Indicator Params Viewer
檢視每次最佳化的參數結果（L0 Audit）— 返回 Dashboard 入口
🔍 篩選
共 1373 筆結果
📊 Indicator Params
| ID | Symbol | Interval | Indicator | Date Range | PF ↓ | WR | Trades | Sharpe | DD | Acc | AUC | Created |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1308 | 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_1783405689
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': '2026-07-07T22:28:09.532604',
'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': 4.093109369277954},
'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_1783405689',
'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}
|
||||||||||||
| 1334 | 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_1783406596
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': '2026-07-07T22:43:16.602632',
'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': 4.040598630905151},
'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_1783406596',
'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}
|
||||||||||||
| 1247 | 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_1783365925
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': '2026-07-07T11:25:25.313885',
'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': 4.127554416656494},
'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_1783365925',
'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}
|
||||||||||||
| 216 | BTCUSDT | 60 | knn_resonance_5dc | 2025-01-01 ~ 2025-12-31 | 0.774 | 0.56% | 84 | -8.300 | 0.54 | 0.000 | 0.000 | 2026-06-19 |
|
Model: gradient_boosting (vv1)
Model File: knn_resonance_5dc_BTCUSDT_20260619_1781804448
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON{'avg_loss': -0.0422500230176447,
'avg_win': 0.0257331695855061,
'expectancy': -0.0042118081087388955,
'knn_window': 180.0,
'lb': 0.9304231310013594,
'losing_trades': 37.0,
'max_drawdown': 0.5366585770794027,
'max_hold_bars': 111.0,
'model_file': 'knn_resonance_5dc_BTCUSDT_20260619_1781804448',
'period_adx': 36.0,
'period_atr': 15.0,
'period_bb': 25.0,
'period_chop': 10.0,
'period_lookback': 130.0,
'period_mfi': 30.0,
'period_rsi': 16.0,
'profit_factor': 0.7736819520936152,
'sharpe_ratio': -8.299825922695682,
'sl_mult': 2.8463760752381706,
'sl_mult_short': 1.0947462410388689,
'tb_horizon': 175.0,
'total_pnl': -0.3537918811340675,
'total_trades': 84.0,
'tp_mult': 4.438365394786535,
'tp_mult_short': 4.415871593801933,
'tsl_activate_mult': 4.733383447895975,
'tsl_trail_mult': 2.322943168101979,
'ub': 1.0723756880476123,
'w_bbw': 1.4473667158559231,
'w_chop': 1.1828939277383494,
'w_energy': 0.4911494189935377,
'w_flow': 1.1496634910399217,
'w_stress': 0.40701004900978527,
'win_rate': 0.5595238095238095,
'winning_trades': 47.0}
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]}
|
||||||||||||
| 1695 | BTCUSDT | 5 | volume_price_pivot_v86_y_C7 | 2023-08-01 ~ 2026-07-31 | 0.773 | 0.66% | 761 | -8.157 | 0.30 | 0.800 | 0.000 | 2026-07-12 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C7_BTCUSDT_2_20260711_1783781780
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.18823969715424232}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.14288440599129}, '
'{"feature": "K_high_pct_change_12", "importance": 0.12979637148345488}, '
'{"feature": "K_body_size_pct", "importance": 0.12879743898505444}, '
'{"feature": "O_div_amplitude_48", "importance": 0.12262950019685848}, '
'{"feature": "O_pct_change_12", "importance": 0.12161253215122605}, '
'{"feature": "O_div_amplitude_12", "importance": 0.12114447396967096}, '
'{"feature": "K_consecutive_shrink", "importance": 0.034494261234746054}, '
'{"feature": "O_div_binary_12", "importance": 0.006209958816470732}, '
'{"feature": "O_div_binary_48", "importance": 0.004191360016986054}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.18823969715424232}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.14288440599129}, {"feature": "K_high_pct_change_12", '
'"importance": 0.12979637148345488}, {"feature": '
'"K_body_size_pct", "importance": 0.12879743898505444}, '
'{"feature": "O_div_amplitude_48", "importance": '
'0.12262950019685848}, {"feature": "O_pct_change_12", '
'"importance": 0.12161253215122605}, {"feature": '
'"O_div_amplitude_12", "importance": 0.12114447396967096}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.034494261234746054}, {"feature": "O_div_binary_12", '
'"importance": 0.006209958816470732}, {"feature": '
'"O_div_binary_48", "importance": 0.004191360016986054}]',
'_model_metadata': {'created_at': '2026-07-12T06:51:41.875707',
'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': 0.08539538422521514,
'max_depth': 5,
'n_estimators': 268,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.6009666488588297,
'train_accuracy': 0.7997203542179906},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1',
'training_time_sec': 8.776851177215576},
'accuracy': 0.7997203542179906,
'avg_loss': -0.003966791329321899,
'avg_win': 0.0015544764501695064,
'expectancy': -0.0003028751287395602,
'learning_rate': 0.08539538422521514,
'losing_trades': 256,
'max_depth': 5,
'max_drawdown': 0.30353859082274937,
'model_file': 'volume_price_pivot_v86_y_C7_BTCUSDT_2_20260711_1783781780',
'n_estimators': 268,
'period_lookback': 12,
'profit_factor': 0.7730297437725022,
'sharpe_ratio': -8.156592889330797,
'top_pct': 9,
'total_pnl': -0.2304879729708052,
'total_trades': 761,
'trail_stop_1': -0.06264712283042742,
'trail_stop_2': 0.0648575730699603,
'trail_stop_3': 0.27398772221242795,
'trail_stop_4': 0.7222269424981367,
'trail_stop_5': 2.297411345965598,
'trail_thr_1': 0.23148570693168832,
'trail_thr_2': 0.568247882847961,
'trail_thr_3': 0.819551674234437,
'trail_thr_4': 1.6447055595928584,
'trail_thr_5': 3.9577145433506216,
'trial_num': 16,
'vp_subset_size': 2,
'win_rate': 0.6636005256241787,
'winning_trades': 505}
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}
|
||||||||||||
| 1696 | BTCUSDT | 5 | volume_price_pivot_v86_y_C7 | 2023-08-01 ~ 2026-07-31 | 0.772 | 0.66% | 761 | -8.142 | 0.27 | 0.751 | 0.000 | 2026-07-12 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C7_BTCUSDT_2_20260711_1783782430
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.26246507031429045}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.13175630827681456}, '
'{"feature": "K_high_pct_change_12", "importance": 0.11751479149197938}, '
'{"feature": "K_body_size_pct", "importance": 0.11528850048482482}, '
'{"feature": "O_div_amplitude_48", "importance": 0.11463180002704962}, '
'{"feature": "O_pct_change_12", "importance": 0.11326962183861192}, '
'{"feature": "O_div_amplitude_12", "importance": 0.10456976643271816}, '
'{"feature": "K_consecutive_shrink", "importance": 0.03354984144172243}, '
'{"feature": "O_div_binary_48", "importance": 0.0036850684853456145}, '
'{"feature": "O_div_binary_12", "importance": 0.003269231206643031}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.26246507031429045}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.13175630827681456}, {"feature": "K_high_pct_change_12", '
'"importance": 0.11751479149197938}, {"feature": '
'"K_body_size_pct", "importance": 0.11528850048482482}, '
'{"feature": "O_div_amplitude_48", "importance": '
'0.11463180002704962}, {"feature": "O_pct_change_12", '
'"importance": 0.11326962183861192}, {"feature": '
'"O_div_amplitude_12", "importance": 0.10456976643271816}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.03354984144172243}, {"feature": "O_div_binary_48", '
'"importance": 0.0036850684853456145}, {"feature": '
'"O_div_binary_12", "importance": 0.003269231206643031}]',
'_model_metadata': {'created_at': '2026-07-12T07:01:41.652633',
'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': 0.060430401906144744,
'max_depth': 4,
'n_estimators': 237,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.6042825552960875,
'train_accuracy': 0.7509820893534855},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1',
'training_time_sec': 6.318360328674316},
'accuracy': 0.7509820893534855,
'avg_loss': -0.003808668495476934,
'avg_win': 0.0015435931968728292,
'expectancy': -0.00029910399549988803,
'learning_rate': 0.060430401906144744,
'losing_trades': 262,
'max_depth': 4,
'max_drawdown': 0.2676434770176743,
'model_file': 'volume_price_pivot_v86_y_C7_BTCUSDT_2_20260711_1783782430',
'n_estimators': 237,
'period_lookback': 11,
'profit_factor': 0.7718962598226845,
'sharpe_ratio': -8.142174711499516,
'top_pct': 11,
'total_pnl': -0.22761814057541502,
'total_trades': 761,
'trail_stop_1': -0.07970993335883857,
'trail_stop_2': 0.10062554461673048,
'trail_stop_3': 0.2568045284744106,
'trail_stop_4': 0.5827423672521336,
'trail_stop_5': 2.085175289502107,
'trail_thr_1': 0.2985224513277769,
'trail_thr_2': 0.5388535535194617,
'trail_thr_3': 1.3921134452548762,
'trail_thr_4': 1.7018090153796264,
'trail_thr_5': 3.587351262062563,
'trial_num': 14,
'vp_subset_size': 3,
'win_rate': 0.6557161629434954,
'winning_trades': 499}
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}
|
||||||||||||
| 1697 | BTCUSDT | 5 | volume_price_pivot_v86_y_C7 | 2023-08-01 ~ 2026-07-31 | 0.762 | 0.66% | 761 | -8.582 | 0.29 | 0.752 | 0.000 | 2026-07-12 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C7_BTCUSDT_2_20260711_1783783056
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.2604143399580208}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.13451458139666525}, '
'{"feature": "K_body_size_pct", "importance": 0.11817101644641485}, '
'{"feature": "O_div_amplitude_48", "importance": 0.1161859330575074}, '
'{"feature": "K_high_pct_change_12", "importance": 0.11224822861422239}, '
'{"feature": "O_pct_change_12", "importance": 0.11001225932569467}, '
'{"feature": "O_div_amplitude_12", "importance": 0.10574388840952166}, '
'{"feature": "K_consecutive_shrink", "importance": 0.035410053649687016}, '
'{"feature": "O_div_binary_12", "importance": 0.0038898229867436354}, '
'{"feature": "O_div_binary_48", "importance": 0.0034098761555222987}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.2604143399580208}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.13451458139666525}, {"feature": "K_body_size_pct", '
'"importance": 0.11817101644641485}, {"feature": '
'"O_div_amplitude_48", "importance": 0.1161859330575074}, '
'{"feature": "K_high_pct_change_12", "importance": '
'0.11224822861422239}, {"feature": "O_pct_change_12", '
'"importance": 0.11001225932569467}, {"feature": '
'"O_div_amplitude_12", "importance": 0.10574388840952166}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.035410053649687016}, {"feature": "O_div_binary_12", '
'"importance": 0.0038898229867436354}, {"feature": '
'"O_div_binary_48", "importance": 0.0034098761555222987}]',
'_model_metadata': {'created_at': '2026-07-12T07:10:55.339873',
'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': 0.06054921439718644,
'max_depth': 4,
'n_estimators': 243,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.6022099846889319,
'train_accuracy': 0.7515147479858846},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1',
'training_time_sec': 6.449726343154907},
'accuracy': 0.7515147479858846,
'avg_loss': -0.0039405973138797136,
'avg_win': 0.0015583103665593545,
'expectancy': -0.00032042287511496585,
'learning_rate': 0.06054921439718644,
'losing_trades': 260,
'max_depth': 4,
'max_drawdown': 0.28769759523174127,
'model_file': 'volume_price_pivot_v86_y_C7_BTCUSDT_2_20260711_1783783056',
'n_estimators': 243,
'period_lookback': 12,
'profit_factor': 0.7620022974068693,
'sharpe_ratio': -8.581635398185778,
'top_pct': 14,
'total_pnl': -0.24384180796248878,
'total_trades': 761,
'trail_stop_1': -0.11965786993119393,
'trail_stop_2': 0.08383399633975691,
'trail_stop_3': 0.29116211829584543,
'trail_stop_4': 0.5402045249845229,
'trail_stop_5': 2.0853504749597422,
'trail_thr_1': 0.23439987614254987,
'trail_thr_2': 0.5700168207953042,
'trail_thr_3': 0.8689371687880841,
'trail_thr_4': 1.757613423228356,
'trail_thr_5': 3.4121504956228406,
'trial_num': 9,
'vp_subset_size': 2,
'win_rate': 0.6583442838370565,
'winning_trades': 501}
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}
|
||||||||||||
| 218 | BTCUSDT | 60 | direction_seeker_a | 2025-01-01 ~ 2025-12-31 | 0.757 | 0.41% | 37 | -8.930 | 0.24 | 0.000 | 0.000 | 2026-06-19 |
|
Model: gradient_boosting (vv1)
Model File: direction_seeker_a_BTCUSDT_20260619_1781804458
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON{'avg_loss': -0.01678634192066281,
'avg_win': 0.01863247897305635,
'expectancy': -0.002427360477263149,
'fvg_perc_body': 1.6342094195634453,
'fvg_perc_level_top': 67.0,
'hl_change_lookback': 47.0,
'hl_smooth': 87.0,
'hl_swing_lookback': 36.0,
'losing_trades': 22.0,
'max_drawdown': 0.23588084077740556,
'max_hold_bars': 146.0,
'model_file': 'direction_seeker_a_BTCUSDT_20260619_1781804458',
'ppo_len_change': 15.0,
'ppo_len_fast': 14.0,
'ppo_len_slow': 18.0,
'ppo_zz_len': 4.0,
'profit_factor': 0.7568035368406917,
'pz_lookback': 137.0,
'pz_multi': 2.5930403393032746,
'sharpe_ratio': -8.93048158286371,
'signal_threshold': 3.0,
'sl_mult': 1.1895821485209648,
'sl_mult_short': 5.226471732013538,
'total_pnl': -0.08981233765873664,
'total_trades': 37.0,
'tp_mult': 4.240032514650333,
'tp_mult_short': 3.333684523850357,
'tsl_activate_mult': 3.670342052287502,
'tsl_trail_mult': 2.9861658235962905,
'win_rate': 0.40540540540540543,
'winning_trades': 15.0,
'zz_atr_factor': 1.9375608523995527,
'zz_atr_period': 4.0,
'zz_percent': 0.5960268727301328}
ind_param (optuna):
展開 Optuna 參數{'hl_smooth': [20, 89], 'hl_swing_lookback': [10, 50], 'hl_change_lookback': [10, 50], 'zz_atr_period': [3, 20], 'zz_atr_factor': [0.5, 3.0], 'zz_percent': [0.1, 2.0], 'fvg_perc_body': [1.0, 4.0], 'fvg_perc_level_top': [50, 90], 'ppo_len_fast': [5, 20], 'ppo_len_slow': [15, 40], 'ppo_len_change': [5, 15], 'ppo_zz_len': [3, 10], 'pz_lookback': [50, 200], 'pz_multi': [0.5, 3.0], 'signal_threshold': [1, 3], '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]}
|
||||||||||||
| 1531 | BTCUSDT | 5 | volume_price_pivot_v86_y_C2 | 2023-08-01 ~ 2026-07-31 | 0.753 | 0.67% | 1720 | -8.957 | 0.60 | 0.944 | 0.000 | 2026-07-11 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C2_BTCUSDT_2_20260710_1783676350
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.7049282550044947}, '
'{"feature": "K_body_size_pct", "importance": 0.12008395399307782}, '
'{"feature": "O_pct_change_12", "importance": 0.056862664170762585}, '
'{"feature": "O_div_amplitude_12", "importance": 0.03415012140876696}, '
'{"feature": "K_high_pct_change_12", "importance": 0.02912603717795946}, '
'{"feature": "O_div_amplitude_48", "importance": 0.025683655831134453}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.01910523930773545}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00451527762917635}, '
'{"feature": "O_div_binary_12", "importance": 0.00444114427852383}, '
'{"feature": "O_div_binary_48", "importance": 0.0011036511983684983}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.7049282550044947}, {"feature": "K_body_size_pct", '
'"importance": 0.12008395399307782}, {"feature": '
'"O_pct_change_12", "importance": 0.056862664170762585}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.03415012140876696}, {"feature": "K_high_pct_change_12", '
'"importance": 0.02912603717795946}, {"feature": '
'"O_div_amplitude_48", "importance": 0.025683655831134453}, '
'{"feature": "K_momentum_pct_change_48", "importance": '
'0.01910523930773545}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00451527762917635}, {"feature": '
'"O_div_binary_12", "importance": 0.00444114427852383}, '
'{"feature": "O_div_binary_48", "importance": '
'0.0011036511983684983}]',
'_model_metadata': {'created_at': '2026-07-11T01:39:09.898834',
'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': 0.9534385030817633,
'train_accuracy': 0.9442705905852586},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1',
'training_time_sec': 6.8498029708862305},
'accuracy': 0.9442705905852586,
'avg_loss': -0.0040992268019437485,
'avg_win': 0.0015465245527048169,
'expectancy': -0.0003375808412302275,
'learning_rate': 0.07659969709057025,
'losing_trades': 574,
'max_depth': 5,
'max_drawdown': 0.5960100988258319,
'model_file': 'volume_price_pivot_v86_y_C2_BTCUSDT_2_20260710_1783676350',
'n_estimators': 214,
'profit_factor': 0.7532299790423622,
'sharpe_ratio': -8.956598845208063,
'span': 9,
'top_pct': 8,
'total_pnl': -0.5806390469159916,
'total_trades': 1720,
'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': 0.6662790697674419,
'winning_trades': 1146}
ind_param (optuna):
展開 Optuna 參數{'n_estimators': [165, 295], 'max_depth': [3, 5], 'learning_rate': [0.04, 0.09], 'trail_thr_1': [0.15, 0.35], 'trail_stop_1': [-0.15, 0.05], 'trail_thr_2': [0.35, 0.7], 'trail_stop_2': [0.0, 0.2], 'trail_thr_3': [0.8, 1.4], 'trail_stop_3': [0.2, 0.65], 'trail_thr_4': [1.45, 1.8], 'trail_stop_4': [0.4, 1.0], 'trail_thr_5': [2.5, 4.0], 'trail_stop_5': [1.5, 3.0], 'vp_subset_size': [0, 3], 'top_pct': [7, 16], 'span': [6, 24]}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 1565 | BTCUSDT | 5 | volume_price_pivot_v86_y_C2 | 2023-08-01 ~ 2026-07-31 | 0.753 | 0.67% | 1720 | -8.957 | 0.60 | 0.944 | 0.000 | 2026-07-11 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C2_BTCUSDT_2_20260710_1783678206
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.7049282550044947}, '
'{"feature": "K_body_size_pct", "importance": 0.12008395399307782}, '
'{"feature": "O_pct_change_12", "importance": 0.056862664170762585}, '
'{"feature": "O_div_amplitude_12", "importance": 0.03415012140876696}, '
'{"feature": "K_high_pct_change_12", "importance": 0.02912603717795946}, '
'{"feature": "O_div_amplitude_48", "importance": 0.025683655831134453}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.01910523930773545}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00451527762917635}, '
'{"feature": "O_div_binary_12", "importance": 0.00444114427852383}, '
'{"feature": "O_div_binary_48", "importance": 0.0011036511983684983}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.7049282550044947}, {"feature": "K_body_size_pct", '
'"importance": 0.12008395399307782}, {"feature": '
'"O_pct_change_12", "importance": 0.056862664170762585}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.03415012140876696}, {"feature": "K_high_pct_change_12", '
'"importance": 0.02912603717795946}, {"feature": '
'"O_div_amplitude_48", "importance": 0.025683655831134453}, '
'{"feature": "K_momentum_pct_change_48", "importance": '
'0.01910523930773545}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00451527762917635}, {"feature": '
'"O_div_binary_12", "importance": 0.00444114427852383}, '
'{"feature": "O_div_binary_48", "importance": '
'0.0011036511983684983}]',
'_model_metadata': {'created_at': '2026-07-11T02:10:06.432191',
'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': 0.9534385030817633,
'train_accuracy': 0.9442705905852586},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1',
'training_time_sec': 6.964528799057007},
'accuracy': 0.9442705905852586,
'avg_loss': -0.0040992268019437485,
'avg_win': 0.0015465245527048169,
'expectancy': -0.0003375808412302275,
'learning_rate': 0.07659969709057025,
'losing_trades': 574,
'max_depth': 5,
'max_drawdown': 0.5960100988258319,
'model_file': 'volume_price_pivot_v86_y_C2_BTCUSDT_2_20260710_1783678206',
'n_estimators': 214,
'profit_factor': 0.7532299790423622,
'sharpe_ratio': -8.956598845208063,
'span': 9,
'top_pct': 8,
'total_pnl': -0.5806390469159916,
'total_trades': 1720,
'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': 0.6662790697674419,
'winning_trades': 1146}
ind_param (optuna):
展開 Optuna 參數{'n_estimators': [165, 295], 'max_depth': [3, 5], 'learning_rate': [0.04, 0.09], 'trail_thr_1': [0.15, 0.35], 'trail_stop_1': [-0.15, 0.05], 'trail_thr_2': [0.35, 0.7], 'trail_stop_2': [0.0, 0.2], 'trail_thr_3': [0.8, 1.4], 'trail_stop_3': [0.2, 0.65], 'trail_thr_4': [1.45, 1.8], 'trail_stop_4': [0.4, 1.0], 'trail_thr_5': [2.5, 4.0], 'trail_stop_5': [1.5, 3.0], 'vp_subset_size': [0, 3], 'top_pct': [7, 16], 'span': [6, 24]}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 1556 | BTCUSDT | 5 | volume_price_pivot_v86_y_C2 | 2023-08-01 ~ 2026-07-31 | 0.753 | 0.67% | 1720 | -8.957 | 0.60 | 0.944 | 0.000 | 2026-07-11 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C2_BTCUSDT_2_20260710_1783677810
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.7049282550044947}, '
'{"feature": "K_body_size_pct", "importance": 0.12008395399307782}, '
'{"feature": "O_pct_change_12", "importance": 0.056862664170762585}, '
'{"feature": "O_div_amplitude_12", "importance": 0.03415012140876696}, '
'{"feature": "K_high_pct_change_12", "importance": 0.02912603717795946}, '
'{"feature": "O_div_amplitude_48", "importance": 0.025683655831134453}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.01910523930773545}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00451527762917635}, '
'{"feature": "O_div_binary_12", "importance": 0.00444114427852383}, '
'{"feature": "O_div_binary_48", "importance": 0.0011036511983684983}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.7049282550044947}, {"feature": "K_body_size_pct", '
'"importance": 0.12008395399307782}, {"feature": '
'"O_pct_change_12", "importance": 0.056862664170762585}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.03415012140876696}, {"feature": "K_high_pct_change_12", '
'"importance": 0.02912603717795946}, {"feature": '
'"O_div_amplitude_48", "importance": 0.025683655831134453}, '
'{"feature": "K_momentum_pct_change_48", "importance": '
'0.01910523930773545}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00451527762917635}, {"feature": '
'"O_div_binary_12", "importance": 0.00444114427852383}, '
'{"feature": "O_div_binary_48", "importance": '
'0.0011036511983684983}]',
'_model_metadata': {'created_at': '2026-07-11T02:03:30.040401',
'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': 0.9534385030817633,
'train_accuracy': 0.9442705905852586},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1',
'training_time_sec': 6.896242141723633},
'accuracy': 0.9442705905852586,
'avg_loss': -0.0040992268019437485,
'avg_win': 0.0015465245527048169,
'expectancy': -0.0003375808412302275,
'learning_rate': 0.07659969709057025,
'losing_trades': 574,
'max_depth': 5,
'max_drawdown': 0.5960100988258319,
'model_file': 'volume_price_pivot_v86_y_C2_BTCUSDT_2_20260710_1783677810',
'n_estimators': 214,
'profit_factor': 0.7532299790423622,
'sharpe_ratio': -8.956598845208063,
'span': 9,
'top_pct': 8,
'total_pnl': -0.5806390469159916,
'total_trades': 1720,
'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': 0.6662790697674419,
'winning_trades': 1146}
ind_param (optuna):
展開 Optuna 參數{'n_estimators': [165, 295], 'max_depth': [3, 5], 'learning_rate': [0.04, 0.09], 'trail_thr_1': [0.15, 0.35], 'trail_stop_1': [-0.15, 0.05], 'trail_thr_2': [0.35, 0.7], 'trail_stop_2': [0.0, 0.2], 'trail_thr_3': [0.8, 1.4], 'trail_stop_3': [0.2, 0.65], 'trail_thr_4': [1.45, 1.8], 'trail_stop_4': [0.4, 1.0], 'trail_thr_5': [2.5, 4.0], 'trail_stop_5': [1.5, 3.0], 'vp_subset_size': [0, 3], 'top_pct': [7, 16], 'span': [6, 24]}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 1497 | BTCUSDT | 5 | volume_price_pivot_v86_y_C2 | 2023-08-01 ~ 2026-07-31 | 0.753 | 0.67% | 1720 | -8.957 | 0.60 | 0.944 | 0.000 | 2026-07-11 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C2_BTCUSDT_2_20260710_1783674831
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.7049282550044947}, '
'{"feature": "K_body_size_pct", "importance": 0.12008395399307782}, '
'{"feature": "O_pct_change_12", "importance": 0.056862664170762585}, '
'{"feature": "O_div_amplitude_12", "importance": 0.03415012140876696}, '
'{"feature": "K_high_pct_change_12", "importance": 0.02912603717795946}, '
'{"feature": "O_div_amplitude_48", "importance": 0.025683655831134453}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.01910523930773545}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00451527762917635}, '
'{"feature": "O_div_binary_12", "importance": 0.00444114427852383}, '
'{"feature": "O_div_binary_48", "importance": 0.0011036511983684983}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.7049282550044947}, {"feature": "K_body_size_pct", '
'"importance": 0.12008395399307782}, {"feature": '
'"O_pct_change_12", "importance": 0.056862664170762585}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.03415012140876696}, {"feature": "K_high_pct_change_12", '
'"importance": 0.02912603717795946}, {"feature": '
'"O_div_amplitude_48", "importance": 0.025683655831134453}, '
'{"feature": "K_momentum_pct_change_48", "importance": '
'0.01910523930773545}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00451527762917635}, {"feature": '
'"O_div_binary_12", "importance": 0.00444114427852383}, '
'{"feature": "O_div_binary_48", "importance": '
'0.0011036511983684983}]',
'_model_metadata': {'created_at': '2026-07-11T01:13:50.919047',
'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': 0.9534385030817633,
'train_accuracy': 0.9442705905852586},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1',
'training_time_sec': 6.976508617401123},
'accuracy': 0.9442705905852586,
'avg_loss': -0.0040992268019437485,
'avg_win': 0.0015465245527048169,
'expectancy': -0.0003375808412302275,
'learning_rate': 0.07659969709057025,
'losing_trades': 574,
'max_depth': 5,
'max_drawdown': 0.5960100988258319,
'model_file': 'volume_price_pivot_v86_y_C2_BTCUSDT_2_20260710_1783674831',
'n_estimators': 214,
'profit_factor': 0.7532299790423622,
'sharpe_ratio': -8.956598845208063,
'span': 9,
'top_pct': 8,
'total_pnl': -0.5806390469159916,
'total_trades': 1720,
'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': 0.6662790697674419,
'winning_trades': 1146}
ind_param (optuna):
展開 Optuna 參數{'n_estimators': [165, 295], 'max_depth': [3, 5], 'learning_rate': [0.04, 0.09], 'trail_thr_1': [0.15, 0.35], 'trail_stop_1': [-0.15, 0.05], 'trail_thr_2': [0.35, 0.7], 'trail_stop_2': [0.0, 0.2], 'trail_thr_3': [0.8, 1.4], 'trail_stop_3': [0.2, 0.65], 'trail_thr_4': [1.45, 1.8], 'trail_stop_4': [0.4, 1.0], 'trail_thr_5': [2.5, 4.0], 'trail_stop_5': [1.5, 3.0], 'vp_subset_size': [0, 3], 'top_pct': [7, 16], 'span': [6, 24]}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 1501 | BTCUSDT | 5 | volume_price_pivot_v86_y_C2 | 2023-08-01 ~ 2026-07-31 | 0.753 | 0.67% | 1720 | -8.957 | 0.60 | 0.944 | 0.000 | 2026-07-11 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C2_BTCUSDT_2_20260710_1783674998
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.7049282550044947}, '
'{"feature": "K_body_size_pct", "importance": 0.12008395399307782}, '
'{"feature": "O_pct_change_12", "importance": 0.056862664170762585}, '
'{"feature": "O_div_amplitude_12", "importance": 0.03415012140876696}, '
'{"feature": "K_high_pct_change_12", "importance": 0.02912603717795946}, '
'{"feature": "O_div_amplitude_48", "importance": 0.025683655831134453}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.01910523930773545}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00451527762917635}, '
'{"feature": "O_div_binary_12", "importance": 0.00444114427852383}, '
'{"feature": "O_div_binary_48", "importance": 0.0011036511983684983}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.7049282550044947}, {"feature": "K_body_size_pct", '
'"importance": 0.12008395399307782}, {"feature": '
'"O_pct_change_12", "importance": 0.056862664170762585}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.03415012140876696}, {"feature": "K_high_pct_change_12", '
'"importance": 0.02912603717795946}, {"feature": '
'"O_div_amplitude_48", "importance": 0.025683655831134453}, '
'{"feature": "K_momentum_pct_change_48", "importance": '
'0.01910523930773545}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00451527762917635}, {"feature": '
'"O_div_binary_12", "importance": 0.00444114427852383}, '
'{"feature": "O_div_binary_48", "importance": '
'0.0011036511983684983}]',
'_model_metadata': {'created_at': '2026-07-11T01:16:38.269854',
'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': 0.9534385030817633,
'train_accuracy': 0.9442705905852586},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1',
'training_time_sec': 6.925001621246338},
'accuracy': 0.9442705905852586,
'avg_loss': -0.0040992268019437485,
'avg_win': 0.0015465245527048169,
'expectancy': -0.0003375808412302275,
'learning_rate': 0.07659969709057025,
'losing_trades': 574,
'max_depth': 5,
'max_drawdown': 0.5960100988258319,
'model_file': 'volume_price_pivot_v86_y_C2_BTCUSDT_2_20260710_1783674998',
'n_estimators': 214,
'profit_factor': 0.7532299790423622,
'sharpe_ratio': -8.956598845208063,
'span': 9,
'top_pct': 8,
'total_pnl': -0.5806390469159916,
'total_trades': 1720,
'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': 0.6662790697674419,
'winning_trades': 1146}
ind_param (optuna):
展開 Optuna 參數{'n_estimators': [165, 295], 'max_depth': [3, 5], 'learning_rate': [0.04, 0.09], 'trail_thr_1': [0.15, 0.35], 'trail_stop_1': [-0.15, 0.05], 'trail_thr_2': [0.35, 0.7], 'trail_stop_2': [0.0, 0.2], 'trail_thr_3': [0.8, 1.4], 'trail_stop_3': [0.2, 0.65], 'trail_thr_4': [1.45, 1.8], 'trail_stop_4': [0.4, 1.0], 'trail_thr_5': [2.5, 4.0], 'trail_stop_5': [1.5, 3.0], 'vp_subset_size': [0, 3], 'top_pct': [7, 16], 'span': [6, 24]}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 1508 | BTCUSDT | 5 | volume_price_pivot_v86_y_C2 | 2023-08-01 ~ 2026-07-31 | 0.753 | 0.67% | 1720 | -8.957 | 0.60 | 0.944 | 0.000 | 2026-07-11 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C2_BTCUSDT_2_20260710_1783675353
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.7049282550044947}, '
'{"feature": "K_body_size_pct", "importance": 0.12008395399307782}, '
'{"feature": "O_pct_change_12", "importance": 0.056862664170762585}, '
'{"feature": "O_div_amplitude_12", "importance": 0.03415012140876696}, '
'{"feature": "K_high_pct_change_12", "importance": 0.02912603717795946}, '
'{"feature": "O_div_amplitude_48", "importance": 0.025683655831134453}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.01910523930773545}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00451527762917635}, '
'{"feature": "O_div_binary_12", "importance": 0.00444114427852383}, '
'{"feature": "O_div_binary_48", "importance": 0.0011036511983684983}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.7049282550044947}, {"feature": "K_body_size_pct", '
'"importance": 0.12008395399307782}, {"feature": '
'"O_pct_change_12", "importance": 0.056862664170762585}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.03415012140876696}, {"feature": "K_high_pct_change_12", '
'"importance": 0.02912603717795946}, {"feature": '
'"O_div_amplitude_48", "importance": 0.025683655831134453}, '
'{"feature": "K_momentum_pct_change_48", "importance": '
'0.01910523930773545}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00451527762917635}, {"feature": '
'"O_div_binary_12", "importance": 0.00444114427852383}, '
'{"feature": "O_div_binary_48", "importance": '
'0.0011036511983684983}]',
'_model_metadata': {'created_at': '2026-07-11T01:22:33.004840',
'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': 0.9534385030817633,
'train_accuracy': 0.9442705905852586},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1',
'training_time_sec': 6.8209452629089355},
'accuracy': 0.9442705905852586,
'avg_loss': -0.0040992268019437485,
'avg_win': 0.0015465245527048169,
'expectancy': -0.0003375808412302275,
'learning_rate': 0.07659969709057025,
'losing_trades': 574,
'max_depth': 5,
'max_drawdown': 0.5960100988258319,
'model_file': 'volume_price_pivot_v86_y_C2_BTCUSDT_2_20260710_1783675353',
'n_estimators': 214,
'profit_factor': 0.7532299790423622,
'sharpe_ratio': -8.956598845208063,
'span': 9,
'top_pct': 8,
'total_pnl': -0.5806390469159916,
'total_trades': 1720,
'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': 0.6662790697674419,
'winning_trades': 1146}
ind_param (optuna):
展開 Optuna 參數{'n_estimators': [165, 295], 'max_depth': [3, 5], 'learning_rate': [0.04, 0.09], 'trail_thr_1': [0.15, 0.35], 'trail_stop_1': [-0.15, 0.05], 'trail_thr_2': [0.35, 0.7], 'trail_stop_2': [0.0, 0.2], 'trail_thr_3': [0.8, 1.4], 'trail_stop_3': [0.2, 0.65], 'trail_thr_4': [1.45, 1.8], 'trail_stop_4': [0.4, 1.0], 'trail_thr_5': [2.5, 4.0], 'trail_stop_5': [1.5, 3.0], 'vp_subset_size': [0, 3], 'top_pct': [7, 16], 'span': [6, 24]}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 1523 | BTCUSDT | 5 | volume_price_pivot_v86_y_C2 | 2023-08-01 ~ 2026-07-31 | 0.753 | 0.67% | 1720 | -8.957 | 0.60 | 0.944 | 0.000 | 2026-07-11 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C2_BTCUSDT_2_20260710_1783676018
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.7049282550044947}, '
'{"feature": "K_body_size_pct", "importance": 0.12008395399307782}, '
'{"feature": "O_pct_change_12", "importance": 0.056862664170762585}, '
'{"feature": "O_div_amplitude_12", "importance": 0.03415012140876696}, '
'{"feature": "K_high_pct_change_12", "importance": 0.02912603717795946}, '
'{"feature": "O_div_amplitude_48", "importance": 0.025683655831134453}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.01910523930773545}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00451527762917635}, '
'{"feature": "O_div_binary_12", "importance": 0.00444114427852383}, '
'{"feature": "O_div_binary_48", "importance": 0.0011036511983684983}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.7049282550044947}, {"feature": "K_body_size_pct", '
'"importance": 0.12008395399307782}, {"feature": '
'"O_pct_change_12", "importance": 0.056862664170762585}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.03415012140876696}, {"feature": "K_high_pct_change_12", '
'"importance": 0.02912603717795946}, {"feature": '
'"O_div_amplitude_48", "importance": 0.025683655831134453}, '
'{"feature": "K_momentum_pct_change_48", "importance": '
'0.01910523930773545}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00451527762917635}, {"feature": '
'"O_div_binary_12", "importance": 0.00444114427852383}, '
'{"feature": "O_div_binary_48", "importance": '
'0.0011036511983684983}]',
'_model_metadata': {'created_at': '2026-07-11T01:33:38.125245',
'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': 0.9534385030817633,
'train_accuracy': 0.9442705905852586},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1',
'training_time_sec': 6.900869607925415},
'accuracy': 0.9442705905852586,
'avg_loss': -0.0040992268019437485,
'avg_win': 0.0015465245527048169,
'expectancy': -0.0003375808412302275,
'learning_rate': 0.07659969709057025,
'losing_trades': 574,
'max_depth': 5,
'max_drawdown': 0.5960100988258319,
'model_file': 'volume_price_pivot_v86_y_C2_BTCUSDT_2_20260710_1783676018',
'n_estimators': 214,
'profit_factor': 0.7532299790423622,
'sharpe_ratio': -8.956598845208063,
'span': 9,
'top_pct': 8,
'total_pnl': -0.5806390469159916,
'total_trades': 1720,
'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': 0.6662790697674419,
'winning_trades': 1146}
ind_param (optuna):
展開 Optuna 參數{'n_estimators': [165, 295], 'max_depth': [3, 5], 'learning_rate': [0.04, 0.09], 'trail_thr_1': [0.15, 0.35], 'trail_stop_1': [-0.15, 0.05], 'trail_thr_2': [0.35, 0.7], 'trail_stop_2': [0.0, 0.2], 'trail_thr_3': [0.8, 1.4], 'trail_stop_3': [0.2, 0.65], 'trail_thr_4': [1.45, 1.8], 'trail_stop_4': [0.4, 1.0], 'trail_thr_5': [2.5, 4.0], 'trail_stop_5': [1.5, 3.0], 'vp_subset_size': [0, 3], 'top_pct': [7, 16], 'span': [6, 24]}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 1547 | BTCUSDT | 5 | volume_price_pivot_v86_y_C2 | 2023-08-01 ~ 2026-07-31 | 0.753 | 0.67% | 1720 | -8.957 | 0.60 | 0.944 | 0.000 | 2026-07-11 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C2_BTCUSDT_2_20260710_1783677037
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.7049282550044947}, '
'{"feature": "K_body_size_pct", "importance": 0.12008395399307782}, '
'{"feature": "O_pct_change_12", "importance": 0.056862664170762585}, '
'{"feature": "O_div_amplitude_12", "importance": 0.03415012140876696}, '
'{"feature": "K_high_pct_change_12", "importance": 0.02912603717795946}, '
'{"feature": "O_div_amplitude_48", "importance": 0.025683655831134453}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.01910523930773545}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00451527762917635}, '
'{"feature": "O_div_binary_12", "importance": 0.00444114427852383}, '
'{"feature": "O_div_binary_48", "importance": 0.0011036511983684983}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.7049282550044947}, {"feature": "K_body_size_pct", '
'"importance": 0.12008395399307782}, {"feature": '
'"O_pct_change_12", "importance": 0.056862664170762585}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.03415012140876696}, {"feature": "K_high_pct_change_12", '
'"importance": 0.02912603717795946}, {"feature": '
'"O_div_amplitude_48", "importance": 0.025683655831134453}, '
'{"feature": "K_momentum_pct_change_48", "importance": '
'0.01910523930773545}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00451527762917635}, {"feature": '
'"O_div_binary_12", "importance": 0.00444114427852383}, '
'{"feature": "O_div_binary_48", "importance": '
'0.0011036511983684983}]',
'_model_metadata': {'created_at': '2026-07-11T01:50:37.499393',
'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': 0.9534385030817633,
'train_accuracy': 0.9442705905852586},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1',
'training_time_sec': 6.895086050033569},
'accuracy': 0.9442705905852586,
'avg_loss': -0.0040992268019437485,
'avg_win': 0.0015465245527048169,
'expectancy': -0.0003375808412302275,
'learning_rate': 0.07659969709057025,
'losing_trades': 574,
'max_depth': 5,
'max_drawdown': 0.5960100988258319,
'model_file': 'volume_price_pivot_v86_y_C2_BTCUSDT_2_20260710_1783677037',
'n_estimators': 214,
'profit_factor': 0.7532299790423622,
'sharpe_ratio': -8.956598845208063,
'span': 9,
'top_pct': 8,
'total_pnl': -0.5806390469159916,
'total_trades': 1720,
'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': 0.6662790697674419,
'winning_trades': 1146}
ind_param (optuna):
展開 Optuna 參數{'n_estimators': [165, 295], 'max_depth': [3, 5], 'learning_rate': [0.04, 0.09], 'trail_thr_1': [0.15, 0.35], 'trail_stop_1': [-0.15, 0.05], 'trail_thr_2': [0.35, 0.7], 'trail_stop_2': [0.0, 0.2], 'trail_thr_3': [0.8, 1.4], 'trail_stop_3': [0.2, 0.65], 'trail_thr_4': [1.45, 1.8], 'trail_stop_4': [0.4, 1.0], 'trail_thr_5': [2.5, 4.0], 'trail_stop_5': [1.5, 3.0], 'vp_subset_size': [0, 3], 'top_pct': [7, 16], 'span': [6, 24]}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 1575 | BTCUSDT | 5 | volume_price_pivot_v86_y_C2 | 2023-08-01 ~ 2026-07-31 | 0.753 | 0.67% | 1720 | -8.957 | 0.60 | 0.944 | 0.000 | 2026-07-11 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C2_BTCUSDT_2_20260711_1783729523
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.7049282550044947}, '
'{"feature": "K_body_size_pct", "importance": 0.12008395399307782}, '
'{"feature": "O_pct_change_12", "importance": 0.056862664170762585}, '
'{"feature": "O_div_amplitude_12", "importance": 0.03415012140876696}, '
'{"feature": "K_high_pct_change_12", "importance": 0.02912603717795946}, '
'{"feature": "O_div_amplitude_48", "importance": 0.025683655831134453}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.01910523930773545}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00451527762917635}, '
'{"feature": "O_div_binary_12", "importance": 0.00444114427852383}, '
'{"feature": "O_div_binary_48", "importance": 0.0011036511983684983}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.7049282550044947}, {"feature": "K_body_size_pct", '
'"importance": 0.12008395399307782}, {"feature": '
'"O_pct_change_12", "importance": 0.056862664170762585}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.03415012140876696}, {"feature": "K_high_pct_change_12", '
'"importance": 0.02912603717795946}, {"feature": '
'"O_div_amplitude_48", "importance": 0.025683655831134453}, '
'{"feature": "K_momentum_pct_change_48", "importance": '
'0.01910523930773545}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00451527762917635}, {"feature": '
'"O_div_binary_12", "importance": 0.00444114427852383}, '
'{"feature": "O_div_binary_48", "importance": '
'0.0011036511983684983}]',
'_model_metadata': {'created_at': '2026-07-11T16:25:23.202341',
'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': 0.9534385030817633,
'train_accuracy': 0.9442705905852586},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1',
'training_time_sec': 6.825564622879028},
'accuracy': 0.9442705905852586,
'avg_loss': -0.0040992268019437485,
'avg_win': 0.0015465245527048169,
'expectancy': -0.0003375808412302275,
'learning_rate': 0.07659969709057025,
'losing_trades': 574,
'max_depth': 5,
'max_drawdown': 0.5960100988258319,
'model_file': 'volume_price_pivot_v86_y_C2_BTCUSDT_2_20260711_1783729523',
'n_estimators': 214,
'profit_factor': 0.7532299790423622,
'sharpe_ratio': -8.956598845208063,
'span': 9,
'top_pct': 8,
'total_pnl': -0.5806390469159916,
'total_trades': 1720,
'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': 0.6662790697674419,
'winning_trades': 1146}
ind_param (optuna):
展開 Optuna 參數{'n_estimators': [165, 295], 'max_depth': [3, 5], 'learning_rate': [0.04, 0.09], 'trail_thr_1': [0.15, 0.35], 'trail_stop_1': [-0.15, 0.05], 'trail_thr_2': [0.35, 0.7], 'trail_stop_2': [0.0, 0.2], 'trail_thr_3': [0.8, 1.4], 'trail_stop_3': [0.2, 0.65], 'trail_thr_4': [1.45, 1.8], 'trail_stop_4': [0.4, 1.0], 'trail_thr_5': [2.5, 4.0], 'trail_stop_5': [1.5, 3.0], 'vp_subset_size': [0, 3], 'top_pct': [7, 16], 'span': [6, 24]}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 1539 | BTCUSDT | 5 | volume_price_pivot_v86_y_C2 | 2023-08-01 ~ 2026-07-31 | 0.753 | 0.67% | 1720 | -8.957 | 0.60 | 0.944 | 0.000 | 2026-07-11 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C2_BTCUSDT_2_20260710_1783676705
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.7049282550044947}, '
'{"feature": "K_body_size_pct", "importance": 0.12008395399307782}, '
'{"feature": "O_pct_change_12", "importance": 0.056862664170762585}, '
'{"feature": "O_div_amplitude_12", "importance": 0.03415012140876696}, '
'{"feature": "K_high_pct_change_12", "importance": 0.02912603717795946}, '
'{"feature": "O_div_amplitude_48", "importance": 0.025683655831134453}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.01910523930773545}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00451527762917635}, '
'{"feature": "O_div_binary_12", "importance": 0.00444114427852383}, '
'{"feature": "O_div_binary_48", "importance": 0.0011036511983684983}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.7049282550044947}, {"feature": "K_body_size_pct", '
'"importance": 0.12008395399307782}, {"feature": '
'"O_pct_change_12", "importance": 0.056862664170762585}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.03415012140876696}, {"feature": "K_high_pct_change_12", '
'"importance": 0.02912603717795946}, {"feature": '
'"O_div_amplitude_48", "importance": 0.025683655831134453}, '
'{"feature": "K_momentum_pct_change_48", "importance": '
'0.01910523930773545}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00451527762917635}, {"feature": '
'"O_div_binary_12", "importance": 0.00444114427852383}, '
'{"feature": "O_div_binary_48", "importance": '
'0.0011036511983684983}]',
'_model_metadata': {'created_at': '2026-07-11T01:45:04.984745',
'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': 0.9534385030817633,
'train_accuracy': 0.9442705905852586},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1',
'training_time_sec': 6.9461424350738525},
'accuracy': 0.9442705905852586,
'avg_loss': -0.0040992268019437485,
'avg_win': 0.0015465245527048169,
'expectancy': -0.0003375808412302275,
'learning_rate': 0.07659969709057025,
'losing_trades': 574,
'max_depth': 5,
'max_drawdown': 0.5960100988258319,
'model_file': 'volume_price_pivot_v86_y_C2_BTCUSDT_2_20260710_1783676705',
'n_estimators': 214,
'profit_factor': 0.7532299790423622,
'sharpe_ratio': -8.956598845208063,
'span': 9,
'top_pct': 8,
'total_pnl': -0.5806390469159916,
'total_trades': 1720,
'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': 0.6662790697674419,
'winning_trades': 1146}
ind_param (optuna):
展開 Optuna 參數{'n_estimators': [165, 295], 'max_depth': [3, 5], 'learning_rate': [0.04, 0.09], 'trail_thr_1': [0.15, 0.35], 'trail_stop_1': [-0.15, 0.05], 'trail_thr_2': [0.35, 0.7], 'trail_stop_2': [0.0, 0.2], 'trail_thr_3': [0.8, 1.4], 'trail_stop_3': [0.2, 0.65], 'trail_thr_4': [1.45, 1.8], 'trail_stop_4': [0.4, 1.0], 'trail_thr_5': [2.5, 4.0], 'trail_stop_5': [1.5, 3.0], 'vp_subset_size': [0, 3], 'top_pct': [7, 16], 'span': [6, 24]}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 1701 | BTCUSDT | 5 | volume_price_pivot_v86_y_C7 | 2023-08-01 ~ 2026-07-31 | 0.751 | 0.65% | 761 | -9.017 | 0.27 | 0.797 | 0.000 | 2026-07-12 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C7_BTCUSDT_2_20260711_1783785559
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.19975524958236976}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.14725612060997179}, '
'{"feature": "K_high_pct_change_12", "importance": 0.12754201885358368}, '
'{"feature": "K_body_size_pct", "importance": 0.1239194517297587}, '
'{"feature": "O_pct_change_12", "importance": 0.12129884967507558}, '
'{"feature": "O_div_amplitude_48", "importance": 0.11653691623984423}, '
'{"feature": "O_div_amplitude_12", "importance": 0.11635948754340968}, '
'{"feature": "K_consecutive_shrink", "importance": 0.03631674628976978}, '
'{"feature": "O_div_binary_12", "importance": 0.0067114037651242854}, '
'{"feature": "O_div_binary_48", "importance": 0.004303755711092579}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.19975524958236976}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.14725612060997179}, {"feature": "K_high_pct_change_12", '
'"importance": 0.12754201885358368}, {"feature": '
'"K_body_size_pct", "importance": 0.1239194517297587}, '
'{"feature": "O_pct_change_12", "importance": '
'0.12129884967507558}, {"feature": "O_div_amplitude_48", '
'"importance": 0.11653691623984423}, {"feature": '
'"O_div_amplitude_12", "importance": 0.11635948754340968}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.03631674628976978}, {"feature": "O_div_binary_12", '
'"importance": 0.0067114037651242854}, {"feature": '
'"O_div_binary_48", "importance": 0.004303755711092579}]',
'_model_metadata': {'created_at': '2026-07-12T07:55:36.515950',
'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': 0.08676727461905256,
'max_depth': 5,
'n_estimators': 244,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.6063176055252026,
'train_accuracy': 0.7965909847526467},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1',
'training_time_sec': 7.913231611251831},
'accuracy': 0.7965909847526467,
'avg_loss': -0.003841412469721692,
'avg_win': 0.0015420963325497251,
'expectancy': -0.0003325815026696253,
'learning_rate': 0.08676727461905256,
'losing_trades': 265,
'max_depth': 5,
'max_drawdown': 0.27172887798466633,
'model_file': 'volume_price_pivot_v86_y_C7_BTCUSDT_2_20260711_1783785559',
'n_estimators': 244,
'period_lookback': 12,
'profit_factor': 0.7513743496091458,
'sharpe_ratio': -9.01662172169297,
'top_pct': 9,
'total_pnl': -0.25309452353158474,
'total_trades': 761,
'trail_stop_1': 0.04153814732316469,
'trail_stop_2': 0.11388336906655479,
'trail_stop_3': 0.6080037695585851,
'trail_stop_4': 0.6868611741603722,
'trail_stop_5': 2.351406305937832,
'trail_thr_1': 0.1553188875398475,
'trail_thr_2': 0.4762498042822948,
'trail_thr_3': 1.235973530288601,
'trail_thr_4': 1.5327802306419256,
'trail_thr_5': 3.401732316541975,
'trial_num': 18,
'vp_subset_size': 0,
'win_rate': 0.6517739816031537,
'winning_trades': 496}
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}
|
||||||||||||
| 2655 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2024-06-29 | 0.751 | 0.40% | 88 | -8.984 | 0.31 | 0.923 | 0.000 | 2026-10-03 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261003_1791003914
Data Hash: 4d2500492b3b40ec
Feature Score:
展開('[{"feature": "hl_range", "importance": 0.39224935867820027}, {"feature": '
'"price_position", "importance": 0.19161293160140158}, {"feature": '
'"vol_ratio", "importance": 0.1696595530679207}, {"feature": "body_size_pct", '
'"importance": 0.15086650008379957}, {"feature": "atr_norm", "importance": '
'0.048409416645283}, {"feature": "pct_change", "importance": '
'0.027827763389971498}, {"feature": "k_iter1_ta_5ba8", "importance": '
'0.012482402111476585}, {"feature": "consecutive_shrink", "importance": '
'0.006892074421946776}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "hl_range", "importance": '
'0.39224935867820027}, {"feature": "price_position", '
'"importance": 0.19161293160140158}, {"feature": '
'"vol_ratio", "importance": 0.1696595530679207}, '
'{"feature": "body_size_pct", "importance": '
'0.15086650008379957}, {"feature": "atr_norm", '
'"importance": 0.048409416645283}, {"feature": '
'"pct_change", "importance": 0.027827763389971498}, '
'{"feature": "k_iter1_ta_5ba8", "importance": '
'0.012482402111476585}, {"feature": "consecutive_shrink", '
'"importance": 0.006892074421946776}]',
'_model_metadata': {'feature_names': ['pct_change',
'hl_range',
'atr_norm',
'vol_ratio',
'price_position',
'consecutive_shrink',
'body_size_pct',
'k_iter1_ta_5ba8'],
'git_commit': '2d0df290',
'metrics': {'accuracy': 0.9233892321270962,
'balanced_accuracy': 0.33314227486944337,
'long_recall': 0.0,
'macro_f1': 0.32008566620774054,
'short_recall': 0.0,
'train_accuracy': 0.8932399723374828},
'model_version': 'v1',
'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1',
'training_time_sec': 1.9316141605377197},
'_run_source': 'llm',
'accuracy': 0.9233892321270962,
'atr_factor': 0.756120799098058,
'atr_period': 9,
'avg_loss': -0.018352138891561655,
'avg_win': 0.02085777217751765,
'balanced_accuracy': 0.33314227486944337,
'colsample_bytree': 0.7536163478104028,
'expectancy': -0.00275728789817784,
'k_iter1_ta_5ba8_length': 17,
'k_momentum_pct_change_window': 433,
'learning_rate': 0.07924572648341045,
'long_recall': 0.0,
'losing_trades': 53,
'macro_f1': 0.32008566620774054,
'max_depth': 2,
'max_drawdown': 0.3062083364477468,
'max_hold_bars': 109,
'min_child_weight': 1.1918197903626466,
'model_file': 'zz_sylvain_BTCUSDT_2_20261003_1791003914',
'n_estimators': 67,
'optuna_seed': 862,
'profit_factor': 0.7505392464591927,
'reg_alpha': 0.2683129134191259,
'reg_lambda': 3.687872214114441,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': -8.984216181196034,
'short_recall': 0.0,
'sl_pct': 0.028449781736607782,
'subsample': 0.6923581968128271,
'test_accuracy': 0.0,
'total_pnl': -0.2426413350396499,
'total_trades': 88,
'tp_pct': 0.056907716421806157,
'train_accuracy': 0.8932399723374828,
'trial_num': 0,
'win_rate': 0.3977272727272727,
'winning_trades': 35,
'zz_percent': 0.5057579044000895}
ind_param (optuna):
展開 Optuna 參數{'atr_period': [3, 20], 'atr_factor': [0.5, 5.0], 'zz_percent': [0.1, 1.5], 'reversal_abs': [0.0, 0.0], 'reversal_ticks': [0, 0], 'k_momentum_pct_change_window': [6, 504], 'n_estimators': [50, 150], 'max_depth': [2, 5], 'learning_rate': [0.05, 0.3], 'min_child_weight': [1.0, 50.0], 'subsample': [0.5, 1.0], 'colsample_bytree': [0.5, 1.0], 'reg_alpha': [0.0, 5.0], 'reg_lambda': [0.0, 5.0], 'optuna_seed': [1, 1000], 'tp_pct': [0.002, 0.1], 'sl_pct': [0.001, 0.05], 'max_hold_bars': [6, 192], 'k_iter1_ta_5ba8_length': [4, 36]}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 2,
'purge_days': 0,
'test_window_months': 2,
'train_window_months': 2}
|
||||||||||||
| 1702 | BTCUSDT | 5 | volume_price_pivot_v86_y_C7 | 2023-08-01 ~ 2026-07-31 | 0.749 | 0.65% | 761 | -9.115 | 0.27 | 0.775 | 0.000 | 2026-07-12 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C7_BTCUSDT_2_20260712_1783786168
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.21591628096059856}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.13850174999336126}, '
'{"feature": "K_high_pct_change_12", "importance": 0.1250783658843647}, '
'{"feature": "K_body_size_pct", "importance": 0.12370876737610396}, '
'{"feature": "O_div_amplitude_48", "importance": 0.11956252975994279}, '
'{"feature": "O_div_amplitude_12", "importance": 0.11618692747677943}, '
'{"feature": "O_pct_change_12", "importance": 0.11558745058593228}, '
'{"feature": "K_consecutive_shrink", "importance": 0.035339246205318864}, '
'{"feature": "O_div_binary_12", "importance": 0.005966632147528337}, '
'{"feature": "O_div_binary_48", "importance": 0.004152049610069882}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.21591628096059856}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.13850174999336126}, {"feature": "K_high_pct_change_12", '
'"importance": 0.1250783658843647}, {"feature": '
'"K_body_size_pct", "importance": 0.12370876737610396}, '
'{"feature": "O_div_amplitude_48", "importance": '
'0.11956252975994279}, {"feature": "O_div_amplitude_12", '
'"importance": 0.11618692747677943}, {"feature": '
'"O_pct_change_12", "importance": 0.11558745058593228}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.035339246205318864}, {"feature": "O_div_binary_12", '
'"importance": 0.005966632147528337}, {"feature": '
'"O_div_binary_48", "importance": 0.004152049610069882}]',
'_model_metadata': {'created_at': '2026-07-12T08:09:27.817604',
'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': 0.06411619420104878,
'max_depth': 5,
'n_estimators': 240,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.6041128530357772,
'train_accuracy': 0.7754178041147879},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1',
'training_time_sec': 7.841407060623169},
'accuracy': 0.7754178041147879,
'avg_loss': -0.003804820614640823,
'avg_win': 0.001550195105084433,
'expectancy': -0.0003356711404955523,
'learning_rate': 0.06411619420104878,
'losing_trades': 268,
'max_depth': 5,
'max_drawdown': 0.2747358210731556,
'model_file': 'volume_price_pivot_v86_y_C7_BTCUSDT_2_20260712_1783786168',
'n_estimators': 240,
'period_lookback': 12,
'profit_factor': 0.7494873385544153,
'sharpe_ratio': -9.114876455563692,
'top_pct': 15,
'total_pnl': -0.2554457379171151,
'total_trades': 761,
'trail_stop_1': 0.033939128151429326,
'trail_stop_2': 0.143656572344042,
'trail_stop_3': 0.5135347316920295,
'trail_stop_4': 0.53390922480676,
'trail_stop_5': 1.957380964732275,
'trail_thr_1': 0.1678445984017279,
'trail_thr_2': 0.42871680670637075,
'trail_thr_3': 1.2901516523118572,
'trail_thr_4': 1.762246392850689,
'trail_thr_5': 2.8219780160351196,
'trial_num': 29,
'vp_subset_size': 1,
'win_rate': 0.6478318002628121,
'winning_trades': 493}
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}
|
||||||||||||
| 1670 | BTCUSDT | 5 | volume_price_pivot_v86_y_C1 | 2023-08-01 ~ 2026-07-31 | 0.743 | 0.71% | 761 | -9.375 | 0.33 | 0.867 | 0.000 | 2026-07-12 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C1_BTCUSDT_2_20260711_1783766270
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_momentum_pct_change_48", "importance": 0.4226290904547761}, '
'{"feature": "O_div_amplitude_48", "importance": 0.33187304702646175}, '
'{"feature": "O_div_binary_48", "importance": 0.05999703378929485}, '
'{"feature": "O_div_amplitude_12", "importance": 0.053154517947886566}, '
'{"feature": "O_pct_change_12", "importance": 0.04708098366740713}, '
'{"feature": "K_high_pct_change_12", "importance": 0.027646728834775796}, '
'{"feature": "K_consecutive_shrink", "importance": 0.021239209581272275}, '
'{"feature": "K_body_size_pct", "importance": 0.016558865213348047}, '
'{"feature": "K_close_position_in_hl", "importance": 0.011439667678786099}, '
'{"feature": "O_div_binary_12", "importance": 0.008380855805991454}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_momentum_pct_change_48", "importance": '
'0.4226290904547761}, {"feature": "O_div_amplitude_48", '
'"importance": 0.33187304702646175}, {"feature": '
'"O_div_binary_48", "importance": 0.05999703378929485}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.053154517947886566}, {"feature": "O_pct_change_12", '
'"importance": 0.04708098366740713}, {"feature": '
'"K_high_pct_change_12", "importance": '
'0.027646728834775796}, {"feature": "K_consecutive_shrink", '
'"importance": 0.021239209581272275}, {"feature": '
'"K_body_size_pct", "importance": 0.016558865213348047}, '
'{"feature": "K_close_position_in_hl", "importance": '
'0.011439667678786099}, {"feature": "O_div_binary_12", '
'"importance": 0.008380855805991454}]',
'_model_metadata': {'created_at': '2026-07-12T02:28:08.822320',
'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': 0.049356388641526236,
'max_depth': 4,
'n_estimators': 209,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.8982221623746234,
'train_accuracy': 0.8671016712164592},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 5.41733980178833},
'accuracy': 0.8671016712164592,
'avg_loss': -0.005187724429896656,
'avg_win': 0.001568485545424871,
'expectancy': -0.0003846894802922588,
'learning_rate': 0.049356388641526236,
'losing_trades': 220,
'max_depth': 4,
'max_drawdown': 0.33076421252378957,
'model_file': 'volume_price_pivot_v86_y_C1_BTCUSDT_2_20260711_1783766270',
'n_bars': 9,
'n_estimators': 209,
'profit_factor': 0.7434952642370081,
'sharpe_ratio': -9.37494357632199,
'top_pct': 11,
'total_pnl': -0.29274869450240926,
'total_trades': 761,
'trail_stop_1': -0.12357959201081678,
'trail_stop_2': 0.01639756615022221,
'trail_stop_3': 0.44535316867163643,
'trail_stop_4': 0.7532727494872786,
'trail_stop_5': 2.0020279765285416,
'trail_thr_1': 0.2317670426553421,
'trail_thr_2': 0.3629886102446935,
'trail_thr_3': 0.9280639706482048,
'trail_thr_4': 1.6792732219307154,
'trail_thr_5': 3.3624753807265138,
'trial_num': 1,
'vp_subset_size': 1,
'win_rate': 0.7109067017082786,
'winning_trades': 541}
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], 'n_bars': [3, 12]}
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}
|
||||||||||||
| 1708 | BTCUSDT | 5 | volume_price_pivot_v86_y_C8 | 2023-08-01 ~ 2026-07-31 | 0.741 | 0.68% | 761 | -9.522 | 0.30 | 0.945 | 0.000 | 2026-07-12 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C8_BTCUSDT_2_20260712_1783789961
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.16706152418777148}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.15883109010880883}, '
'{"feature": "O_div_amplitude_48", "importance": 0.15323333069206774}, '
'{"feature": "O_div_amplitude_12", "importance": 0.1531485904502573}, '
'{"feature": "K_body_size_pct", "importance": 0.13598697334880558}, '
'{"feature": "K_close_position_in_hl", "importance": 0.10017938805780494}, '
'{"feature": "O_pct_change_12", "importance": 0.08672514018880269}, '
'{"feature": "O_div_binary_12", "importance": 0.023616638301065425}, '
'{"feature": "K_consecutive_shrink", "importance": 0.01989776438308785}, '
'{"feature": "O_div_binary_48", "importance": 0.0013195602815282191}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.16706152418777148}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.15883109010880883}, {"feature": "O_div_amplitude_48", '
'"importance": 0.15323333069206774}, {"feature": '
'"O_div_amplitude_12", "importance": 0.1531485904502573}, '
'{"feature": "K_body_size_pct", "importance": '
'0.13598697334880558}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.10017938805780494}, {"feature": "O_pct_change_12", '
'"importance": 0.08672514018880269}, {"feature": '
'"O_div_binary_12", "importance": 0.023616638301065425}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.01989776438308785}, {"feature": "O_div_binary_48", '
'"importance": 0.0013195602815282191}]',
'_model_metadata': {'created_at': '2026-07-12T09:05:40.672223',
'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': 0.08990074774598025,
'max_depth': 4,
'n_estimators': 179,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.781622485128329,
'train_accuracy': 0.9454690725081564},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.687932729721069},
'accuracy': 0.9454690725081564,
'avg_loss': -0.004427087628025089,
'avg_win': 0.001556622579796476,
'expectancy': -0.00036980186293188643,
'learning_rate': 0.08990074774598025,
'losing_trades': 245,
'max_depth': 4,
'max_drawdown': 0.29666593170937994,
'model_file': 'volume_price_pivot_v86_y_C8_BTCUSDT_2_20260712_1783789961',
'n_estimators': 179,
'period_lookback': 13,
'profit_factor': 0.7405405167822228,
'sharpe_ratio': -9.522051967508002,
'top_pct': 16,
'total_pnl': -0.28141921769116524,
'total_trades': 761,
'trail_stop_1': -0.1342157136031487,
'trail_stop_2': 0.014205423567399112,
'trail_stop_3': 0.34264729685452683,
'trail_stop_4': 0.5809881814541347,
'trail_stop_5': 1.8609261749501527,
'trail_thr_1': 0.15025151182137977,
'trail_thr_2': 0.35094433628559246,
'trail_thr_3': 1.003277423993073,
'trail_thr_4': 1.6345453357226551,
'trail_thr_5': 3.56479397760906,
'trial_num': 8,
'vp_subset_size': 0,
'win_rate': 0.6780551905387647,
'winning_trades': 516}
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}
|
||||||||||||
| 1665 | BTCUSDT | 5 | volume_price_pivot_v86_y_C1 | 2023-08-01 ~ 2026-07-31 | 0.739 | 0.71% | 761 | -9.585 | 0.33 | 0.855 | 0.000 | 2026-07-12 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C1_BTCUSDT_2_20260711_1783763163
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_momentum_pct_change_48", "importance": 0.4523656178811527}, '
'{"feature": "O_div_amplitude_48", "importance": 0.33470631188091027}, '
'{"feature": "O_div_binary_48", "importance": 0.0631714720093407}, '
'{"feature": "O_div_amplitude_12", "importance": 0.04481473837728614}, '
'{"feature": "O_pct_change_12", "importance": 0.03966396214193647}, '
'{"feature": "K_consecutive_shrink", "importance": 0.02017394359297386}, '
'{"feature": "K_high_pct_change_12", "importance": 0.01976215054909641}, '
'{"feature": "K_body_size_pct", "importance": 0.009591918206752773}, '
'{"feature": "O_div_binary_12", "importance": 0.0085653886366505}, '
'{"feature": "K_close_position_in_hl", "importance": 0.007184496723900172}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_momentum_pct_change_48", "importance": '
'0.4523656178811527}, {"feature": "O_div_amplitude_48", '
'"importance": 0.33470631188091027}, {"feature": '
'"O_div_binary_48", "importance": 0.0631714720093407}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.04481473837728614}, {"feature": "O_pct_change_12", '
'"importance": 0.03966396214193647}, {"feature": '
'"K_consecutive_shrink", "importance": '
'0.02017394359297386}, {"feature": "K_high_pct_change_12", '
'"importance": 0.01976215054909641}, {"feature": '
'"K_body_size_pct", "importance": 0.009591918206752773}, '
'{"feature": "O_div_binary_12", "importance": '
'0.0085653886366505}, {"feature": "K_close_position_in_hl", '
'"importance": 0.007184496723900172}]',
'_model_metadata': {'created_at': '2026-07-12T01:37:27.832077',
'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': 0.04722391892114144,
'max_depth': 3,
'n_estimators': 250,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.8959417262312026,
'train_accuracy': 0.8547839403422332},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 5.0644896030426025},
'accuracy': 0.8547839403422332,
'avg_loss': -0.005288086623225098,
'avg_win': 0.0015684257965065688,
'expectancy': -0.00039572625014455296,
'learning_rate': 0.04722391892114144,
'losing_trades': 218,
'max_depth': 3,
'max_drawdown': 0.3286141166188655,
'model_file': 'volume_price_pivot_v86_y_C1_BTCUSDT_2_20260711_1783763163',
'n_bars': 4,
'n_estimators': 250,
'profit_factor': 0.7387691507581494,
'sharpe_ratio': -9.584711696315228,
'top_pct': 15,
'total_pnl': -0.30114767636000445,
'total_trades': 761,
'trail_stop_1': -0.08794609463108205,
'trail_stop_2': 0.11762080853167522,
'trail_stop_3': 0.5364967753067884,
'trail_stop_4': 0.8171565201730557,
'trail_stop_5': 2.9154636422764364,
'trail_thr_1': 0.2307913333960939,
'trail_thr_2': 0.43518930569833675,
'trail_thr_3': 0.9472059517780159,
'trail_thr_4': 1.702051326748978,
'trail_thr_5': 2.6541141678598175,
'trial_num': 4,
'vp_subset_size': 2,
'win_rate': 0.7135348226018396,
'winning_trades': 543}
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], 'n_bars': [3, 12]}
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}
|
||||||||||||
| 1664 | BTCUSDT | 5 | volume_price_pivot_v86_y_C1 | 2023-08-01 ~ 2026-07-31 | 0.737 | 0.71% | 761 | -9.651 | 0.32 | 0.863 | 0.000 | 2026-07-12 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C1_BTCUSDT_2_20260711_1783762544
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_momentum_pct_change_48", "importance": 0.43293502408602336}, '
'{"feature": "O_div_amplitude_48", "importance": 0.3290637435344209}, '
'{"feature": "O_div_binary_48", "importance": 0.05960112390537796}, '
'{"feature": "O_div_amplitude_12", "importance": 0.055433609675640746}, '
'{"feature": "O_pct_change_12", "importance": 0.04386710527760432}, '
'{"feature": "K_high_pct_change_12", "importance": 0.025163437150155007}, '
'{"feature": "K_consecutive_shrink", "importance": 0.020846405737113462}, '
'{"feature": "K_body_size_pct", "importance": 0.015553020106456537}, '
'{"feature": "K_close_position_in_hl", "importance": 0.009593712108872273}, '
'{"feature": "O_div_binary_12", "importance": 0.007942818418335431}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_momentum_pct_change_48", "importance": '
'0.43293502408602336}, {"feature": "O_div_amplitude_48", '
'"importance": 0.3290637435344209}, {"feature": '
'"O_div_binary_48", "importance": 0.05960112390537796}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.055433609675640746}, {"feature": "O_pct_change_12", '
'"importance": 0.04386710527760432}, {"feature": '
'"K_high_pct_change_12", "importance": '
'0.025163437150155007}, {"feature": "K_consecutive_shrink", '
'"importance": 0.020846405737113462}, {"feature": '
'"K_body_size_pct", "importance": 0.015553020106456537}, '
'{"feature": "K_close_position_in_hl", "importance": '
'0.009593712108872273}, {"feature": "O_div_binary_12", '
'"importance": 0.007942818418335431}]',
'_model_metadata': {'created_at': '2026-07-12T01:31:55.034060',
'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': 0.04152501249695247,
'max_depth': 4,
'n_estimators': 202,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.8968894210472683,
'train_accuracy': 0.8631733138025168},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 5.196709632873535},
'accuracy': 0.8631733138025168,
'avg_loss': -0.005290655527932104,
'avg_win': 0.0015657005095478472,
'expectancy': -0.0003984067390337949,
'learning_rate': 0.04152501249695247,
'losing_trades': 218,
'max_depth': 4,
'max_drawdown': 0.32137738253442427,
'model_file': 'volume_price_pivot_v86_y_C1_BTCUSDT_2_20260711_1783762544',
'n_bars': 9,
'n_estimators': 202,
'profit_factor': 0.7371273802314028,
'sharpe_ratio': -9.650909135376716,
'top_pct': 12,
'total_pnl': -0.3031875284047175,
'total_trades': 761,
'trail_stop_1': 0.014520112131931662,
'trail_stop_2': 0.025412102530376957,
'trail_stop_3': 0.5464970988943749,
'trail_stop_4': 0.7737342854914002,
'trail_stop_5': 1.5775225817529115,
'trail_thr_1': 0.15746963774984288,
'trail_thr_2': 0.476066724493942,
'trail_thr_3': 1.1133459560328827,
'trail_thr_4': 1.525537359623895,
'trail_thr_5': 2.6280211974906518,
'trial_num': 18,
'vp_subset_size': 2,
'win_rate': 0.7135348226018396,
'winning_trades': 543}
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], 'n_bars': [3, 12]}
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}
|
||||||||||||
| 1671 | BTCUSDT | 5 | volume_price_pivot_v86_y_C1 | 2023-08-01 ~ 2026-07-31 | 0.737 | 0.71% | 761 | -9.668 | 0.34 | 0.859 | 0.000 | 2026-07-12 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C1_BTCUSDT_2_20260711_1783766877
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_momentum_pct_change_48", "importance": 0.44213785791274374}, '
'{"feature": "O_div_amplitude_48", "importance": 0.3295339557238146}, '
'{"feature": "O_div_binary_48", "importance": 0.06569607764176237}, '
'{"feature": "O_pct_change_12", "importance": 0.04414958612287541}, '
'{"feature": "O_div_amplitude_12", "importance": 0.044149225851408354}, '
'{"feature": "K_high_pct_change_12", "importance": 0.02313375626727171}, '
'{"feature": "K_consecutive_shrink", "importance": 0.019432392329525303}, '
'{"feature": "K_body_size_pct", "importance": 0.013215850725830897}, '
'{"feature": "O_div_binary_12", "importance": 0.00948369906350703}, '
'{"feature": "K_close_position_in_hl", "importance": 0.009067598361260618}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_momentum_pct_change_48", "importance": '
'0.44213785791274374}, {"feature": "O_div_amplitude_48", '
'"importance": 0.3295339557238146}, {"feature": '
'"O_div_binary_48", "importance": 0.06569607764176237}, '
'{"feature": "O_pct_change_12", "importance": '
'0.04414958612287541}, {"feature": "O_div_amplitude_12", '
'"importance": 0.044149225851408354}, {"feature": '
'"K_high_pct_change_12", "importance": '
'0.02313375626727171}, {"feature": "K_consecutive_shrink", '
'"importance": 0.019432392329525303}, {"feature": '
'"K_body_size_pct", "importance": 0.013215850725830897}, '
'{"feature": "O_div_binary_12", "importance": '
'0.00948369906350703}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.009067598361260618}]',
'_model_metadata': {'created_at': '2026-07-12T02:38:36.132647',
'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': 0.05449189432503959,
'max_depth': 3,
'n_estimators': 291,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.8951982006900266,
'train_accuracy': 0.8593115387176243},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 5.898562669754028},
'accuracy': 0.8593115387176243,
'avg_loss': -0.005234785454225854,
'avg_win': 0.0015683068530555773,
'expectancy': -0.0003984215406394483,
'learning_rate': 0.05449189432503959,
'losing_trades': 220,
'max_depth': 3,
'max_drawdown': 0.342865296577154,
'model_file': 'volume_price_pivot_v86_y_C1_BTCUSDT_2_20260711_1783766877',
'n_bars': 12,
'n_estimators': 291,
'profit_factor': 0.7367272563005693,
'sharpe_ratio': -9.668386222112252,
'top_pct': 9,
'total_pnl': -0.3031987924266203,
'total_trades': 761,
'trail_stop_1': -0.009618746495800967,
'trail_stop_2': 0.1886057533231448,
'trail_stop_3': 0.35985228042194717,
'trail_stop_4': 0.943899743888625,
'trail_stop_5': 1.9543806580401446,
'trail_thr_1': 0.2124328284221934,
'trail_thr_2': 0.5976631014146987,
'trail_thr_3': 1.163829900104886,
'trail_thr_4': 1.5972797322024568,
'trail_thr_5': 2.8778935037499136,
'trial_num': 1,
'vp_subset_size': 0,
'win_rate': 0.7109067017082786,
'winning_trades': 541}
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], 'n_bars': [3, 12]}
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}
|
||||||||||||
| 1668 | BTCUSDT | 5 | volume_price_pivot_v86_y_C1 | 2023-08-01 ~ 2026-07-31 | 0.734 | 0.71% | 761 | -9.764 | 0.33 | 0.878 | 0.000 | 2026-07-12 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C1_BTCUSDT_2_20260711_1783765009
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_momentum_pct_change_48", "importance": 0.397024755180618}, '
'{"feature": "O_div_amplitude_48", "importance": 0.32326352013131543}, '
'{"feature": "O_div_amplitude_12", "importance": 0.06068993041786668}, '
'{"feature": "O_div_binary_48", "importance": 0.05736200054793234}, '
'{"feature": "O_pct_change_12", "importance": 0.05435916026802346}, '
'{"feature": "K_high_pct_change_12", "importance": 0.0352151271565725}, '
'{"feature": "K_consecutive_shrink", "importance": 0.023630323469725108}, '
'{"feature": "K_body_size_pct", "importance": 0.022357498064106356}, '
'{"feature": "K_close_position_in_hl", "importance": 0.01813743051666304}, '
'{"feature": "O_div_binary_12", "importance": 0.007960254247177024}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_momentum_pct_change_48", "importance": '
'0.397024755180618}, {"feature": "O_div_amplitude_48", '
'"importance": 0.32326352013131543}, {"feature": '
'"O_div_amplitude_12", "importance": 0.06068993041786668}, '
'{"feature": "O_div_binary_48", "importance": '
'0.05736200054793234}, {"feature": "O_pct_change_12", '
'"importance": 0.05435916026802346}, {"feature": '
'"K_high_pct_change_12", "importance": 0.0352151271565725}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.023630323469725108}, {"feature": "K_body_size_pct", '
'"importance": 0.022357498064106356}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.01813743051666304}, {"feature": "O_div_binary_12", '
'"importance": 0.007960254247177024}]',
'_model_metadata': {'created_at': '2026-07-12T02:09:04.625197',
'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': 0.08053566765731052,
'max_depth': 4,
'n_estimators': 213,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.8968726798946035,
'train_accuracy': 0.8778214261934882},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 5.585408687591553},
'accuracy': 0.8778214261934882,
'avg_loss': -0.005303022173586739,
'avg_win': 0.0015629334190517263,
'expectancy': -0.00040392376780134273,
'learning_rate': 0.08053566765731052,
'losing_trades': 218,
'max_depth': 4,
'max_drawdown': 0.329811905318202,
'model_file': 'volume_price_pivot_v86_y_C1_BTCUSDT_2_20260711_1783765009',
'n_bars': 10,
'n_estimators': 213,
'profit_factor': 0.7341086990570441,
'sharpe_ratio': -9.763535297056379,
'top_pct': 7,
'total_pnl': -0.30738598729682165,
'total_trades': 761,
'trail_stop_1': -0.02514168359171455,
'trail_stop_2': 0.06645110140673953,
'trail_stop_3': 0.606863912612585,
'trail_stop_4': 0.5274373839705032,
'trail_stop_5': 2.482891293615573,
'trail_thr_1': 0.24331667610589752,
'trail_thr_2': 0.5451836694817367,
'trail_thr_3': 0.8823290268585711,
'trail_thr_4': 1.5300693679339168,
'trail_thr_5': 2.7666756689777845,
'trial_num': 5,
'vp_subset_size': 0,
'win_rate': 0.7135348226018396,
'winning_trades': 543}
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], 'n_bars': [3, 12]}
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}
|
||||||||||||
| 1669 | BTCUSDT | 5 | volume_price_pivot_v86_y_C1 | 2023-08-01 ~ 2026-07-31 | 0.726 | 0.71% | 761 | -10.127 | 0.35 | 0.888 | 0.000 | 2026-07-12 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C1_BTCUSDT_2_20260711_1783765641
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_momentum_pct_change_48", "importance": 0.38208254167649985}, '
'{"feature": "O_div_amplitude_48", "importance": 0.3172804387026965}, '
'{"feature": "O_div_amplitude_12", "importance": 0.06381364904016168}, '
'{"feature": "O_pct_change_12", "importance": 0.05746297075884545}, '
'{"feature": "O_div_binary_48", "importance": 0.05635499708073327}, '
'{"feature": "K_high_pct_change_12", "importance": 0.03896383900059535}, '
'{"feature": "K_body_size_pct", "importance": 0.02975719018582231}, '
'{"feature": "K_close_position_in_hl", "importance": 0.02317255100882779}, '
'{"feature": "K_consecutive_shrink", "importance": 0.022423363410014385}, '
'{"feature": "O_div_binary_12", "importance": 0.008688459135803468}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_momentum_pct_change_48", "importance": '
'0.38208254167649985}, {"feature": "O_div_amplitude_48", '
'"importance": 0.3172804387026965}, {"feature": '
'"O_div_amplitude_12", "importance": 0.06381364904016168}, '
'{"feature": "O_pct_change_12", "importance": '
'0.05746297075884545}, {"feature": "O_div_binary_48", '
'"importance": 0.05635499708073327}, {"feature": '
'"K_high_pct_change_12", "importance": '
'0.03896383900059535}, {"feature": "K_body_size_pct", '
'"importance": 0.02975719018582231}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.02317255100882779}, {"feature": "K_consecutive_shrink", '
'"importance": 0.022423363410014385}, {"feature": '
'"O_div_binary_12", "importance": 0.008688459135803468}]',
'_model_metadata': {'created_at': '2026-07-12T02:19:29.949457',
'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': 0.08315685738821348,
'max_depth': 4,
'n_estimators': 277,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.8971973126810592,
'train_accuracy': 0.8875424462347693},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 7.17894983291626},
'accuracy': 0.8875424462347693,
'avg_loss': -0.005238095399017328,
'avg_win': 0.0015666914520753364,
'expectancy': -0.0004184106253787652,
'learning_rate': 0.08315685738821348,
'losing_trades': 222,
'max_depth': 4,
'max_drawdown': 0.3458936556081228,
'model_file': 'volume_price_pivot_v86_y_C1_BTCUSDT_2_20260711_1783765641',
'n_bars': 3,
'n_estimators': 277,
'profit_factor': 0.7261826372336151,
'sharpe_ratio': -10.126671557048029,
'top_pct': 10,
'total_pnl': -0.3184104859132404,
'total_trades': 761,
'trail_stop_1': -0.03990011515306985,
'trail_stop_2': 0.06295516333960814,
'trail_stop_3': 0.5637510366138361,
'trail_stop_4': 0.5679515600160836,
'trail_stop_5': 2.0964737142314513,
'trail_thr_1': 0.28218287821322885,
'trail_thr_2': 0.6299279876980312,
'trail_thr_3': 0.8232518454058023,
'trail_thr_4': 1.7286191901183159,
'trail_thr_5': 3.1831594208978755,
'trial_num': 6,
'vp_subset_size': 3,
'win_rate': 0.7082785808147175,
'winning_trades': 539}
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], 'n_bars': [3, 12]}
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}
|
||||||||||||
| 1666 | BTCUSDT | 5 | volume_price_pivot_v86_y_C1 | 2023-08-01 ~ 2026-07-31 | 0.726 | 0.71% | 761 | -10.135 | 0.35 | 0.867 | 0.000 | 2026-07-12 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C1_BTCUSDT_2_20260711_1783763804
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_momentum_pct_change_48", "importance": 0.4238701805793423}, '
'{"feature": "O_div_amplitude_48", "importance": 0.32837961186825204}, '
'{"feature": "O_div_binary_48", "importance": 0.05728935681247262}, '
'{"feature": "O_div_amplitude_12", "importance": 0.05661045829928352}, '
'{"feature": "O_pct_change_12", "importance": 0.046871596494454555}, '
'{"feature": "K_high_pct_change_12", "importance": 0.027455164975897884}, '
'{"feature": "K_consecutive_shrink", "importance": 0.02223792913165473}, '
'{"feature": "K_body_size_pct", "importance": 0.0178457340140582}, '
'{"feature": "K_close_position_in_hl", "importance": 0.010809314755133897}, '
'{"feature": "O_div_binary_12", "importance": 0.008630653069450215}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_momentum_pct_change_48", "importance": '
'0.4238701805793423}, {"feature": "O_div_amplitude_48", '
'"importance": 0.32837961186825204}, {"feature": '
'"O_div_binary_48", "importance": 0.05728935681247262}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.05661045829928352}, {"feature": "O_pct_change_12", '
'"importance": 0.046871596494454555}, {"feature": '
'"K_high_pct_change_12", "importance": '
'0.027455164975897884}, {"feature": "K_consecutive_shrink", '
'"importance": 0.02223792913165473}, {"feature": '
'"K_body_size_pct", "importance": 0.0178457340140582}, '
'{"feature": "K_close_position_in_hl", "importance": '
'0.010809314755133897}, {"feature": "O_div_binary_12", '
'"importance": 0.008630653069450215}]',
'_model_metadata': {'created_at': '2026-07-12T01:49:53.361896',
'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': 0.046444986999300525,
'max_depth': 4,
'n_estimators': 225,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.8972686445489351,
'train_accuracy': 0.8673680005326586},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 5.898189067840576},
'accuracy': 0.8673680005326586,
'avg_loss': -0.005252041207069877,
'avg_win': 0.0015704166096247299,
'expectancy': -0.0004198404669931448,
'learning_rate': 0.046444986999300525,
'losing_trades': 222,
'max_depth': 4,
'max_drawdown': 0.3484892495114898,
'model_file': 'volume_price_pivot_v86_y_C1_BTCUSDT_2_20260711_1783763804',
'n_bars': 5,
'n_estimators': 225,
'profit_factor': 0.7259764717491568,
'sharpe_ratio': -10.135087573615195,
'top_pct': 14,
'total_pnl': -0.3194985953817835,
'total_trades': 761,
'trail_stop_1': -0.03958778659434001,
'trail_stop_2': 0.10988426652103422,
'trail_stop_3': 0.2769999754769705,
'trail_stop_4': 0.8237830970737308,
'trail_stop_5': 2.1083554144747767,
'trail_thr_1': 0.26789592780571836,
'trail_thr_2': 0.5204921065501493,
'trail_thr_3': 1.3873941635052724,
'trail_thr_4': 1.6346343604621114,
'trail_thr_5': 3.3077725066356773,
'trial_num': 10,
'vp_subset_size': 3,
'win_rate': 0.7082785808147175,
'winning_trades': 539}
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], 'n_bars': [3, 12]}
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}
|
||||||||||||
| 1672 | BTCUSDT | 5 | volume_price_pivot_v86_y_C1 | 2023-08-01 ~ 2026-07-31 | 0.722 | 0.71% | 761 | -10.301 | 0.36 | 0.855 | 0.000 | 2026-07-12 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C1_BTCUSDT_2_20260711_1783767474
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_momentum_pct_change_48", "importance": 0.4530125234348165}, '
'{"feature": "O_div_amplitude_48", "importance": 0.336397919550606}, '
'{"feature": "O_div_binary_48", "importance": 0.06571380481286906}, '
'{"feature": "O_div_amplitude_12", "importance": 0.04194315029409062}, '
'{"feature": "O_pct_change_12", "importance": 0.03982639371587055}, '
'{"feature": "K_consecutive_shrink", "importance": 0.019424114390200684}, '
'{"feature": "K_high_pct_change_12", "importance": 0.01766034212293004}, '
'{"feature": "K_body_size_pct", "importance": 0.009740269807872692}, '
'{"feature": "O_div_binary_12", "importance": 0.00916683448345954}, '
'{"feature": "K_close_position_in_hl", "importance": 0.007114647387284381}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_momentum_pct_change_48", "importance": '
'0.4530125234348165}, {"feature": "O_div_amplitude_48", '
'"importance": 0.336397919550606}, {"feature": '
'"O_div_binary_48", "importance": 0.06571380481286906}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.04194315029409062}, {"feature": "O_pct_change_12", '
'"importance": 0.03982639371587055}, {"feature": '
'"K_consecutive_shrink", "importance": '
'0.019424114390200684}, {"feature": "K_high_pct_change_12", '
'"importance": 0.01766034212293004}, {"feature": '
'"K_body_size_pct", "importance": 0.009740269807872692}, '
'{"feature": "O_div_binary_12", "importance": '
'0.00916683448345954}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.007114647387284381}]',
'_model_metadata': {'created_at': '2026-07-12T02:51:45.425826',
'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': 0.056130050890984697,
'max_depth': 3,
'n_estimators': 200,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.8950205988965397,
'train_accuracy': 0.8550502696584327},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.078202962875366},
'accuracy': 0.8550502696584327,
'avg_loss': -0.0053309730995692505,
'avg_win': 0.001565392798729562,
'expectancy': -0.00042830036503619176,
'learning_rate': 0.056130050890984697,
'losing_trades': 220,
'max_depth': 3,
'max_drawdown': 0.3588919572350721,
'model_file': 'volume_price_pivot_v86_y_C1_BTCUSDT_2_20260711_1783767474',
'n_bars': 10,
'n_estimators': 200,
'profit_factor': 0.7220901566401228,
'sharpe_ratio': -10.301010012541488,
'top_pct': 7,
'total_pnl': -0.3259365777925419,
'total_trades': 761,
'trail_stop_1': -0.051879509394817974,
'trail_stop_2': 0.14763674730150736,
'trail_stop_3': 0.45679281851051995,
'trail_stop_4': 0.540113821413251,
'trail_stop_5': 2.1971132558843864,
'trail_thr_1': 0.2054476921575934,
'trail_thr_2': 0.39575051121670657,
'trail_thr_3': 0.8841941440776907,
'trail_thr_4': 1.6366682766238405,
'trail_thr_5': 3.2153410675712877,
'trial_num': 10,
'vp_subset_size': 3,
'win_rate': 0.7109067017082786,
'winning_trades': 541}
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], 'n_bars': [3, 12]}
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}
|
||||||||||||
| 1705 | BTCUSDT | 5 | volume_price_pivot_v86_y_C8 | 2023-08-01 ~ 2026-07-31 | 0.716 | 0.68% | 761 | -10.601 | 0.31 | 0.939 | 0.000 | 2026-07-12 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C8_BTCUSDT_2_20260712_1783788078
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.21096410287723988}, '
'{"feature": "O_div_amplitude_48", "importance": 0.15380880979202347}, '
'{"feature": "K_body_size_pct", "importance": 0.15189051118812366}, '
'{"feature": "O_div_amplitude_12", "importance": 0.14375184634226543}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.13960526309369528}, '
'{"feature": "K_close_position_in_hl", "importance": 0.09511129710176973}, '
'{"feature": "O_pct_change_12", "importance": 0.0493573198324556}, '
'{"feature": "O_div_binary_12", "importance": 0.03124103033183165}, '
'{"feature": "K_consecutive_shrink", "importance": 0.023395938143545823}, '
'{"feature": "O_div_binary_48", "importance": 0.0008738812970496394}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.21096410287723988}, {"feature": "O_div_amplitude_48", '
'"importance": 0.15380880979202347}, {"feature": '
'"K_body_size_pct", "importance": 0.15189051118812366}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.14375184634226543}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.13960526309369528}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.09511129710176973}, {"feature": "O_pct_change_12", '
'"importance": 0.0493573198324556}, {"feature": '
'"O_div_binary_12", "importance": 0.03124103033183165}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.023395938143545823}, {"feature": "O_div_binary_48", '
'"importance": 0.0008738812970496394}]',
'_model_metadata': {'created_at': '2026-07-12T08:31:28.218016',
'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': 0.04383313499982237,
'max_depth': 3,
'n_estimators': 218,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.7917466848438383,
'train_accuracy': 0.9394100805646182},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.424849510192871},
'accuracy': 0.9394100805646182,
'avg_loss': -0.004546505965257867,
'avg_win': 0.001554432553074207,
'expectancy': -0.00041774993774010326,
'learning_rate': 0.04383313499982237,
'losing_trades': 246,
'max_depth': 3,
'max_drawdown': 0.3143111690448882,
'model_file': 'volume_price_pivot_v86_y_C8_BTCUSDT_2_20260712_1783788078',
'n_estimators': 218,
'period_lookback': 12,
'profit_factor': 0.7157580471457197,
'sharpe_ratio': -10.601310825093178,
'top_pct': 7,
'total_pnl': -0.3179077026202185,
'total_trades': 761,
'trail_stop_1': 0.01978782954897232,
'trail_stop_2': 0.07707538287902763,
'trail_stop_3': 0.4005912623778735,
'trail_stop_4': 0.4495000298182933,
'trail_stop_5': 1.947005251033144,
'trail_thr_1': 0.3186449388459409,
'trail_thr_2': 0.6900127820023858,
'trail_thr_3': 1.372692875065199,
'trail_thr_4': 1.6844036281026327,
'trail_thr_5': 3.8456478699723013,
'trial_num': 1,
'vp_subset_size': 1,
'win_rate': 0.6767411300919842,
'winning_trades': 515}
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}
|
||||||||||||
| 1707 | BTCUSDT | 5 | volume_price_pivot_v86_y_C8 | 2023-08-01 ~ 2026-07-31 | 0.715 | 0.68% | 761 | -10.619 | 0.32 | 0.939 | 0.000 | 2026-07-12 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C8_BTCUSDT_2_20260712_1783789357
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.22343183858190221}, '
'{"feature": "K_body_size_pct", "importance": 0.1561117552582737}, '
'{"feature": "O_div_amplitude_48", "importance": 0.1556454755688029}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.13961541685134263}, '
'{"feature": "O_div_amplitude_12", "importance": 0.13664274263740991}, '
'{"feature": "K_close_position_in_hl", "importance": 0.09575539320464561}, '
'{"feature": "O_pct_change_12", "importance": 0.041058829019064366}, '
'{"feature": "O_div_binary_12", "importance": 0.030902782633411414}, '
'{"feature": "K_consecutive_shrink", "importance": 0.01955310789801962}, '
'{"feature": "O_div_binary_48", "importance": 0.0012826583471276104}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.22343183858190221}, {"feature": "K_body_size_pct", '
'"importance": 0.1561117552582737}, {"feature": '
'"O_div_amplitude_48", "importance": 0.1556454755688029}, '
'{"feature": "K_momentum_pct_change_48", "importance": '
'0.13961541685134263}, {"feature": "O_div_amplitude_12", '
'"importance": 0.13664274263740991}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.09575539320464561}, {"feature": "O_pct_change_12", '
'"importance": 0.041058829019064366}, {"feature": '
'"O_div_binary_12", "importance": 0.030902782633411414}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.01955310789801962}, {"feature": "O_div_binary_48", '
'"importance": 0.0012826583471276104}]',
'_model_metadata': {'created_at': '2026-07-12T08:55:12.971657',
'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': 0.043722650337560905,
'max_depth': 3,
'n_estimators': 168,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.7910120378565072,
'train_accuracy': 0.9385445102869698},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 3.4313437938690186},
'accuracy': 0.9385445102869698,
'avg_loss': -0.004690927947215194,
'avg_win': 0.0015554193976767534,
'expectancy': -0.0004227273961720764,
'learning_rate': 0.043722650337560905,
'losing_trades': 241,
'max_depth': 3,
'max_drawdown': 0.3248967484869499,
'model_file': 'volume_price_pivot_v86_y_C8_BTCUSDT_2_20260712_1783789357',
'n_estimators': 168,
'period_lookback': 11,
'profit_factor': 0.7154430177150425,
'sharpe_ratio': -10.618960870088292,
'top_pct': 16,
'total_pnl': -0.32169554848695003,
'total_trades': 761,
'trail_stop_1': -0.11309571933876633,
'trail_stop_2': 0.04726202101003163,
'trail_stop_3': 0.23166643415201313,
'trail_stop_4': 0.4885917179325606,
'trail_stop_5': 2.606323153705996,
'trail_thr_1': 0.22466016251367926,
'trail_thr_2': 0.3951098537505826,
'trail_thr_3': 1.0443288914355435,
'trail_thr_4': 1.5709369283902495,
'trail_thr_5': 3.0710648468778983,
'trial_num': 7,
'vp_subset_size': 3,
'win_rate': 0.683311432325887,
'winning_trades': 520}
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}
|
||||||||||||
| 1667 | BTCUSDT | 5 | volume_price_pivot_v86_y_C1 | 2023-08-01 ~ 2026-07-31 | 0.715 | 0.70% | 761 | -10.606 | 0.36 | 0.868 | 0.000 | 2026-07-12 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C1_BTCUSDT_2_20260711_1783764420
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_momentum_pct_change_48", "importance": 0.4217531624065742}, '
'{"feature": "O_div_amplitude_48", "importance": 0.32498018051962413}, '
'{"feature": "O_div_amplitude_12", "importance": 0.05916508748612626}, '
'{"feature": "O_div_binary_48", "importance": 0.05770699555876713}, '
'{"feature": "O_pct_change_12", "importance": 0.04769505309465451}, '
'{"feature": "K_high_pct_change_12", "importance": 0.028527695057552285}, '
'{"feature": "K_consecutive_shrink", "importance": 0.021443203669273273}, '
'{"feature": "K_body_size_pct", "importance": 0.019280830020527683}, '
'{"feature": "K_close_position_in_hl", "importance": 0.011532522178181336}, '
'{"feature": "O_div_binary_12", "importance": 0.007915270008719314}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_momentum_pct_change_48", "importance": '
'0.4217531624065742}, {"feature": "O_div_amplitude_48", '
'"importance": 0.32498018051962413}, {"feature": '
'"O_div_amplitude_12", "importance": 0.05916508748612626}, '
'{"feature": "O_div_binary_48", "importance": '
'0.05770699555876713}, {"feature": "O_pct_change_12", '
'"importance": 0.04769505309465451}, {"feature": '
'"K_high_pct_change_12", "importance": '
'0.028527695057552285}, {"feature": "K_consecutive_shrink", '
'"importance": 0.021443203669273273}, {"feature": '
'"K_body_size_pct", "importance": 0.019280830020527683}, '
'{"feature": "K_close_position_in_hl", "importance": '
'0.011532522178181336}, {"feature": "O_div_binary_12", '
'"importance": 0.007915270008719314}]',
'_model_metadata': {'created_at': '2026-07-12T02:05:19.867185',
'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': 0.04386714302059095,
'max_depth': 4,
'n_estimators': 252,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.8973225073879435,
'train_accuracy': 0.867700912177908},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 6.5042760372161865},
'accuracy': 0.867700912177908,
'avg_loss': -0.005223861900668406,
'avg_win': 0.0015681859702889095,
'expectancy': -0.0004399753581807301,
'learning_rate': 0.04386714302059095,
'losing_trades': 225,
'max_depth': 4,
'max_drawdown': 0.3622113017052426,
'model_file': 'volume_price_pivot_v86_y_C1_BTCUSDT_2_20260711_1783764420',
'n_bars': 10,
'n_estimators': 252,
'profit_factor': 0.7151351888765201,
'sharpe_ratio': -10.606368881774973,
'top_pct': 16,
'total_pnl': -0.334821247575536,
'total_trades': 761,
'trail_stop_1': 0.00919429182761658,
'trail_stop_2': 0.08031310672077059,
'trail_stop_3': 0.5176032934582993,
'trail_stop_4': 0.477172298925169,
'trail_stop_5': 2.8909015475489106,
'trail_thr_1': 0.33376529671522515,
'trail_thr_2': 0.679589963659275,
'trail_thr_3': 1.2830420915338128,
'trail_thr_4': 1.5754854873985737,
'trail_thr_5': 3.307757459349408,
'trial_num': 24,
'vp_subset_size': 3,
'win_rate': 0.7043363994743759,
'winning_trades': 536}
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], 'n_bars': [3, 12]}
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}
|
||||||||||||
| 1302 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-04-30 | 0.713 | 0.65% | 761 | -10.750 | 0.31 | 0.949 | 0.000 | 2026-07-07 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783405075
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_momentum_pct_change_48", "importance": 0.349909443767522}, '
'{"feature": "K_high_pct_change_12", "importance": 0.3389119292032793}, '
'{"feature": "O_div_binary_48", "importance": 0.1077224185500339}, '
'{"feature": "O_div_amplitude_12", "importance": 0.06867228507825757}, '
'{"feature": "K_close_position_in_hl", "importance": 0.03831382118279715}, '
'{"feature": "O_div_amplitude_48", "importance": 0.03782727750844996}, '
'{"feature": "K_body_size_pct", "importance": 0.02682298598808645}, '
'{"feature": "O_pct_change_12", "importance": 0.018895999308820674}, '
'{"feature": "O_div_binary_12", "importance": 0.007623858508708463}, '
'{"feature": "K_consecutive_shrink", "importance": 0.005299980904044608}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_momentum_pct_change_48", "importance": '
'0.349909443767522}, {"feature": "K_high_pct_change_12", '
'"importance": 0.3389119292032793}, {"feature": '
'"O_div_binary_48", "importance": 0.1077224185500339}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.06867228507825757}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.03831382118279715}, {"feature": "O_div_amplitude_48", '
'"importance": 0.03782727750844996}, {"feature": '
'"K_body_size_pct", "importance": 0.02682298598808645}, '
'{"feature": "O_pct_change_12", "importance": '
'0.018895999308820674}, {"feature": "O_div_binary_12", '
'"importance": 0.007623858508708463}, {"feature": '
'"K_consecutive_shrink", "importance": '
'0.005299980904044608}]',
'_model_metadata': {'created_at': '2026-07-07T22:17:55.346209',
'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': 0.9408386034826302,
'train_accuracy': 0.9487316066315999},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1',
'training_time_sec': 4.10845422744751},
'accuracy': 0.9487316066315999,
'avg_loss': -0.00415122127679103,
'avg_win': 0.0015716481839045439,
'expectancy': -0.0004136836657979942,
'losing_trades': 264,
'max_drawdown': 0.31121673609694395,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783405075',
'profit_factor': 0.7127412809812503,
'sharpe_ratio': -10.749619708090817,
'total_pnl': -0.31481326967227363,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.6530880420499343,
'winning_trades': 497}
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}
|
||||||||||||
| 1711 | BTCUSDT | 5 | volume_price_pivot_v86_y_C8 | 2023-08-01 ~ 2026-07-31 | 0.710 | 0.67% | 761 | -10.873 | 0.32 | 0.939 | 0.000 | 2026-07-12 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C8_BTCUSDT_2_20260712_1783791877
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.20858180195020065}, '
'{"feature": "K_body_size_pct", "importance": 0.15099565611888074}, '
'{"feature": "O_div_amplitude_48", "importance": 0.15012007281902648}, '
'{"feature": "O_div_amplitude_12", "importance": 0.14599457533955507}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.1441332703925014}, '
'{"feature": "K_close_position_in_hl", "importance": 0.09613468133010733}, '
'{"feature": "O_pct_change_12", "importance": 0.04982650866389703}, '
'{"feature": "O_div_binary_12", "importance": 0.0299379848324361}, '
'{"feature": "K_consecutive_shrink", "importance": 0.023272644154039606}, '
'{"feature": "O_div_binary_48", "importance": 0.0010028043993556863}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.20858180195020065}, {"feature": "K_body_size_pct", '
'"importance": 0.15099565611888074}, {"feature": '
'"O_div_amplitude_48", "importance": 0.15012007281902648}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.14599457533955507}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.1441332703925014}, {"feature": "K_close_position_in_hl", '
'"importance": 0.09613468133010733}, {"feature": '
'"O_pct_change_12", "importance": 0.04982650866389703}, '
'{"feature": "O_div_binary_12", "importance": '
'0.0299379848324361}, {"feature": "K_consecutive_shrink", '
'"importance": 0.023272644154039606}, {"feature": '
'"O_div_binary_48", "importance": 0.0010028043993556863}]',
'_model_metadata': {'created_at': '2026-07-12T09:37:14.931197',
'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': 0.04319786459114215,
'max_depth': 3,
'n_estimators': 247,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.794768475262365,
'train_accuracy': 0.9394100805646182},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 5.161509990692139},
'accuracy': 0.9394100805646182,
'avg_loss': -0.004531372868569753,
'avg_win': 0.0015554589111076125,
'expectancy': -0.0004281603810868512,
'learning_rate': 0.04319786459114215,
'losing_trades': 248,
'max_depth': 3,
'max_drawdown': 0.32143165000709284,
'model_file': 'volume_price_pivot_v86_y_C8_BTCUSDT_2_20260712_1783791877',
'n_estimators': 247,
'period_lookback': 11,
'profit_factor': 0.7100589854532355,
'sharpe_ratio': -10.873488527387755,
'top_pct': 10,
'total_pnl': -0.32583005000709325,
'total_trades': 761,
'trail_stop_1': -0.08385854794293096,
'trail_stop_2': 0.17520928929802312,
'trail_stop_3': 0.26273017999973325,
'trail_stop_4': 0.5895709609898199,
'trail_stop_5': 2.922228788266902,
'trail_thr_1': 0.26474249625517426,
'trail_thr_2': 0.4115340259065319,
'trail_thr_3': 1.0671292259756089,
'trail_thr_4': 1.6792093093440226,
'trail_thr_5': 2.5394352452877795,
'trial_num': 8,
'vp_subset_size': 2,
'win_rate': 0.6741130091984231,
'winning_trades': 513}
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}
|
||||||||||||
| 1704 | BTCUSDT | 5 | volume_price_pivot_v86_y_C8 | 2023-08-01 ~ 2026-07-31 | 0.708 | 0.68% | 761 | -10.976 | 0.34 | 0.939 | 0.000 | 2026-07-12 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C8_BTCUSDT_2_20260712_1783787443
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.23365063220096904}, '
'{"feature": "K_body_size_pct", "importance": 0.15301491511749166}, '
'{"feature": "O_div_amplitude_48", "importance": 0.15111290208560021}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.14146437288606412}, '
'{"feature": "O_div_amplitude_12", "importance": 0.12429332594961169}, '
'{"feature": "K_close_position_in_hl", "importance": 0.094584058263226}, '
'{"feature": "O_pct_change_12", "importance": 0.04404813687831199}, '
'{"feature": "O_div_binary_12", "importance": 0.034464431001433225}, '
'{"feature": "K_consecutive_shrink", "importance": 0.022794734969112197}, '
'{"feature": "O_div_binary_48", "importance": 0.0005724906481799332}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.23365063220096904}, {"feature": "K_body_size_pct", '
'"importance": 0.15301491511749166}, {"feature": '
'"O_div_amplitude_48", "importance": 0.15111290208560021}, '
'{"feature": "K_momentum_pct_change_48", "importance": '
'0.14146437288606412}, {"feature": "O_div_amplitude_12", '
'"importance": 0.12429332594961169}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.094584058263226}, {"feature": "O_pct_change_12", '
'"importance": 0.04404813687831199}, {"feature": '
'"O_div_binary_12", "importance": 0.034464431001433225}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.022794734969112197}, {"feature": "O_div_binary_48", '
'"importance": 0.0005724906481799332}]',
'_model_metadata': {'created_at': '2026-07-12T08:28:40.323665',
'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': 0.04503890006887133,
'max_depth': 3,
'n_estimators': 190,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.7915063221550301,
'train_accuracy': 0.9392103335774685},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 3.870216131210327},
'accuracy': 0.9392103335774685,
'avg_loss': -0.004649731237062945,
'avg_win': 0.0015526882805664494,
'expectancy': -0.00043599813507293563,
'learning_rate': 0.04503890006887133,
'losing_trades': 244,
'max_depth': 3,
'max_drawdown': 0.33503596927271373,
'model_file': 'volume_price_pivot_v86_y_C8_BTCUSDT_2_20260712_1783787443',
'n_estimators': 190,
'period_lookback': 13,
'profit_factor': 0.7075500095877092,
'sharpe_ratio': -10.975926389397117,
'top_pct': 13,
'total_pnl': -0.33179458079050417,
'total_trades': 761,
'trail_stop_1': -0.1311114078488143,
'trail_stop_2': 0.014237729692045798,
'trail_stop_3': 0.5801938899362546,
'trail_stop_4': 0.8886810895533614,
'trail_stop_5': 1.6772472414324844,
'trail_thr_1': 0.15364436513030993,
'trail_thr_2': 0.5890523706957249,
'trail_thr_3': 0.9913853781762567,
'trail_thr_4': 1.458145177507539,
'trail_thr_5': 2.9227821621601,
'trial_num': 23,
'vp_subset_size': 2,
'win_rate': 0.6793692509855453,
'winning_trades': 517}
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}
|
||||||||||||
| 1303 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-09-01 ~ 2026-05-31 | 0.704 | 0.66% | 760 | -11.158 | 0.36 | 0.948 | 0.000 | 2026-07-07 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783405100
Data Hash: c47fdc72c9c04d73
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.3444129652413869}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.3349550728307305}, '
'{"feature": "O_div_binary_48", "importance": 0.11466814885039377}, '
'{"feature": "O_div_amplitude_12", "importance": 0.07339568089755175}, '
'{"feature": "O_div_amplitude_48", "importance": 0.04144537028353941}, '
'{"feature": "K_close_position_in_hl", "importance": 0.035453228731859736}, '
'{"feature": "K_body_size_pct", "importance": 0.026986932452874722}, '
'{"feature": "O_pct_change_12", "importance": 0.018334010690469662}, '
'{"feature": "K_consecutive_shrink", "importance": 0.006189572153073646}, '
'{"feature": "O_div_binary_12", "importance": 0.004159017868120001}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.3444129652413869}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.3349550728307305}, {"feature": "O_div_binary_48", '
'"importance": 0.11466814885039377}, {"feature": '
'"O_div_amplitude_12", "importance": 0.07339568089755175}, '
'{"feature": "O_div_amplitude_48", "importance": '
'0.04144537028353941}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.035453228731859736}, {"feature": "K_body_size_pct", '
'"importance": 0.026986932452874722}, {"feature": '
'"O_pct_change_12", "importance": 0.018334010690469662}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.006189572153073646}, {"feature": "O_div_binary_12", '
'"importance": 0.004159017868120001}]',
'_model_metadata': {'created_at': '2026-07-07T22:18:20.699117',
'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': 0.9393931394398446,
'train_accuracy': 0.9476335675460692},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15086,
'tags': {},
'training_data_hash': 'c47fdc72c9c04d73-814dd7b9784d57c1',
'training_time_sec': 4.098500728607178},
'accuracy': 0.9476335675460692,
'avg_loss': -0.00442347288817036,
'avg_win': 0.0015718786375518907,
'expectancy': -0.0004397195717364959,
'losing_trades': 255,
'max_drawdown': 0.3597214063136551,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783405100',
'profit_factor': 0.7037312546150672,
'sharpe_ratio': -11.157920034895822,
'total_pnl': -0.33418687451973683,
'total_trades': 760,
'trial_num': 0,
'win_rate': 0.6644736842105263,
'winning_trades': 505}
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}
|
||||||||||||
| 1541 | BTCUSDT | 5 | volume_price_pivot_v86_y_C7 | 2023-08-01 ~ 2026-07-31 | 0.701 | 0.64% | 761 | -11.222 | 0.34 | 0.780 | 0.000 | 2026-07-11 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783676771
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.21155839813970073}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.13496876595515586}, '
'{"feature": "K_body_size_pct", "importance": 0.12825970420004962}, '
'{"feature": "K_high_pct_change_12", "importance": 0.12716707501965233}, '
'{"feature": "O_div_amplitude_48", "importance": 0.11937223436888758}, '
'{"feature": "O_pct_change_12", "importance": 0.11812267373629194}, '
'{"feature": "O_div_amplitude_12", "importance": 0.1128204108524052}, '
'{"feature": "K_consecutive_shrink", "importance": 0.038016766766642555}, '
'{"feature": "O_div_binary_12", "importance": 0.0061852575470556755}, '
'{"feature": "O_div_binary_48", "importance": 0.0035287134141584304}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.21155839813970073}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.13496876595515586}, {"feature": "K_body_size_pct", '
'"importance": 0.12825970420004962}, {"feature": '
'"K_high_pct_change_12", "importance": '
'0.12716707501965233}, {"feature": "O_div_amplitude_48", '
'"importance": 0.11937223436888758}, {"feature": '
'"O_pct_change_12", "importance": 0.11812267373629194}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.1128204108524052}, {"feature": "K_consecutive_shrink", '
'"importance": 0.038016766766642555}, {"feature": '
'"O_div_binary_12", "importance": 0.0061852575470556755}, '
'{"feature": "O_div_binary_48", "importance": '
'0.0035287134141584304}]',
'_model_metadata': {'created_at': '2026-07-11T01:46:11.423142',
'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': 0.6060670107067325,
'train_accuracy': 0.7800785671482788},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1',
'training_time_sec': 7.027064800262451},
'accuracy': 0.7800785671482788,
'avg_loss': -0.0038689222186021246,
'avg_win': 0.0015431612558971628,
'expectancy': -0.00041969687677274946,
'learning_rate': 0.07659969709057025,
'losing_trades': 276,
'max_depth': 5,
'max_drawdown': 0.33743708775314046,
'model_file': 'volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783676771',
'n_estimators': 214,
'period_lookback': 11,
'profit_factor': 0.700896625091906,
'sharpe_ratio': -11.222364378365194,
'top_pct': 8,
'total_pnl': -0.31938932322406255,
'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': 0.6373193166885677,
'winning_trades': 485}
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}
|
||||||||||||
| 1503 | BTCUSDT | 5 | volume_price_pivot_v86_y_C7 | 2023-08-01 ~ 2026-07-31 | 0.701 | 0.64% | 761 | -11.222 | 0.34 | 0.780 | 0.000 | 2026-07-11 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783675065
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.21155839813970073}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.13496876595515586}, '
'{"feature": "K_body_size_pct", "importance": 0.12825970420004962}, '
'{"feature": "K_high_pct_change_12", "importance": 0.12716707501965233}, '
'{"feature": "O_div_amplitude_48", "importance": 0.11937223436888758}, '
'{"feature": "O_pct_change_12", "importance": 0.11812267373629194}, '
'{"feature": "O_div_amplitude_12", "importance": 0.1128204108524052}, '
'{"feature": "K_consecutive_shrink", "importance": 0.038016766766642555}, '
'{"feature": "O_div_binary_12", "importance": 0.0061852575470556755}, '
'{"feature": "O_div_binary_48", "importance": 0.0035287134141584304}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.21155839813970073}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.13496876595515586}, {"feature": "K_body_size_pct", '
'"importance": 0.12825970420004962}, {"feature": '
'"K_high_pct_change_12", "importance": '
'0.12716707501965233}, {"feature": "O_div_amplitude_48", '
'"importance": 0.11937223436888758}, {"feature": '
'"O_pct_change_12", "importance": 0.11812267373629194}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.1128204108524052}, {"feature": "K_consecutive_shrink", '
'"importance": 0.038016766766642555}, {"feature": '
'"O_div_binary_12", "importance": 0.0061852575470556755}, '
'{"feature": "O_div_binary_48", "importance": '
'0.0035287134141584304}]',
'_model_metadata': {'created_at': '2026-07-11T01:17:45.220871',
'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': 0.6060670107067325,
'train_accuracy': 0.7800785671482788},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1',
'training_time_sec': 6.985720634460449},
'accuracy': 0.7800785671482788,
'avg_loss': -0.0038689222186021246,
'avg_win': 0.0015431612558971628,
'expectancy': -0.00041969687677274946,
'learning_rate': 0.07659969709057025,
'losing_trades': 276,
'max_depth': 5,
'max_drawdown': 0.33743708775314046,
'model_file': 'volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783675065',
'n_estimators': 214,
'period_lookback': 11,
'profit_factor': 0.700896625091906,
'sharpe_ratio': -11.222364378365194,
'top_pct': 8,
'total_pnl': -0.31938932322406255,
'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': 0.6373193166885677,
'winning_trades': 485}
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}
|
||||||||||||
| 1488 | BTCUSDT | 5 | volume_price_pivot_v86_y_C7 | 2023-08-01 ~ 2026-07-31 | 0.701 | 0.64% | 761 | -11.222 | 0.34 | 0.780 | 0.000 | 2026-07-11 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783673381
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.21155839813970073}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.13496876595515586}, '
'{"feature": "K_body_size_pct", "importance": 0.12825970420004962}, '
'{"feature": "K_high_pct_change_12", "importance": 0.12716707501965233}, '
'{"feature": "O_div_amplitude_48", "importance": 0.11937223436888758}, '
'{"feature": "O_pct_change_12", "importance": 0.11812267373629194}, '
'{"feature": "O_div_amplitude_12", "importance": 0.1128204108524052}, '
'{"feature": "K_consecutive_shrink", "importance": 0.038016766766642555}, '
'{"feature": "O_div_binary_12", "importance": 0.0061852575470556755}, '
'{"feature": "O_div_binary_48", "importance": 0.0035287134141584304}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.21155839813970073}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.13496876595515586}, {"feature": "K_body_size_pct", '
'"importance": 0.12825970420004962}, {"feature": '
'"K_high_pct_change_12", "importance": '
'0.12716707501965233}, {"feature": "O_div_amplitude_48", '
'"importance": 0.11937223436888758}, {"feature": '
'"O_pct_change_12", "importance": 0.11812267373629194}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.1128204108524052}, {"feature": "K_consecutive_shrink", '
'"importance": 0.038016766766642555}, {"feature": '
'"O_div_binary_12", "importance": 0.0061852575470556755}, '
'{"feature": "O_div_binary_48", "importance": '
'0.0035287134141584304}]',
'_model_metadata': {'created_at': '2026-07-11T00:49:40.849064',
'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': 0.6060670107067325,
'train_accuracy': 0.7800785671482788},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1',
'training_time_sec': 6.925867795944214},
'accuracy': 0.7800785671482788,
'avg_loss': -0.0038689222186021246,
'avg_win': 0.0015431612558971628,
'expectancy': -0.00041969687677274946,
'learning_rate': 0.07659969709057025,
'losing_trades': 276,
'max_depth': 5,
'max_drawdown': 0.33743708775314046,
'model_file': 'volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783673381',
'n_estimators': 214,
'period_lookback': 11,
'profit_factor': 0.700896625091906,
'sharpe_ratio': -11.222364378365194,
'top_pct': 8,
'total_pnl': -0.31938932322406255,
'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': 0.6373193166885677,
'winning_trades': 485}
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}
|
||||||||||||
| 1510 | BTCUSDT | 5 | volume_price_pivot_v86_y_C7 | 2023-08-01 ~ 2026-07-31 | 0.701 | 0.64% | 761 | -11.222 | 0.34 | 0.780 | 0.000 | 2026-07-11 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783675419
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.21155839813970073}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.13496876595515586}, '
'{"feature": "K_body_size_pct", "importance": 0.12825970420004962}, '
'{"feature": "K_high_pct_change_12", "importance": 0.12716707501965233}, '
'{"feature": "O_div_amplitude_48", "importance": 0.11937223436888758}, '
'{"feature": "O_pct_change_12", "importance": 0.11812267373629194}, '
'{"feature": "O_div_amplitude_12", "importance": 0.1128204108524052}, '
'{"feature": "K_consecutive_shrink", "importance": 0.038016766766642555}, '
'{"feature": "O_div_binary_12", "importance": 0.0061852575470556755}, '
'{"feature": "O_div_binary_48", "importance": 0.0035287134141584304}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.21155839813970073}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.13496876595515586}, {"feature": "K_body_size_pct", '
'"importance": 0.12825970420004962}, {"feature": '
'"K_high_pct_change_12", "importance": '
'0.12716707501965233}, {"feature": "O_div_amplitude_48", '
'"importance": 0.11937223436888758}, {"feature": '
'"O_pct_change_12", "importance": 0.11812267373629194}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.1128204108524052}, {"feature": "K_consecutive_shrink", '
'"importance": 0.038016766766642555}, {"feature": '
'"O_div_binary_12", "importance": 0.0061852575470556755}, '
'{"feature": "O_div_binary_48", "importance": '
'0.0035287134141584304}]',
'_model_metadata': {'created_at': '2026-07-11T01:23:39.405569',
'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': 0.6060670107067325,
'train_accuracy': 0.7800785671482788},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1',
'training_time_sec': 6.935997009277344},
'accuracy': 0.7800785671482788,
'avg_loss': -0.0038689222186021246,
'avg_win': 0.0015431612558971628,
'expectancy': -0.00041969687677274946,
'learning_rate': 0.07659969709057025,
'losing_trades': 276,
'max_depth': 5,
'max_drawdown': 0.33743708775314046,
'model_file': 'volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783675419',
'n_estimators': 214,
'period_lookback': 11,
'profit_factor': 0.700896625091906,
'sharpe_ratio': -11.222364378365194,
'top_pct': 8,
'total_pnl': -0.31938932322406255,
'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': 0.6373193166885677,
'winning_trades': 485}
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}
|
||||||||||||
| 1467 | BTCUSDT | 5 | volume_price_pivot_v86_y_C7 | 2023-08-01 ~ 2026-07-31 | 0.701 | 0.64% | 761 | -11.222 | 0.34 | 0.780 | 0.000 | 2026-07-11 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783671313
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.21155839813970073}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.13496876595515586}, '
'{"feature": "K_body_size_pct", "importance": 0.12825970420004962}, '
'{"feature": "K_high_pct_change_12", "importance": 0.12716707501965233}, '
'{"feature": "O_div_amplitude_48", "importance": 0.11937223436888758}, '
'{"feature": "O_pct_change_12", "importance": 0.11812267373629194}, '
'{"feature": "O_div_amplitude_12", "importance": 0.1128204108524052}, '
'{"feature": "K_consecutive_shrink", "importance": 0.038016766766642555}, '
'{"feature": "O_div_binary_12", "importance": 0.0061852575470556755}, '
'{"feature": "O_div_binary_48", "importance": 0.0035287134141584304}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.21155839813970073}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.13496876595515586}, {"feature": "K_body_size_pct", '
'"importance": 0.12825970420004962}, {"feature": '
'"K_high_pct_change_12", "importance": '
'0.12716707501965233}, {"feature": "O_div_amplitude_48", '
'"importance": 0.11937223436888758}, {"feature": '
'"O_pct_change_12", "importance": 0.11812267373629194}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.1128204108524052}, {"feature": "K_consecutive_shrink", '
'"importance": 0.038016766766642555}, {"feature": '
'"O_div_binary_12", "importance": 0.0061852575470556755}, '
'{"feature": "O_div_binary_48", "importance": '
'0.0035287134141584304}]',
'_model_metadata': {'created_at': '2026-07-11T00:14:54.910035',
'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': 0.6060670107067325,
'train_accuracy': 0.7800785671482788},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1',
'training_time_sec': 6.950534820556641},
'accuracy': 0.7800785671482788,
'avg_loss': -0.0038689222186021246,
'avg_win': 0.0015431612558971628,
'expectancy': -0.00041969687677274946,
'learning_rate': 0.07659969709057025,
'losing_trades': 276,
'max_depth': 5,
'max_drawdown': 0.33743708775314046,
'model_file': 'volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783671313',
'n_estimators': 214,
'period_lookback': 11,
'profit_factor': 0.700896625091906,
'sharpe_ratio': -11.222364378365194,
'top_pct': 8,
'total_pnl': -0.31938932322406255,
'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': 0.6373193166885677,
'winning_trades': 485}
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}
|
||||||||||||
| 1478 | BTCUSDT | 5 | volume_price_pivot_v86_y_C7 | 2023-08-01 ~ 2026-07-31 | 0.701 | 0.64% | 761 | -11.222 | 0.34 | 0.780 | 0.000 | 2026-07-11 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783672361
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.21155839813970073}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.13496876595515586}, '
'{"feature": "K_body_size_pct", "importance": 0.12825970420004962}, '
'{"feature": "K_high_pct_change_12", "importance": 0.12716707501965233}, '
'{"feature": "O_div_amplitude_48", "importance": 0.11937223436888758}, '
'{"feature": "O_pct_change_12", "importance": 0.11812267373629194}, '
'{"feature": "O_div_amplitude_12", "importance": 0.1128204108524052}, '
'{"feature": "K_consecutive_shrink", "importance": 0.038016766766642555}, '
'{"feature": "O_div_binary_12", "importance": 0.0061852575470556755}, '
'{"feature": "O_div_binary_48", "importance": 0.0035287134141584304}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.21155839813970073}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.13496876595515586}, {"feature": "K_body_size_pct", '
'"importance": 0.12825970420004962}, {"feature": '
'"K_high_pct_change_12", "importance": '
'0.12716707501965233}, {"feature": "O_div_amplitude_48", '
'"importance": 0.11937223436888758}, {"feature": '
'"O_pct_change_12", "importance": 0.11812267373629194}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.1128204108524052}, {"feature": "K_consecutive_shrink", '
'"importance": 0.038016766766642555}, {"feature": '
'"O_div_binary_12", "importance": 0.0061852575470556755}, '
'{"feature": "O_div_binary_48", "importance": '
'0.0035287134141584304}]',
'_model_metadata': {'created_at': '2026-07-11T00:32:41.701260',
'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': 0.6060670107067325,
'train_accuracy': 0.7800785671482788},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1',
'training_time_sec': 7.001533269882202},
'accuracy': 0.7800785671482788,
'avg_loss': -0.0038689222186021246,
'avg_win': 0.0015431612558971628,
'expectancy': -0.00041969687677274946,
'learning_rate': 0.07659969709057025,
'losing_trades': 276,
'max_depth': 5,
'max_drawdown': 0.33743708775314046,
'model_file': 'volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783672361',
'n_estimators': 214,
'period_lookback': 11,
'profit_factor': 0.700896625091906,
'sharpe_ratio': -11.222364378365194,
'top_pct': 8,
'total_pnl': -0.31938932322406255,
'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': 0.6373193166885677,
'winning_trades': 485}
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}
|
||||||||||||
| 1473 | BTCUSDT | 5 | volume_price_pivot_v86_y_C7 | 2023-08-01 ~ 2026-07-31 | 0.701 | 0.64% | 761 | -11.222 | 0.34 | 0.780 | 0.000 | 2026-07-11 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783671742
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.21155839813970073}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.13496876595515586}, '
'{"feature": "K_body_size_pct", "importance": 0.12825970420004962}, '
'{"feature": "K_high_pct_change_12", "importance": 0.12716707501965233}, '
'{"feature": "O_div_amplitude_48", "importance": 0.11937223436888758}, '
'{"feature": "O_pct_change_12", "importance": 0.11812267373629194}, '
'{"feature": "O_div_amplitude_12", "importance": 0.1128204108524052}, '
'{"feature": "K_consecutive_shrink", "importance": 0.038016766766642555}, '
'{"feature": "O_div_binary_12", "importance": 0.0061852575470556755}, '
'{"feature": "O_div_binary_48", "importance": 0.0035287134141584304}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.21155839813970073}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.13496876595515586}, {"feature": "K_body_size_pct", '
'"importance": 0.12825970420004962}, {"feature": '
'"K_high_pct_change_12", "importance": '
'0.12716707501965233}, {"feature": "O_div_amplitude_48", '
'"importance": 0.11937223436888758}, {"feature": '
'"O_pct_change_12", "importance": 0.11812267373629194}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.1128204108524052}, {"feature": "K_consecutive_shrink", '
'"importance": 0.038016766766642555}, {"feature": '
'"O_div_binary_12", "importance": 0.0061852575470556755}, '
'{"feature": "O_div_binary_48", "importance": '
'0.0035287134141584304}]',
'_model_metadata': {'created_at': '2026-07-11T00:22:22.372556',
'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': 0.6060670107067325,
'train_accuracy': 0.7800785671482788},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1',
'training_time_sec': 7.026371955871582},
'accuracy': 0.7800785671482788,
'avg_loss': -0.0038689222186021246,
'avg_win': 0.0015431612558971628,
'expectancy': -0.00041969687677274946,
'learning_rate': 0.07659969709057025,
'losing_trades': 276,
'max_depth': 5,
'max_drawdown': 0.33743708775314046,
'model_file': 'volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783671742',
'n_estimators': 214,
'period_lookback': 11,
'profit_factor': 0.700896625091906,
'sharpe_ratio': -11.222364378365194,
'top_pct': 8,
'total_pnl': -0.31938932322406255,
'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': 0.6373193166885677,
'winning_trades': 485}
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}
|
||||||||||||
| 1469 | BTCUSDT | 5 | volume_price_pivot_v86_y_C7 | 2023-08-01 ~ 2026-07-31 | 0.701 | 0.64% | 761 | -11.222 | 0.34 | 0.780 | 0.000 | 2026-07-11 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783671450
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.21155839813970073}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.13496876595515586}, '
'{"feature": "K_body_size_pct", "importance": 0.12825970420004962}, '
'{"feature": "K_high_pct_change_12", "importance": 0.12716707501965233}, '
'{"feature": "O_div_amplitude_48", "importance": 0.11937223436888758}, '
'{"feature": "O_pct_change_12", "importance": 0.11812267373629194}, '
'{"feature": "O_div_amplitude_12", "importance": 0.1128204108524052}, '
'{"feature": "K_consecutive_shrink", "importance": 0.038016766766642555}, '
'{"feature": "O_div_binary_12", "importance": 0.0061852575470556755}, '
'{"feature": "O_div_binary_48", "importance": 0.0035287134141584304}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.21155839813970073}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.13496876595515586}, {"feature": "K_body_size_pct", '
'"importance": 0.12825970420004962}, {"feature": '
'"K_high_pct_change_12", "importance": '
'0.12716707501965233}, {"feature": "O_div_amplitude_48", '
'"importance": 0.11937223436888758}, {"feature": '
'"O_pct_change_12", "importance": 0.11812267373629194}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.1128204108524052}, {"feature": "K_consecutive_shrink", '
'"importance": 0.038016766766642555}, {"feature": '
'"O_div_binary_12", "importance": 0.0061852575470556755}, '
'{"feature": "O_div_binary_48", "importance": '
'0.0035287134141584304}]',
'_model_metadata': {'created_at': '2026-07-11T00:17:10.950567',
'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': 0.6060670107067325,
'train_accuracy': 0.7800785671482788},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1',
'training_time_sec': 6.915595293045044},
'accuracy': 0.7800785671482788,
'avg_loss': -0.0038689222186021246,
'avg_win': 0.0015431612558971628,
'expectancy': -0.00041969687677274946,
'learning_rate': 0.07659969709057025,
'losing_trades': 276,
'max_depth': 5,
'max_drawdown': 0.33743708775314046,
'model_file': 'volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783671450',
'n_estimators': 214,
'period_lookback': 11,
'profit_factor': 0.700896625091906,
'sharpe_ratio': -11.222364378365194,
'top_pct': 8,
'total_pnl': -0.31938932322406255,
'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': 0.6373193166885677,
'winning_trades': 485}
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}
|
||||||||||||
| 1558 | BTCUSDT | 5 | volume_price_pivot_v86_y_C7 | 2023-08-01 ~ 2026-07-31 | 0.701 | 0.64% | 761 | -11.222 | 0.34 | 0.780 | 0.000 | 2026-07-11 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783677877
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.21155839813970073}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.13496876595515586}, '
'{"feature": "K_body_size_pct", "importance": 0.12825970420004962}, '
'{"feature": "K_high_pct_change_12", "importance": 0.12716707501965233}, '
'{"feature": "O_div_amplitude_48", "importance": 0.11937223436888758}, '
'{"feature": "O_pct_change_12", "importance": 0.11812267373629194}, '
'{"feature": "O_div_amplitude_12", "importance": 0.1128204108524052}, '
'{"feature": "K_consecutive_shrink", "importance": 0.038016766766642555}, '
'{"feature": "O_div_binary_12", "importance": 0.0061852575470556755}, '
'{"feature": "O_div_binary_48", "importance": 0.0035287134141584304}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.21155839813970073}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.13496876595515586}, {"feature": "K_body_size_pct", '
'"importance": 0.12825970420004962}, {"feature": '
'"K_high_pct_change_12", "importance": '
'0.12716707501965233}, {"feature": "O_div_amplitude_48", '
'"importance": 0.11937223436888758}, {"feature": '
'"O_pct_change_12", "importance": 0.11812267373629194}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.1128204108524052}, {"feature": "K_consecutive_shrink", '
'"importance": 0.038016766766642555}, {"feature": '
'"O_div_binary_12", "importance": 0.0061852575470556755}, '
'{"feature": "O_div_binary_48", "importance": '
'0.0035287134141584304}]',
'_model_metadata': {'created_at': '2026-07-11T02:04:36.871374',
'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': 0.6060670107067325,
'train_accuracy': 0.7800785671482788},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1',
'training_time_sec': 6.992488384246826},
'accuracy': 0.7800785671482788,
'avg_loss': -0.0038689222186021246,
'avg_win': 0.0015431612558971628,
'expectancy': -0.00041969687677274946,
'learning_rate': 0.07659969709057025,
'losing_trades': 276,
'max_depth': 5,
'max_drawdown': 0.33743708775314046,
'model_file': 'volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783677877',
'n_estimators': 214,
'period_lookback': 11,
'profit_factor': 0.700896625091906,
'sharpe_ratio': -11.222364378365194,
'top_pct': 8,
'total_pnl': -0.31938932322406255,
'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': 0.6373193166885677,
'winning_trades': 485}
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}
|
||||||||||||
| 1525 | BTCUSDT | 5 | volume_price_pivot_v86_y_C7 | 2023-08-01 ~ 2026-07-31 | 0.701 | 0.64% | 761 | -11.222 | 0.34 | 0.780 | 0.000 | 2026-07-11 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783676085
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.21155839813970073}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.13496876595515586}, '
'{"feature": "K_body_size_pct", "importance": 0.12825970420004962}, '
'{"feature": "K_high_pct_change_12", "importance": 0.12716707501965233}, '
'{"feature": "O_div_amplitude_48", "importance": 0.11937223436888758}, '
'{"feature": "O_pct_change_12", "importance": 0.11812267373629194}, '
'{"feature": "O_div_amplitude_12", "importance": 0.1128204108524052}, '
'{"feature": "K_consecutive_shrink", "importance": 0.038016766766642555}, '
'{"feature": "O_div_binary_12", "importance": 0.0061852575470556755}, '
'{"feature": "O_div_binary_48", "importance": 0.0035287134141584304}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.21155839813970073}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.13496876595515586}, {"feature": "K_body_size_pct", '
'"importance": 0.12825970420004962}, {"feature": '
'"K_high_pct_change_12", "importance": '
'0.12716707501965233}, {"feature": "O_div_amplitude_48", '
'"importance": 0.11937223436888758}, {"feature": '
'"O_pct_change_12", "importance": 0.11812267373629194}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.1128204108524052}, {"feature": "K_consecutive_shrink", '
'"importance": 0.038016766766642555}, {"feature": '
'"O_div_binary_12", "importance": 0.0061852575470556755}, '
'{"feature": "O_div_binary_48", "importance": '
'0.0035287134141584304}]',
'_model_metadata': {'created_at': '2026-07-11T01:34:44.861389',
'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': 0.6060670107067325,
'train_accuracy': 0.7800785671482788},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1',
'training_time_sec': 6.997560024261475},
'accuracy': 0.7800785671482788,
'avg_loss': -0.0038689222186021246,
'avg_win': 0.0015431612558971628,
'expectancy': -0.00041969687677274946,
'learning_rate': 0.07659969709057025,
'losing_trades': 276,
'max_depth': 5,
'max_drawdown': 0.33743708775314046,
'model_file': 'volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783676085',
'n_estimators': 214,
'period_lookback': 11,
'profit_factor': 0.700896625091906,
'sharpe_ratio': -11.222364378365194,
'top_pct': 8,
'total_pnl': -0.31938932322406255,
'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': 0.6373193166885677,
'winning_trades': 485}
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}
|
||||||||||||
| 1567 | BTCUSDT | 5 | volume_price_pivot_v86_y_C7 | 2023-08-01 ~ 2026-07-31 | 0.701 | 0.64% | 761 | -11.222 | 0.34 | 0.780 | 0.000 | 2026-07-11 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783678273
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.21155839813970073}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.13496876595515586}, '
'{"feature": "K_body_size_pct", "importance": 0.12825970420004962}, '
'{"feature": "K_high_pct_change_12", "importance": 0.12716707501965233}, '
'{"feature": "O_div_amplitude_48", "importance": 0.11937223436888758}, '
'{"feature": "O_pct_change_12", "importance": 0.11812267373629194}, '
'{"feature": "O_div_amplitude_12", "importance": 0.1128204108524052}, '
'{"feature": "K_consecutive_shrink", "importance": 0.038016766766642555}, '
'{"feature": "O_div_binary_12", "importance": 0.0061852575470556755}, '
'{"feature": "O_div_binary_48", "importance": 0.0035287134141584304}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.21155839813970073}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.13496876595515586}, {"feature": "K_body_size_pct", '
'"importance": 0.12825970420004962}, {"feature": '
'"K_high_pct_change_12", "importance": '
'0.12716707501965233}, {"feature": "O_div_amplitude_48", '
'"importance": 0.11937223436888758}, {"feature": '
'"O_pct_change_12", "importance": 0.11812267373629194}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.1128204108524052}, {"feature": "K_consecutive_shrink", '
'"importance": 0.038016766766642555}, {"feature": '
'"O_div_binary_12", "importance": 0.0061852575470556755}, '
'{"feature": "O_div_binary_48", "importance": '
'0.0035287134141584304}]',
'_model_metadata': {'created_at': '2026-07-11T02:11:13.404098',
'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': 0.6060670107067325,
'train_accuracy': 0.7800785671482788},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1',
'training_time_sec': 6.968155860900879},
'accuracy': 0.7800785671482788,
'avg_loss': -0.0038689222186021246,
'avg_win': 0.0015431612558971628,
'expectancy': -0.00041969687677274946,
'learning_rate': 0.07659969709057025,
'losing_trades': 276,
'max_depth': 5,
'max_drawdown': 0.33743708775314046,
'model_file': 'volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783678273',
'n_estimators': 214,
'period_lookback': 11,
'profit_factor': 0.700896625091906,
'sharpe_ratio': -11.222364378365194,
'top_pct': 8,
'total_pnl': -0.31938932322406255,
'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': 0.6373193166885677,
'winning_trades': 485}
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}
|
||||||||||||
| 1533 | BTCUSDT | 5 | volume_price_pivot_v86_y_C7 | 2023-08-01 ~ 2026-07-31 | 0.701 | 0.64% | 761 | -11.222 | 0.34 | 0.780 | 0.000 | 2026-07-11 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783676417
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.21155839813970073}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.13496876595515586}, '
'{"feature": "K_body_size_pct", "importance": 0.12825970420004962}, '
'{"feature": "K_high_pct_change_12", "importance": 0.12716707501965233}, '
'{"feature": "O_div_amplitude_48", "importance": 0.11937223436888758}, '
'{"feature": "O_pct_change_12", "importance": 0.11812267373629194}, '
'{"feature": "O_div_amplitude_12", "importance": 0.1128204108524052}, '
'{"feature": "K_consecutive_shrink", "importance": 0.038016766766642555}, '
'{"feature": "O_div_binary_12", "importance": 0.0061852575470556755}, '
'{"feature": "O_div_binary_48", "importance": 0.0035287134141584304}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.21155839813970073}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.13496876595515586}, {"feature": "K_body_size_pct", '
'"importance": 0.12825970420004962}, {"feature": '
'"K_high_pct_change_12", "importance": '
'0.12716707501965233}, {"feature": "O_div_amplitude_48", '
'"importance": 0.11937223436888758}, {"feature": '
'"O_pct_change_12", "importance": 0.11812267373629194}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.1128204108524052}, {"feature": "K_consecutive_shrink", '
'"importance": 0.038016766766642555}, {"feature": '
'"O_div_binary_12", "importance": 0.0061852575470556755}, '
'{"feature": "O_div_binary_48", "importance": '
'0.0035287134141584304}]',
'_model_metadata': {'created_at': '2026-07-11T01:40:17.142470',
'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': 0.6060670107067325,
'train_accuracy': 0.7800785671482788},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1',
'training_time_sec': 7.055301904678345},
'accuracy': 0.7800785671482788,
'avg_loss': -0.0038689222186021246,
'avg_win': 0.0015431612558971628,
'expectancy': -0.00041969687677274946,
'learning_rate': 0.07659969709057025,
'losing_trades': 276,
'max_depth': 5,
'max_drawdown': 0.33743708775314046,
'model_file': 'volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783676417',
'n_estimators': 214,
'period_lookback': 11,
'profit_factor': 0.700896625091906,
'sharpe_ratio': -11.222364378365194,
'top_pct': 8,
'total_pnl': -0.31938932322406255,
'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': 0.6373193166885677,
'winning_trades': 485}
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}
|
||||||||||||
| 1577 | BTCUSDT | 5 | volume_price_pivot_v86_y_C7 | 2023-08-01 ~ 2026-07-31 | 0.701 | 0.64% | 761 | -11.222 | 0.34 | 0.780 | 0.000 | 2026-07-11 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C7_BTCUSDT_2_20260711_1783729589
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.21155839813970073}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.13496876595515586}, '
'{"feature": "K_body_size_pct", "importance": 0.12825970420004962}, '
'{"feature": "K_high_pct_change_12", "importance": 0.12716707501965233}, '
'{"feature": "O_div_amplitude_48", "importance": 0.11937223436888758}, '
'{"feature": "O_pct_change_12", "importance": 0.11812267373629194}, '
'{"feature": "O_div_amplitude_12", "importance": 0.1128204108524052}, '
'{"feature": "K_consecutive_shrink", "importance": 0.038016766766642555}, '
'{"feature": "O_div_binary_12", "importance": 0.0061852575470556755}, '
'{"feature": "O_div_binary_48", "importance": 0.0035287134141584304}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.21155839813970073}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.13496876595515586}, {"feature": "K_body_size_pct", '
'"importance": 0.12825970420004962}, {"feature": '
'"K_high_pct_change_12", "importance": '
'0.12716707501965233}, {"feature": "O_div_amplitude_48", '
'"importance": 0.11937223436888758}, {"feature": '
'"O_pct_change_12", "importance": 0.11812267373629194}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.1128204108524052}, {"feature": "K_consecutive_shrink", '
'"importance": 0.038016766766642555}, {"feature": '
'"O_div_binary_12", "importance": 0.0061852575470556755}, '
'{"feature": "O_div_binary_48", "importance": '
'0.0035287134141584304}]',
'_model_metadata': {'created_at': '2026-07-11T16:26:29.341021',
'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': 0.6060670107067325,
'train_accuracy': 0.7800785671482788},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1',
'training_time_sec': 6.968621253967285},
'accuracy': 0.7800785671482788,
'avg_loss': -0.0038689222186021246,
'avg_win': 0.0015431612558971628,
'expectancy': -0.00041969687677274946,
'learning_rate': 0.07659969709057025,
'losing_trades': 276,
'max_depth': 5,
'max_drawdown': 0.33743708775314046,
'model_file': 'volume_price_pivot_v86_y_C7_BTCUSDT_2_20260711_1783729589',
'n_estimators': 214,
'period_lookback': 11,
'profit_factor': 0.700896625091906,
'sharpe_ratio': -11.222364378365194,
'top_pct': 8,
'total_pnl': -0.31938932322406255,
'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': 0.6373193166885677,
'winning_trades': 485}
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}
|
||||||||||||