0.25 | 0.981 | 0.000 | 2026-07-07 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783366115
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.2904438172049728}, '
'{"feature": "K_body_size_pct", "importance": 0.26119393438707433}, '
'{"feature": "K_high_pct_change_12", "importance": 0.2357343922957146}, '
'{"feature": "O_div_amplitude_12", "importance": 0.12295634605389054}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.044585848733414556}, '
'{"feature": "O_pct_change_12", "importance": 0.02385620432451352}, '
'{"feature": "O_div_amplitude_48", "importance": 0.01770866339127589}, '
'{"feature": "K_consecutive_shrink", "importance": 0.0024460474885372547}, '
'{"feature": "O_div_binary_48", "importance": 0.001074746120606466}, '
'{"feature": "O_div_binary_12", "importance": 0.0}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.2904438172049728}, {"feature": "K_body_size_pct", '
'"importance": 0.26119393438707433}, {"feature": '
'"K_high_pct_change_12", "importance": 0.2357343922957146}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.12295634605389054}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.044585848733414556}, {"feature": "O_pct_change_12", '
'"importance": 0.02385620432451352}, {"feature": '
'"O_div_amplitude_48", "importance": 0.01770866339127589}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.0024460474885372547}, {"feature": "O_div_binary_48", '
'"importance": 0.001074746120606466}, {"feature": '
'"O_div_binary_12", "importance": 0.0}]',
'_model_metadata': {'created_at': '2026-07-07T11:28:34.872852',
'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': 0.956309583591229,
'train_accuracy': 0.9808908715626873},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1',
'training_time_sec': 4.137351989746094},
'accuracy': 0.9808908715626873,
'avg_loss': -0.004978352757099099,
'avg_win': 0.0015604842682779571,
'expectancy': -0.0003114180958495921,
'losing_trades': 219,
'max_drawdown': 0.25192693454909565,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783366115',
'profit_factor': 0.7814878961186851,
'sharpe_ratio': -7.815179546203925,
'total_pnl': -0.238234843324938,
'total_trades': 765,
'trial_num': 0,
'win_rate': 0.7137254901960784,
'winning_trades': 546}
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}
|
||||||||||||
| 1255 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-06-30 | 0.781 | 0.71% | 765 | -7.815 | 0.25 | 0.981 | 0.000 | 2026-07-07 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783401528
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.2904438172049728}, '
'{"feature": "K_body_size_pct", "importance": 0.26119393438707433}, '
'{"feature": "K_high_pct_change_12", "importance": 0.2357343922957146}, '
'{"feature": "O_div_amplitude_12", "importance": 0.12295634605389054}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.044585848733414556}, '
'{"feature": "O_pct_change_12", "importance": 0.02385620432451352}, '
'{"feature": "O_div_amplitude_48", "importance": 0.01770866339127589}, '
'{"feature": "K_consecutive_shrink", "importance": 0.0024460474885372547}, '
'{"feature": "O_div_binary_48", "importance": 0.001074746120606466}, '
'{"feature": "O_div_binary_12", "importance": 0.0}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.2904438172049728}, {"feature": "K_body_size_pct", '
'"importance": 0.26119393438707433}, {"feature": '
'"K_high_pct_change_12", "importance": 0.2357343922957146}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.12295634605389054}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.044585848733414556}, {"feature": "O_pct_change_12", '
'"importance": 0.02385620432451352}, {"feature": '
'"O_div_amplitude_48", "importance": 0.01770866339127589}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.0024460474885372547}, {"feature": "O_div_binary_48", '
'"importance": 0.001074746120606466}, {"feature": '
'"O_div_binary_12", "importance": 0.0}]',
'_model_metadata': {'created_at': '2026-07-07T21:18:47.794750',
'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': 0.956309583591229,
'train_accuracy': 0.9808908715626873},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1',
'training_time_sec': 4.164738416671753},
'accuracy': 0.9808908715626873,
'avg_loss': -0.004978352757099099,
'avg_win': 0.0015604842682779571,
'expectancy': -0.0003114180958495921,
'losing_trades': 219,
'max_drawdown': 0.25192693454909565,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783401528',
'profit_factor': 0.7814878961186851,
'sharpe_ratio': -7.815179546203925,
'total_pnl': -0.238234843324938,
'total_trades': 765,
'trial_num': 0,
'win_rate': 0.7137254901960784,
'winning_trades': 546}
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}
|
||||||||||||