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📊 Indicator Params

ID Symbol Interval Indicator Date Range PF ↓ WR Trades Sharpe DD Acc AUC Created
1549 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_1783677104
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': '2026-07-11T01:51:44.568964',
                     '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': 7.005796432495117},
 '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_1783677104',
 '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}
1493 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_1783673935
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': '2026-07-11T00:58:36.077340',
                     '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': 6.983821868896484},
 '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_1783673935',
 '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}
1353 BTCUSDT 5 volume_price_pivot_v86_y_C0 2023-09-01 ~ 2026-05-31 0.699 0.65% 760 -11.205 0.34 0.893 0.000 2026-07-09
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260709_1783559928
Data Hash: c47fdc72c9c04d73
Feature Score:
展開 
('[{"feature": "K_close_position_in_hl", "importance": 0.2909175583700292}, '
 '{"feature": "K_body_size_pct", "importance": 0.1796567230315846}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.16598313450389487}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.11633010793955263}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.10288462838807139}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.0706360553392623}, '
 '{"feature": "O_pct_change_12", "importance": 0.032517108790056114}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.026928546906791157}, '
 '{"feature": "O_div_binary_12", "importance": 0.013945048038698006}, '
 '{"feature": "O_div_binary_48", "importance": 0.00020108869205982593}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
                   '0.2909175583700292}, {"feature": "K_body_size_pct", '
                   '"importance": 0.1796567230315846}, {"feature": '
                   '"O_div_amplitude_12", "importance": 0.16598313450389487}, '
                   '{"feature": "K_high_pct_change_12", "importance": '
                   '0.11633010793955263}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.10288462838807139}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.0706360553392623}, {"feature": "O_pct_change_12", '
                   '"importance": 0.032517108790056114}, {"feature": '
                   '"O_div_amplitude_48", "importance": 0.026928546906791157}, '
                   '{"feature": "O_div_binary_12", "importance": '
                   '0.013945048038698006}, {"feature": "O_div_binary_48", '
                   '"importance": 0.00020108869205982593}]',
 '_model_metadata': {'created_at': '2026-07-09T17:18:47.968456',
                     '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': 0.851710702986596,
                                 'train_accuracy': 0.893411109638075},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15086,
                     'tags': {},
                     'training_data_hash': 'c47fdc72c9c04d73-9d34149fbd1fe777',
                     'training_time_sec': 4.0210793018341064},
 'accuracy': 0.893411109638075,
 'avg_loss': -0.004077763971573304,
 'avg_win': 0.0015353041606313326,
 'expectancy': -0.0004292696856402901,
 'losing_trades': 266,
 'max_drawdown': 0.336251961086621,
 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260709_1783559928',
 'profit_factor': 0.699226138475615,
 'sharpe_ratio': -11.205413820631456,
 'total_pnl': -0.32624496108662077,
 'total_trades': 760,
 'trial_num': 0,
 'win_rate': 0.65,
 'winning_trades': 494}
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}
1709 BTCUSDT 5 volume_price_pivot_v86_y_C8 2023-08-01 ~ 2026-07-31 0.698 0.67% 761 -11.384 0.36 0.942 0.000 2026-07-12
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C8_BTCUSDT_2_20260712_1783790608
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_high_pct_change_12", "importance": 0.1889700575428256}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.1555968054487307}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.15077675310606195}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.14709502691908968}, '
 '{"feature": "K_body_size_pct", "importance": 0.13695704156580063}, '
 '{"feature": "K_close_position_in_hl", "importance": 0.10516402908535517}, '
 '{"feature": "O_pct_change_12", "importance": 0.06531196425799013}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.02574507576263544}, '
 '{"feature": "O_div_binary_12", "importance": 0.022118799583134677}, '
 '{"feature": "O_div_binary_48", "importance": 0.0022644467283761283}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
                   '0.1889700575428256}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.1555968054487307}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.15077675310606195}, {"feature": '
                   '"O_div_amplitude_12", "importance": 0.14709502691908968}, '
                   '{"feature": "K_body_size_pct", "importance": '
                   '0.13695704156580063}, {"feature": '
                   '"K_close_position_in_hl", "importance": '
                   '0.10516402908535517}, {"feature": "O_pct_change_12", '
                   '"importance": 0.06531196425799013}, {"feature": '
                   '"K_consecutive_shrink", "importance": '
                   '0.02574507576263544}, {"feature": "O_div_binary_12", '
                   '"importance": 0.022118799583134677}, {"feature": '
                   '"O_div_binary_48", "importance": 0.0022644467283761283}]',
 '_model_metadata': {'created_at': '2026-07-12T09:15:42.038244',
                     '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': 0.05726908977504856,
                                         'max_depth': 4,
                                         'n_estimators': 165,
                                         'random_state': 42,
                                         'subsample': 0.8},
                     'metrics': {'auc': 0.7895458254547785,
                                 'train_accuracy': 0.9417404620813636},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
                     'training_time_sec': 4.311235666275024},
 'accuracy': 0.9417404620813636,
 'avg_loss': -0.004585376007620604,
 'avg_win': 0.0015569862521584775,
 'expectancy': -0.0004528011363894742,
 'learning_rate': 0.05726908977504856,
 'losing_trades': 249,
 'max_depth': 4,
 'max_drawdown': 0.3576290108691657,
 'model_file': 'volume_price_pivot_v86_y_C8_BTCUSDT_2_20260712_1783790608',
 'n_estimators': 165,
 'period_lookback': 12,
 'profit_factor': 0.698200953356918,
 'sharpe_ratio': -11.384210648231072,
 'top_pct': 13,
 'total_pnl': -0.34458166479239016,
 'total_trades': 761,
 'trail_stop_1': 0.046581704518421974,
 'trail_stop_2': 0.06485237330340494,
 'trail_stop_3': 0.5201758592084854,
 'trail_stop_4': 0.447827269938125,
 'trail_stop_5': 1.752711232133775,
 'trail_thr_1': 0.24575901259906785,
 'trail_thr_2': 0.4182487261760697,
 'trail_thr_3': 1.3860558804390042,
 'trail_thr_4': 1.714138387724099,
 'trail_thr_5': 2.523108471538889,
 'trial_num': 7,
 'vp_subset_size': 0,
 'win_rate': 0.6727989487516426,
 'winning_trades': 512}
ind_param (optuna):
展開 Optuna 參數 
{'n_estimators': [165, 295], 'max_depth': [3, 5], 'learning_rate': [0.04, 0.09], 'trail_thr_1': [0.15, 0.35], 'trail_stop_1': [-0.15, 0.05], 'trail_thr_2': [0.35, 0.7], 'trail_stop_2': [0.0, 0.2], 'trail_thr_3': [0.8, 1.4], 'trail_stop_3': [0.2, 0.65], 'trail_thr_4': [1.45, 1.8], 'trail_stop_4': [0.4, 1.0], 'trail_thr_5': [2.5, 4.0], 'trail_stop_5': [1.5, 3.0], 'vp_subset_size': [0, 3], 'top_pct': [7, 16], 'period_lookback': [11, 13]}
Fold Config:
展開 
{'method': 'expanding-window-walk-forward',
 'min_train_bars': 500,
 'n_splits': 4,
 'purge_days': 0,
 'test_window_months': 6,
 'train_window_months': 6}
1710 BTCUSDT 5 volume_price_pivot_v86_y_C8 2023-08-01 ~ 2026-07-31 0.698 0.67% 761 -11.363 0.35 0.945 0.000 2026-07-12
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C8_BTCUSDT_2_20260712_1783791251
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_high_pct_change_12", "importance": 0.16523327357736517}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.16339652225588433}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.15177933295337034}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.1436766897146182}, '
 '{"feature": "K_body_size_pct", "importance": 0.13756589220703666}, '
 '{"feature": "K_close_position_in_hl", "importance": 0.10814609803321384}, '
 '{"feature": "O_pct_change_12", "importance": 0.08019062035542653}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.02586156407724273}, '
 '{"feature": "O_div_binary_12", "importance": 0.0216030472460295}, '
 '{"feature": "O_div_binary_48", "importance": 0.0025469595798128437}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
                   '0.16523327357736517}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.16339652225588433}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.15177933295337034}, {"feature": "O_div_amplitude_12", '
                   '"importance": 0.1436766897146182}, {"feature": '
                   '"K_body_size_pct", "importance": 0.13756589220703666}, '
                   '{"feature": "K_close_position_in_hl", "importance": '
                   '0.10814609803321384}, {"feature": "O_pct_change_12", '
                   '"importance": 0.08019062035542653}, {"feature": '
                   '"K_consecutive_shrink", "importance": '
                   '0.02586156407724273}, {"feature": "O_div_binary_12", '
                   '"importance": 0.0216030472460295}, {"feature": '
                   '"O_div_binary_48", "importance": 0.0025469595798128437}]',
 '_model_metadata': {'created_at': '2026-07-12T09:31:11.638256',
                     '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': 0.06493655700186127,
                                         'max_depth': 4,
                                         'n_estimators': 231,
                                         'random_state': 42,
                                         'subsample': 0.8},
                     'metrics': {'auc': 0.7856729045920369,
                                 'train_accuracy': 0.9450695785338571},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
                     'training_time_sec': 6.049466609954834},
 'accuracy': 0.9450695785338571,
 'avg_loss': -0.004492056476101793,
 'avg_win': 0.001542515396592883,
 'expectancy': -0.000447862448408909,
 'learning_rate': 0.06493655700186127,
 'losing_trades': 251,
 'max_depth': 4,
 'max_drawdown': 0.3483927936509579,
 'model_file': 'volume_price_pivot_v86_y_C8_BTCUSDT_2_20260712_1783791251',
 'n_estimators': 231,
 'period_lookback': 12,
 'profit_factor': 0.6977193290426362,
 'sharpe_ratio': -11.362514380666031,
 'top_pct': 12,
 'total_pnl': -0.34082332323917974,
 'total_trades': 761,
 'trail_stop_1': 0.00710665288520218,
 'trail_stop_2': 0.12128165676645603,
 'trail_stop_3': 0.522581071404135,
 'trail_stop_4': 0.6257040131655115,
 'trail_stop_5': 2.7965647835347514,
 'trail_thr_1': 0.21137551822399991,
 'trail_thr_2': 0.5787772681780905,
 'trail_thr_3': 0.8072242363853205,
 'trail_thr_4': 1.6481353323467915,
 'trail_thr_5': 3.20780926627388,
 'trial_num': 20,
 'vp_subset_size': 3,
 'win_rate': 0.6701708278580815,
 'winning_trades': 510}
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}
1706 BTCUSDT 5 volume_price_pivot_v86_y_C8 2023-08-01 ~ 2026-07-31 0.697 0.66% 761 -11.440 0.35 0.949 0.000 2026-07-12
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C8_BTCUSDT_2_20260712_1783788730
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_high_pct_change_12", "importance": 0.16754729105659333}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.15711278287394367}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.15291504458066615}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.1510111854904097}, '
 '{"feature": "K_body_size_pct", "importance": 0.1307586543578138}, '
 '{"feature": "K_close_position_in_hl", "importance": 0.09926673799054743}, '
 '{"feature": "O_pct_change_12", "importance": 0.09553550127858391}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.022299649928393922}, '
 '{"feature": "O_div_binary_12", "importance": 0.020911938879357994}, '
 '{"feature": "O_div_binary_48", "importance": 0.002641213563690115}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
                   '0.16754729105659333}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.15711278287394367}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.15291504458066615}, {"feature": "O_div_amplitude_12", '
                   '"importance": 0.1510111854904097}, {"feature": '
                   '"K_body_size_pct", "importance": 0.1307586543578138}, '
                   '{"feature": "K_close_position_in_hl", "importance": '
                   '0.09926673799054743}, {"feature": "O_pct_change_12", '
                   '"importance": 0.09553550127858391}, {"feature": '
                   '"K_consecutive_shrink", "importance": '
                   '0.022299649928393922}, {"feature": "O_div_binary_12", '
                   '"importance": 0.020911938879357994}, {"feature": '
                   '"O_div_binary_48", "importance": 0.002641213563690115}]',
 '_model_metadata': {'created_at': '2026-07-12T08:44:32.129326',
                     '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': 0.08903378328116365,
                                         'max_depth': 4,
                                         'n_estimators': 232,
                                         'random_state': 42,
                                         'subsample': 0.8},
                     'metrics': {'auc': 0.783970643703607,
                                 'train_accuracy': 0.9486650243025501},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
                     'training_time_sec': 6.045331716537476},
 'accuracy': 0.9486650243025501,
 'avg_loss': -0.004302962430805976,
 'avg_win': 0.0015562910672857935,
 'expectancy': -0.0004455563827849825,
 'learning_rate': 0.08903378328116365,
 'losing_trades': 260,
 'max_depth': 4,
 'max_drawdown': 0.3460431470283617,
 'model_file': 'volume_price_pivot_v86_y_C8_BTCUSDT_2_20260712_1783788730',
 'n_estimators': 232,
 'period_lookback': 11,
 'profit_factor': 0.6969275749406284,
 'sharpe_ratio': -11.439655068432872,
 'top_pct': 15,
 'total_pnl': -0.3390684072993714,
 'total_trades': 761,
 'trail_stop_1': 0.010678793656963809,
 'trail_stop_2': 0.05363121257699177,
 'trail_stop_3': 0.3822121951590911,
 'trail_stop_4': 0.617926033129638,
 'trail_stop_5': 2.1910573521304597,
 'trail_thr_1': 0.23113717548278492,
 'trail_thr_2': 0.5868871765361664,
 'trail_thr_3': 1.1005507711308364,
 'trail_thr_4': 1.7048873800752693,
 'trail_thr_5': 3.816699755817293,
 'trial_num': 8,
 'vp_subset_size': 3,
 '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}
1716 BTCUSDT 5 volume_price_pivot_v86_y_C4 2023-08-01 ~ 2026-07-31 0.692 0.61% 761 -11.447 0.32 0.789 0.000 2026-07-12
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260712_1783795007
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_close_position_in_hl", "importance": 0.15857907677608396}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.15213241190662996}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.15065272714910863}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.13990556961195386}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.13855099999403744}, '
 '{"feature": "K_body_size_pct", "importance": 0.12101854421643617}, '
 '{"feature": "O_pct_change_12", "importance": 0.10240074305055365}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.02708725187816174}, '
 '{"feature": "O_div_binary_48", "importance": 0.005229413822689981}, '
 '{"feature": "O_div_binary_12", "importance": 0.004443261594344512}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
                   '0.15857907677608396}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.15213241190662996}, {"feature": "O_div_amplitude_12", '
                   '"importance": 0.15065272714910863}, {"feature": '
                   '"O_div_amplitude_48", "importance": 0.13990556961195386}, '
                   '{"feature": "K_high_pct_change_12", "importance": '
                   '0.13855099999403744}, {"feature": "K_body_size_pct", '
                   '"importance": 0.12101854421643617}, {"feature": '
                   '"O_pct_change_12", "importance": 0.10240074305055365}, '
                   '{"feature": "K_consecutive_shrink", "importance": '
                   '0.02708725187816174}, {"feature": "O_div_binary_48", '
                   '"importance": 0.005229413822689981}, {"feature": '
                   '"O_div_binary_12", "importance": 0.004443261594344512}]',
 '_model_metadata': {'created_at': '2026-07-12T10:36:21.644143',
                     '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': 0.07202837893923686,
                                         'max_depth': 4,
                                         'n_estimators': 201,
                                         'random_state': 42,
                                         'subsample': 0.8},
                     'metrics': {'auc': 0.5874083436840245,
                                 'train_accuracy': 0.7885345229376124},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
                     'training_time_sec': 5.3336310386657715},
 'accuracy': 0.7885345229376124,
 'avg_loss': -0.0034045224686402257,
 'avg_win': 0.0015153628441009572,
 'expectancy': -0.0004112151101656297,
 'learning_rate': 0.07202837893923686,
 'losing_trades': 298,
 'max_depth': 4,
 'max_drawdown': 0.3178786401353944,
 'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260712_1783795007',
 'n_estimators': 201,
 'profit_factor': 0.6915525014976487,
 'sharpe_ratio': -11.447074472986975,
 'sl_mult': 0.5116857520170955,
 'top_pct': 7,
 'total_pnl': -0.31293469883604397,
 'total_trades': 761,
 'tp_mult': 1.0376948170909697,
 'trail_stop_1': -0.011640511809075438,
 'trail_stop_2': 0.08475648694041543,
 'trail_stop_3': 0.2563937611537488,
 'trail_stop_4': 0.8646123459806682,
 'trail_stop_5': 1.8925862821039139,
 'trail_thr_1': 0.20882551143196018,
 'trail_thr_2': 0.5992618456477035,
 'trail_thr_3': 1.1079224916660546,
 'trail_thr_4': 1.5000185283546805,
 'trail_thr_5': 2.613764962891839,
 'trial_num': 28,
 'vp_subset_size': 1,
 'win_rate': 0.6084099868593955,
 'winning_trades': 463}
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], 'tp_mult': [1.0, 2.0], 'sl_mult': [0.5, 1.5]}
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}
1712 BTCUSDT 5 volume_price_pivot_v86_y_C8 2023-08-01 ~ 2026-07-31 0.691 0.67% 761 -11.713 0.35 0.940 0.000 2026-07-12
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C8_BTCUSDT_2_20260712_1783792487
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_high_pct_change_12", "importance": 0.20027629501879265}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.15498536741251387}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.15383623346676392}, '
 '{"feature": "K_body_size_pct", "importance": 0.148296153545644}, {"feature": '
 '"K_momentum_pct_change_48", "importance": 0.1475500316637486}, {"feature": '
 '"K_close_position_in_hl", "importance": 0.09741442569832207}, {"feature": '
 '"O_pct_change_12", "importance": 0.050261871512145055}, {"feature": '
 '"O_div_binary_12", "importance": 0.02699180101266703}, {"feature": '
 '"K_consecutive_shrink", "importance": 0.02010629741428188}, {"feature": '
 '"O_div_binary_48", "importance": 0.0002815232551209229}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
                   '0.20027629501879265}, {"feature": "O_div_amplitude_12", '
                   '"importance": 0.15498536741251387}, {"feature": '
                   '"O_div_amplitude_48", "importance": 0.15383623346676392}, '
                   '{"feature": "K_body_size_pct", "importance": '
                   '0.148296153545644}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.1475500316637486}, {"feature": "K_close_position_in_hl", '
                   '"importance": 0.09741442569832207}, {"feature": '
                   '"O_pct_change_12", "importance": 0.050261871512145055}, '
                   '{"feature": "O_div_binary_12", "importance": '
                   '0.02699180101266703}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.02010629741428188}, {"feature": '
                   '"O_div_binary_48", "importance": 0.0002815232551209229}]',
 '_model_metadata': {'created_at': '2026-07-12T09:52:16.673789',
                     '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': 0.06832632492149615,
                                         'max_depth': 3,
                                         'n_estimators': 203,
                                         'random_state': 42,
                                         'subsample': 0.8},
                     'metrics': {'auc': 0.7910114215419205,
                                 'train_accuracy': 0.9400759038551169},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
                     'training_time_sec': 4.111811399459839},
 'accuracy': 0.9400759038551169,
 'avg_loss': -0.0044953686443456225,
 'avg_win': 0.001546171076186503,
 'expectancy': -0.0004623828650679358,
 'learning_rate': 0.06832632492149615,
 'losing_trades': 253,
 'max_depth': 3,
 'max_drawdown': 0.35427582674136865,
 'model_file': 'volume_price_pivot_v86_y_C8_BTCUSDT_2_20260712_1783792487',
 'n_estimators': 203,
 'period_lookback': 13,
 'profit_factor': 0.6906140728930957,
 'sharpe_ratio': -11.712697613941362,
 'top_pct': 10,
 'total_pnl': -0.35187336031669914,
 'total_trades': 761,
 'trail_stop_1': -0.08567408497362476,
 'trail_stop_2': 0.06124979572362075,
 'trail_stop_3': 0.2293282099868709,
 'trail_stop_4': 0.7561109023352177,
 'trail_stop_5': 1.9974717167342992,
 'trail_thr_1': 0.22176673735748292,
 'trail_thr_2': 0.6537072149693299,
 'trail_thr_3': 1.1033970344966164,
 'trail_thr_4': 1.4676934536624817,
 'trail_thr_5': 2.82002135291659,
 'trial_num': 22,
 'vp_subset_size': 0,
 'win_rate': 0.6675427069645203,
 'winning_trades': 508}
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}
1715 BTCUSDT 5 volume_price_pivot_v86_y_C4 2023-08-01 ~ 2026-07-31 0.690 0.61% 761 -11.536 0.33 0.785 0.000 2026-07-12
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260712_1783794361
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_close_position_in_hl", "importance": 0.17343131696647598}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.15155268693440604}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.14944653408755676}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.1358965597537753}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.13437917616386547}, '
 '{"feature": "O_pct_change_12", "importance": 0.11176902010339998}, '
 '{"feature": "K_body_size_pct", "importance": 0.1099277591855528}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.024911553251985304}, '
 '{"feature": "O_div_binary_48", "importance": 0.0055523140429503265}, '
 '{"feature": "O_div_binary_12", "importance": 0.003133079510032037}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
                   '0.17343131696647598}, {"feature": "O_div_amplitude_12", '
                   '"importance": 0.15155268693440604}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.14944653408755676}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.1358965597537753}, {"feature": '
                   '"K_high_pct_change_12", "importance": '
                   '0.13437917616386547}, {"feature": "O_pct_change_12", '
                   '"importance": 0.11176902010339998}, {"feature": '
                   '"K_body_size_pct", "importance": 0.1099277591855528}, '
                   '{"feature": "K_consecutive_shrink", "importance": '
                   '0.024911553251985304}, {"feature": "O_div_binary_48", '
                   '"importance": 0.0055523140429503265}, {"feature": '
                   '"O_div_binary_12", "importance": 0.003133079510032037}]',
 '_model_metadata': {'created_at': '2026-07-12T10:16:18.403750',
                     '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': 0.046669548209299416,
                                         'max_depth': 4,
                                         'n_estimators': 180,
                                         'random_state': 42,
                                         'subsample': 0.8},
                     'metrics': {'auc': 0.588727854115251,
                                 'train_accuracy': 0.7852719888141687},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
                     'training_time_sec': 4.771739721298218},
 'accuracy': 0.7852719888141687,
 'avg_loss': -0.00337010229455479,
 'avg_win': 0.0015131501170007648,
 'expectancy': -0.00041191653670050545,
 'learning_rate': 0.046669548209299416,
 'losing_trades': 300,
 'max_depth': 4,
 'max_drawdown': 0.3251228413651244,
 'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260712_1783794361',
 'n_estimators': 180,
 'profit_factor': 0.689951563255149,
 'sharpe_ratio': -11.535962215249759,
 'sl_mult': 0.9049894480472597,
 'top_pct': 15,
 'total_pnl': -0.3134684844290844,
 'total_trades': 761,
 'tp_mult': 1.2210289958843714,
 'trail_stop_1': -0.08457218883777204,
 'trail_stop_2': 0.13321804261960515,
 'trail_stop_3': 0.2130562209909622,
 'trail_stop_4': 0.6369700110586035,
 'trail_stop_5': 1.881631688789819,
 'trail_thr_1': 0.19811792399306974,
 'trail_thr_2': 0.6506981218320091,
 'trail_thr_3': 1.1246973273700422,
 'trail_thr_4': 1.706811903698099,
 'trail_thr_5': 3.703070677943,
 'trial_num': 0,
 'vp_subset_size': 0,
 'win_rate': 0.6057818659658344,
 'winning_trades': 461}
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], 'tp_mult': [1.0, 2.0], 'sl_mult': [0.5, 1.5]}
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}
1264 BTCUSDT 5 volume_price_pivot_v86_y_C0 2023-09-01 ~ 2026-03-31 0.687 0.68% 762 -11.877 0.41 1.000 0.000 2026-07-07
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783403891
Data Hash: c47fdc72c9c04d73
Feature Score:
展開 
('[{"feature": "O_div_amplitude_12", "importance": 0.4677291668579754}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.22340078098499272}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.07556069689785229}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.07296676462005895}, '
 '{"feature": "K_close_position_in_hl", "importance": 0.04489653840574371}, '
 '{"feature": "O_pct_change_12", "importance": 0.04076101862817703}, '
 '{"feature": "K_body_size_pct", "importance": 0.039707026316352596}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.03497676230308917}, '
 '{"feature": "O_div_binary_12", "importance": 1.2449857582503634e-06}, '
 '{"feature": "O_div_binary_48", "importance": 0.0}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "O_div_amplitude_12", "importance": '
                   '0.4677291668579754}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.22340078098499272}, {"feature": "K_high_pct_change_12", '
                   '"importance": 0.07556069689785229}, {"feature": '
                   '"O_div_amplitude_48", "importance": 0.07296676462005895}, '
                   '{"feature": "K_close_position_in_hl", "importance": '
                   '0.04489653840574371}, {"feature": "O_pct_change_12", '
                   '"importance": 0.04076101862817703}, {"feature": '
                   '"K_body_size_pct", "importance": 0.039707026316352596}, '
                   '{"feature": "K_consecutive_shrink", "importance": '
                   '0.03497676230308917}, {"feature": "O_div_binary_12", '
                   '"importance": 1.2449857582503634e-06}, {"feature": '
                   '"O_div_binary_48", "importance": 0.0}]',
 '_model_metadata': {'created_at': '2026-07-07T21:58:11.710630',
                     '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': 0.891299791820938,
                                 'train_accuracy': 0.9999337133766406},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15086,
                     'tags': {},
                     'training_data_hash': 'c47fdc72c9c04d73-374708fff7719dd5',
                     'training_time_sec': 4.100509881973267},
 'accuracy': 0.9999337133766406,
 'avg_loss': -0.004739099955752756,
 'avg_win': 0.0015623215493723982,
 'expectancy': -0.0004802652114752567,
 'losing_trades': 247,
 'max_drawdown': 0.4135395754547125,
 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783403891',
 'profit_factor': 0.6873609096236779,
 'sharpe_ratio': -11.876816996750604,
 'total_pnl': -0.3659620911441456,
 'total_trades': 762,
 'trial_num': 0,
 'win_rate': 0.6758530183727034,
 'winning_trades': 515}
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}
212 BTCUSDT 60 direction_seeker_a 2025-01-01 ~ 2025-12-31 0.683 0.60% 331 -10.660 0.87 0.000 0.000 2026-06-19
Model: gradient_boosting (vv1)
Model File: direction_seeker_a_BTCUSDT_20260619_1781804337
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON 
{'avg_loss': -0.02159951669282101,
 'avg_win': 0.009659002119228826,
 'expectancy': -0.0027121941477757936,
 'fvg_perc_body': 2.765054319486527,
 'fvg_perc_level_top': 53.0,
 'hl_change_lookback': 41.0,
 'hl_smooth': 60.0,
 'hl_swing_lookback': 42.0,
 'losing_trades': 131.0,
 'max_drawdown': 0.8682816572841369,
 'max_hold_bars': 63.0,
 'model_file': 'direction_seeker_a_BTCUSDT_20260619_1781804337',
 'ppo_len_change': 12.0,
 'ppo_len_fast': 18.0,
 'ppo_len_slow': 19.0,
 'ppo_zz_len': 9.0,
 'profit_factor': 0.6827267633197242,
 'pz_lookback': 192.0,
 'pz_multi': 0.5802961190325874,
 'sharpe_ratio': -10.659615067224143,
 'signal_threshold': 1.0,
 'sl_mult': 5.999192853532901,
 'sl_mult_short': 3.504779719777356,
 'total_pnl': -0.8977362629137868,
 'total_trades': 331.0,
 'tp_mult': 5.7333724912119255,
 'tp_mult_short': 1.2673307666117712,
 'tsl_activate_mult': 1.1411606487170056,
 'tsl_trail_mult': 2.392039636139831,
 'win_rate': 0.6042296072507553,
 'winning_trades': 200.0,
 'zz_atr_factor': 2.3480638294562746,
 'zz_atr_period': 16.0,
 'zz_percent': 1.2509750453945605}
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]}
1286 BTCUSDT 5 volume_price_pivot_v86_y_C0 2023-11-01 ~ 2026-05-31 0.680 0.66% 760 -12.174 0.44 0.892 0.000 2026-07-07
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783404507
Data Hash: 52698cfc76d1b4eb
Feature Score:
展開 
('[{"feature": "O_div_amplitude_12", "importance": 0.48879532794453856}, '
 '{"feature": "O_div_binary_12", "importance": 0.21760346761552682}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.14501758773153206}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.0539834215892201}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.03752076764016694}, '
 '{"feature": "K_body_size_pct", "importance": 0.02282235010268415}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.016905716237813992}, '
 '{"feature": "K_close_position_in_hl", "importance": 0.011293787082421045}, '
 '{"feature": "O_pct_change_12", "importance": 0.005989728051289546}, '
 '{"feature": "O_div_binary_48", "importance": 6.784600480691024e-05}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "O_div_amplitude_12", "importance": '
                   '0.48879532794453856}, {"feature": "O_div_binary_12", '
                   '"importance": 0.21760346761552682}, {"feature": '
                   '"K_high_pct_change_12", "importance": '
                   '0.14501758773153206}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.0539834215892201}, {"feature": '
                   '"K_consecutive_shrink", "importance": '
                   '0.03752076764016694}, {"feature": "K_body_size_pct", '
                   '"importance": 0.02282235010268415}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.016905716237813992}, {"feature": '
                   '"K_close_position_in_hl", "importance": '
                   '0.011293787082421045}, {"feature": "O_pct_change_12", '
                   '"importance": 0.005989728051289546}, {"feature": '
                   '"O_div_binary_48", "importance": 6.784600480691024e-05}]',
 '_model_metadata': {'created_at': '2026-07-07T22:08:26.966028',
                     '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': 0.9596729105120965,
                                 'train_accuracy': 0.8921672400105848},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15116,
                     'tags': {},
                     'training_data_hash': '52698cfc76d1b4eb-4cbbd8ca5215b8d1',
                     'training_time_sec': 4.072970867156982},
 'accuracy': 0.8921672400105848,
 'avg_loss': -0.0044697086482847845,
 'avg_win': 0.0015612697056727398,
 'expectancy': -0.00048608873553915625,
 'losing_trades': 258,
 'max_drawdown': 0.4357675895864684,
 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783404507',
 'profit_factor': 0.6796459431339189,
 'sharpe_ratio': -12.174381643337943,
 'total_pnl': -0.369427439009759,
 'total_trades': 760,
 'trial_num': 0,
 'win_rate': 0.6605263157894737,
 'winning_trades': 502}
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}
1304 BTCUSDT 5 volume_price_pivot_v86_y_C0 2023-10-01 ~ 2026-06-30 0.679 0.66% 758 -12.310 0.38 0.948 0.000 2026-07-07
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783405126
Data Hash: 3c112bae8dd2b04f
Feature Score:
展開 
('[{"feature": "K_high_pct_change_12", "importance": 0.34252558410888456}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.33371910623332673}, '
 '{"feature": "O_div_binary_48", "importance": 0.11672387961524906}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.07063539752141569}, '
 '{"feature": "K_close_position_in_hl", "importance": 0.042987777192086185}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.03964673495444019}, '
 '{"feature": "K_body_size_pct", "importance": 0.027399448787821808}, '
 '{"feature": "O_pct_change_12", "importance": 0.014336047442136573}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.006913691966408289}, '
 '{"feature": "O_div_binary_12", "importance": 0.005112332178231112}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
                   '0.34252558410888456}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.33371910623332673}, {"feature": "O_div_binary_48", '
                   '"importance": 0.11672387961524906}, {"feature": '
                   '"O_div_amplitude_12", "importance": 0.07063539752141569}, '
                   '{"feature": "K_close_position_in_hl", "importance": '
                   '0.042987777192086185}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.03964673495444019}, {"feature": '
                   '"K_body_size_pct", "importance": 0.027399448787821808}, '
                   '{"feature": "O_pct_change_12", "importance": '
                   '0.014336047442136573}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.006913691966408289}, {"feature": '
                   '"O_div_binary_12", "importance": 0.005112332178231112}]',
 '_model_metadata': {'created_at': '2026-07-07T22:18:45.900553',
                     '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': 0.9417154851038501,
                                 'train_accuracy': 0.9482187789696729},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15102,
                     'tags': {},
                     'training_data_hash': '3c112bae8dd2b04f-814dd7b9784d57c1',
                     'training_time_sec': 4.082087516784668},
 'accuracy': 0.9482187789696729,
 'avg_loss': -0.0044392196106029565,
 'avg_win': 0.0015730211669930088,
 'expectancy': -0.0004892250100187996,
 'losing_trades': 260,
 'max_drawdown': 0.3778520090918807,
 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783405126',
 'profit_factor': 0.6787095046472663,
 'sharpe_ratio': -12.309526516286585,
 'total_pnl': -0.37083255759425027,
 'total_trades': 758,
 'trial_num': 0,
 'win_rate': 0.6569920844327177,
 'winning_trades': 498}
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}
1574 BTCUSDT 5 volume_price_pivot_v86_y_C1 2023-08-01 ~ 2026-07-31 0.677 0.69% 761 -12.341 0.42 0.902 0.000 2026-07-11
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C1_BTCUSDT_2_20260711_1783729490
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_momentum_pct_change_48", "importance": 0.36653136806200015}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.3044772030658542}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.07698707181267309}, '
 '{"feature": "O_pct_change_12", "importance": 0.064305299965503}, {"feature": '
 '"K_high_pct_change_12", "importance": 0.04771997997703951}, {"feature": '
 '"O_div_binary_48", "importance": 0.04498596156213325}, {"feature": '
 '"K_body_size_pct", "importance": 0.03291565604144503}, {"feature": '
 '"K_close_position_in_hl", "importance": 0.03144659980689492}, {"feature": '
 '"K_consecutive_shrink", "importance": 0.02425431365505901}, {"feature": '
 '"O_div_binary_12", "importance": 0.0063765460513979366}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_momentum_pct_change_48", "importance": '
                   '0.36653136806200015}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.3044772030658542}, {"feature": '
                   '"O_div_amplitude_12", "importance": 0.07698707181267309}, '
                   '{"feature": "O_pct_change_12", "importance": '
                   '0.064305299965503}, {"feature": "K_high_pct_change_12", '
                   '"importance": 0.04771997997703951}, {"feature": '
                   '"O_div_binary_48", "importance": 0.04498596156213325}, '
                   '{"feature": "K_body_size_pct", "importance": '
                   '0.03291565604144503}, {"feature": '
                   '"K_close_position_in_hl", "importance": '
                   '0.03144659980689492}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.02425431365505901}, {"feature": '
                   '"O_div_binary_12", "importance": 0.0063765460513979366}]',
 '_model_metadata': {'created_at': '2026-07-11T16:24:50.236602',
                     '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': 0.8965644243227113,
                                 'train_accuracy': 0.9017244823223917},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
                     'training_time_sec': 6.854439735412598},
 'accuracy': 0.9017244823223917,
 'avg_loss': -0.005221437861853237,
 'avg_win': 0.0015702333559352076,
 'expectancy': -0.0005181386085358777,
 'learning_rate': 0.07659969709057025,
 'losing_trades': 234,
 'max_depth': 5,
 'max_drawdown': 0.42009293522550967,
 'model_file': 'volume_price_pivot_v86_y_C1_BTCUSDT_2_20260711_1783729490',
 'n_bars': 4,
 'n_estimators': 214,
 'profit_factor': 0.6772809222089544,
 'sharpe_ratio': -12.340581931817797,
 'top_pct': 8,
 'total_pnl': -0.3943034810958028,
 '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': 0.6925098554533509,
 'winning_trades': 527}
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}
1496 BTCUSDT 5 volume_price_pivot_v86_y_C1 2023-08-01 ~ 2026-07-31 0.677 0.69% 761 -12.341 0.42 0.902 0.000 2026-07-11
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C1_BTCUSDT_2_20260710_1783674777
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_momentum_pct_change_48", "importance": 0.36653136806200015}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.3044772030658542}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.07698707181267309}, '
 '{"feature": "O_pct_change_12", "importance": 0.064305299965503}, {"feature": '
 '"K_high_pct_change_12", "importance": 0.04771997997703951}, {"feature": '
 '"O_div_binary_48", "importance": 0.04498596156213325}, {"feature": '
 '"K_body_size_pct", "importance": 0.03291565604144503}, {"feature": '
 '"K_close_position_in_hl", "importance": 0.03144659980689492}, {"feature": '
 '"K_consecutive_shrink", "importance": 0.02425431365505901}, {"feature": '
 '"O_div_binary_12", "importance": 0.0063765460513979366}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_momentum_pct_change_48", "importance": '
                   '0.36653136806200015}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.3044772030658542}, {"feature": '
                   '"O_div_amplitude_12", "importance": 0.07698707181267309}, '
                   '{"feature": "O_pct_change_12", "importance": '
                   '0.064305299965503}, {"feature": "K_high_pct_change_12", '
                   '"importance": 0.04771997997703951}, {"feature": '
                   '"O_div_binary_48", "importance": 0.04498596156213325}, '
                   '{"feature": "K_body_size_pct", "importance": '
                   '0.03291565604144503}, {"feature": '
                   '"K_close_position_in_hl", "importance": '
                   '0.03144659980689492}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.02425431365505901}, {"feature": '
                   '"O_div_binary_12", "importance": 0.0063765460513979366}]',
 '_model_metadata': {'created_at': '2026-07-11T01:12:57.413681',
                     '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': 0.8965644243227113,
                                 'train_accuracy': 0.9017244823223917},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
                     'training_time_sec': 6.922694206237793},
 'accuracy': 0.9017244823223917,
 'avg_loss': -0.005221437861853237,
 'avg_win': 0.0015702333559352076,
 'expectancy': -0.0005181386085358777,
 'learning_rate': 0.07659969709057025,
 'losing_trades': 234,
 'max_depth': 5,
 'max_drawdown': 0.42009293522550967,
 'model_file': 'volume_price_pivot_v86_y_C1_BTCUSDT_2_20260710_1783674777',
 'n_bars': 4,
 'n_estimators': 214,
 'profit_factor': 0.6772809222089544,
 'sharpe_ratio': -12.340581931817797,
 'top_pct': 8,
 'total_pnl': -0.3943034810958028,
 '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': 0.6925098554533509,
 'winning_trades': 527}
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}
1500 BTCUSDT 5 volume_price_pivot_v86_y_C1 2023-08-01 ~ 2026-07-31 0.677 0.69% 761 -12.341 0.42 0.902 0.000 2026-07-11
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C1_BTCUSDT_2_20260710_1783674965
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_momentum_pct_change_48", "importance": 0.36653136806200015}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.3044772030658542}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.07698707181267309}, '
 '{"feature": "O_pct_change_12", "importance": 0.064305299965503}, {"feature": '
 '"K_high_pct_change_12", "importance": 0.04771997997703951}, {"feature": '
 '"O_div_binary_48", "importance": 0.04498596156213325}, {"feature": '
 '"K_body_size_pct", "importance": 0.03291565604144503}, {"feature": '
 '"K_close_position_in_hl", "importance": 0.03144659980689492}, {"feature": '
 '"K_consecutive_shrink", "importance": 0.02425431365505901}, {"feature": '
 '"O_div_binary_12", "importance": 0.0063765460513979366}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_momentum_pct_change_48", "importance": '
                   '0.36653136806200015}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.3044772030658542}, {"feature": '
                   '"O_div_amplitude_12", "importance": 0.07698707181267309}, '
                   '{"feature": "O_pct_change_12", "importance": '
                   '0.064305299965503}, {"feature": "K_high_pct_change_12", '
                   '"importance": 0.04771997997703951}, {"feature": '
                   '"O_div_binary_48", "importance": 0.04498596156213325}, '
                   '{"feature": "K_body_size_pct", "importance": '
                   '0.03291565604144503}, {"feature": '
                   '"K_close_position_in_hl", "importance": '
                   '0.03144659980689492}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.02425431365505901}, {"feature": '
                   '"O_div_binary_12", "importance": 0.0063765460513979366}]',
 '_model_metadata': {'created_at': '2026-07-11T01:16:04.906817',
                     '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': 0.8965644243227113,
                                 'train_accuracy': 0.9017244823223917},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
                     'training_time_sec': 6.835183382034302},
 'accuracy': 0.9017244823223917,
 'avg_loss': -0.005221437861853237,
 'avg_win': 0.0015702333559352076,
 'expectancy': -0.0005181386085358777,
 'learning_rate': 0.07659969709057025,
 'losing_trades': 234,
 'max_depth': 5,
 'max_drawdown': 0.42009293522550967,
 'model_file': 'volume_price_pivot_v86_y_C1_BTCUSDT_2_20260710_1783674965',
 'n_bars': 4,
 'n_estimators': 214,
 'profit_factor': 0.6772809222089544,
 'sharpe_ratio': -12.340581931817797,
 'top_pct': 8,
 'total_pnl': -0.3943034810958028,
 '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': 0.6925098554533509,
 'winning_trades': 527}
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}
1507 BTCUSDT 5 volume_price_pivot_v86_y_C1 2023-08-01 ~ 2026-07-31 0.677 0.69% 761 -12.341 0.42 0.902 0.000 2026-07-11
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C1_BTCUSDT_2_20260710_1783675320
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_momentum_pct_change_48", "importance": 0.36653136806200015}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.3044772030658542}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.07698707181267309}, '
 '{"feature": "O_pct_change_12", "importance": 0.064305299965503}, {"feature": '
 '"K_high_pct_change_12", "importance": 0.04771997997703951}, {"feature": '
 '"O_div_binary_48", "importance": 0.04498596156213325}, {"feature": '
 '"K_body_size_pct", "importance": 0.03291565604144503}, {"feature": '
 '"K_close_position_in_hl", "importance": 0.03144659980689492}, {"feature": '
 '"K_consecutive_shrink", "importance": 0.02425431365505901}, {"feature": '
 '"O_div_binary_12", "importance": 0.0063765460513979366}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_momentum_pct_change_48", "importance": '
                   '0.36653136806200015}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.3044772030658542}, {"feature": '
                   '"O_div_amplitude_12", "importance": 0.07698707181267309}, '
                   '{"feature": "O_pct_change_12", "importance": '
                   '0.064305299965503}, {"feature": "K_high_pct_change_12", '
                   '"importance": 0.04771997997703951}, {"feature": '
                   '"O_div_binary_48", "importance": 0.04498596156213325}, '
                   '{"feature": "K_body_size_pct", "importance": '
                   '0.03291565604144503}, {"feature": '
                   '"K_close_position_in_hl", "importance": '
                   '0.03144659980689492}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.02425431365505901}, {"feature": '
                   '"O_div_binary_12", "importance": 0.0063765460513979366}]',
 '_model_metadata': {'created_at': '2026-07-11T01:22:00.147906',
                     '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': 0.8965644243227113,
                                 'train_accuracy': 0.9017244823223917},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
                     'training_time_sec': 6.838707447052002},
 'accuracy': 0.9017244823223917,
 'avg_loss': -0.005221437861853237,
 'avg_win': 0.0015702333559352076,
 'expectancy': -0.0005181386085358777,
 'learning_rate': 0.07659969709057025,
 'losing_trades': 234,
 'max_depth': 5,
 'max_drawdown': 0.42009293522550967,
 'model_file': 'volume_price_pivot_v86_y_C1_BTCUSDT_2_20260710_1783675320',
 'n_bars': 4,
 'n_estimators': 214,
 'profit_factor': 0.6772809222089544,
 'sharpe_ratio': -12.340581931817797,
 'top_pct': 8,
 'total_pnl': -0.3943034810958028,
 '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': 0.6925098554533509,
 'winning_trades': 527}
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}
1522 BTCUSDT 5 volume_price_pivot_v86_y_C1 2023-08-01 ~ 2026-07-31 0.677 0.69% 761 -12.341 0.42 0.902 0.000 2026-07-11
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C1_BTCUSDT_2_20260710_1783675985
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_momentum_pct_change_48", "importance": 0.36653136806200015}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.3044772030658542}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.07698707181267309}, '
 '{"feature": "O_pct_change_12", "importance": 0.064305299965503}, {"feature": '
 '"K_high_pct_change_12", "importance": 0.04771997997703951}, {"feature": '
 '"O_div_binary_48", "importance": 0.04498596156213325}, {"feature": '
 '"K_body_size_pct", "importance": 0.03291565604144503}, {"feature": '
 '"K_close_position_in_hl", "importance": 0.03144659980689492}, {"feature": '
 '"K_consecutive_shrink", "importance": 0.02425431365505901}, {"feature": '
 '"O_div_binary_12", "importance": 0.0063765460513979366}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_momentum_pct_change_48", "importance": '
                   '0.36653136806200015}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.3044772030658542}, {"feature": '
                   '"O_div_amplitude_12", "importance": 0.07698707181267309}, '
                   '{"feature": "O_pct_change_12", "importance": '
                   '0.064305299965503}, {"feature": "K_high_pct_change_12", '
                   '"importance": 0.04771997997703951}, {"feature": '
                   '"O_div_binary_48", "importance": 0.04498596156213325}, '
                   '{"feature": "K_body_size_pct", "importance": '
                   '0.03291565604144503}, {"feature": '
                   '"K_close_position_in_hl", "importance": '
                   '0.03144659980689492}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.02425431365505901}, {"feature": '
                   '"O_div_binary_12", "importance": 0.0063765460513979366}]',
 '_model_metadata': {'created_at': '2026-07-11T01:33:05.116235',
                     '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': 0.8965644243227113,
                                 'train_accuracy': 0.9017244823223917},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
                     'training_time_sec': 6.884582042694092},
 'accuracy': 0.9017244823223917,
 'avg_loss': -0.005221437861853237,
 'avg_win': 0.0015702333559352076,
 'expectancy': -0.0005181386085358777,
 'learning_rate': 0.07659969709057025,
 'losing_trades': 234,
 'max_depth': 5,
 'max_drawdown': 0.42009293522550967,
 'model_file': 'volume_price_pivot_v86_y_C1_BTCUSDT_2_20260710_1783675985',
 'n_bars': 4,
 'n_estimators': 214,
 'profit_factor': 0.6772809222089544,
 'sharpe_ratio': -12.340581931817797,
 'top_pct': 8,
 'total_pnl': -0.3943034810958028,
 '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': 0.6925098554533509,
 'winning_trades': 527}
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}
1530 BTCUSDT 5 volume_price_pivot_v86_y_C1 2023-08-01 ~ 2026-07-31 0.677 0.69% 761 -12.341 0.42 0.902 0.000 2026-07-11
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C1_BTCUSDT_2_20260710_1783676316
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_momentum_pct_change_48", "importance": 0.36653136806200015}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.3044772030658542}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.07698707181267309}, '
 '{"feature": "O_pct_change_12", "importance": 0.064305299965503}, {"feature": '
 '"K_high_pct_change_12", "importance": 0.04771997997703951}, {"feature": '
 '"O_div_binary_48", "importance": 0.04498596156213325}, {"feature": '
 '"K_body_size_pct", "importance": 0.03291565604144503}, {"feature": '
 '"K_close_position_in_hl", "importance": 0.03144659980689492}, {"feature": '
 '"K_consecutive_shrink", "importance": 0.02425431365505901}, {"feature": '
 '"O_div_binary_12", "importance": 0.0063765460513979366}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_momentum_pct_change_48", "importance": '
                   '0.36653136806200015}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.3044772030658542}, {"feature": '
                   '"O_div_amplitude_12", "importance": 0.07698707181267309}, '
                   '{"feature": "O_pct_change_12", "importance": '
                   '0.064305299965503}, {"feature": "K_high_pct_change_12", '
                   '"importance": 0.04771997997703951}, {"feature": '
                   '"O_div_binary_48", "importance": 0.04498596156213325}, '
                   '{"feature": "K_body_size_pct", "importance": '
                   '0.03291565604144503}, {"feature": '
                   '"K_close_position_in_hl", "importance": '
                   '0.03144659980689492}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.02425431365505901}, {"feature": '
                   '"O_div_binary_12", "importance": 0.0063765460513979366}]',
 '_model_metadata': {'created_at': '2026-07-11T01:38:36.470645',
                     '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': 0.8965644243227113,
                                 'train_accuracy': 0.9017244823223917},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
                     'training_time_sec': 6.8575074672698975},
 'accuracy': 0.9017244823223917,
 'avg_loss': -0.005221437861853237,
 'avg_win': 0.0015702333559352076,
 'expectancy': -0.0005181386085358777,
 'learning_rate': 0.07659969709057025,
 'losing_trades': 234,
 'max_depth': 5,
 'max_drawdown': 0.42009293522550967,
 'model_file': 'volume_price_pivot_v86_y_C1_BTCUSDT_2_20260710_1783676316',
 'n_bars': 4,
 'n_estimators': 214,
 'profit_factor': 0.6772809222089544,
 'sharpe_ratio': -12.340581931817797,
 'top_pct': 8,
 'total_pnl': -0.3943034810958028,
 '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': 0.6925098554533509,
 'winning_trades': 527}
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}
1538 BTCUSDT 5 volume_price_pivot_v86_y_C1 2023-08-01 ~ 2026-07-31 0.677 0.69% 761 -12.341 0.42 0.902 0.000 2026-07-11
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C1_BTCUSDT_2_20260710_1783676671
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_momentum_pct_change_48", "importance": 0.36653136806200015}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.3044772030658542}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.07698707181267309}, '
 '{"feature": "O_pct_change_12", "importance": 0.064305299965503}, {"feature": '
 '"K_high_pct_change_12", "importance": 0.04771997997703951}, {"feature": '
 '"O_div_binary_48", "importance": 0.04498596156213325}, {"feature": '
 '"K_body_size_pct", "importance": 0.03291565604144503}, {"feature": '
 '"K_close_position_in_hl", "importance": 0.03144659980689492}, {"feature": '
 '"K_consecutive_shrink", "importance": 0.02425431365505901}, {"feature": '
 '"O_div_binary_12", "importance": 0.0063765460513979366}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_momentum_pct_change_48", "importance": '
                   '0.36653136806200015}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.3044772030658542}, {"feature": '
                   '"O_div_amplitude_12", "importance": 0.07698707181267309}, '
                   '{"feature": "O_pct_change_12", "importance": '
                   '0.064305299965503}, {"feature": "K_high_pct_change_12", '
                   '"importance": 0.04771997997703951}, {"feature": '
                   '"O_div_binary_48", "importance": 0.04498596156213325}, '
                   '{"feature": "K_body_size_pct", "importance": '
                   '0.03291565604144503}, {"feature": '
                   '"K_close_position_in_hl", "importance": '
                   '0.03144659980689492}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.02425431365505901}, {"feature": '
                   '"O_div_binary_12", "importance": 0.0063765460513979366}]',
 '_model_metadata': {'created_at': '2026-07-11T01:44:31.336013',
                     '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': 0.8965644243227113,
                                 'train_accuracy': 0.9017244823223917},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
                     'training_time_sec': 6.898820161819458},
 'accuracy': 0.9017244823223917,
 'avg_loss': -0.005221437861853237,
 'avg_win': 0.0015702333559352076,
 'expectancy': -0.0005181386085358777,
 'learning_rate': 0.07659969709057025,
 'losing_trades': 234,
 'max_depth': 5,
 'max_drawdown': 0.42009293522550967,
 'model_file': 'volume_price_pivot_v86_y_C1_BTCUSDT_2_20260710_1783676671',
 'n_bars': 4,
 'n_estimators': 214,
 'profit_factor': 0.6772809222089544,
 'sharpe_ratio': -12.340581931817797,
 'top_pct': 8,
 'total_pnl': -0.3943034810958028,
 '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': 0.6925098554533509,
 'winning_trades': 527}
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}
1546 BTCUSDT 5 volume_price_pivot_v86_y_C1 2023-08-01 ~ 2026-07-31 0.677 0.69% 761 -12.341 0.42 0.902 0.000 2026-07-11
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C1_BTCUSDT_2_20260710_1783677004
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_momentum_pct_change_48", "importance": 0.36653136806200015}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.3044772030658542}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.07698707181267309}, '
 '{"feature": "O_pct_change_12", "importance": 0.064305299965503}, {"feature": '
 '"K_high_pct_change_12", "importance": 0.04771997997703951}, {"feature": '
 '"O_div_binary_48", "importance": 0.04498596156213325}, {"feature": '
 '"K_body_size_pct", "importance": 0.03291565604144503}, {"feature": '
 '"K_close_position_in_hl", "importance": 0.03144659980689492}, {"feature": '
 '"K_consecutive_shrink", "importance": 0.02425431365505901}, {"feature": '
 '"O_div_binary_12", "importance": 0.0063765460513979366}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_momentum_pct_change_48", "importance": '
                   '0.36653136806200015}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.3044772030658542}, {"feature": '
                   '"O_div_amplitude_12", "importance": 0.07698707181267309}, '
                   '{"feature": "O_pct_change_12", "importance": '
                   '0.064305299965503}, {"feature": "K_high_pct_change_12", '
                   '"importance": 0.04771997997703951}, {"feature": '
                   '"O_div_binary_48", "importance": 0.04498596156213325}, '
                   '{"feature": "K_body_size_pct", "importance": '
                   '0.03291565604144503}, {"feature": '
                   '"K_close_position_in_hl", "importance": '
                   '0.03144659980689492}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.02425431365505901}, {"feature": '
                   '"O_div_binary_12", "importance": 0.0063765460513979366}]',
 '_model_metadata': {'created_at': '2026-07-11T01:50:04.179412',
                     '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': 0.8965644243227113,
                                 'train_accuracy': 0.9017244823223917},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
                     'training_time_sec': 6.925074577331543},
 'accuracy': 0.9017244823223917,
 'avg_loss': -0.005221437861853237,
 'avg_win': 0.0015702333559352076,
 'expectancy': -0.0005181386085358777,
 'learning_rate': 0.07659969709057025,
 'losing_trades': 234,
 'max_depth': 5,
 'max_drawdown': 0.42009293522550967,
 'model_file': 'volume_price_pivot_v86_y_C1_BTCUSDT_2_20260710_1783677004',
 'n_bars': 4,
 'n_estimators': 214,
 'profit_factor': 0.6772809222089544,
 'sharpe_ratio': -12.340581931817797,
 'top_pct': 8,
 'total_pnl': -0.3943034810958028,
 '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': 0.6925098554533509,
 'winning_trades': 527}
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}
1555 BTCUSDT 5 volume_price_pivot_v86_y_C1 2023-08-01 ~ 2026-07-31 0.677 0.69% 761 -12.341 0.42 0.902 0.000 2026-07-11
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C1_BTCUSDT_2_20260710_1783677777
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_momentum_pct_change_48", "importance": 0.36653136806200015}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.3044772030658542}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.07698707181267309}, '
 '{"feature": "O_pct_change_12", "importance": 0.064305299965503}, {"feature": '
 '"K_high_pct_change_12", "importance": 0.04771997997703951}, {"feature": '
 '"O_div_binary_48", "importance": 0.04498596156213325}, {"feature": '
 '"K_body_size_pct", "importance": 0.03291565604144503}, {"feature": '
 '"K_close_position_in_hl", "importance": 0.03144659980689492}, {"feature": '
 '"K_consecutive_shrink", "importance": 0.02425431365505901}, {"feature": '
 '"O_div_binary_12", "importance": 0.0063765460513979366}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_momentum_pct_change_48", "importance": '
                   '0.36653136806200015}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.3044772030658542}, {"feature": '
                   '"O_div_amplitude_12", "importance": 0.07698707181267309}, '
                   '{"feature": "O_pct_change_12", "importance": '
                   '0.064305299965503}, {"feature": "K_high_pct_change_12", '
                   '"importance": 0.04771997997703951}, {"feature": '
                   '"O_div_binary_48", "importance": 0.04498596156213325}, '
                   '{"feature": "K_body_size_pct", "importance": '
                   '0.03291565604144503}, {"feature": '
                   '"K_close_position_in_hl", "importance": '
                   '0.03144659980689492}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.02425431365505901}, {"feature": '
                   '"O_div_binary_12", "importance": 0.0063765460513979366}]',
 '_model_metadata': {'created_at': '2026-07-11T02:02:56.962052',
                     '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': 0.8965644243227113,
                                 'train_accuracy': 0.9017244823223917},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
                     'training_time_sec': 6.931495904922485},
 'accuracy': 0.9017244823223917,
 'avg_loss': -0.005221437861853237,
 'avg_win': 0.0015702333559352076,
 'expectancy': -0.0005181386085358777,
 'learning_rate': 0.07659969709057025,
 'losing_trades': 234,
 'max_depth': 5,
 'max_drawdown': 0.42009293522550967,
 'model_file': 'volume_price_pivot_v86_y_C1_BTCUSDT_2_20260710_1783677777',
 'n_bars': 4,
 'n_estimators': 214,
 'profit_factor': 0.6772809222089544,
 'sharpe_ratio': -12.340581931817797,
 'top_pct': 8,
 'total_pnl': -0.3943034810958028,
 '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': 0.6925098554533509,
 'winning_trades': 527}
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}
1564 BTCUSDT 5 volume_price_pivot_v86_y_C1 2023-08-01 ~ 2026-07-31 0.677 0.69% 761 -12.341 0.42 0.902 0.000 2026-07-11
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C1_BTCUSDT_2_20260710_1783678173
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_momentum_pct_change_48", "importance": 0.36653136806200015}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.3044772030658542}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.07698707181267309}, '
 '{"feature": "O_pct_change_12", "importance": 0.064305299965503}, {"feature": '
 '"K_high_pct_change_12", "importance": 0.04771997997703951}, {"feature": '
 '"O_div_binary_48", "importance": 0.04498596156213325}, {"feature": '
 '"K_body_size_pct", "importance": 0.03291565604144503}, {"feature": '
 '"K_close_position_in_hl", "importance": 0.03144659980689492}, {"feature": '
 '"K_consecutive_shrink", "importance": 0.02425431365505901}, {"feature": '
 '"O_div_binary_12", "importance": 0.0063765460513979366}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_momentum_pct_change_48", "importance": '
                   '0.36653136806200015}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.3044772030658542}, {"feature": '
                   '"O_div_amplitude_12", "importance": 0.07698707181267309}, '
                   '{"feature": "O_pct_change_12", "importance": '
                   '0.064305299965503}, {"feature": "K_high_pct_change_12", '
                   '"importance": 0.04771997997703951}, {"feature": '
                   '"O_div_binary_48", "importance": 0.04498596156213325}, '
                   '{"feature": "K_body_size_pct", "importance": '
                   '0.03291565604144503}, {"feature": '
                   '"K_close_position_in_hl", "importance": '
                   '0.03144659980689492}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.02425431365505901}, {"feature": '
                   '"O_div_binary_12", "importance": 0.0063765460513979366}]',
 '_model_metadata': {'created_at': '2026-07-11T02:09:32.794847',
                     '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': 0.8965644243227113,
                                 'train_accuracy': 0.9017244823223917},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
                     'training_time_sec': 6.921112775802612},
 'accuracy': 0.9017244823223917,
 'avg_loss': -0.005221437861853237,
 'avg_win': 0.0015702333559352076,
 'expectancy': -0.0005181386085358777,
 'learning_rate': 0.07659969709057025,
 'losing_trades': 234,
 'max_depth': 5,
 'max_drawdown': 0.42009293522550967,
 'model_file': 'volume_price_pivot_v86_y_C1_BTCUSDT_2_20260710_1783678173',
 'n_bars': 4,
 'n_estimators': 214,
 'profit_factor': 0.6772809222089544,
 'sharpe_ratio': -12.340581931817797,
 'top_pct': 8,
 'total_pnl': -0.3943034810958028,
 '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': 0.6925098554533509,
 'winning_trades': 527}
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}
1267 BTCUSDT 5 volume_price_pivot_v86_y_C0 2023-12-01 ~ 2026-06-30 0.674 0.68% 771 -12.489 0.40 0.999 0.000 2026-07-07
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783403966
Data Hash: 848658582b77e446
Feature Score:
展開 
('[{"feature": "O_div_amplitude_12", "importance": 0.46494321397201394}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.24240158784160978}, '
 '{"feature": "K_body_size_pct", "importance": 0.07262506715057286}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.06720981577016562}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.04977439768194933}, '
 '{"feature": "O_pct_change_12", "importance": 0.037824018267497914}, '
 '{"feature": "K_close_position_in_hl", "importance": 0.0351837586111231}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.03003814070506741}, '
 '{"feature": "O_div_binary_48", "importance": 0.0}, {"feature": '
 '"O_div_binary_12", "importance": 0.0}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "O_div_amplitude_12", "importance": '
                   '0.46494321397201394}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.24240158784160978}, {"feature": "K_body_size_pct", '
                   '"importance": 0.07262506715057286}, {"feature": '
                   '"K_consecutive_shrink", "importance": '
                   '0.06720981577016562}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.04977439768194933}, {"feature": '
                   '"O_pct_change_12", "importance": 0.037824018267497914}, '
                   '{"feature": "K_close_position_in_hl", "importance": '
                   '0.0351837586111231}, {"feature": "K_high_pct_change_12", '
                   '"importance": 0.03003814070506741}, {"feature": '
                   '"O_div_binary_48", "importance": 0.0}, {"feature": '
                   '"O_div_binary_12", "importance": 0.0}]',
 '_model_metadata': {'created_at': '2026-07-07T21:59:25.983631',
                     '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': 0.6972382298575621,
                                 'train_accuracy': 0.9994043285458998},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15109,
                     'tags': {},
                     'training_data_hash': '848658582b77e446-374708fff7719dd5',
                     'training_time_sec': 4.100632905960083},
 'accuracy': 0.9994043285458998,
 'avg_loss': -0.005009738889528136,
 'avg_win': 0.0015644699817664363,
 'expectancy': -0.0005160837985135579,
 'losing_trades': 244,
 'max_drawdown': 0.4046577703152111,
 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783403966',
 'profit_factor': 0.6744859891180784,
 'sharpe_ratio': -12.48931704230213,
 'total_pnl': -0.3979006086539533,
 'total_trades': 771,
 'trial_num': 0,
 'win_rate': 0.6835278858625162,
 'winning_trades': 527}
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}
1352 BTCUSDT 5 volume_price_pivot_v86_y_C0 2023-08-01 ~ 2026-04-30 0.674 0.65% 761 -12.388 0.36 0.893 0.000 2026-07-09
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260709_1783559903
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_close_position_in_hl", "importance": 0.28902896524608657}, '
 '{"feature": "K_body_size_pct", "importance": 0.1743046891664828}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.17296657026260823}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.10926278905219675}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.10265362974891687}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.08019315085398748}, '
 '{"feature": "O_pct_change_12", "importance": 0.031208334894495534}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.027910258971596023}, '
 '{"feature": "O_div_binary_12", "importance": 0.012235703531766229}, '
 '{"feature": "O_div_binary_48", "importance": 0.00023590827186352326}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
                   '0.28902896524608657}, {"feature": "K_body_size_pct", '
                   '"importance": 0.1743046891664828}, {"feature": '
                   '"O_div_amplitude_12", "importance": 0.17296657026260823}, '
                   '{"feature": "K_high_pct_change_12", "importance": '
                   '0.10926278905219675}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.10265362974891687}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.08019315085398748}, {"feature": "O_pct_change_12", '
                   '"importance": 0.031208334894495534}, {"feature": '
                   '"O_div_amplitude_48", "importance": 0.027910258971596023}, '
                   '{"feature": "O_div_binary_12", "importance": '
                   '0.012235703531766229}, {"feature": "O_div_binary_48", '
                   '"importance": 0.00023590827186352326}]',
 '_model_metadata': {'created_at': '2026-07-09T17:18:23.175027',
                     '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': 0.8467597484015502,
                                 'train_accuracy': 0.8926692855716093},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
                     'training_time_sec': 4.067541122436523},
 'accuracy': 0.8926692855716093,
 'avg_loss': -0.004143681340103934,
 'avg_win': 0.0015347923676394053,
 'expectancy': -0.000479909210666379,
 'losing_trades': 270,
 'max_drawdown': 0.36401370931711413,
 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260709_1783559903',
 'profit_factor': 0.67356732179679,
 'sharpe_ratio': -12.387932369025833,
 'total_pnl': -0.3652109093171141,
 'total_trades': 761,
 'trial_num': 0,
 'win_rate': 0.6452036793692509,
 'winning_trades': 491}
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}
1326 BTCUSDT 5 volume_price_pivot_v86_y_C0 2023-10-01 ~ 2026-06-30 0.673 0.70% 758 -12.607 0.42 0.875 0.000 2026-07-07
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783406274
Data Hash: 3c112bae8dd2b04f
Feature Score:
展開 
('[{"feature": "K_momentum_pct_change_48", "importance": 0.41137656719929994}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.16879244877173957}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.13303631618839387}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.12384313370316677}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.07014530011466258}, '
 '{"feature": "O_div_binary_12", "importance": 0.02876397824058184}, '
 '{"feature": "O_pct_change_12", "importance": 0.026745211016411845}, '
 '{"feature": "O_div_binary_48", "importance": 0.014985057613284617}, '
 '{"feature": "K_body_size_pct", "importance": 0.012321338372252428}, '
 '{"feature": "K_close_position_in_hl", "importance": 0.009990648780206553}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_momentum_pct_change_48", "importance": '
                   '0.41137656719929994}, {"feature": "O_div_amplitude_12", '
                   '"importance": 0.16879244877173957}, {"feature": '
                   '"K_high_pct_change_12", "importance": '
                   '0.13303631618839387}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.12384313370316677}, {"feature": '
                   '"K_consecutive_shrink", "importance": '
                   '0.07014530011466258}, {"feature": "O_div_binary_12", '
                   '"importance": 0.02876397824058184}, {"feature": '
                   '"O_pct_change_12", "importance": 0.026745211016411845}, '
                   '{"feature": "O_div_binary_48", "importance": '
                   '0.014985057613284617}, {"feature": "K_body_size_pct", '
                   '"importance": 0.012321338372252428}, {"feature": '
                   '"K_close_position_in_hl", "importance": '
                   '0.009990648780206553}]',
 '_model_metadata': {'created_at': '2026-07-07T22:37:54.500090',
                     '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': 0.88527406689501,
                                 'train_accuracy': 0.8748510131108462},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15102,
                     'tags': {},
                     'training_data_hash': '3c112bae8dd2b04f-374708fff7719dd5',
                     'training_time_sec': 4.1177027225494385},
 'accuracy': 0.8748510131108462,
 'avg_loss': -0.005537566985440648,
 'avg_win': 0.0015728136517815243,
 'expectancy': -0.0005377874608503872,
 'losing_trades': 225,
 'max_drawdown': 0.42044769532459325,
 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783406274',
 'profit_factor': 0.6728263141184434,
 'sharpe_ratio': -12.60686791454928,
 'total_pnl': -0.4076428953245932,
 'total_trades': 758,
 'trial_num': 0,
 'win_rate': 0.7031662269129287,
 'winning_trades': 533}
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}
1325 BTCUSDT 5 volume_price_pivot_v86_y_C0 2023-09-01 ~ 2026-05-31 0.671 0.70% 760 -12.671 0.43 0.873 0.000 2026-07-07
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783406249
Data Hash: c47fdc72c9c04d73
Feature Score:
展開 
('[{"feature": "K_momentum_pct_change_48", "importance": 0.4185932551233485}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.1590983024874319}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.13416874454597025}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.12448077842468762}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.07352391380179704}, '
 '{"feature": "O_div_binary_12", "importance": 0.03148599658416626}, '
 '{"feature": "O_pct_change_12", "importance": 0.021949155696098954}, '
 '{"feature": "O_div_binary_48", "importance": 0.014404749465558189}, '
 '{"feature": "K_body_size_pct", "importance": 0.011588623792598259}, '
 '{"feature": "K_close_position_in_hl", "importance": 0.01070648007834295}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_momentum_pct_change_48", "importance": '
                   '0.4185932551233485}, {"feature": "O_div_amplitude_12", '
                   '"importance": 0.1590983024874319}, {"feature": '
                   '"K_high_pct_change_12", "importance": '
                   '0.13416874454597025}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.12448077842468762}, {"feature": '
                   '"K_consecutive_shrink", "importance": '
                   '0.07352391380179704}, {"feature": "O_div_binary_12", '
                   '"importance": 0.03148599658416626}, {"feature": '
                   '"O_pct_change_12", "importance": 0.021949155696098954}, '
                   '{"feature": "O_div_binary_48", "importance": '
                   '0.014404749465558189}, {"feature": "K_body_size_pct", '
                   '"importance": 0.011588623792598259}, {"feature": '
                   '"K_close_position_in_hl", "importance": '
                   '0.01070648007834295}]',
 '_model_metadata': {'created_at': '2026-07-07T22:37:28.983461',
                     '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': 0.8801297706089661,
                                 'train_accuracy': 0.872663396526581},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15086,
                     'tags': {},
                     'training_data_hash': 'c47fdc72c9c04d73-374708fff7719dd5',
                     'training_time_sec': 4.083557367324829},
 'accuracy': 0.872663396526581,
 'avg_loss': -0.005442143621821672,
 'avg_win': 0.0015752641752368808,
 'expectancy': -0.000539191595192604,
 'losing_trades': 229,
 'max_drawdown': 0.4346150330714743,
 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783406249',
 'profit_factor': 0.6711852999803267,
 'sharpe_ratio': -12.670719819674128,
 'total_pnl': -0.4097856123463792,
 'total_trades': 760,
 'trial_num': 0,
 'win_rate': 0.6986842105263158,
 'winning_trades': 531}
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}
1284 BTCUSDT 5 volume_price_pivot_v86_y_C0 2023-09-01 ~ 2026-03-31 0.671 0.65% 760 -12.597 0.45 0.889 0.000 2026-07-07
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783404457
Data Hash: c47fdc72c9c04d73
Feature Score:
展開 
('[{"feature": "O_div_amplitude_12", "importance": 0.47904688964215686}, '
 '{"feature": "O_div_binary_12", "importance": 0.23245630667170947}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.14138230906134183}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.05371482928442401}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.03904858033708158}, '
 '{"feature": "K_body_size_pct", "importance": 0.021627876044958916}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.01537249870508589}, '
 '{"feature": "K_close_position_in_hl", "importance": 0.010882160877096548}, '
 '{"feature": "O_pct_change_12", "importance": 0.006426815796348553}, '
 '{"feature": "O_div_binary_48", "importance": 4.173357979634539e-05}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "O_div_amplitude_12", "importance": '
                   '0.47904688964215686}, {"feature": "O_div_binary_12", '
                   '"importance": 0.23245630667170947}, {"feature": '
                   '"K_high_pct_change_12", "importance": '
                   '0.14138230906134183}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.05371482928442401}, {"feature": '
                   '"K_consecutive_shrink", "importance": '
                   '0.03904858033708158}, {"feature": "K_body_size_pct", '
                   '"importance": 0.021627876044958916}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.01537249870508589}, {"feature": '
                   '"K_close_position_in_hl", "importance": '
                   '0.010882160877096548}, {"feature": "O_pct_change_12", '
                   '"importance": 0.006426815796348553}, {"feature": '
                   '"O_div_binary_48", "importance": 4.173357979634539e-05}]',
 '_model_metadata': {'created_at': '2026-07-07T22:07:37.460726',
                     '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': 0.9608418975795121,
                                 'train_accuracy': 0.8891024791197136},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15086,
                     'tags': {},
                     'training_data_hash': 'c47fdc72c9c04d73-9d34149fbd1fe777',
                     'training_time_sec': 4.096158742904663},
 'accuracy': 0.8891024791197136,
 'avg_loss': -0.004392590587704434,
 'avg_win': 0.001558804305570493,
 'expectancy': -0.0005006915588128041,
 'losing_trades': 263,
 'max_drawdown': 0.4501637586967956,
 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783404457',
 'profit_factor': 0.6706122930950997,
 'sharpe_ratio': -12.597211794170489,
 'total_pnl': -0.38052558469773123,
 'total_trades': 760,
 'trial_num': 0,
 'win_rate': 0.6539473684210526,
 '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}
1364 BTCUSDT 5 volume_price_pivot_v86_y_C7 2023-08-01 ~ 2026-07-31 0.669 0.63% 761 -12.668 0.40 0.737 0.000 2026-07-10
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783647553
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_close_position_in_hl", "importance": 0.3996863074521208}, '
 '{"feature": "K_body_size_pct", "importance": 0.10245456653768649}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.1002192303116045}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.09590509006656436}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.08794803288793943}, '
 '{"feature": "O_pct_change_12", "importance": 0.08482303401999484}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.08474092505104278}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.03745521311504363}, '
 '{"feature": "O_div_binary_12", "importance": 0.0040904756276490106}, '
 '{"feature": "O_div_binary_48", "importance": 0.0026771249303541686}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
                   '0.3996863074521208}, {"feature": "K_body_size_pct", '
                   '"importance": 0.10245456653768649}, {"feature": '
                   '"K_high_pct_change_12", "importance": 0.1002192303116045}, '
                   '{"feature": "K_momentum_pct_change_48", "importance": '
                   '0.09590509006656436}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.08794803288793943}, {"feature": '
                   '"O_pct_change_12", "importance": 0.08482303401999484}, '
                   '{"feature": "O_div_amplitude_12", "importance": '
                   '0.08474092505104278}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.03745521311504363}, {"feature": '
                   '"O_div_binary_12", "importance": 0.0040904756276490106}, '
                   '{"feature": "O_div_binary_48", "importance": '
                   '0.0026771249303541686}]',
 '_model_metadata': {'created_at': '2026-07-10T17:38:42.019486',
                     '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': 0.604825395994889,
                                 'train_accuracy': 0.7372661295692123},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1',
                     'training_time_sec': 4.10882568359375},
 'accuracy': 0.7372661295692123,
 'avg_loss': -0.0038756192348535913,
 'avg_win': 0.0015524895352119765,
 'expectancy': -0.0004803764299242746,
 'losing_trades': 285,
 'max_drawdown': 0.40460592258789646,
 'model_file': 'volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783647553',
 'profit_factor': 0.6690362838203527,
 'sharpe_ratio': -12.668468623023685,
 'total_pnl': -0.3655664631723727,
 'total_trades': 761,
 'trial_num': 0,
 'win_rate': 0.6254927726675427,
 'winning_trades': 476}
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}
1415 BTCUSDT 5 volume_price_pivot_v86_y_C7 2023-08-01 ~ 2026-07-31 0.669 0.63% 761 -12.668 0.40 0.737 0.000 2026-07-10
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783656352
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_close_position_in_hl", "importance": 0.3996863074521208}, '
 '{"feature": "K_body_size_pct", "importance": 0.10245456653768649}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.1002192303116045}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.09590509006656436}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.08794803288793943}, '
 '{"feature": "O_pct_change_12", "importance": 0.08482303401999484}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.08474092505104278}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.03745521311504363}, '
 '{"feature": "O_div_binary_12", "importance": 0.0040904756276490106}, '
 '{"feature": "O_div_binary_48", "importance": 0.0026771249303541686}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
                   '0.3996863074521208}, {"feature": "K_body_size_pct", '
                   '"importance": 0.10245456653768649}, {"feature": '
                   '"K_high_pct_change_12", "importance": 0.1002192303116045}, '
                   '{"feature": "K_momentum_pct_change_48", "importance": '
                   '0.09590509006656436}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.08794803288793943}, {"feature": '
                   '"O_pct_change_12", "importance": 0.08482303401999484}, '
                   '{"feature": "O_div_amplitude_12", "importance": '
                   '0.08474092505104278}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.03745521311504363}, {"feature": '
                   '"O_div_binary_12", "importance": 0.0040904756276490106}, '
                   '{"feature": "O_div_binary_48", "importance": '
                   '0.0026771249303541686}]',
 '_model_metadata': {'created_at': '2026-07-10T20:05:52.644678',
                     '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': 0.604825395994889,
                                 'train_accuracy': 0.7372661295692123},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1',
                     'training_time_sec': 4.114090204238892},
 'accuracy': 0.7372661295692123,
 'avg_loss': -0.0038756192348535913,
 'avg_win': 0.0015524895352119765,
 'expectancy': -0.0004803764299242746,
 'losing_trades': 285,
 'max_drawdown': 0.40460592258789646,
 'model_file': 'volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783656352',
 'profit_factor': 0.6690362838203527,
 'sharpe_ratio': -12.668468623023685,
 'total_pnl': -0.3655664631723727,
 'total_trades': 761,
 'trial_num': 0,
 'win_rate': 0.6254927726675427,
 'winning_trades': 476}
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}
1387 BTCUSDT 5 volume_price_pivot_v86_y_C7 2023-08-01 ~ 2026-07-31 0.669 0.63% 761 -12.668 0.40 0.737 0.000 2026-07-10
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783653557
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_close_position_in_hl", "importance": 0.3996863074521208}, '
 '{"feature": "K_body_size_pct", "importance": 0.10245456653768649}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.1002192303116045}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.09590509006656436}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.08794803288793943}, '
 '{"feature": "O_pct_change_12", "importance": 0.08482303401999484}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.08474092505104278}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.03745521311504363}, '
 '{"feature": "O_div_binary_12", "importance": 0.0040904756276490106}, '
 '{"feature": "O_div_binary_48", "importance": 0.0026771249303541686}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
                   '0.3996863074521208}, {"feature": "K_body_size_pct", '
                   '"importance": 0.10245456653768649}, {"feature": '
                   '"K_high_pct_change_12", "importance": 0.1002192303116045}, '
                   '{"feature": "K_momentum_pct_change_48", "importance": '
                   '0.09590509006656436}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.08794803288793943}, {"feature": '
                   '"O_pct_change_12", "importance": 0.08482303401999484}, '
                   '{"feature": "O_div_amplitude_12", "importance": '
                   '0.08474092505104278}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.03745521311504363}, {"feature": '
                   '"O_div_binary_12", "importance": 0.0040904756276490106}, '
                   '{"feature": "O_div_binary_48", "importance": '
                   '0.0026771249303541686}]',
 '_model_metadata': {'created_at': '2026-07-10T19:18:45.486150',
                     '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': 0.604825395994889,
                                 'train_accuracy': 0.7372661295692123},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1',
                     'training_time_sec': 4.127799987792969},
 'accuracy': 0.7372661295692123,
 'avg_loss': -0.0038756192348535913,
 'avg_win': 0.0015524895352119765,
 'expectancy': -0.0004803764299242746,
 'losing_trades': 285,
 'max_drawdown': 0.40460592258789646,
 'model_file': 'volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783653557',
 'profit_factor': 0.6690362838203527,
 'sharpe_ratio': -12.668468623023685,
 'total_pnl': -0.3655664631723727,
 'total_trades': 761,
 'trial_num': 0,
 'win_rate': 0.6254927726675427,
 'winning_trades': 476}
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}
1376 BTCUSDT 5 volume_price_pivot_v86_y_C7 2023-08-01 ~ 2026-07-31 0.669 0.63% 761 -12.668 0.40 0.737 0.000 2026-07-10
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783652035
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_close_position_in_hl", "importance": 0.3996863074521208}, '
 '{"feature": "K_body_size_pct", "importance": 0.10245456653768649}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.1002192303116045}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.09590509006656436}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.08794803288793943}, '
 '{"feature": "O_pct_change_12", "importance": 0.08482303401999484}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.08474092505104278}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.03745521311504363}, '
 '{"feature": "O_div_binary_12", "importance": 0.0040904756276490106}, '
 '{"feature": "O_div_binary_48", "importance": 0.0026771249303541686}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
                   '0.3996863074521208}, {"feature": "K_body_size_pct", '
                   '"importance": 0.10245456653768649}, {"feature": '
                   '"K_high_pct_change_12", "importance": 0.1002192303116045}, '
                   '{"feature": "K_momentum_pct_change_48", "importance": '
                   '0.09590509006656436}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.08794803288793943}, {"feature": '
                   '"O_pct_change_12", "importance": 0.08482303401999484}, '
                   '{"feature": "O_div_amplitude_12", "importance": '
                   '0.08474092505104278}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.03745521311504363}, {"feature": '
                   '"O_div_binary_12", "importance": 0.0040904756276490106}, '
                   '{"feature": "O_div_binary_48", "importance": '
                   '0.0026771249303541686}]',
 '_model_metadata': {'created_at': '2026-07-10T18:53:55.722877',
                     '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': 0.604825395994889,
                                 'train_accuracy': 0.7372661295692123},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1',
                     'training_time_sec': 4.079725027084351},
 'accuracy': 0.7372661295692123,
 'avg_loss': -0.0038756192348535913,
 'avg_win': 0.0015524895352119765,
 'expectancy': -0.0004803764299242746,
 'losing_trades': 285,
 'max_drawdown': 0.40460592258789646,
 'model_file': 'volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783652035',
 'profit_factor': 0.6690362838203527,
 'sharpe_ratio': -12.668468623023685,
 'total_pnl': -0.3655664631723727,
 'total_trades': 761,
 'trial_num': 0,
 'win_rate': 0.6254927726675427,
 'winning_trades': 476}
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}
1382 BTCUSDT 5 volume_price_pivot_v86_y_C7 2023-08-01 ~ 2026-07-31 0.669 0.63% 761 -12.668 0.40 0.737 0.000 2026-07-10
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783652240
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_close_position_in_hl", "importance": 0.3996863074521208}, '
 '{"feature": "K_body_size_pct", "importance": 0.10245456653768649}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.1002192303116045}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.09590509006656436}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.08794803288793943}, '
 '{"feature": "O_pct_change_12", "importance": 0.08482303401999484}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.08474092505104278}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.03745521311504363}, '
 '{"feature": "O_div_binary_12", "importance": 0.0040904756276490106}, '
 '{"feature": "O_div_binary_48", "importance": 0.0026771249303541686}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
                   '0.3996863074521208}, {"feature": "K_body_size_pct", '
                   '"importance": 0.10245456653768649}, {"feature": '
                   '"K_high_pct_change_12", "importance": 0.1002192303116045}, '
                   '{"feature": "K_momentum_pct_change_48", "importance": '
                   '0.09590509006656436}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.08794803288793943}, {"feature": '
                   '"O_pct_change_12", "importance": 0.08482303401999484}, '
                   '{"feature": "O_div_amplitude_12", "importance": '
                   '0.08474092505104278}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.03745521311504363}, {"feature": '
                   '"O_div_binary_12", "importance": 0.0040904756276490106}, '
                   '{"feature": "O_div_binary_48", "importance": '
                   '0.0026771249303541686}]',
 '_model_metadata': {'created_at': '2026-07-10T18:57:19.872447',
                     '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': 0.604825395994889,
                                 'train_accuracy': 0.7372661295692123},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1',
                     'training_time_sec': 4.126034259796143},
 'accuracy': 0.7372661295692123,
 'avg_loss': -0.0038756192348535913,
 'avg_win': 0.0015524895352119765,
 'expectancy': -0.0004803764299242746,
 'losing_trades': 285,
 'max_drawdown': 0.40460592258789646,
 'model_file': 'volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783652240',
 'profit_factor': 0.6690362838203527,
 'sharpe_ratio': -12.668468623023685,
 'total_pnl': -0.3655664631723727,
 'total_trades': 761,
 'trial_num': 0,
 'win_rate': 0.6254927726675427,
 'winning_trades': 476}
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}
1465 BTCUSDT 5 volume_price_pivot_v86_y_C7 2023-08-01 ~ 2026-07-31 0.669 0.63% 761 -12.668 0.40 0.737 0.000 2026-07-11
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783671118
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_close_position_in_hl", "importance": 0.3996863074521208}, '
 '{"feature": "K_body_size_pct", "importance": 0.10245456653768649}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.1002192303116045}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.09590509006656436}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.08794803288793943}, '
 '{"feature": "O_pct_change_12", "importance": 0.08482303401999484}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.08474092505104278}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.03745521311504363}, '
 '{"feature": "O_div_binary_12", "importance": 0.0040904756276490106}, '
 '{"feature": "O_div_binary_48", "importance": 0.0026771249303541686}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
                   '0.3996863074521208}, {"feature": "K_body_size_pct", '
                   '"importance": 0.10245456653768649}, {"feature": '
                   '"K_high_pct_change_12", "importance": 0.1002192303116045}, '
                   '{"feature": "K_momentum_pct_change_48", "importance": '
                   '0.09590509006656436}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.08794803288793943}, {"feature": '
                   '"O_pct_change_12", "importance": 0.08482303401999484}, '
                   '{"feature": "O_div_amplitude_12", "importance": '
                   '0.08474092505104278}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.03745521311504363}, {"feature": '
                   '"O_div_binary_12", "importance": 0.0040904756276490106}, '
                   '{"feature": "O_div_binary_48", "importance": '
                   '0.0026771249303541686}]',
 '_model_metadata': {'created_at': '2026-07-11T00:11:42.225175',
                     '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': 0.604825395994889,
                                 'train_accuracy': 0.7372661295692123},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1',
                     'training_time_sec': 4.082785129547119},
 'accuracy': 0.7372661295692123,
 'avg_loss': -0.0038756192348535913,
 'avg_win': 0.0015524895352119765,
 'expectancy': -0.0004803764299242746,
 'losing_trades': 285,
 'max_drawdown': 0.40460592258789646,
 'model_file': 'volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783671118',
 'profit_factor': 0.6690362838203527,
 'sharpe_ratio': -12.668468623023685,
 'total_pnl': -0.3655664631723727,
 'total_trades': 761,
 'trial_num': 0,
 'win_rate': 0.6254927726675427,
 'winning_trades': 476}
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}
1407 BTCUSDT 5 volume_price_pivot_v86_y_C7 2023-08-01 ~ 2026-07-31 0.669 0.63% 761 -12.668 0.40 0.737 0.000 2026-07-10
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783656145
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_close_position_in_hl", "importance": 0.3996863074521208}, '
 '{"feature": "K_body_size_pct", "importance": 0.10245456653768649}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.1002192303116045}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.09590509006656436}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.08794803288793943}, '
 '{"feature": "O_pct_change_12", "importance": 0.08482303401999484}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.08474092505104278}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.03745521311504363}, '
 '{"feature": "O_div_binary_12", "importance": 0.0040904756276490106}, '
 '{"feature": "O_div_binary_48", "importance": 0.0026771249303541686}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
                   '0.3996863074521208}, {"feature": "K_body_size_pct", '
                   '"importance": 0.10245456653768649}, {"feature": '
                   '"K_high_pct_change_12", "importance": 0.1002192303116045}, '
                   '{"feature": "K_momentum_pct_change_48", "importance": '
                   '0.09590509006656436}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.08794803288793943}, {"feature": '
                   '"O_pct_change_12", "importance": 0.08482303401999484}, '
                   '{"feature": "O_div_amplitude_12", "importance": '
                   '0.08474092505104278}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.03745521311504363}, {"feature": '
                   '"O_div_binary_12", "importance": 0.0040904756276490106}, '
                   '{"feature": "O_div_binary_48", "importance": '
                   '0.0026771249303541686}]',
 '_model_metadata': {'created_at': '2026-07-10T20:02:25.100455',
                     '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': 0.604825395994889,
                                 'train_accuracy': 0.7372661295692123},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1',
                     'training_time_sec': 4.087077617645264},
 'accuracy': 0.7372661295692123,
 'avg_loss': -0.0038756192348535913,
 'avg_win': 0.0015524895352119765,
 'expectancy': -0.0004803764299242746,
 'losing_trades': 285,
 'max_drawdown': 0.40460592258789646,
 'model_file': 'volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783656145',
 'profit_factor': 0.6690362838203527,
 'sharpe_ratio': -12.668468623023685,
 'total_pnl': -0.3655664631723727,
 'total_trades': 761,
 'trial_num': 0,
 'win_rate': 0.6254927726675427,
 'winning_trades': 476}
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}
1375 BTCUSDT 5 volume_price_pivot_v86_y_C7 2023-08-01 ~ 2026-07-31 0.669 0.63% 761 -12.668 0.40 0.737 0.000 2026-07-10
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783652009
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_close_position_in_hl", "importance": 0.3996863074521208}, '
 '{"feature": "K_body_size_pct", "importance": 0.10245456653768649}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.1002192303116045}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.09590509006656436}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.08794803288793943}, '
 '{"feature": "O_pct_change_12", "importance": 0.08482303401999484}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.08474092505104278}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.03745521311504363}, '
 '{"feature": "O_div_binary_12", "importance": 0.0040904756276490106}, '
 '{"feature": "O_div_binary_48", "importance": 0.0026771249303541686}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
                   '0.3996863074521208}, {"feature": "K_body_size_pct", '
                   '"importance": 0.10245456653768649}, {"feature": '
                   '"K_high_pct_change_12", "importance": 0.1002192303116045}, '
                   '{"feature": "K_momentum_pct_change_48", "importance": '
                   '0.09590509006656436}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.08794803288793943}, {"feature": '
                   '"O_pct_change_12", "importance": 0.08482303401999484}, '
                   '{"feature": "O_div_amplitude_12", "importance": '
                   '0.08474092505104278}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.03745521311504363}, {"feature": '
                   '"O_div_binary_12", "importance": 0.0040904756276490106}, '
                   '{"feature": "O_div_binary_48", "importance": '
                   '0.0026771249303541686}]',
 '_model_metadata': {'created_at': '2026-07-10T18:53:29.405941',
                     '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': 0.604825395994889,
                                 'train_accuracy': 0.7372661295692123},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1',
                     'training_time_sec': 4.032634735107422},
 'accuracy': 0.7372661295692123,
 'avg_loss': -0.0038756192348535913,
 'avg_win': 0.0015524895352119765,
 'expectancy': -0.0004803764299242746,
 'losing_trades': 285,
 'max_drawdown': 0.40460592258789646,
 'model_file': 'volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783652009',
 'profit_factor': 0.6690362838203527,
 'sharpe_ratio': -12.668468623023685,
 'total_pnl': -0.3655664631723727,
 'total_trades': 761,
 'trial_num': 0,
 'win_rate': 0.6254927726675427,
 'winning_trades': 476}
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}
1390 BTCUSDT 5 volume_price_pivot_v86_y_C7 2023-08-01 ~ 2026-07-31 0.669 0.63% 761 -12.668 0.40 0.737 0.000 2026-07-10
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783655204
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_close_position_in_hl", "importance": 0.3996863074521208}, '
 '{"feature": "K_body_size_pct", "importance": 0.10245456653768649}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.1002192303116045}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.09590509006656436}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.08794803288793943}, '
 '{"feature": "O_pct_change_12", "importance": 0.08482303401999484}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.08474092505104278}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.03745521311504363}, '
 '{"feature": "O_div_binary_12", "importance": 0.0040904756276490106}, '
 '{"feature": "O_div_binary_48", "importance": 0.0026771249303541686}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
                   '0.3996863074521208}, {"feature": "K_body_size_pct", '
                   '"importance": 0.10245456653768649}, {"feature": '
                   '"K_high_pct_change_12", "importance": 0.1002192303116045}, '
                   '{"feature": "K_momentum_pct_change_48", "importance": '
                   '0.09590509006656436}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.08794803288793943}, {"feature": '
                   '"O_pct_change_12", "importance": 0.08482303401999484}, '
                   '{"feature": "O_div_amplitude_12", "importance": '
                   '0.08474092505104278}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.03745521311504363}, {"feature": '
                   '"O_div_binary_12", "importance": 0.0040904756276490106}, '
                   '{"feature": "O_div_binary_48", "importance": '
                   '0.0026771249303541686}]',
 '_model_metadata': {'created_at': '2026-07-10T19:46:12.791787',
                     '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': 0.604825395994889,
                                 'train_accuracy': 0.7372661295692123},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1',
                     'training_time_sec': 4.0964484214782715},
 'accuracy': 0.7372661295692123,
 'avg_loss': -0.0038756192348535913,
 'avg_win': 0.0015524895352119765,
 'expectancy': -0.0004803764299242746,
 'losing_trades': 285,
 'max_drawdown': 0.40460592258789646,
 'model_file': 'volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783655204',
 'profit_factor': 0.6690362838203527,
 'sharpe_ratio': -12.668468623023685,
 'total_pnl': -0.3655664631723727,
 'total_trades': 761,
 'trial_num': 0,
 'win_rate': 0.6254927726675427,
 'winning_trades': 476}
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}
1392 BTCUSDT 5 volume_price_pivot_v86_y_C7 2023-08-01 ~ 2026-07-31 0.669 0.63% 761 -12.668 0.40 0.737 0.000 2026-07-10
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783655280
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_close_position_in_hl", "importance": 0.3996863074521208}, '
 '{"feature": "K_body_size_pct", "importance": 0.10245456653768649}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.1002192303116045}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.09590509006656436}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.08794803288793943}, '
 '{"feature": "O_pct_change_12", "importance": 0.08482303401999484}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.08474092505104278}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.03745521311504363}, '
 '{"feature": "O_div_binary_12", "importance": 0.0040904756276490106}, '
 '{"feature": "O_div_binary_48", "importance": 0.0026771249303541686}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
                   '0.3996863074521208}, {"feature": "K_body_size_pct", '
                   '"importance": 0.10245456653768649}, {"feature": '
                   '"K_high_pct_change_12", "importance": 0.1002192303116045}, '
                   '{"feature": "K_momentum_pct_change_48", "importance": '
                   '0.09590509006656436}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.08794803288793943}, {"feature": '
                   '"O_pct_change_12", "importance": 0.08482303401999484}, '
                   '{"feature": "O_div_amplitude_12", "importance": '
                   '0.08474092505104278}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.03745521311504363}, {"feature": '
                   '"O_div_binary_12", "importance": 0.0040904756276490106}, '
                   '{"feature": "O_div_binary_48", "importance": '
                   '0.0026771249303541686}]',
 '_model_metadata': {'created_at': '2026-07-10T19:47:59.922237',
                     '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': 0.604825395994889,
                                 'train_accuracy': 0.7372661295692123},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1',
                     'training_time_sec': 4.053996801376343},
 'accuracy': 0.7372661295692123,
 'avg_loss': -0.0038756192348535913,
 'avg_win': 0.0015524895352119765,
 'expectancy': -0.0004803764299242746,
 'losing_trades': 285,
 'max_drawdown': 0.40460592258789646,
 'model_file': 'volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783655280',
 'profit_factor': 0.6690362838203527,
 'sharpe_ratio': -12.668468623023685,
 'total_pnl': -0.3655664631723727,
 'total_trades': 761,
 'trial_num': 0,
 'win_rate': 0.6254927726675427,
 'winning_trades': 476}
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}
1408 BTCUSDT 5 volume_price_pivot_v86_y_C7 2023-08-01 ~ 2026-07-31 0.669 0.63% 761 -12.668 0.40 0.737 0.000 2026-07-10
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783656171
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_close_position_in_hl", "importance": 0.3996863074521208}, '
 '{"feature": "K_body_size_pct", "importance": 0.10245456653768649}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.1002192303116045}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.09590509006656436}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.08794803288793943}, '
 '{"feature": "O_pct_change_12", "importance": 0.08482303401999484}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.08474092505104278}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.03745521311504363}, '
 '{"feature": "O_div_binary_12", "importance": 0.0040904756276490106}, '
 '{"feature": "O_div_binary_48", "importance": 0.0026771249303541686}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
                   '0.3996863074521208}, {"feature": "K_body_size_pct", '
                   '"importance": 0.10245456653768649}, {"feature": '
                   '"K_high_pct_change_12", "importance": 0.1002192303116045}, '
                   '{"feature": "K_momentum_pct_change_48", "importance": '
                   '0.09590509006656436}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.08794803288793943}, {"feature": '
                   '"O_pct_change_12", "importance": 0.08482303401999484}, '
                   '{"feature": "O_div_amplitude_12", "importance": '
                   '0.08474092505104278}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.03745521311504363}, {"feature": '
                   '"O_div_binary_12", "importance": 0.0040904756276490106}, '
                   '{"feature": "O_div_binary_48", "importance": '
                   '0.0026771249303541686}]',
 '_model_metadata': {'created_at': '2026-07-10T20:02:50.841359',
                     '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': 0.604825395994889,
                                 'train_accuracy': 0.7372661295692123},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1',
                     'training_time_sec': 4.073176860809326},
 'accuracy': 0.7372661295692123,
 'avg_loss': -0.0038756192348535913,
 'avg_win': 0.0015524895352119765,
 'expectancy': -0.0004803764299242746,
 'losing_trades': 285,
 'max_drawdown': 0.40460592258789646,
 'model_file': 'volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783656171',
 'profit_factor': 0.6690362838203527,
 'sharpe_ratio': -12.668468623023685,
 'total_pnl': -0.3655664631723727,
 'total_trades': 761,
 'trial_num': 0,
 'win_rate': 0.6254927726675427,
 'winning_trades': 476}
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}
1409 BTCUSDT 5 volume_price_pivot_v86_y_C7 2023-08-01 ~ 2026-07-31 0.669 0.63% 761 -12.668 0.40 0.737 0.000 2026-07-10
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783656197
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_close_position_in_hl", "importance": 0.3996863074521208}, '
 '{"feature": "K_body_size_pct", "importance": 0.10245456653768649}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.1002192303116045}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.09590509006656436}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.08794803288793943}, '
 '{"feature": "O_pct_change_12", "importance": 0.08482303401999484}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.08474092505104278}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.03745521311504363}, '
 '{"feature": "O_div_binary_12", "importance": 0.0040904756276490106}, '
 '{"feature": "O_div_binary_48", "importance": 0.0026771249303541686}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
                   '0.3996863074521208}, {"feature": "K_body_size_pct", '
                   '"importance": 0.10245456653768649}, {"feature": '
                   '"K_high_pct_change_12", "importance": 0.1002192303116045}, '
                   '{"feature": "K_momentum_pct_change_48", "importance": '
                   '0.09590509006656436}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.08794803288793943}, {"feature": '
                   '"O_pct_change_12", "importance": 0.08482303401999484}, '
                   '{"feature": "O_div_amplitude_12", "importance": '
                   '0.08474092505104278}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.03745521311504363}, {"feature": '
                   '"O_div_binary_12", "importance": 0.0040904756276490106}, '
                   '{"feature": "O_div_binary_48", "importance": '
                   '0.0026771249303541686}]',
 '_model_metadata': {'created_at': '2026-07-10T20:03:16.798529',
                     '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': 0.604825395994889,
                                 'train_accuracy': 0.7372661295692123},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1',
                     'training_time_sec': 4.087768316268921},
 'accuracy': 0.7372661295692123,
 'avg_loss': -0.0038756192348535913,
 'avg_win': 0.0015524895352119765,
 'expectancy': -0.0004803764299242746,
 'losing_trades': 285,
 'max_drawdown': 0.40460592258789646,
 'model_file': 'volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783656197',
 'profit_factor': 0.6690362838203527,
 'sharpe_ratio': -12.668468623023685,
 'total_pnl': -0.3655664631723727,
 'total_trades': 761,
 'trial_num': 0,
 'win_rate': 0.6254927726675427,
 'winning_trades': 476}
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}
1410 BTCUSDT 5 volume_price_pivot_v86_y_C7 2023-08-01 ~ 2026-07-31 0.669 0.63% 761 -12.668 0.40 0.737 0.000 2026-07-10
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783656223
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_close_position_in_hl", "importance": 0.3996863074521208}, '
 '{"feature": "K_body_size_pct", "importance": 0.10245456653768649}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.1002192303116045}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.09590509006656436}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.08794803288793943}, '
 '{"feature": "O_pct_change_12", "importance": 0.08482303401999484}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.08474092505104278}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.03745521311504363}, '
 '{"feature": "O_div_binary_12", "importance": 0.0040904756276490106}, '
 '{"feature": "O_div_binary_48", "importance": 0.0026771249303541686}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
                   '0.3996863074521208}, {"feature": "K_body_size_pct", '
                   '"importance": 0.10245456653768649}, {"feature": '
                   '"K_high_pct_change_12", "importance": 0.1002192303116045}, '
                   '{"feature": "K_momentum_pct_change_48", "importance": '
                   '0.09590509006656436}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.08794803288793943}, {"feature": '
                   '"O_pct_change_12", "importance": 0.08482303401999484}, '
                   '{"feature": "O_div_amplitude_12", "importance": '
                   '0.08474092505104278}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.03745521311504363}, {"feature": '
                   '"O_div_binary_12", "importance": 0.0040904756276490106}, '
                   '{"feature": "O_div_binary_48", "importance": '
                   '0.0026771249303541686}]',
 '_model_metadata': {'created_at': '2026-07-10T20:03:42.955772',
                     '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': 0.604825395994889,
                                 'train_accuracy': 0.7372661295692123},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1',
                     'training_time_sec': 4.126197338104248},
 'accuracy': 0.7372661295692123,
 'avg_loss': -0.0038756192348535913,
 'avg_win': 0.0015524895352119765,
 'expectancy': -0.0004803764299242746,
 'losing_trades': 285,
 'max_drawdown': 0.40460592258789646,
 'model_file': 'volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783656223',
 'profit_factor': 0.6690362838203527,
 'sharpe_ratio': -12.668468623023685,
 'total_pnl': -0.3655664631723727,
 'total_trades': 761,
 'trial_num': 0,
 'win_rate': 0.6254927726675427,
 'winning_trades': 476}
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}
1411 BTCUSDT 5 volume_price_pivot_v86_y_C7 2023-08-01 ~ 2026-07-31 0.669 0.63% 761 -12.668 0.40 0.737 0.000 2026-07-10
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783656249
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_close_position_in_hl", "importance": 0.3996863074521208}, '
 '{"feature": "K_body_size_pct", "importance": 0.10245456653768649}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.1002192303116045}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.09590509006656436}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.08794803288793943}, '
 '{"feature": "O_pct_change_12", "importance": 0.08482303401999484}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.08474092505104278}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.03745521311504363}, '
 '{"feature": "O_div_binary_12", "importance": 0.0040904756276490106}, '
 '{"feature": "O_div_binary_48", "importance": 0.0026771249303541686}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
                   '0.3996863074521208}, {"feature": "K_body_size_pct", '
                   '"importance": 0.10245456653768649}, {"feature": '
                   '"K_high_pct_change_12", "importance": 0.1002192303116045}, '
                   '{"feature": "K_momentum_pct_change_48", "importance": '
                   '0.09590509006656436}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.08794803288793943}, {"feature": '
                   '"O_pct_change_12", "importance": 0.08482303401999484}, '
                   '{"feature": "O_div_amplitude_12", "importance": '
                   '0.08474092505104278}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.03745521311504363}, {"feature": '
                   '"O_div_binary_12", "importance": 0.0040904756276490106}, '
                   '{"feature": "O_div_binary_48", "importance": '
                   '0.0026771249303541686}]',
 '_model_metadata': {'created_at': '2026-07-10T20:04:08.834856',
                     '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': 0.604825395994889,
                                 'train_accuracy': 0.7372661295692123},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1',
                     'training_time_sec': 4.1027748584747314},
 'accuracy': 0.7372661295692123,
 'avg_loss': -0.0038756192348535913,
 'avg_win': 0.0015524895352119765,
 'expectancy': -0.0004803764299242746,
 'losing_trades': 285,
 'max_drawdown': 0.40460592258789646,
 'model_file': 'volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783656249',
 'profit_factor': 0.6690362838203527,
 'sharpe_ratio': -12.668468623023685,
 'total_pnl': -0.3655664631723727,
 'total_trades': 761,
 'trial_num': 0,
 'win_rate': 0.6254927726675427,
 'winning_trades': 476}
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}
1412 BTCUSDT 5 volume_price_pivot_v86_y_C7 2023-08-01 ~ 2026-07-31 0.669 0.63% 761 -12.668 0.40 0.737 0.000 2026-07-10
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783656275
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_close_position_in_hl", "importance": 0.3996863074521208}, '
 '{"feature": "K_body_size_pct", "importance": 0.10245456653768649}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.1002192303116045}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.09590509006656436}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.08794803288793943}, '
 '{"feature": "O_pct_change_12", "importance": 0.08482303401999484}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.08474092505104278}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.03745521311504363}, '
 '{"feature": "O_div_binary_12", "importance": 0.0040904756276490106}, '
 '{"feature": "O_div_binary_48", "importance": 0.0026771249303541686}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
                   '0.3996863074521208}, {"feature": "K_body_size_pct", '
                   '"importance": 0.10245456653768649}, {"feature": '
                   '"K_high_pct_change_12", "importance": 0.1002192303116045}, '
                   '{"feature": "K_momentum_pct_change_48", "importance": '
                   '0.09590509006656436}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.08794803288793943}, {"feature": '
                   '"O_pct_change_12", "importance": 0.08482303401999484}, '
                   '{"feature": "O_div_amplitude_12", "importance": '
                   '0.08474092505104278}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.03745521311504363}, {"feature": '
                   '"O_div_binary_12", "importance": 0.0040904756276490106}, '
                   '{"feature": "O_div_binary_48", "importance": '
                   '0.0026771249303541686}]',
 '_model_metadata': {'created_at': '2026-07-10T20:04:34.763792',
                     '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': 0.604825395994889,
                                 'train_accuracy': 0.7372661295692123},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1',
                     'training_time_sec': 4.098787307739258},
 'accuracy': 0.7372661295692123,
 'avg_loss': -0.0038756192348535913,
 'avg_win': 0.0015524895352119765,
 'expectancy': -0.0004803764299242746,
 'losing_trades': 285,
 'max_drawdown': 0.40460592258789646,
 'model_file': 'volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783656275',
 'profit_factor': 0.6690362838203527,
 'sharpe_ratio': -12.668468623023685,
 'total_pnl': -0.3655664631723727,
 'total_trades': 761,
 'trial_num': 0,
 'win_rate': 0.6254927726675427,
 'winning_trades': 476}
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}
1414 BTCUSDT 5 volume_price_pivot_v86_y_C7 2023-08-01 ~ 2026-07-31 0.669 0.63% 761 -12.668 0.40 0.737 0.000 2026-07-10
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783656327
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_close_position_in_hl", "importance": 0.3996863074521208}, '
 '{"feature": "K_body_size_pct", "importance": 0.10245456653768649}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.1002192303116045}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.09590509006656436}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.08794803288793943}, '
 '{"feature": "O_pct_change_12", "importance": 0.08482303401999484}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.08474092505104278}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.03745521311504363}, '
 '{"feature": "O_div_binary_12", "importance": 0.0040904756276490106}, '
 '{"feature": "O_div_binary_48", "importance": 0.0026771249303541686}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
                   '0.3996863074521208}, {"feature": "K_body_size_pct", '
                   '"importance": 0.10245456653768649}, {"feature": '
                   '"K_high_pct_change_12", "importance": 0.1002192303116045}, '
                   '{"feature": "K_momentum_pct_change_48", "importance": '
                   '0.09590509006656436}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.08794803288793943}, {"feature": '
                   '"O_pct_change_12", "importance": 0.08482303401999484}, '
                   '{"feature": "O_div_amplitude_12", "importance": '
                   '0.08474092505104278}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.03745521311504363}, {"feature": '
                   '"O_div_binary_12", "importance": 0.0040904756276490106}, '
                   '{"feature": "O_div_binary_48", "importance": '
                   '0.0026771249303541686}]',
 '_model_metadata': {'created_at': '2026-07-10T20:05:26.806250',
                     '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': 0.604825395994889,
                                 'train_accuracy': 0.7372661295692123},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1',
                     'training_time_sec': 4.095612287521362},
 'accuracy': 0.7372661295692123,
 'avg_loss': -0.0038756192348535913,
 'avg_win': 0.0015524895352119765,
 'expectancy': -0.0004803764299242746,
 'losing_trades': 285,
 'max_drawdown': 0.40460592258789646,
 'model_file': 'volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783656327',
 'profit_factor': 0.6690362838203527,
 'sharpe_ratio': -12.668468623023685,
 'total_pnl': -0.3655664631723727,
 'total_trades': 761,
 'trial_num': 0,
 'win_rate': 0.6254927726675427,
 'winning_trades': 476}
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}
1413 BTCUSDT 5 volume_price_pivot_v86_y_C7 2023-08-01 ~ 2026-07-31 0.669 0.63% 761 -12.668 0.40 0.737 0.000 2026-07-10
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783656301
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_close_position_in_hl", "importance": 0.3996863074521208}, '
 '{"feature": "K_body_size_pct", "importance": 0.10245456653768649}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.1002192303116045}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.09590509006656436}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.08794803288793943}, '
 '{"feature": "O_pct_change_12", "importance": 0.08482303401999484}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.08474092505104278}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.03745521311504363}, '
 '{"feature": "O_div_binary_12", "importance": 0.0040904756276490106}, '
 '{"feature": "O_div_binary_48", "importance": 0.0026771249303541686}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
                   '0.3996863074521208}, {"feature": "K_body_size_pct", '
                   '"importance": 0.10245456653768649}, {"feature": '
                   '"K_high_pct_change_12", "importance": 0.1002192303116045}, '
                   '{"feature": "K_momentum_pct_change_48", "importance": '
                   '0.09590509006656436}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.08794803288793943}, {"feature": '
                   '"O_pct_change_12", "importance": 0.08482303401999484}, '
                   '{"feature": "O_div_amplitude_12", "importance": '
                   '0.08474092505104278}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.03745521311504363}, {"feature": '
                   '"O_div_binary_12", "importance": 0.0040904756276490106}, '
                   '{"feature": "O_div_binary_48", "importance": '
                   '0.0026771249303541686}]',
 '_model_metadata': {'created_at': '2026-07-10T20:05:00.835283',
                     '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': 0.604825395994889,
                                 'train_accuracy': 0.7372661295692123},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1',
                     'training_time_sec': 4.0860915184021},
 'accuracy': 0.7372661295692123,
 'avg_loss': -0.0038756192348535913,
 'avg_win': 0.0015524895352119765,
 'expectancy': -0.0004803764299242746,
 'losing_trades': 285,
 'max_drawdown': 0.40460592258789646,
 'model_file': 'volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783656301',
 'profit_factor': 0.6690362838203527,
 'sharpe_ratio': -12.668468623023685,
 'total_pnl': -0.3655664631723727,
 'total_trades': 761,
 'trial_num': 0,
 'win_rate': 0.6254927726675427,
 'winning_trades': 476}
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}
1370 BTCUSDT 5 volume_price_pivot_v86_y_C7 2023-08-01 ~ 2026-07-31 0.669 0.63% 761 -12.668 0.40 0.737 0.000 2026-07-10
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783651834
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_close_position_in_hl", "importance": 0.3996863074521208}, '
 '{"feature": "K_body_size_pct", "importance": 0.10245456653768649}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.1002192303116045}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.09590509006656436}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.08794803288793943}, '
 '{"feature": "O_pct_change_12", "importance": 0.08482303401999484}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.08474092505104278}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.03745521311504363}, '
 '{"feature": "O_div_binary_12", "importance": 0.0040904756276490106}, '
 '{"feature": "O_div_binary_48", "importance": 0.0026771249303541686}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
                   '0.3996863074521208}, {"feature": "K_body_size_pct", '
                   '"importance": 0.10245456653768649}, {"feature": '
                   '"K_high_pct_change_12", "importance": 0.1002192303116045}, '
                   '{"feature": "K_momentum_pct_change_48", "importance": '
                   '0.09590509006656436}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.08794803288793943}, {"feature": '
                   '"O_pct_change_12", "importance": 0.08482303401999484}, '
                   '{"feature": "O_div_amplitude_12", "importance": '
                   '0.08474092505104278}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.03745521311504363}, {"feature": '
                   '"O_div_binary_12", "importance": 0.0040904756276490106}, '
                   '{"feature": "O_div_binary_48", "importance": '
                   '0.0026771249303541686}]',
 '_model_metadata': {'created_at': '2026-07-10T18:50:02.992974',
                     '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': 0.604825395994889,
                                 'train_accuracy': 0.7372661295692123},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1',
                     'training_time_sec': 4.144510507583618},
 'accuracy': 0.7372661295692123,
 'avg_loss': -0.0038756192348535913,
 'avg_win': 0.0015524895352119765,
 'expectancy': -0.0004803764299242746,
 'losing_trades': 285,
 'max_drawdown': 0.40460592258789646,
 'model_file': 'volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783651834',
 'profit_factor': 0.6690362838203527,
 'sharpe_ratio': -12.668468623023685,
 'total_pnl': -0.3655664631723727,
 'total_trades': 761,
 'trial_num': 0,
 'win_rate': 0.6254927726675427,
 'winning_trades': 476}
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}
1383 BTCUSDT 5 volume_price_pivot_v86_y_C7 2023-08-01 ~ 2026-07-31 0.669 0.63% 761 -12.668 0.40 0.737 0.000 2026-07-10
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783652266
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_close_position_in_hl", "importance": 0.3996863074521208}, '
 '{"feature": "K_body_size_pct", "importance": 0.10245456653768649}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.1002192303116045}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.09590509006656436}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.08794803288793943}, '
 '{"feature": "O_pct_change_12", "importance": 0.08482303401999484}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.08474092505104278}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.03745521311504363}, '
 '{"feature": "O_div_binary_12", "importance": 0.0040904756276490106}, '
 '{"feature": "O_div_binary_48", "importance": 0.0026771249303541686}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
                   '0.3996863074521208}, {"feature": "K_body_size_pct", '
                   '"importance": 0.10245456653768649}, {"feature": '
                   '"K_high_pct_change_12", "importance": 0.1002192303116045}, '
                   '{"feature": "K_momentum_pct_change_48", "importance": '
                   '0.09590509006656436}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.08794803288793943}, {"feature": '
                   '"O_pct_change_12", "importance": 0.08482303401999484}, '
                   '{"feature": "O_div_amplitude_12", "importance": '
                   '0.08474092505104278}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.03745521311504363}, {"feature": '
                   '"O_div_binary_12", "importance": 0.0040904756276490106}, '
                   '{"feature": "O_div_binary_48", "importance": '
                   '0.0026771249303541686}]',
 '_model_metadata': {'created_at': '2026-07-10T18:57:45.888782',
                     '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': 0.604825395994889,
                                 'train_accuracy': 0.7372661295692123},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1',
                     'training_time_sec': 4.0560142993927},
 'accuracy': 0.7372661295692123,
 'avg_loss': -0.0038756192348535913,
 'avg_win': 0.0015524895352119765,
 'expectancy': -0.0004803764299242746,
 'losing_trades': 285,
 'max_drawdown': 0.40460592258789646,
 'model_file': 'volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783652266',
 'profit_factor': 0.6690362838203527,
 'sharpe_ratio': -12.668468623023685,
 'total_pnl': -0.3655664631723727,
 'total_trades': 761,
 'trial_num': 0,
 'win_rate': 0.6254927726675427,
 'winning_trades': 476}
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}
1406 BTCUSDT 5 volume_price_pivot_v86_y_C7 2023-08-01 ~ 2026-07-31 0.669 0.63% 761 -12.668 0.40 0.737 0.000 2026-07-10
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783656119
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_close_position_in_hl", "importance": 0.3996863074521208}, '
 '{"feature": "K_body_size_pct", "importance": 0.10245456653768649}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.1002192303116045}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.09590509006656436}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.08794803288793943}, '
 '{"feature": "O_pct_change_12", "importance": 0.08482303401999484}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.08474092505104278}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.03745521311504363}, '
 '{"feature": "O_div_binary_12", "importance": 0.0040904756276490106}, '
 '{"feature": "O_div_binary_48", "importance": 0.0026771249303541686}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
                   '0.3996863074521208}, {"feature": "K_body_size_pct", '
                   '"importance": 0.10245456653768649}, {"feature": '
                   '"K_high_pct_change_12", "importance": 0.1002192303116045}, '
                   '{"feature": "K_momentum_pct_change_48", "importance": '
                   '0.09590509006656436}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.08794803288793943}, {"feature": '
                   '"O_pct_change_12", "importance": 0.08482303401999484}, '
                   '{"feature": "O_div_amplitude_12", "importance": '
                   '0.08474092505104278}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.03745521311504363}, {"feature": '
                   '"O_div_binary_12", "importance": 0.0040904756276490106}, '
                   '{"feature": "O_div_binary_48", "importance": '
                   '0.0026771249303541686}]',
 '_model_metadata': {'created_at': '2026-07-10T20:01:59.021272',
                     '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': 0.604825395994889,
                                 'train_accuracy': 0.7372661295692123},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1',
                     'training_time_sec': 4.085949659347534},
 'accuracy': 0.7372661295692123,
 'avg_loss': -0.0038756192348535913,
 'avg_win': 0.0015524895352119765,
 'expectancy': -0.0004803764299242746,
 'losing_trades': 285,
 'max_drawdown': 0.40460592258789646,
 'model_file': 'volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783656119',
 'profit_factor': 0.6690362838203527,
 'sharpe_ratio': -12.668468623023685,
 'total_pnl': -0.3655664631723727,
 'total_trades': 761,
 'trial_num': 0,
 'win_rate': 0.6254927726675427,
 'winning_trades': 476}
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}
1717 BTCUSDT 5 volume_price_pivot_v86_y_C4 2023-08-01 ~ 2026-07-31 0.668 0.60% 761 -12.497 0.36 0.789 0.000 2026-07-12
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260712_1783795632
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_close_position_in_hl", "importance": 0.1613231272861632}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.15229905268406776}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.1488610680504852}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.13209914428482944}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.13118272102621273}, '
 '{"feature": "K_body_size_pct", "importance": 0.12607683028671143}, '
 '{"feature": "O_pct_change_12", "importance": 0.11351936210679496}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.02519998001075068}, '
 '{"feature": "O_div_binary_48", "importance": 0.0052225595171469285}, '
 '{"feature": "O_div_binary_12", "importance": 0.004216154746837407}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
                   '0.1613231272861632}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.15229905268406776}, {"feature": "O_div_amplitude_12", '
                   '"importance": 0.1488610680504852}, {"feature": '
                   '"K_high_pct_change_12", "importance": '
                   '0.13209914428482944}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.13118272102621273}, {"feature": '
                   '"K_body_size_pct", "importance": 0.12607683028671143}, '
                   '{"feature": "O_pct_change_12", "importance": '
                   '0.11351936210679496}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.02519998001075068}, {"feature": '
                   '"O_div_binary_48", "importance": 0.0052225595171469285}, '
                   '{"feature": "O_div_binary_12", "importance": '
                   '0.004216154746837407}]',
 '_model_metadata': {'created_at': '2026-07-12T10:46:14.217200',
                     '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': 0.05459011293141047,
                                         'max_depth': 4,
                                         'n_estimators': 261,
                                         'random_state': 42,
                                         'subsample': 0.8},
                     'metrics': {'auc': 0.5799076058932457,
                                 'train_accuracy': 0.7894000932152607},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
                     'training_time_sec': 7.037798643112183},
 'accuracy': 0.7894000932152607,
 'avg_loss': -0.003449431122231668,
 'avg_win': 0.001516559623787943,
 'expectancy': -0.000454175205775687,
 'learning_rate': 0.05459011293141047,
 'losing_trades': 302,
 'max_depth': 4,
 'max_drawdown': 0.3563915639666329,
 'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260712_1783795632',
 'n_estimators': 261,
 'profit_factor': 0.6682173603866864,
 'sharpe_ratio': -12.49727259742532,
 'sl_mult': 0.6871236611810329,
 'top_pct': 15,
 'total_pnl': -0.34562733159529796,
 'total_trades': 761,
 'tp_mult': 1.9207046989592493,
 'trail_stop_1': 0.03869493139100527,
 'trail_stop_2': 0.09492554254755439,
 'trail_stop_3': 0.6256154463757906,
 'trail_stop_4': 0.6923906439855367,
 'trail_stop_5': 2.102672750366696,
 'trail_thr_1': 0.2993867850152332,
 'trail_thr_2': 0.564629618385792,
 'trail_thr_3': 1.0890513075911472,
 'trail_thr_4': 1.476804432893999,
 'trail_thr_5': 3.023058576978909,
 'trial_num': 26,
 'vp_subset_size': 0,
 'win_rate': 0.6031537450722734,
 'winning_trades': 459}
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], 'tp_mult': [1.0, 2.0], 'sl_mult': [0.5, 1.5]}
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}
1720 BTCUSDT 5 volume_price_pivot_v86_y_C4 2023-08-01 ~ 2026-07-31 0.668 0.60% 761 -12.528 0.35 0.785 0.000 2026-07-12
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260712_1783797490
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_close_position_in_hl", "importance": 0.1798050804837967}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.15061643649590342}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.14876814028440105}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.13926965548236958}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.13883906021625927}, '
 '{"feature": "K_body_size_pct", "importance": 0.1101245615734623}, '
 '{"feature": "O_pct_change_12", "importance": 0.10139006509085483}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.022753997007611423}, '
 '{"feature": "O_div_binary_48", "importance": 0.004984321553957284}, '
 '{"feature": "O_div_binary_12", "importance": 0.0034486818113842574}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
                   '0.1798050804837967}, {"feature": "O_div_amplitude_12", '
                   '"importance": 0.15061643649590342}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.14876814028440105}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.13926965548236958}, {"feature": '
                   '"K_high_pct_change_12", "importance": '
                   '0.13883906021625927}, {"feature": "K_body_size_pct", '
                   '"importance": 0.1101245615734623}, {"feature": '
                   '"O_pct_change_12", "importance": 0.10139006509085483}, '
                   '{"feature": "K_consecutive_shrink", "importance": '
                   '0.022753997007611423}, {"feature": "O_div_binary_48", '
                   '"importance": 0.004984321553957284}, {"feature": '
                   '"O_div_binary_12", "importance": 0.0034486818113842574}]',
 '_model_metadata': {'created_at': '2026-07-12T11:08:55.579419',
                     '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': 0.04760339127201184,
                                         'max_depth': 4,
                                         'n_estimators': 169,
                                         'random_state': 42,
                                         'subsample': 0.8},
                     'metrics': {'auc': 0.5883875379840636,
                                 'train_accuracy': 0.7847393301817698},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
                     'training_time_sec': 4.437869071960449},
 'accuracy': 0.7847393301817698,
 'avg_loss': -0.003419317437358276,
 'avg_win': 0.001519619606573877,
 'expectancy': -0.000453359186271556,
 'learning_rate': 0.04760339127201184,
 'losing_trades': 304,
 'max_depth': 4,
 'max_drawdown': 0.3549855670052202,
 'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260712_1783797490',
 'n_estimators': 169,
 'profit_factor': 0.6680947880438889,
 'sharpe_ratio': -12.527971006178996,
 'sl_mult': 0.8060759666375992,
 'top_pct': 13,
 'total_pnl': -0.345006340752654,
 'total_trades': 761,
 'tp_mult': 1.9091656697553199,
 'trail_stop_1': -0.09737619201535117,
 'trail_stop_2': 0.0574904696868263,
 'trail_stop_3': 0.6277649773713905,
 'trail_stop_4': 0.49887002813759995,
 'trail_stop_5': 1.63510044881458,
 'trail_thr_1': 0.3043754100297219,
 'trail_thr_2': 0.620189230429352,
 'trail_thr_3': 1.1910076244015002,
 'trail_thr_4': 1.7714660198632048,
 'trail_thr_5': 3.006690565819043,
 'trial_num': 2,
 'vp_subset_size': 2,
 'win_rate': 0.6005256241787122,
 'winning_trades': 457}
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], 'tp_mult': [1.0, 2.0], 'sl_mult': [0.5, 1.5]}
Fold Config:
展開 
{'method': 'expanding-window-walk-forward',
 'min_train_bars': 500,
 'n_splits': 4,
 'purge_days': 0,
 'test_window_months': 6,
 'train_window_months': 6}
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