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📊 Indicator Params

ID Symbol Interval Indicator Date Range PF ↓ WR Trades Sharpe DD Acc AUC Created
1714 BTCUSDT 5 volume_price_pivot_v86_y_C4 2023-08-01 ~ 2026-07-31 0.667 0.60% 761 -12.587 0.36 0.786 0.000 2026-07-12
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260712_1783793751
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_close_position_in_hl", "importance": 0.15889234494701437}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.15656480891679872}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.1520509386845453}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.13724487079926015}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.13576737203660788}, '
 '{"feature": "K_body_size_pct", "importance": 0.11371529796064969}, '
 '{"feature": "O_pct_change_12", "importance": 0.11212161992160097}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.02502824639889662}, '
 '{"feature": "O_div_binary_48", "importance": 0.005646415792714362}, '
 '{"feature": "O_div_binary_12", "importance": 0.0029680845419117357}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
                   '0.15889234494701437}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.15656480891679872}, {"feature": "O_div_amplitude_12", '
                   '"importance": 0.1520509386845453}, {"feature": '
                   '"K_high_pct_change_12", "importance": '
                   '0.13724487079926015}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.13576737203660788}, {"feature": '
                   '"K_body_size_pct", "importance": 0.11371529796064969}, '
                   '{"feature": "O_pct_change_12", "importance": '
                   '0.11212161992160097}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.02502824639889662}, {"feature": '
                   '"O_div_binary_48", "importance": 0.005646415792714362}, '
                   '{"feature": "O_div_binary_12", "importance": '
                   '0.0029680845419117357}]',
 '_model_metadata': {'created_at': '2026-07-12T10:13:00.569309',
                     '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': 0.04866009349550076,
                                         'max_depth': 4,
                                         'n_estimators': 229,
                                         'random_state': 42,
                                         'subsample': 0.8},
                     'metrics': {'auc': 0.5885251643408691,
                                 'train_accuracy': 0.7863373060789667},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
                     'training_time_sec': 6.070508003234863},
 'accuracy': 0.7863373060789667,
 'avg_loss': -0.0034359615064156533,
 'avg_win': 0.0015169853133916614,
 'expectancy': -0.00045508155441598174,
 'learning_rate': 0.04866009349550076,
 'losing_trades': 303,
 'max_depth': 4,
 'max_drawdown': 0.35669229127609914,
 'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260712_1783793751',
 'n_estimators': 229,
 'profit_factor': 0.6673534899820395,
 'sharpe_ratio': -12.586674438529048,
 'sl_mult': 0.5265113105416218,
 'top_pct': 7,
 'total_pnl': -0.3463170629105621,
 'total_trades': 761,
 'tp_mult': 1.6424192782063156,
 'trail_stop_1': -0.0702990531205253,
 'trail_stop_2': 0.12701873017352877,
 'trail_stop_3': 0.36857567658191204,
 'trail_stop_4': 0.7018817551480526,
 'trail_stop_5': 2.4880404474284177,
 'trail_thr_1': 0.2367703298475946,
 'trail_thr_2': 0.5655475343182758,
 'trail_thr_3': 0.8271824058632268,
 'trail_thr_4': 1.6690509704999827,
 'trail_thr_5': 3.7847347617824836,
 'trial_num': 20,
 'vp_subset_size': 0,
 'win_rate': 0.6018396846254928,
 'winning_trades': 458}
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}
1354 BTCUSDT 5 volume_price_pivot_v86_y_C0 2023-10-01 ~ 2026-06-30 0.667 0.64% 758 -12.663 0.39 0.895 0.000 2026-07-09
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260709_1783559953
Data Hash: 3c112bae8dd2b04f
Feature Score:
展開 
('[{"feature": "K_close_position_in_hl", "importance": 0.29089823192860614}, '
 '{"feature": "K_body_size_pct", "importance": 0.18144836297328729}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.15534385181185215}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.11892318489094619}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.10594248320518639}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.06735096184757303}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.03372528581958767}, '
 '{"feature": "O_pct_change_12", "importance": 0.03352295360112709}, '
 '{"feature": "O_div_binary_12", "importance": 0.0115848226985883}, '
 '{"feature": "O_div_binary_48", "importance": 0.0012598612232458735}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
                   '0.29089823192860614}, {"feature": "K_body_size_pct", '
                   '"importance": 0.18144836297328729}, {"feature": '
                   '"O_div_amplitude_12", "importance": 0.15534385181185215}, '
                   '{"feature": "K_high_pct_change_12", "importance": '
                   '0.11892318489094619}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.10594248320518639}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.06735096184757303}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.03372528581958767}, {"feature": '
                   '"O_pct_change_12", "importance": 0.03352295360112709}, '
                   '{"feature": "O_div_binary_12", "importance": '
                   '0.0115848226985883}, {"feature": "O_div_binary_48", '
                   '"importance": 0.0012598612232458735}]',
 '_model_metadata': {'created_at': '2026-07-09T17:19:12.993482',
                     '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': 0.8452083283404831,
                                 'train_accuracy': 0.8945834988743213},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15102,
                     'tags': {},
                     'training_data_hash': '3c112bae8dd2b04f-374708fff7719dd5',
                     'training_time_sec': 4.066580772399902},
 'accuracy': 0.8945834988743213,
 'avg_loss': -0.004112255825115813,
 'avg_win': 0.0015266853191289746,
 'expectancy': -0.0004893477284836076,
 'losing_trades': 271,
 'max_drawdown': 0.38907975799962485,
 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260709_1783559953',
 'profit_factor': 0.6671585793728235,
 'sharpe_ratio': -12.663244804238799,
 'total_pnl': -0.3709255781905746,
 'total_trades': 758,
 'trial_num': 0,
 'win_rate': 0.6424802110817942,
 'winning_trades': 487}
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}
1722 BTCUSDT 5 volume_price_pivot_v86_y_C4 2023-08-01 ~ 2026-07-31 0.655 0.60% 761 -13.078 0.37 0.786 0.000 2026-07-12
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260712_1783798748
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_close_position_in_hl", "importance": 0.16506354619530575}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.163547248019981}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.15025712992924428}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.1387394959363395}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.13280226011762425}, '
 '{"feature": "K_body_size_pct", "importance": 0.11274458924021205}, '
 '{"feature": "O_pct_change_12", "importance": 0.10325013076031699}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.02590529326701642}, '
 '{"feature": "O_div_binary_12", "importance": 0.003976267857903032}, '
 '{"feature": "O_div_binary_48", "importance": 0.0037140386760565886}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
                   '0.16506354619530575}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.163547248019981}, {"feature": "O_div_amplitude_12", '
                   '"importance": 0.15025712992924428}, {"feature": '
                   '"K_high_pct_change_12", "importance": 0.1387394959363395}, '
                   '{"feature": "O_div_amplitude_48", "importance": '
                   '0.13280226011762425}, {"feature": "K_body_size_pct", '
                   '"importance": 0.11274458924021205}, {"feature": '
                   '"O_pct_change_12", "importance": 0.10325013076031699}, '
                   '{"feature": "K_consecutive_shrink", "importance": '
                   '0.02590529326701642}, {"feature": "O_div_binary_12", '
                   '"importance": 0.003976267857903032}, {"feature": '
                   '"O_div_binary_48", "importance": 0.0037140386760565886}]',
 '_model_metadata': {'created_at': '2026-07-12T11:31:07.737807',
                     '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': 0.04352578891875014,
                                         'max_depth': 4,
                                         'n_estimators': 218,
                                         'random_state': 42,
                                         'subsample': 0.8},
                     'metrics': {'auc': 0.5879811449864278,
                                 'train_accuracy': 0.785671482788468},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
                     'training_time_sec': 5.76560378074646},
 'accuracy': 0.785671482788468,
 'avg_loss': -0.003461159835014088,
 'avg_win': 0.0015089491658907095,
 'expectancy': -0.00047648202500949856,
 'learning_rate': 0.04352578891875014,
 'losing_trades': 304,
 'max_depth': 4,
 'max_drawdown': 0.3711842050900286,
 'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260712_1783798748',
 'n_estimators': 218,
 'profit_factor': 0.6553836013178052,
 'sharpe_ratio': -13.077928846252163,
 'sl_mult': 0.6754559656902854,
 'top_pct': 9,
 'total_pnl': -0.3626028210322284,
 'total_trades': 761,
 'tp_mult': 1.828144234160914,
 'trail_stop_1': 0.04740435967115508,
 'trail_stop_2': 0.042475223624958904,
 'trail_stop_3': 0.5181293338045445,
 'trail_stop_4': 0.6285114442405588,
 'trail_stop_5': 2.253642853677372,
 'trail_thr_1': 0.266421722233117,
 'trail_thr_2': 0.423180959599176,
 'trail_thr_3': 1.3766810297042416,
 'trail_thr_4': 1.6575388746046587,
 'trail_thr_5': 3.4581107446025645,
 'trial_num': 6,
 'vp_subset_size': 0,
 '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}
1718 BTCUSDT 5 volume_price_pivot_v86_y_C4 2023-08-01 ~ 2026-07-31 0.652 0.59% 761 -13.212 0.39 0.784 0.000 2026-07-12
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260712_1783796239
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_close_position_in_hl", "importance": 0.19717309290031357}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.17221258553277052}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.15330002791918917}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.13231577014264548}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.1283472609018029}, '
 '{"feature": "K_body_size_pct", "importance": 0.098496793050918}, {"feature": '
 '"O_pct_change_12", "importance": 0.0898442943862195}, {"feature": '
 '"K_consecutive_shrink", "importance": 0.02516664365505003}, {"feature": '
 '"O_div_binary_48", "importance": 0.0016264815376147177}, {"feature": '
 '"O_div_binary_12", "importance": 0.0015170499734760898}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
                   '0.19717309290031357}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.17221258553277052}, {"feature": "O_div_amplitude_12", '
                   '"importance": 0.15330002791918917}, {"feature": '
                   '"K_high_pct_change_12", "importance": '
                   '0.13231577014264548}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.1283472609018029}, {"feature": '
                   '"K_body_size_pct", "importance": 0.098496793050918}, '
                   '{"feature": "O_pct_change_12", "importance": '
                   '0.0898442943862195}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.02516664365505003}, {"feature": '
                   '"O_div_binary_48", "importance": 0.0016264815376147177}, '
                   '{"feature": "O_div_binary_12", "importance": '
                   '0.0015170499734760898}]',
 '_model_metadata': {'created_at': '2026-07-12T10:55:51.409726',
                     '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': 0.042315397233158705,
                                         'max_depth': 3,
                                         'n_estimators': 216,
                                         'random_state': 42,
                                         'subsample': 0.8},
                     'metrics': {'auc': 0.5953071641916894,
                                 'train_accuracy': 0.7836074305879219},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
                     'training_time_sec': 4.404482126235962},
 'accuracy': 0.7836074305879219,
 'avg_loss': -0.0033375763536341104,
 'avg_win': 0.0015047779913179376,
 'expectancy': -0.00047416051233526455,
 'learning_rate': 0.042315397233158705,
 'losing_trades': 311,
 'max_depth': 3,
 'max_drawdown': 0.38959844340463234,
 'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260712_1783796239',
 'n_estimators': 216,
 'profit_factor': 0.6523690450769069,
 'sharpe_ratio': -13.211617307480582,
 'sl_mult': 1.0017737049623878,
 'top_pct': 14,
 'total_pnl': -0.36083614988713625,
 'total_trades': 761,
 'tp_mult': 1.1507190185564646,
 'trail_stop_1': 0.0348782998480959,
 'trail_stop_2': 0.19560271027234521,
 'trail_stop_3': 0.6109906962768802,
 'trail_stop_4': 0.7644746219751222,
 'trail_stop_5': 1.6209194272591838,
 'trail_thr_1': 0.2683282439275983,
 'trail_thr_2': 0.4423682766239318,
 'trail_thr_3': 0.9192000591626868,
 'trail_thr_4': 1.5745993749490625,
 'trail_thr_5': 3.413972709263018,
 'trial_num': 24,
 'vp_subset_size': 3,
 'win_rate': 0.5913272010512484,
 'winning_trades': 450}
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}
1721 BTCUSDT 5 volume_price_pivot_v86_y_C4 2023-08-01 ~ 2026-07-31 0.651 0.59% 761 -13.312 0.37 0.786 0.000 2026-07-12
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260712_1783798099
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_close_position_in_hl", "importance": 0.17213932588415026}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.15870587165021685}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.14631783007361943}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.13346979125272604}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.12752387523672945}, '
 '{"feature": "K_body_size_pct", "importance": 0.1237909889826835}, '
 '{"feature": "O_pct_change_12", "importance": 0.10548827400547953}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.02362477081411788}, '
 '{"feature": "O_div_binary_48", "importance": 0.004816711780037463}, '
 '{"feature": "O_div_binary_12", "importance": 0.004122560320239615}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
                   '0.17213932588415026}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.15870587165021685}, {"feature": "O_div_amplitude_12", '
                   '"importance": 0.14631783007361943}, {"feature": '
                   '"K_high_pct_change_12", "importance": '
                   '0.13346979125272604}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.12752387523672945}, {"feature": '
                   '"K_body_size_pct", "importance": 0.1237909889826835}, '
                   '{"feature": "O_pct_change_12", "importance": '
                   '0.10548827400547953}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.02362477081411788}, {"feature": '
                   '"O_div_binary_48", "importance": 0.004816711780037463}, '
                   '{"feature": "O_div_binary_12", "importance": '
                   '0.004122560320239615}]',
 '_model_metadata': {'created_at': '2026-07-12T11:21:18.380319',
                     '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': 0.05579758008248499,
                                         'max_depth': 4,
                                         'n_estimators': 183,
                                         'random_state': 42,
                                         'subsample': 0.8},
                     'metrics': {'auc': 0.5897222501483689,
                                 'train_accuracy': 0.7859378121046674},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
                     'training_time_sec': 4.858986139297485},
 'accuracy': 0.7859378121046674,
 'avg_loss': -0.0033347608425559013,
 'avg_win': 0.0015157655153958897,
 'expectancy': -0.0004792604373490651,
 'learning_rate': 0.05579758008248499,
 'losing_trades': 313,
 'max_depth': 4,
 'max_drawdown': 0.3651205928226386,
 'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260712_1783798099',
 'n_estimators': 183,
 'profit_factor': 0.6505804454922864,
 'sharpe_ratio': -13.312330890399858,
 'sl_mult': 0.748682533527492,
 'top_pct': 11,
 'total_pnl': -0.3647171928226386,
 'total_trades': 761,
 'tp_mult': 1.351824506501526,
 'trail_stop_1': 0.039630505102253605,
 'trail_stop_2': 0.07050224637095136,
 'trail_stop_3': 0.42824390358250597,
 'trail_stop_4': 0.46163078733081886,
 'trail_stop_5': 2.4415579778062653,
 'trail_thr_1': 0.15525803270503727,
 'trail_thr_2': 0.5441363431393687,
 'trail_thr_3': 0.9500700649375349,
 'trail_thr_4': 1.6490176153739355,
 'trail_thr_5': 3.405270530847263,
 'trial_num': 8,
 'vp_subset_size': 0,
 'win_rate': 0.5886990801576872,
 'winning_trades': 448}
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}
1265 BTCUSDT 5 volume_price_pivot_v86_y_C0 2023-10-01 ~ 2026-04-30 0.650 0.67% 759 -13.665 0.43 1.000 0.000 2026-07-07
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783403916
Data Hash: 3c112bae8dd2b04f
Feature Score:
展開 
('[{"feature": "O_div_amplitude_12", "importance": 0.42124079393918484}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.23632524982436803}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.12849592840912866}, '
 '{"feature": "K_body_size_pct", "importance": 0.0766562738488822}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.04305127931045392}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.03371468645478378}, '
 '{"feature": "K_close_position_in_hl", "importance": 0.03068027152097363}, '
 '{"feature": "O_pct_change_12", "importance": 0.02875759904151857}, '
 '{"feature": "O_div_binary_12", "importance": 0.001077917650706325}, '
 '{"feature": "O_div_binary_48", "importance": 0.0}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "O_div_amplitude_12", "importance": '
                   '0.42124079393918484}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.23632524982436803}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.12849592840912866}, {"feature": '
                   '"K_body_size_pct", "importance": 0.0766562738488822}, '
                   '{"feature": "K_high_pct_change_12", "importance": '
                   '0.04305127931045392}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.03371468645478378}, {"feature": '
                   '"K_close_position_in_hl", "importance": '
                   '0.03068027152097363}, {"feature": "O_pct_change_12", '
                   '"importance": 0.02875759904151857}, {"feature": '
                   '"O_div_binary_12", "importance": 0.001077917650706325}, '
                   '{"feature": "O_div_binary_48", "importance": 0.0}]',
 '_model_metadata': {'created_at': '2026-07-07T21:58:36.163764',
                     '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': 0.9025122807017544,
                                 'train_accuracy': 0.9998013508144616},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15102,
                     'tags': {},
                     'training_data_hash': '3c112bae8dd2b04f-374708fff7719dd5',
                     'training_time_sec': 4.078999042510986},
 'accuracy': 0.9998013508144616,
 'avg_loss': -0.004913190476863001,
 'avg_win': 0.0015597293083239052,
 'expectancy': -0.000563797735828321,
 'losing_trades': 249,
 'max_drawdown': 0.4295563060846807,
 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783403916',
 'profit_factor': 0.6502142160377054,
 'sharpe_ratio': -13.665097769038423,
 'total_pnl': -0.4279224814936959,
 'total_trades': 759,
 'trial_num': 0,
 'win_rate': 0.6719367588932806,
 'winning_trades': 510}
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}
1048 BTCUSDT 5 volume_price_pivot_v86_y_C6 2023-08-01 ~ 2026-07-31 0.649 0.65% 761 -13.730 0.43 0.005 0.000 2026-07-02
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C6_BTCUSDT_2_20260702_1782972012
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_body_size_pct", "importance": 0.15333746295081713}, '
 '{"feature": "O_pct_change_12", "importance": 0.14609537276798654}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.1438687623666064}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.14276413131953633}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.13329626966177072}, '
 '{"feature": "K_close_position_in_hl", "importance": 0.12822288236573454}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.12458323236194843}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.024066813362912602}, '
 '{"feature": "O_div_binary_12", "importance": 0.0025019375122300584}, '
 '{"feature": "O_div_binary_48", "importance": 0.0012631353304571973}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_body_size_pct", "importance": '
                   '0.15333746295081713}, {"feature": "O_pct_change_12", '
                   '"importance": 0.14609537276798654}, {"feature": '
                   '"O_div_amplitude_48", "importance": 0.1438687623666064}, '
                   '{"feature": "K_high_pct_change_12", "importance": '
                   '0.14276413131953633}, {"feature": "O_div_amplitude_12", '
                   '"importance": 0.13329626966177072}, {"feature": '
                   '"K_close_position_in_hl", "importance": '
                   '0.12822288236573454}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.12458323236194843}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.024066813362912602}, {"feature": '
                   '"O_div_binary_12", "importance": 0.0025019375122300584}, '
                   '{"feature": "O_div_binary_48", "importance": '
                   '0.0012631353304571973}]',
 '_model_metadata': {'created_at': '2026-07-02T21:57:04.464059',
                     '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,
                                 'train_accuracy': 0.004594180704441042},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-b38c612d3a2f2d9b',
                     'training_time_sec': 11.970947980880737},
 'accuracy': 0.004594180704441042,
 'avg_loss': -0.00459080254021903,
 'avg_win': 0.0015724068624228303,
 'expectancy': -0.0005575853490026748,
 'losing_trades': 263,
 'max_drawdown': 0.430982883669671,
 'model_file': 'volume_price_pivot_v86_y_C6_BTCUSDT_2_20260702_1782972012',
 'profit_factor': 0.6485596289275575,
 'sharpe_ratio': -13.729859629881744,
 'total_pnl': -0.42432245059103546,
 'total_trades': 761,
 'trial_num': 0,
 'win_rate': 0.6544021024967148,
 '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}
1719 BTCUSDT 5 volume_price_pivot_v86_y_C4 2023-08-01 ~ 2026-07-31 0.647 0.60% 761 -13.492 0.39 0.784 0.000 2026-07-12
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260712_1783796873
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_close_position_in_hl", "importance": 0.18919332352138155}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.16395639314079108}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.15754754859959572}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.1385773730511202}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.12009595971812784}, '
 '{"feature": "K_body_size_pct", "importance": 0.11834423461786481}, '
 '{"feature": "O_pct_change_12", "importance": 0.08627540286775516}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.022992992646437217}, '
 '{"feature": "O_div_binary_12", "importance": 0.002305888255195095}, '
 '{"feature": "O_div_binary_48", "importance": 0.000710883581731336}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
                   '0.18919332352138155}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.16395639314079108}, {"feature": "O_div_amplitude_12", '
                   '"importance": 0.15754754859959572}, {"feature": '
                   '"K_high_pct_change_12", "importance": 0.1385773730511202}, '
                   '{"feature": "O_div_amplitude_48", "importance": '
                   '0.12009595971812784}, {"feature": "K_body_size_pct", '
                   '"importance": 0.11834423461786481}, {"feature": '
                   '"O_pct_change_12", "importance": 0.08627540286775516}, '
                   '{"feature": "K_consecutive_shrink", "importance": '
                   '0.022992992646437217}, {"feature": "O_div_binary_12", '
                   '"importance": 0.002305888255195095}, {"feature": '
                   '"O_div_binary_48", "importance": 0.000710883581731336}]',
 '_model_metadata': {'created_at': '2026-07-12T11:02:18.756487',
                     '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': 0.062468545146128374,
                                         'max_depth': 3,
                                         'n_estimators': 183,
                                         'random_state': 42,
                                         'subsample': 0.8},
                     'metrics': {'auc': 0.5888148080284609,
                                 'train_accuracy': 0.7840069245622212},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
                     'training_time_sec': 3.7981417179107666},
 'accuracy': 0.7840069245622212,
 'avg_loss': -0.0034898583029692484,
 'avg_win': 0.0015014912495606983,
 'expectancy': -0.0004924249974420661,
 'learning_rate': 0.062468545146128374,
 'losing_trades': 304,
 'max_depth': 3,
 'max_drawdown': 0.38593962305341245,
 'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260712_1783796873',
 'n_estimators': 183,
 'profit_factor': 0.6467815579713064,
 'sharpe_ratio': -13.491703837652317,
 'sl_mult': 0.531311788957397,
 'top_pct': 7,
 'total_pnl': -0.37473542305341234,
 'total_trades': 761,
 'tp_mult': 1.9752087678141945,
 'trail_stop_1': -0.012187187174685726,
 'trail_stop_2': 0.18279097718605491,
 'trail_stop_3': 0.6395113873161591,
 'trail_stop_4': 0.8392364592678885,
 'trail_stop_5': 1.8248602102663831,
 'trail_thr_1': 0.3338346141942375,
 'trail_thr_2': 0.44854842856416255,
 'trail_thr_3': 0.9149492001723466,
 'trail_thr_4': 1.6316998499342628,
 'trail_thr_5': 3.1793951095025133,
 'trial_num': 13,
 '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}
1283 BTCUSDT 5 volume_price_pivot_v86_y_C0 2023-08-01 ~ 2026-02-28 0.646 0.65% 761 -13.819 0.44 0.889 0.000 2026-07-07
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783404432
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "O_div_amplitude_12", "importance": 0.4726725241787022}, '
 '{"feature": "O_div_binary_12", "importance": 0.23548274536523175}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.1464565407927386}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.05058958714470938}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.040627579352826085}, '
 '{"feature": "K_body_size_pct", "importance": 0.021831851235556685}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.01594747849115008}, '
 '{"feature": "K_close_position_in_hl", "importance": 0.01030913256237318}, '
 '{"feature": "O_pct_change_12", "importance": 0.005955990564387618}, '
 '{"feature": "O_div_binary_48", "importance": 0.00012657031232431938}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "O_div_amplitude_12", "importance": '
                   '0.4726725241787022}, {"feature": "O_div_binary_12", '
                   '"importance": 0.23548274536523175}, {"feature": '
                   '"K_high_pct_change_12", "importance": 0.1464565407927386}, '
                   '{"feature": "O_div_amplitude_48", "importance": '
                   '0.05058958714470938}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.040627579352826085}, {"feature": '
                   '"K_body_size_pct", "importance": 0.021831851235556685}, '
                   '{"feature": "K_momentum_pct_change_48", "importance": '
                   '0.01594747849115008}, {"feature": '
                   '"K_close_position_in_hl", "importance": '
                   '0.01030913256237318}, {"feature": "O_pct_change_12", '
                   '"importance": 0.005955990564387618}, {"feature": '
                   '"O_div_binary_48", "importance": 0.00012657031232431938}]',
 '_model_metadata': {'created_at': '2026-07-07T22:07:12.623719',
                     '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': 0.9585214101858064,
                                 'train_accuracy': 0.8885411811705174},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
                     'training_time_sec': 4.113646030426025},
 'accuracy': 0.8885411811705174,
 'avg_loss': -0.004484545607976358,
 'avg_win': 0.0015649271410026581,
 'expectancy': -0.0005575554135011488,
 'losing_trades': 267,
 'max_drawdown': 0.4413594527187918,
 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783404432',
 'profit_factor': 0.645641391899793,
 'sharpe_ratio': -13.819084779689465,
 'total_pnl': -0.4242996696743745,
 'total_trades': 761,
 'trial_num': 0,
 'win_rate': 0.6491458607095927,
 '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}
1689 BTCUSDT 5 volume_price_pivot_v86_y_C3 2023-08-01 ~ 2026-07-31 0.639 0.66% 761 -14.252 0.44 0.923 0.000 2026-07-12
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C3_BTCUSDT_2_20260711_1783778044
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_high_pct_change_12", "importance": 0.1841455795121832}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.1632066444315016}, '
 '{"feature": "K_close_position_in_hl", "importance": 0.12749542408229306}, '
 '{"feature": "O_pct_change_12", "importance": 0.11409382162855539}, '
 '{"feature": "K_body_size_pct", "importance": 0.11182582026033708}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.10983936995709923}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.10040476787518156}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.04511282896807494}, '
 '{"feature": "O_div_binary_12", "importance": 0.03823850985766609}, '
 '{"feature": "O_div_binary_48", "importance": 0.005637233427107844}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
                   '0.1841455795121832}, {"feature": "O_div_amplitude_12", '
                   '"importance": 0.1632066444315016}, {"feature": '
                   '"K_close_position_in_hl", "importance": '
                   '0.12749542408229306}, {"feature": "O_pct_change_12", '
                   '"importance": 0.11409382162855539}, {"feature": '
                   '"K_body_size_pct", "importance": 0.11182582026033708}, '
                   '{"feature": "K_momentum_pct_change_48", "importance": '
                   '0.10983936995709923}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.10040476787518156}, {"feature": '
                   '"K_consecutive_shrink", "importance": '
                   '0.04511282896807494}, {"feature": "O_div_binary_12", '
                   '"importance": 0.03823850985766609}, {"feature": '
                   '"O_div_binary_48", "importance": 0.005637233427107844}]',
 '_model_metadata': {'created_at': '2026-07-12T05:48:21.305517',
                     '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': 0.06995926049075665,
                                         'max_depth': 5,
                                         'n_estimators': 235,
                                         'random_state': 42,
                                         'subsample': 0.8},
                     'metrics': {'auc': 0.6816572760953659,
                                 'train_accuracy': 0.9233637392635995},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
                     'training_time_sec': 7.518967151641846},
 'accuracy': 0.9233637392635995,
 'avg_loss': -0.0046413520896492816,
 'avg_win': 0.0015570016373726097,
 'expectancy': -0.0005769913671999727,
 'learning_rate': 0.06995926049075665,
 'losing_trades': 262,
 'max_depth': 5,
 'max_drawdown': 0.4396914211102266,
 'model_file': 'volume_price_pivot_v86_y_C3_BTCUSDT_2_20260711_1783778044',
 'n_bars': 8,
 'n_estimators': 235,
 'profit_factor': 0.6389160656073773,
 'sharpe_ratio': -14.252483701328337,
 'top_pct': 11,
 'total_pnl': -0.43909043043917967,
 'total_trades': 761,
 'trail_stop_1': -0.016331793760709257,
 'trail_stop_2': 0.10970338680801994,
 'trail_stop_3': 0.4545433591038477,
 'trail_stop_4': 0.9616684523324983,
 'trail_stop_5': 2.987510866729311,
 'trail_thr_1': 0.17473230033550247,
 'trail_thr_2': 0.49060723575565873,
 'trail_thr_3': 1.0930014491091622,
 'trail_thr_4': 1.6225204641453128,
 'trail_thr_5': 3.0445583835188716,
 'trial_num': 12,
 'vp_subset_size': 1,
 'win_rate': 0.6557161629434954,
 'window': 12,
 'winning_trades': 499}
ind_param (optuna):
展開 Optuna 參數 
{'n_estimators': [165, 295], 'max_depth': [3, 5], 'learning_rate': [0.04, 0.09], 'trail_thr_1': [0.15, 0.35], 'trail_stop_1': [-0.15, 0.05], 'trail_thr_2': [0.35, 0.7], 'trail_stop_2': [0.0, 0.2], 'trail_thr_3': [0.8, 1.4], 'trail_stop_3': [0.2, 0.65], 'trail_thr_4': [1.45, 1.8], 'trail_stop_4': [0.4, 1.0], 'trail_thr_5': [2.5, 4.0], 'trail_stop_5': [1.5, 3.0], 'vp_subset_size': [0, 3], 'top_pct': [7, 16], 'window': [6, 24], '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}
1684 BTCUSDT 5 volume_price_pivot_v86_y_C3 2023-08-01 ~ 2026-07-31 0.634 0.65% 761 -14.402 0.46 0.912 0.000 2026-07-12
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C3_BTCUSDT_2_20260711_1783774964
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_high_pct_change_12", "importance": 0.25254156300625374}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.175140452888748}, '
 '{"feature": "K_close_position_in_hl", "importance": 0.103442283460349}, '
 '{"feature": "O_div_binary_12", "importance": 0.09158420142595437}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.08369116317642877}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.0798661333265971}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.07626953805219691}, '
 '{"feature": "O_pct_change_12", "importance": 0.06794800316088123}, '
 '{"feature": "K_body_size_pct", "importance": 0.06771869204185271}, '
 '{"feature": "O_div_binary_48", "importance": 0.0017979694607381832}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
                   '0.25254156300625374}, {"feature": "O_div_amplitude_12", '
                   '"importance": 0.175140452888748}, {"feature": '
                   '"K_close_position_in_hl", "importance": '
                   '0.103442283460349}, {"feature": "O_div_binary_12", '
                   '"importance": 0.09158420142595437}, {"feature": '
                   '"O_div_amplitude_48", "importance": 0.08369116317642877}, '
                   '{"feature": "K_momentum_pct_change_48", "importance": '
                   '0.0798661333265971}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.07626953805219691}, {"feature": '
                   '"O_pct_change_12", "importance": 0.06794800316088123}, '
                   '{"feature": "K_body_size_pct", "importance": '
                   '0.06771869204185271}, {"feature": "O_div_binary_48", '
                   '"importance": 0.0017979694607381832}]',
 '_model_metadata': {'created_at': '2026-07-12T04:58:58.571896',
                     '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': 0.04186740943746072,
                                         'max_depth': 3,
                                         'n_estimators': 242,
                                         'random_state': 42,
                                         'subsample': 0.8},
                     'metrics': {'auc': 0.6985013842320106,
                                 'train_accuracy': 0.9124442372994207},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
                     'training_time_sec': 4.931179523468018},
 'accuracy': 0.9124442372994207,
 'avg_loss': -0.00463177088968173,
 'avg_win': 0.0015508848419665457,
 'expectancy': -0.0005858279798777336,
 'learning_rate': 0.04186740943746072,
 'losing_trades': 263,
 'max_depth': 3,
 'max_drawdown': 0.460623892686956,
 'model_file': 'volume_price_pivot_v86_y_C3_BTCUSDT_2_20260711_1783774964',
 'n_bars': 12,
 'n_estimators': 242,
 'profit_factor': 0.634024553192132,
 'sharpe_ratio': -14.402217761323305,
 'top_pct': 13,
 'total_pnl': -0.4458150926869552,
 'total_trades': 761,
 'trail_stop_1': -0.07796187171774742,
 'trail_stop_2': 0.10444865201096087,
 'trail_stop_3': 0.29711946237357945,
 'trail_stop_4': 0.4512084789962608,
 'trail_stop_5': 2.297031947352222,
 'trail_thr_1': 0.31452011213193165,
 'trail_thr_2': 0.3944711794281597,
 'trail_thr_3': 1.2619961318591664,
 'trail_thr_4': 1.66801166653665,
 'trail_thr_5': 2.5775225817529117,
 'trial_num': 17,
 'vp_subset_size': 2,
 'win_rate': 0.6544021024967148,
 'window': 19,
 'winning_trades': 498}
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], 'window': [6, 24], '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}
837 BTCUSDT 5 volume_price_pivot_v86_y_C4 2023-08-01 ~ 2026-07-31 0.633 0.59% 761 -14.225 0.40 0.785 0.000 2026-06-28
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260628_1782619120
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_close_position_in_hl", "importance": 0.1877538249269138}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.17603313290848324}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.15854793867583714}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.13314399172675265}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.12582233948663413}, '
 '{"feature": "K_body_size_pct", "importance": 0.10184729291128462}, '
 '{"feature": "O_pct_change_12", "importance": 0.08897501482104882}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.024520721591259082}, '
 '{"feature": "O_div_binary_48", "importance": 0.001860396775238381}, '
 '{"feature": "O_div_binary_12", "importance": 0.0014953461765481663}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
                   '0.1877538249269138}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.17603313290848324}, {"feature": "O_div_amplitude_12", '
                   '"importance": 0.15854793867583714}, {"feature": '
                   '"K_high_pct_change_12", "importance": '
                   '0.13314399172675265}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.12582233948663413}, {"feature": '
                   '"K_body_size_pct", "importance": 0.10184729291128462}, '
                   '{"feature": "O_pct_change_12", "importance": '
                   '0.08897501482104882}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.024520721591259082}, {"feature": '
                   '"O_div_binary_48", "importance": 0.001860396775238381}, '
                   '{"feature": "O_div_binary_12", "importance": '
                   '0.0014953461765481663}]',
 '_model_metadata': {'created_at': '2026-06-28T19:58:40.331489',
                     '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': 0.5924390794168696,
                                 'train_accuracy': 0.7850056594979692},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
                     'training_time_sec': 4.1180713176727295},
 'accuracy': 0.7850056594979692,
 'avg_loss': -0.003417047489649949,
 'avg_win': 0.0015109265728155883,
 'expectancy': -0.000515953692035546,
 'losing_trades': 313,
 'max_drawdown': 0.4035536895871567,
 'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260628_1782619120',
 'profit_factor': 0.6328867756944693,
 'sharpe_ratio': -14.224652376841352,
 'total_pnl': -0.39264075963905043,
 'total_trades': 761,
 'trial_num': 0,
 'win_rate': 0.5886990801576872,
 'winning_trades': 448}
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}
836 BTCUSDT 5 volume_price_pivot_v86_y_C4 2023-08-01 ~ 2026-07-31 0.633 0.59% 761 -14.225 0.40 0.785 0.000 2026-06-28
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260628_1782619067
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_close_position_in_hl", "importance": 0.1877538249269138}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.17603313290848324}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.15854793867583714}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.13314399172675265}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.12582233948663413}, '
 '{"feature": "K_body_size_pct", "importance": 0.10184729291128462}, '
 '{"feature": "O_pct_change_12", "importance": 0.08897501482104882}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.024520721591259082}, '
 '{"feature": "O_div_binary_48", "importance": 0.001860396775238381}, '
 '{"feature": "O_div_binary_12", "importance": 0.0014953461765481663}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
                   '0.1877538249269138}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.17603313290848324}, {"feature": "O_div_amplitude_12", '
                   '"importance": 0.15854793867583714}, {"feature": '
                   '"K_high_pct_change_12", "importance": '
                   '0.13314399172675265}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.12582233948663413}, {"feature": '
                   '"K_body_size_pct", "importance": 0.10184729291128462}, '
                   '{"feature": "O_pct_change_12", "importance": '
                   '0.08897501482104882}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.024520721591259082}, {"feature": '
                   '"O_div_binary_48", "importance": 0.001860396775238381}, '
                   '{"feature": "O_div_binary_12", "importance": '
                   '0.0014953461765481663}]',
 '_model_metadata': {'created_at': '2026-06-28T19:57:46.849222',
                     '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': 0.5924390794168696,
                                 'train_accuracy': 0.7850056594979692},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
                     'training_time_sec': 4.0159993171691895},
 'accuracy': 0.7850056594979692,
 'avg_loss': -0.003417047489649949,
 'avg_win': 0.0015109265728155883,
 'expectancy': -0.000515953692035546,
 'losing_trades': 313,
 'max_drawdown': 0.4035536895871567,
 'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260628_1782619067',
 'profit_factor': 0.6328867756944693,
 'sharpe_ratio': -14.224652376841352,
 'total_pnl': -0.39264075963905043,
 'total_trades': 761,
 'trial_num': 0,
 'win_rate': 0.5886990801576872,
 'winning_trades': 448}
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}
832 BTCUSDT 5 volume_price_pivot_v86_y_C4 2023-08-01 ~ 2026-07-31 0.633 0.59% 761 -14.225 0.40 0.785 0.000 2026-06-28
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260628_1782618892
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_close_position_in_hl", "importance": 0.1877538249269138}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.17603313290848324}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.15854793867583714}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.13314399172675265}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.12582233948663413}, '
 '{"feature": "K_body_size_pct", "importance": 0.10184729291128462}, '
 '{"feature": "O_pct_change_12", "importance": 0.08897501482104882}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.024520721591259082}, '
 '{"feature": "O_div_binary_48", "importance": 0.001860396775238381}, '
 '{"feature": "O_div_binary_12", "importance": 0.0014953461765481663}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
                   '0.1877538249269138}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.17603313290848324}, {"feature": "O_div_amplitude_12", '
                   '"importance": 0.15854793867583714}, {"feature": '
                   '"K_high_pct_change_12", "importance": '
                   '0.13314399172675265}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.12582233948663413}, {"feature": '
                   '"K_body_size_pct", "importance": 0.10184729291128462}, '
                   '{"feature": "O_pct_change_12", "importance": '
                   '0.08897501482104882}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.024520721591259082}, {"feature": '
                   '"O_div_binary_48", "importance": 0.001860396775238381}, '
                   '{"feature": "O_div_binary_12", "importance": '
                   '0.0014953461765481663}]',
 '_model_metadata': {'created_at': '2026-06-28T19:54:52.640296',
                     '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': 0.5924390794168696,
                                 'train_accuracy': 0.7850056594979692},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
                     'training_time_sec': 4.042585611343384},
 'accuracy': 0.7850056594979692,
 'avg_loss': -0.003417047489649949,
 'avg_win': 0.0015109265728155883,
 'expectancy': -0.000515953692035546,
 'losing_trades': 313,
 'max_drawdown': 0.4035536895871567,
 'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260628_1782618892',
 'profit_factor': 0.6328867756944693,
 'sharpe_ratio': -14.224652376841352,
 'total_pnl': -0.39264075963905043,
 'total_trades': 761,
 'trial_num': 0,
 'win_rate': 0.5886990801576872,
 'winning_trades': 448}
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}
831 BTCUSDT 5 volume_price_pivot_v86_y_C4 2023-08-01 ~ 2026-07-31 0.633 0.59% 761 -14.225 0.40 0.785 0.000 2026-06-28
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260628_1782618839
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_close_position_in_hl", "importance": 0.1877538249269138}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.17603313290848324}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.15854793867583714}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.13314399172675265}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.12582233948663413}, '
 '{"feature": "K_body_size_pct", "importance": 0.10184729291128462}, '
 '{"feature": "O_pct_change_12", "importance": 0.08897501482104882}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.024520721591259082}, '
 '{"feature": "O_div_binary_48", "importance": 0.001860396775238381}, '
 '{"feature": "O_div_binary_12", "importance": 0.0014953461765481663}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
                   '0.1877538249269138}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.17603313290848324}, {"feature": "O_div_amplitude_12", '
                   '"importance": 0.15854793867583714}, {"feature": '
                   '"K_high_pct_change_12", "importance": '
                   '0.13314399172675265}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.12582233948663413}, {"feature": '
                   '"K_body_size_pct", "importance": 0.10184729291128462}, '
                   '{"feature": "O_pct_change_12", "importance": '
                   '0.08897501482104882}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.024520721591259082}, {"feature": '
                   '"O_div_binary_48", "importance": 0.001860396775238381}, '
                   '{"feature": "O_div_binary_12", "importance": '
                   '0.0014953461765481663}]',
 '_model_metadata': {'created_at': '2026-06-28T19:53:59.040989',
                     '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': 0.5924390794168696,
                                 'train_accuracy': 0.7850056594979692},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
                     'training_time_sec': 4.149515867233276},
 'accuracy': 0.7850056594979692,
 'avg_loss': -0.003417047489649949,
 'avg_win': 0.0015109265728155883,
 'expectancy': -0.000515953692035546,
 'losing_trades': 313,
 'max_drawdown': 0.4035536895871567,
 'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260628_1782618839',
 'profit_factor': 0.6328867756944693,
 'sharpe_ratio': -14.224652376841352,
 'total_pnl': -0.39264075963905043,
 'total_trades': 761,
 'trial_num': 0,
 'win_rate': 0.5886990801576872,
 'winning_trades': 448}
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}
827 BTCUSDT 5 volume_price_pivot_v86_y_C4 2023-08-01 ~ 2026-07-31 0.633 0.59% 761 -14.225 0.40 0.785 0.000 2026-06-28
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260628_1782618663
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_close_position_in_hl", "importance": 0.1877538249269138}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.17603313290848324}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.15854793867583714}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.13314399172675265}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.12582233948663413}, '
 '{"feature": "K_body_size_pct", "importance": 0.10184729291128462}, '
 '{"feature": "O_pct_change_12", "importance": 0.08897501482104882}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.024520721591259082}, '
 '{"feature": "O_div_binary_48", "importance": 0.001860396775238381}, '
 '{"feature": "O_div_binary_12", "importance": 0.0014953461765481663}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
                   '0.1877538249269138}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.17603313290848324}, {"feature": "O_div_amplitude_12", '
                   '"importance": 0.15854793867583714}, {"feature": '
                   '"K_high_pct_change_12", "importance": '
                   '0.13314399172675265}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.12582233948663413}, {"feature": '
                   '"K_body_size_pct", "importance": 0.10184729291128462}, '
                   '{"feature": "O_pct_change_12", "importance": '
                   '0.08897501482104882}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.024520721591259082}, {"feature": '
                   '"O_div_binary_48", "importance": 0.001860396775238381}, '
                   '{"feature": "O_div_binary_12", "importance": '
                   '0.0014953461765481663}]',
 '_model_metadata': {'created_at': '2026-06-28T19:51:02.710984',
                     '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': 0.5924390794168696,
                                 'train_accuracy': 0.7850056594979692},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
                     'training_time_sec': 4.105241060256958},
 'accuracy': 0.7850056594979692,
 'avg_loss': -0.003417047489649949,
 'avg_win': 0.0015109265728155883,
 'expectancy': -0.000515953692035546,
 'losing_trades': 313,
 'max_drawdown': 0.4035536895871567,
 'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260628_1782618663',
 'profit_factor': 0.6328867756944693,
 'sharpe_ratio': -14.224652376841352,
 'total_pnl': -0.39264075963905043,
 'total_trades': 761,
 'trial_num': 0,
 'win_rate': 0.5886990801576872,
 'winning_trades': 448}
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}
826 BTCUSDT 5 volume_price_pivot_v86_y_C4 2023-08-01 ~ 2026-07-31 0.633 0.59% 761 -14.225 0.40 0.785 0.000 2026-06-28
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260628_1782618609
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_close_position_in_hl", "importance": 0.1877538249269138}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.17603313290848324}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.15854793867583714}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.13314399172675265}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.12582233948663413}, '
 '{"feature": "K_body_size_pct", "importance": 0.10184729291128462}, '
 '{"feature": "O_pct_change_12", "importance": 0.08897501482104882}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.024520721591259082}, '
 '{"feature": "O_div_binary_48", "importance": 0.001860396775238381}, '
 '{"feature": "O_div_binary_12", "importance": 0.0014953461765481663}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
                   '0.1877538249269138}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.17603313290848324}, {"feature": "O_div_amplitude_12", '
                   '"importance": 0.15854793867583714}, {"feature": '
                   '"K_high_pct_change_12", "importance": '
                   '0.13314399172675265}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.12582233948663413}, {"feature": '
                   '"K_body_size_pct", "importance": 0.10184729291128462}, '
                   '{"feature": "O_pct_change_12", "importance": '
                   '0.08897501482104882}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.024520721591259082}, {"feature": '
                   '"O_div_binary_48", "importance": 0.001860396775238381}, '
                   '{"feature": "O_div_binary_12", "importance": '
                   '0.0014953461765481663}]',
 '_model_metadata': {'created_at': '2026-06-28T19:50:09.155066',
                     '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': 0.5924390794168696,
                                 'train_accuracy': 0.7850056594979692},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
                     'training_time_sec': 4.05806827545166},
 'accuracy': 0.7850056594979692,
 'avg_loss': -0.003417047489649949,
 'avg_win': 0.0015109265728155883,
 'expectancy': -0.000515953692035546,
 'losing_trades': 313,
 'max_drawdown': 0.4035536895871567,
 'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260628_1782618609',
 'profit_factor': 0.6328867756944693,
 'sharpe_ratio': -14.224652376841352,
 'total_pnl': -0.39264075963905043,
 'total_trades': 761,
 'trial_num': 0,
 'win_rate': 0.5886990801576872,
 'winning_trades': 448}
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}
822 BTCUSDT 5 volume_price_pivot_v86_y_C4 2023-08-01 ~ 2026-07-31 0.633 0.59% 761 -14.225 0.40 0.785 0.000 2026-06-28
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260628_1782618137
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_close_position_in_hl", "importance": 0.1877538249269138}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.17603313290848324}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.15854793867583714}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.13314399172675265}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.12582233948663413}, '
 '{"feature": "K_body_size_pct", "importance": 0.10184729291128462}, '
 '{"feature": "O_pct_change_12", "importance": 0.08897501482104882}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.024520721591259082}, '
 '{"feature": "O_div_binary_48", "importance": 0.001860396775238381}, '
 '{"feature": "O_div_binary_12", "importance": 0.0014953461765481663}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
                   '0.1877538249269138}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.17603313290848324}, {"feature": "O_div_amplitude_12", '
                   '"importance": 0.15854793867583714}, {"feature": '
                   '"K_high_pct_change_12", "importance": '
                   '0.13314399172675265}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.12582233948663413}, {"feature": '
                   '"K_body_size_pct", "importance": 0.10184729291128462}, '
                   '{"feature": "O_pct_change_12", "importance": '
                   '0.08897501482104882}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.024520721591259082}, {"feature": '
                   '"O_div_binary_48", "importance": 0.001860396775238381}, '
                   '{"feature": "O_div_binary_12", "importance": '
                   '0.0014953461765481663}]',
 '_model_metadata': {'created_at': '2026-06-28T19:42:17.240270',
                     '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': 0.5924390794168696,
                                 'train_accuracy': 0.7850056594979692},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
                     'training_time_sec': 4.00213098526001},
 'accuracy': 0.7850056594979692,
 'avg_loss': -0.003417047489649949,
 'avg_win': 0.0015109265728155883,
 'expectancy': -0.000515953692035546,
 'losing_trades': 313,
 'max_drawdown': 0.4035536895871567,
 'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260628_1782618137',
 'profit_factor': 0.6328867756944693,
 'sharpe_ratio': -14.224652376841352,
 'total_pnl': -0.39264075963905043,
 'total_trades': 761,
 'trial_num': 0,
 'win_rate': 0.5886990801576872,
 'winning_trades': 448}
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}
1033 BTCUSDT 5 volume_price_pivot_v86_y_C4 2023-08-01 ~ 2026-07-31 0.633 0.59% 761 -14.225 0.40 0.785 0.000 2026-07-01
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260701_1782864826
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_close_position_in_hl", "importance": 0.1877538249269138}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.17603313290848324}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.15854793867583714}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.13314399172675265}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.12582233948663413}, '
 '{"feature": "K_body_size_pct", "importance": 0.10184729291128462}, '
 '{"feature": "O_pct_change_12", "importance": 0.08897501482104882}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.024520721591259082}, '
 '{"feature": "O_div_binary_48", "importance": 0.001860396775238381}, '
 '{"feature": "O_div_binary_12", "importance": 0.0014953461765481663}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
                   '0.1877538249269138}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.17603313290848324}, {"feature": "O_div_amplitude_12", '
                   '"importance": 0.15854793867583714}, {"feature": '
                   '"K_high_pct_change_12", "importance": '
                   '0.13314399172675265}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.12582233948663413}, {"feature": '
                   '"K_body_size_pct", "importance": 0.10184729291128462}, '
                   '{"feature": "O_pct_change_12", "importance": '
                   '0.08897501482104882}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.024520721591259082}, {"feature": '
                   '"O_div_binary_48", "importance": 0.001860396775238381}, '
                   '{"feature": "O_div_binary_12", "importance": '
                   '0.0014953461765481663}]',
 '_model_metadata': {'created_at': '2026-07-01T16:13:46.573706',
                     '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': 0.5924390794168696,
                                 'train_accuracy': 0.7850056594979692},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
                     'training_time_sec': 4.047849416732788},
 'accuracy': 0.7850056594979692,
 'avg_loss': -0.003417047489649949,
 'avg_win': 0.0015109265728155883,
 'expectancy': -0.000515953692035546,
 'losing_trades': 313,
 'max_drawdown': 0.4035536895871567,
 'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260701_1782864826',
 'profit_factor': 0.6328867756944693,
 'sharpe_ratio': -14.224652376841352,
 'total_pnl': -0.39264075963905043,
 'total_trades': 761,
 'trial_num': 0,
 'win_rate': 0.5886990801576872,
 'winning_trades': 448}
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}
1046 BTCUSDT 5 volume_price_pivot_v86_y_C4 2023-08-01 ~ 2026-07-31 0.633 0.59% 761 -14.225 0.40 0.785 0.000 2026-07-02
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260702_1782971596
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_close_position_in_hl", "importance": 0.1877538249269138}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.17603313290848324}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.15854793867583714}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.13314399172675265}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.12582233948663413}, '
 '{"feature": "K_body_size_pct", "importance": 0.10184729291128462}, '
 '{"feature": "O_pct_change_12", "importance": 0.08897501482104882}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.024520721591259082}, '
 '{"feature": "O_div_binary_48", "importance": 0.001860396775238381}, '
 '{"feature": "O_div_binary_12", "importance": 0.0014953461765481663}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
                   '0.1877538249269138}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.17603313290848324}, {"feature": "O_div_amplitude_12", '
                   '"importance": 0.15854793867583714}, {"feature": '
                   '"K_high_pct_change_12", "importance": '
                   '0.13314399172675265}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.12582233948663413}, {"feature": '
                   '"K_body_size_pct", "importance": 0.10184729291128462}, '
                   '{"feature": "O_pct_change_12", "importance": '
                   '0.08897501482104882}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.024520721591259082}, {"feature": '
                   '"O_div_binary_48", "importance": 0.001860396775238381}, '
                   '{"feature": "O_div_binary_12", "importance": '
                   '0.0014953461765481663}]',
 '_model_metadata': {'created_at': '2026-07-02T21:50:20.215584',
                     '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': 0.5924390794168696,
                                 'train_accuracy': 0.7850056594979692},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
                     'training_time_sec': 4.005248546600342},
 'accuracy': 0.7850056594979692,
 'avg_loss': -0.003417047489649949,
 'avg_win': 0.0015109265728155883,
 'expectancy': -0.000515953692035546,
 'losing_trades': 313,
 'max_drawdown': 0.4035536895871567,
 'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260702_1782971596',
 'profit_factor': 0.6328867756944693,
 'sharpe_ratio': -14.224652376841352,
 'total_pnl': -0.39264075963905043,
 'total_trades': 761,
 'trial_num': 0,
 'win_rate': 0.5886990801576872,
 'winning_trades': 448}
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}
821 BTCUSDT 5 volume_price_pivot_v86_y_C4 2023-08-01 ~ 2026-07-31 0.633 0.59% 761 -14.225 0.40 0.785 0.000 2026-06-28
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260628_1782618082
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_close_position_in_hl", "importance": 0.1877538249269138}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.17603313290848324}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.15854793867583714}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.13314399172675265}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.12582233948663413}, '
 '{"feature": "K_body_size_pct", "importance": 0.10184729291128462}, '
 '{"feature": "O_pct_change_12", "importance": 0.08897501482104882}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.024520721591259082}, '
 '{"feature": "O_div_binary_48", "importance": 0.001860396775238381}, '
 '{"feature": "O_div_binary_12", "importance": 0.0014953461765481663}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
                   '0.1877538249269138}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.17603313290848324}, {"feature": "O_div_amplitude_12", '
                   '"importance": 0.15854793867583714}, {"feature": '
                   '"K_high_pct_change_12", "importance": '
                   '0.13314399172675265}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.12582233948663413}, {"feature": '
                   '"K_body_size_pct", "importance": 0.10184729291128462}, '
                   '{"feature": "O_pct_change_12", "importance": '
                   '0.08897501482104882}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.024520721591259082}, {"feature": '
                   '"O_div_binary_48", "importance": 0.001860396775238381}, '
                   '{"feature": "O_div_binary_12", "importance": '
                   '0.0014953461765481663}]',
 '_model_metadata': {'created_at': '2026-06-28T19:41:22.310533',
                     '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': 0.5924390794168696,
                                 'train_accuracy': 0.7850056594979692},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
                     'training_time_sec': 4.087779760360718},
 'accuracy': 0.7850056594979692,
 'avg_loss': -0.003417047489649949,
 'avg_win': 0.0015109265728155883,
 'expectancy': -0.000515953692035546,
 'losing_trades': 313,
 'max_drawdown': 0.4035536895871567,
 'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260628_1782618082',
 'profit_factor': 0.6328867756944693,
 'sharpe_ratio': -14.224652376841352,
 'total_pnl': -0.39264075963905043,
 'total_trades': 761,
 'trial_num': 0,
 'win_rate': 0.5886990801576872,
 'winning_trades': 448}
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}
817 BTCUSDT 5 volume_price_pivot_v86_y_C4 2023-08-01 ~ 2026-07-31 0.633 0.59% 761 -14.225 0.40 0.785 0.000 2026-06-28
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260628_1782617889
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_close_position_in_hl", "importance": 0.1877538249269138}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.17603313290848324}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.15854793867583714}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.13314399172675265}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.12582233948663413}, '
 '{"feature": "K_body_size_pct", "importance": 0.10184729291128462}, '
 '{"feature": "O_pct_change_12", "importance": 0.08897501482104882}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.024520721591259082}, '
 '{"feature": "O_div_binary_48", "importance": 0.001860396775238381}, '
 '{"feature": "O_div_binary_12", "importance": 0.0014953461765481663}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
                   '0.1877538249269138}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.17603313290848324}, {"feature": "O_div_amplitude_12", '
                   '"importance": 0.15854793867583714}, {"feature": '
                   '"K_high_pct_change_12", "importance": '
                   '0.13314399172675265}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.12582233948663413}, {"feature": '
                   '"K_body_size_pct", "importance": 0.10184729291128462}, '
                   '{"feature": "O_pct_change_12", "importance": '
                   '0.08897501482104882}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.024520721591259082}, {"feature": '
                   '"O_div_binary_48", "importance": 0.001860396775238381}, '
                   '{"feature": "O_div_binary_12", "importance": '
                   '0.0014953461765481663}]',
 '_model_metadata': {'created_at': '2026-06-28T19:38:09.284872',
                     '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': 0.5924390794168696,
                                 'train_accuracy': 0.7850056594979692},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
                     'training_time_sec': 4.066757678985596},
 'accuracy': 0.7850056594979692,
 'avg_loss': -0.003417047489649949,
 'avg_win': 0.0015109265728155883,
 'expectancy': -0.000515953692035546,
 'losing_trades': 313,
 'max_drawdown': 0.4035536895871567,
 'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260628_1782617889',
 'profit_factor': 0.6328867756944693,
 'sharpe_ratio': -14.224652376841352,
 'total_pnl': -0.39264075963905043,
 'total_trades': 761,
 'trial_num': 0,
 'win_rate': 0.5886990801576872,
 'winning_trades': 448}
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}
816 BTCUSDT 5 volume_price_pivot_v86_y_C4 2023-08-01 ~ 2026-07-31 0.633 0.59% 761 -14.225 0.40 0.785 0.000 2026-06-28
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260628_1782617835
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_close_position_in_hl", "importance": 0.1877538249269138}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.17603313290848324}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.15854793867583714}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.13314399172675265}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.12582233948663413}, '
 '{"feature": "K_body_size_pct", "importance": 0.10184729291128462}, '
 '{"feature": "O_pct_change_12", "importance": 0.08897501482104882}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.024520721591259082}, '
 '{"feature": "O_div_binary_48", "importance": 0.001860396775238381}, '
 '{"feature": "O_div_binary_12", "importance": 0.0014953461765481663}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
                   '0.1877538249269138}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.17603313290848324}, {"feature": "O_div_amplitude_12", '
                   '"importance": 0.15854793867583714}, {"feature": '
                   '"K_high_pct_change_12", "importance": '
                   '0.13314399172675265}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.12582233948663413}, {"feature": '
                   '"K_body_size_pct", "importance": 0.10184729291128462}, '
                   '{"feature": "O_pct_change_12", "importance": '
                   '0.08897501482104882}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.024520721591259082}, {"feature": '
                   '"O_div_binary_48", "importance": 0.001860396775238381}, '
                   '{"feature": "O_div_binary_12", "importance": '
                   '0.0014953461765481663}]',
 '_model_metadata': {'created_at': '2026-06-28T19:37:15.029238',
                     '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': 0.5924390794168696,
                                 'train_accuracy': 0.7850056594979692},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
                     'training_time_sec': 4.065062761306763},
 'accuracy': 0.7850056594979692,
 'avg_loss': -0.003417047489649949,
 'avg_win': 0.0015109265728155883,
 'expectancy': -0.000515953692035546,
 'losing_trades': 313,
 'max_drawdown': 0.4035536895871567,
 'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260628_1782617835',
 'profit_factor': 0.6328867756944693,
 'sharpe_ratio': -14.224652376841352,
 'total_pnl': -0.39264075963905043,
 'total_trades': 761,
 'trial_num': 0,
 'win_rate': 0.5886990801576872,
 'winning_trades': 448}
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}
814 BTCUSDT 5 volume_price_pivot_v86_y_C4 2023-08-01 ~ 2026-07-31 0.633 0.59% 761 -14.225 0.40 0.785 0.000 2026-06-28
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260628_1782617725
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_close_position_in_hl", "importance": 0.1877538249269138}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.17603313290848324}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.15854793867583714}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.13314399172675265}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.12582233948663413}, '
 '{"feature": "K_body_size_pct", "importance": 0.10184729291128462}, '
 '{"feature": "O_pct_change_12", "importance": 0.08897501482104882}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.024520721591259082}, '
 '{"feature": "O_div_binary_48", "importance": 0.001860396775238381}, '
 '{"feature": "O_div_binary_12", "importance": 0.0014953461765481663}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
                   '0.1877538249269138}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.17603313290848324}, {"feature": "O_div_amplitude_12", '
                   '"importance": 0.15854793867583714}, {"feature": '
                   '"K_high_pct_change_12", "importance": '
                   '0.13314399172675265}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.12582233948663413}, {"feature": '
                   '"K_body_size_pct", "importance": 0.10184729291128462}, '
                   '{"feature": "O_pct_change_12", "importance": '
                   '0.08897501482104882}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.024520721591259082}, {"feature": '
                   '"O_div_binary_48", "importance": 0.001860396775238381}, '
                   '{"feature": "O_div_binary_12", "importance": '
                   '0.0014953461765481663}]',
 '_model_metadata': {'created_at': '2026-06-28T19:35:25.212061',
                     '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': 0.5924390794168696,
                                 'train_accuracy': 0.7850056594979692},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
                     'training_time_sec': 4.075700998306274},
 'accuracy': 0.7850056594979692,
 'avg_loss': -0.003417047489649949,
 'avg_win': 0.0015109265728155883,
 'expectancy': -0.000515953692035546,
 'losing_trades': 313,
 'max_drawdown': 0.4035536895871567,
 'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260628_1782617725',
 'profit_factor': 0.6328867756944693,
 'sharpe_ratio': -14.224652376841352,
 'total_pnl': -0.39264075963905043,
 'total_trades': 761,
 'trial_num': 0,
 'win_rate': 0.5886990801576872,
 'winning_trades': 448}
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}
813 BTCUSDT 5 volume_price_pivot_v86_y_C4 2023-08-01 ~ 2026-07-31 0.633 0.59% 761 -14.225 0.40 0.785 0.000 2026-06-28
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260628_1782617671
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_close_position_in_hl", "importance": 0.1877538249269138}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.17603313290848324}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.15854793867583714}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.13314399172675265}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.12582233948663413}, '
 '{"feature": "K_body_size_pct", "importance": 0.10184729291128462}, '
 '{"feature": "O_pct_change_12", "importance": 0.08897501482104882}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.024520721591259082}, '
 '{"feature": "O_div_binary_48", "importance": 0.001860396775238381}, '
 '{"feature": "O_div_binary_12", "importance": 0.0014953461765481663}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
                   '0.1877538249269138}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.17603313290848324}, {"feature": "O_div_amplitude_12", '
                   '"importance": 0.15854793867583714}, {"feature": '
                   '"K_high_pct_change_12", "importance": '
                   '0.13314399172675265}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.12582233948663413}, {"feature": '
                   '"K_body_size_pct", "importance": 0.10184729291128462}, '
                   '{"feature": "O_pct_change_12", "importance": '
                   '0.08897501482104882}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.024520721591259082}, {"feature": '
                   '"O_div_binary_48", "importance": 0.001860396775238381}, '
                   '{"feature": "O_div_binary_12", "importance": '
                   '0.0014953461765481663}]',
 '_model_metadata': {'created_at': '2026-06-28T19:34:30.868247',
                     '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': 0.5924390794168696,
                                 'train_accuracy': 0.7850056594979692},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
                     'training_time_sec': 4.071546792984009},
 'accuracy': 0.7850056594979692,
 'avg_loss': -0.003417047489649949,
 'avg_win': 0.0015109265728155883,
 'expectancy': -0.000515953692035546,
 'losing_trades': 313,
 'max_drawdown': 0.4035536895871567,
 'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260628_1782617671',
 'profit_factor': 0.6328867756944693,
 'sharpe_ratio': -14.224652376841352,
 'total_pnl': -0.39264075963905043,
 'total_trades': 761,
 'trial_num': 0,
 'win_rate': 0.5886990801576872,
 'winning_trades': 448}
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}
809 BTCUSDT 5 volume_price_pivot_v86_y_C4 2023-08-01 ~ 2026-07-31 0.633 0.59% 761 -14.225 0.40 0.785 0.000 2026-06-28
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260628_1782617505
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_close_position_in_hl", "importance": 0.1877538249269138}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.17603313290848324}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.15854793867583714}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.13314399172675265}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.12582233948663413}, '
 '{"feature": "K_body_size_pct", "importance": 0.10184729291128462}, '
 '{"feature": "O_pct_change_12", "importance": 0.08897501482104882}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.024520721591259082}, '
 '{"feature": "O_div_binary_48", "importance": 0.001860396775238381}, '
 '{"feature": "O_div_binary_12", "importance": 0.0014953461765481663}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
                   '0.1877538249269138}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.17603313290848324}, {"feature": "O_div_amplitude_12", '
                   '"importance": 0.15854793867583714}, {"feature": '
                   '"K_high_pct_change_12", "importance": '
                   '0.13314399172675265}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.12582233948663413}, {"feature": '
                   '"K_body_size_pct", "importance": 0.10184729291128462}, '
                   '{"feature": "O_pct_change_12", "importance": '
                   '0.08897501482104882}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.024520721591259082}, {"feature": '
                   '"O_div_binary_48", "importance": 0.001860396775238381}, '
                   '{"feature": "O_div_binary_12", "importance": '
                   '0.0014953461765481663}]',
 '_model_metadata': {'created_at': '2026-06-28T19:31:45.304505',
                     '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': 0.5924390794168696,
                                 'train_accuracy': 0.7850056594979692},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
                     'training_time_sec': 4.082658052444458},
 'accuracy': 0.7850056594979692,
 'avg_loss': -0.003417047489649949,
 'avg_win': 0.0015109265728155883,
 'expectancy': -0.000515953692035546,
 'losing_trades': 313,
 'max_drawdown': 0.4035536895871567,
 'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260628_1782617505',
 'profit_factor': 0.6328867756944693,
 'sharpe_ratio': -14.224652376841352,
 'total_pnl': -0.39264075963905043,
 'total_trades': 761,
 'trial_num': 0,
 'win_rate': 0.5886990801576872,
 'winning_trades': 448}
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}
808 BTCUSDT 5 volume_price_pivot_v86_y_C4 2023-08-01 ~ 2026-07-31 0.633 0.59% 761 -14.225 0.40 0.785 0.000 2026-06-28
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260628_1782617450
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_close_position_in_hl", "importance": 0.1877538249269138}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.17603313290848324}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.15854793867583714}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.13314399172675265}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.12582233948663413}, '
 '{"feature": "K_body_size_pct", "importance": 0.10184729291128462}, '
 '{"feature": "O_pct_change_12", "importance": 0.08897501482104882}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.024520721591259082}, '
 '{"feature": "O_div_binary_48", "importance": 0.001860396775238381}, '
 '{"feature": "O_div_binary_12", "importance": 0.0014953461765481663}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
                   '0.1877538249269138}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.17603313290848324}, {"feature": "O_div_amplitude_12", '
                   '"importance": 0.15854793867583714}, {"feature": '
                   '"K_high_pct_change_12", "importance": '
                   '0.13314399172675265}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.12582233948663413}, {"feature": '
                   '"K_body_size_pct", "importance": 0.10184729291128462}, '
                   '{"feature": "O_pct_change_12", "importance": '
                   '0.08897501482104882}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.024520721591259082}, {"feature": '
                   '"O_div_binary_48", "importance": 0.001860396775238381}, '
                   '{"feature": "O_div_binary_12", "importance": '
                   '0.0014953461765481663}]',
 '_model_metadata': {'created_at': '2026-06-28T19:30:50.613024',
                     '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': 0.5924390794168696,
                                 'train_accuracy': 0.7850056594979692},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
                     'training_time_sec': 4.079461574554443},
 'accuracy': 0.7850056594979692,
 'avg_loss': -0.003417047489649949,
 'avg_win': 0.0015109265728155883,
 'expectancy': -0.000515953692035546,
 'losing_trades': 313,
 'max_drawdown': 0.4035536895871567,
 'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260628_1782617450',
 'profit_factor': 0.6328867756944693,
 'sharpe_ratio': -14.224652376841352,
 'total_pnl': -0.39264075963905043,
 'total_trades': 761,
 'trial_num': 0,
 'win_rate': 0.5886990801576872,
 'winning_trades': 448}
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}
804 BTCUSDT 5 volume_price_pivot_v86_y_C4 2023-08-01 ~ 2026-07-31 0.633 0.59% 761 -14.225 0.40 0.785 0.000 2026-06-28
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260628_1782617285
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_close_position_in_hl", "importance": 0.1877538249269138}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.17603313290848324}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.15854793867583714}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.13314399172675265}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.12582233948663413}, '
 '{"feature": "K_body_size_pct", "importance": 0.10184729291128462}, '
 '{"feature": "O_pct_change_12", "importance": 0.08897501482104882}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.024520721591259082}, '
 '{"feature": "O_div_binary_48", "importance": 0.001860396775238381}, '
 '{"feature": "O_div_binary_12", "importance": 0.0014953461765481663}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
                   '0.1877538249269138}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.17603313290848324}, {"feature": "O_div_amplitude_12", '
                   '"importance": 0.15854793867583714}, {"feature": '
                   '"K_high_pct_change_12", "importance": '
                   '0.13314399172675265}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.12582233948663413}, {"feature": '
                   '"K_body_size_pct", "importance": 0.10184729291128462}, '
                   '{"feature": "O_pct_change_12", "importance": '
                   '0.08897501482104882}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.024520721591259082}, {"feature": '
                   '"O_div_binary_48", "importance": 0.001860396775238381}, '
                   '{"feature": "O_div_binary_12", "importance": '
                   '0.0014953461765481663}]',
 '_model_metadata': {'created_at': '2026-06-28T19:28:04.871446',
                     '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': 0.5924390794168696,
                                 'train_accuracy': 0.7850056594979692},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
                     'training_time_sec': 4.063385486602783},
 'accuracy': 0.7850056594979692,
 'avg_loss': -0.003417047489649949,
 'avg_win': 0.0015109265728155883,
 'expectancy': -0.000515953692035546,
 'losing_trades': 313,
 'max_drawdown': 0.4035536895871567,
 'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260628_1782617285',
 'profit_factor': 0.6328867756944693,
 'sharpe_ratio': -14.224652376841352,
 'total_pnl': -0.39264075963905043,
 'total_trades': 761,
 'trial_num': 0,
 'win_rate': 0.5886990801576872,
 'winning_trades': 448}
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}
803 BTCUSDT 5 volume_price_pivot_v86_y_C4 2023-08-01 ~ 2026-07-31 0.633 0.59% 761 -14.225 0.40 0.785 0.000 2026-06-28
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260628_1782617230
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_close_position_in_hl", "importance": 0.1877538249269138}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.17603313290848324}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.15854793867583714}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.13314399172675265}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.12582233948663413}, '
 '{"feature": "K_body_size_pct", "importance": 0.10184729291128462}, '
 '{"feature": "O_pct_change_12", "importance": 0.08897501482104882}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.024520721591259082}, '
 '{"feature": "O_div_binary_48", "importance": 0.001860396775238381}, '
 '{"feature": "O_div_binary_12", "importance": 0.0014953461765481663}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
                   '0.1877538249269138}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.17603313290848324}, {"feature": "O_div_amplitude_12", '
                   '"importance": 0.15854793867583714}, {"feature": '
                   '"K_high_pct_change_12", "importance": '
                   '0.13314399172675265}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.12582233948663413}, {"feature": '
                   '"K_body_size_pct", "importance": 0.10184729291128462}, '
                   '{"feature": "O_pct_change_12", "importance": '
                   '0.08897501482104882}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.024520721591259082}, {"feature": '
                   '"O_div_binary_48", "importance": 0.001860396775238381}, '
                   '{"feature": "O_div_binary_12", "importance": '
                   '0.0014953461765481663}]',
 '_model_metadata': {'created_at': '2026-06-28T19:27:10.489454',
                     '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': 0.5924390794168696,
                                 'train_accuracy': 0.7850056594979692},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
                     'training_time_sec': 4.094978094100952},
 'accuracy': 0.7850056594979692,
 'avg_loss': -0.003417047489649949,
 'avg_win': 0.0015109265728155883,
 'expectancy': -0.000515953692035546,
 'losing_trades': 313,
 'max_drawdown': 0.4035536895871567,
 'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260628_1782617230',
 'profit_factor': 0.6328867756944693,
 'sharpe_ratio': -14.224652376841352,
 'total_pnl': -0.39264075963905043,
 'total_trades': 761,
 'trial_num': 0,
 'win_rate': 0.5886990801576872,
 'winning_trades': 448}
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}
687 BTCUSDT 5 volume_price_pivot_v86_y_C4 2023-08-01 ~ 2026-07-31 0.633 0.59% 761 -14.225 0.40 0.785 0.000 2026-06-27
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260627_1782544442
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_close_position_in_hl", "importance": 0.1877538249269138}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.17603313290848324}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.15854793867583714}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.13314399172675265}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.12582233948663413}, '
 '{"feature": "K_body_size_pct", "importance": 0.10184729291128462}, '
 '{"feature": "O_pct_change_12", "importance": 0.08897501482104882}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.024520721591259082}, '
 '{"feature": "O_div_binary_48", "importance": 0.001860396775238381}, '
 '{"feature": "O_div_binary_12", "importance": 0.0014953461765481663}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
                   '0.1877538249269138}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.17603313290848324}, {"feature": "O_div_amplitude_12", '
                   '"importance": 0.15854793867583714}, {"feature": '
                   '"K_high_pct_change_12", "importance": '
                   '0.13314399172675265}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.12582233948663413}, {"feature": '
                   '"K_body_size_pct", "importance": 0.10184729291128462}, '
                   '{"feature": "O_pct_change_12", "importance": '
                   '0.08897501482104882}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.024520721591259082}, {"feature": '
                   '"O_div_binary_48", "importance": 0.001860396775238381}, '
                   '{"feature": "O_div_binary_12", "importance": '
                   '0.0014953461765481663}]',
 '_model_metadata': {'created_at': '2026-06-27T23:14:02.114495',
                     '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': 0.5924390794168696,
                                 'train_accuracy': 0.7850056594979692},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
                     'training_time_sec': 4.094672441482544},
 'accuracy': 0.7850056594979692,
 'avg_loss': -0.003417047489649949,
 'avg_win': 0.0015109265728155883,
 'expectancy': -0.000515953692035546,
 'losing_trades': 313,
 'max_drawdown': 0.4035536895871567,
 'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260627_1782544442',
 'profit_factor': 0.6328867756944693,
 'sharpe_ratio': -14.224652376841352,
 'total_pnl': -0.39264075963905043,
 'total_trades': 761,
 'trial_num': 0,
 'win_rate': 0.5886990801576872,
 'winning_trades': 448}
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}
696 BTCUSDT 5 volume_price_pivot_v86_y_C4 2023-08-01 ~ 2026-07-31 0.633 0.59% 761 -14.225 0.40 0.785 0.000 2026-06-27
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260627_1782545414
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_close_position_in_hl", "importance": 0.1877538249269138}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.17603313290848324}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.15854793867583714}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.13314399172675265}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.12582233948663413}, '
 '{"feature": "K_body_size_pct", "importance": 0.10184729291128462}, '
 '{"feature": "O_pct_change_12", "importance": 0.08897501482104882}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.024520721591259082}, '
 '{"feature": "O_div_binary_48", "importance": 0.001860396775238381}, '
 '{"feature": "O_div_binary_12", "importance": 0.0014953461765481663}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
                   '0.1877538249269138}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.17603313290848324}, {"feature": "O_div_amplitude_12", '
                   '"importance": 0.15854793867583714}, {"feature": '
                   '"K_high_pct_change_12", "importance": '
                   '0.13314399172675265}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.12582233948663413}, {"feature": '
                   '"K_body_size_pct", "importance": 0.10184729291128462}, '
                   '{"feature": "O_pct_change_12", "importance": '
                   '0.08897501482104882}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.024520721591259082}, {"feature": '
                   '"O_div_binary_48", "importance": 0.001860396775238381}, '
                   '{"feature": "O_div_binary_12", "importance": '
                   '0.0014953461765481663}]',
 '_model_metadata': {'created_at': '2026-06-27T23:30:13.797894',
                     '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': 0.5924390794168696,
                                 'train_accuracy': 0.7850056594979692},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
                     'training_time_sec': 4.12688136100769},
 'accuracy': 0.7850056594979692,
 'avg_loss': -0.003417047489649949,
 'avg_win': 0.0015109265728155883,
 'expectancy': -0.000515953692035546,
 'losing_trades': 313,
 'max_drawdown': 0.4035536895871567,
 'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260627_1782545414',
 'profit_factor': 0.6328867756944693,
 'sharpe_ratio': -14.224652376841352,
 'total_pnl': -0.39264075963905043,
 'total_trades': 761,
 'trial_num': 0,
 'win_rate': 0.5886990801576872,
 'winning_trades': 448}
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}
704 BTCUSDT 5 volume_price_pivot_v86_y_C4 2023-08-01 ~ 2026-07-31 0.633 0.59% 761 -14.225 0.40 0.785 0.000 2026-06-28
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260627_1782550246
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_close_position_in_hl", "importance": 0.1877538249269138}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.17603313290848324}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.15854793867583714}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.13314399172675265}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.12582233948663413}, '
 '{"feature": "K_body_size_pct", "importance": 0.10184729291128462}, '
 '{"feature": "O_pct_change_12", "importance": 0.08897501482104882}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.024520721591259082}, '
 '{"feature": "O_div_binary_48", "importance": 0.001860396775238381}, '
 '{"feature": "O_div_binary_12", "importance": 0.0014953461765481663}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
                   '0.1877538249269138}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.17603313290848324}, {"feature": "O_div_amplitude_12", '
                   '"importance": 0.15854793867583714}, {"feature": '
                   '"K_high_pct_change_12", "importance": '
                   '0.13314399172675265}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.12582233948663413}, {"feature": '
                   '"K_body_size_pct", "importance": 0.10184729291128462}, '
                   '{"feature": "O_pct_change_12", "importance": '
                   '0.08897501482104882}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.024520721591259082}, {"feature": '
                   '"O_div_binary_48", "importance": 0.001860396775238381}, '
                   '{"feature": "O_div_binary_12", "importance": '
                   '0.0014953461765481663}]',
 '_model_metadata': {'created_at': '2026-06-28T00:50:46.040557',
                     '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': 0.5924390794168696,
                                 'train_accuracy': 0.7850056594979692},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
                     'training_time_sec': 4.090533018112183},
 'accuracy': 0.7850056594979692,
 'avg_loss': -0.003417047489649949,
 'avg_win': 0.0015109265728155883,
 'expectancy': -0.000515953692035546,
 'losing_trades': 313,
 'max_drawdown': 0.4035536895871567,
 'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260627_1782550246',
 'profit_factor': 0.6328867756944693,
 'sharpe_ratio': -14.224652376841352,
 'total_pnl': -0.39264075963905043,
 'total_trades': 761,
 'trial_num': 0,
 'win_rate': 0.5886990801576872,
 'winning_trades': 448}
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}
923 BTCUSDT 5 volume_price_pivot_v86_y_C4 2023-08-01 ~ 2026-07-31 0.633 0.59% 761 -14.225 0.40 0.785 0.000 2026-06-29
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260629_1782676597
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_close_position_in_hl", "importance": 0.1877538249269138}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.17603313290848324}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.15854793867583714}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.13314399172675265}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.12582233948663413}, '
 '{"feature": "K_body_size_pct", "importance": 0.10184729291128462}, '
 '{"feature": "O_pct_change_12", "importance": 0.08897501482104882}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.024520721591259082}, '
 '{"feature": "O_div_binary_48", "importance": 0.001860396775238381}, '
 '{"feature": "O_div_binary_12", "importance": 0.0014953461765481663}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
                   '0.1877538249269138}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.17603313290848324}, {"feature": "O_div_amplitude_12", '
                   '"importance": 0.15854793867583714}, {"feature": '
                   '"K_high_pct_change_12", "importance": '
                   '0.13314399172675265}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.12582233948663413}, {"feature": '
                   '"K_body_size_pct", "importance": 0.10184729291128462}, '
                   '{"feature": "O_pct_change_12", "importance": '
                   '0.08897501482104882}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.024520721591259082}, {"feature": '
                   '"O_div_binary_48", "importance": 0.001860396775238381}, '
                   '{"feature": "O_div_binary_12", "importance": '
                   '0.0014953461765481663}]',
 '_model_metadata': {'created_at': '2026-06-29T11:56:37.004359',
                     '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': 0.5924390794168696,
                                 'train_accuracy': 0.7850056594979692},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
                     'training_time_sec': 4.057885646820068},
 'accuracy': 0.7850056594979692,
 'avg_loss': -0.003417047489649949,
 'avg_win': 0.0015109265728155883,
 'expectancy': -0.000515953692035546,
 'losing_trades': 313,
 'max_drawdown': 0.4035536895871567,
 'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260629_1782676597',
 'profit_factor': 0.6328867756944693,
 'sharpe_ratio': -14.224652376841352,
 'total_pnl': -0.39264075963905043,
 'total_trades': 761,
 'trial_num': 0,
 'win_rate': 0.5886990801576872,
 'winning_trades': 448}
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}
928 BTCUSDT 5 volume_price_pivot_v86_y_C4 2023-08-01 ~ 2026-07-31 0.633 0.59% 761 -14.225 0.40 0.785 0.000 2026-06-29
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260629_1782676841
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_close_position_in_hl", "importance": 0.1877538249269138}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.17603313290848324}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.15854793867583714}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.13314399172675265}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.12582233948663413}, '
 '{"feature": "K_body_size_pct", "importance": 0.10184729291128462}, '
 '{"feature": "O_pct_change_12", "importance": 0.08897501482104882}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.024520721591259082}, '
 '{"feature": "O_div_binary_48", "importance": 0.001860396775238381}, '
 '{"feature": "O_div_binary_12", "importance": 0.0014953461765481663}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
                   '0.1877538249269138}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.17603313290848324}, {"feature": "O_div_amplitude_12", '
                   '"importance": 0.15854793867583714}, {"feature": '
                   '"K_high_pct_change_12", "importance": '
                   '0.13314399172675265}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.12582233948663413}, {"feature": '
                   '"K_body_size_pct", "importance": 0.10184729291128462}, '
                   '{"feature": "O_pct_change_12", "importance": '
                   '0.08897501482104882}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.024520721591259082}, {"feature": '
                   '"O_div_binary_48", "importance": 0.001860396775238381}, '
                   '{"feature": "O_div_binary_12", "importance": '
                   '0.0014953461765481663}]',
 '_model_metadata': {'created_at': '2026-06-29T12:00:40.797918',
                     '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': 0.5924390794168696,
                                 'train_accuracy': 0.7850056594979692},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
                     'training_time_sec': 4.03039288520813},
 'accuracy': 0.7850056594979692,
 'avg_loss': -0.003417047489649949,
 'avg_win': 0.0015109265728155883,
 'expectancy': -0.000515953692035546,
 'losing_trades': 313,
 'max_drawdown': 0.4035536895871567,
 'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260629_1782676841',
 'profit_factor': 0.6328867756944693,
 'sharpe_ratio': -14.224652376841352,
 'total_pnl': -0.39264075963905043,
 'total_trades': 761,
 'trial_num': 0,
 'win_rate': 0.5886990801576872,
 'winning_trades': 448}
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}
929 BTCUSDT 5 volume_price_pivot_v86_y_C4 2023-08-01 ~ 2026-07-31 0.633 0.59% 761 -14.225 0.40 0.785 0.000 2026-06-29
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260629_1782676894
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_close_position_in_hl", "importance": 0.1877538249269138}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.17603313290848324}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.15854793867583714}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.13314399172675265}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.12582233948663413}, '
 '{"feature": "K_body_size_pct", "importance": 0.10184729291128462}, '
 '{"feature": "O_pct_change_12", "importance": 0.08897501482104882}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.024520721591259082}, '
 '{"feature": "O_div_binary_48", "importance": 0.001860396775238381}, '
 '{"feature": "O_div_binary_12", "importance": 0.0014953461765481663}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
                   '0.1877538249269138}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.17603313290848324}, {"feature": "O_div_amplitude_12", '
                   '"importance": 0.15854793867583714}, {"feature": '
                   '"K_high_pct_change_12", "importance": '
                   '0.13314399172675265}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.12582233948663413}, {"feature": '
                   '"K_body_size_pct", "importance": 0.10184729291128462}, '
                   '{"feature": "O_pct_change_12", "importance": '
                   '0.08897501482104882}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.024520721591259082}, {"feature": '
                   '"O_div_binary_48", "importance": 0.001860396775238381}, '
                   '{"feature": "O_div_binary_12", "importance": '
                   '0.0014953461765481663}]',
 '_model_metadata': {'created_at': '2026-06-29T12:01:34.079713',
                     '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': 0.5924390794168696,
                                 'train_accuracy': 0.7850056594979692},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
                     'training_time_sec': 4.052157878875732},
 'accuracy': 0.7850056594979692,
 'avg_loss': -0.003417047489649949,
 'avg_win': 0.0015109265728155883,
 'expectancy': -0.000515953692035546,
 'losing_trades': 313,
 'max_drawdown': 0.4035536895871567,
 'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260629_1782676894',
 'profit_factor': 0.6328867756944693,
 'sharpe_ratio': -14.224652376841352,
 'total_pnl': -0.39264075963905043,
 'total_trades': 761,
 'trial_num': 0,
 'win_rate': 0.5886990801576872,
 'winning_trades': 448}
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}
919 BTCUSDT 5 volume_price_pivot_v86_y_C4 2023-08-01 ~ 2026-07-31 0.633 0.59% 761 -14.225 0.40 0.785 0.000 2026-06-29
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260629_1782676431
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_close_position_in_hl", "importance": 0.1877538249269138}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.17603313290848324}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.15854793867583714}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.13314399172675265}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.12582233948663413}, '
 '{"feature": "K_body_size_pct", "importance": 0.10184729291128462}, '
 '{"feature": "O_pct_change_12", "importance": 0.08897501482104882}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.024520721591259082}, '
 '{"feature": "O_div_binary_48", "importance": 0.001860396775238381}, '
 '{"feature": "O_div_binary_12", "importance": 0.0014953461765481663}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
                   '0.1877538249269138}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.17603313290848324}, {"feature": "O_div_amplitude_12", '
                   '"importance": 0.15854793867583714}, {"feature": '
                   '"K_high_pct_change_12", "importance": '
                   '0.13314399172675265}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.12582233948663413}, {"feature": '
                   '"K_body_size_pct", "importance": 0.10184729291128462}, '
                   '{"feature": "O_pct_change_12", "importance": '
                   '0.08897501482104882}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.024520721591259082}, {"feature": '
                   '"O_div_binary_48", "importance": 0.001860396775238381}, '
                   '{"feature": "O_div_binary_12", "importance": '
                   '0.0014953461765481663}]',
 '_model_metadata': {'created_at': '2026-06-29T11:53:51.270625',
                     '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': 0.5924390794168696,
                                 'train_accuracy': 0.7850056594979692},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
                     'training_time_sec': 4.096890926361084},
 'accuracy': 0.7850056594979692,
 'avg_loss': -0.003417047489649949,
 'avg_win': 0.0015109265728155883,
 'expectancy': -0.000515953692035546,
 'losing_trades': 313,
 'max_drawdown': 0.4035536895871567,
 'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260629_1782676431',
 'profit_factor': 0.6328867756944693,
 'sharpe_ratio': -14.224652376841352,
 'total_pnl': -0.39264075963905043,
 'total_trades': 761,
 'trial_num': 0,
 'win_rate': 0.5886990801576872,
 'winning_trades': 448}
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}
918 BTCUSDT 5 volume_price_pivot_v86_y_C4 2023-08-01 ~ 2026-07-31 0.633 0.59% 761 -14.225 0.40 0.785 0.000 2026-06-29
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260629_1782676376
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_close_position_in_hl", "importance": 0.1877538249269138}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.17603313290848324}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.15854793867583714}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.13314399172675265}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.12582233948663413}, '
 '{"feature": "K_body_size_pct", "importance": 0.10184729291128462}, '
 '{"feature": "O_pct_change_12", "importance": 0.08897501482104882}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.024520721591259082}, '
 '{"feature": "O_div_binary_48", "importance": 0.001860396775238381}, '
 '{"feature": "O_div_binary_12", "importance": 0.0014953461765481663}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
                   '0.1877538249269138}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.17603313290848324}, {"feature": "O_div_amplitude_12", '
                   '"importance": 0.15854793867583714}, {"feature": '
                   '"K_high_pct_change_12", "importance": '
                   '0.13314399172675265}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.12582233948663413}, {"feature": '
                   '"K_body_size_pct", "importance": 0.10184729291128462}, '
                   '{"feature": "O_pct_change_12", "importance": '
                   '0.08897501482104882}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.024520721591259082}, {"feature": '
                   '"O_div_binary_48", "importance": 0.001860396775238381}, '
                   '{"feature": "O_div_binary_12", "importance": '
                   '0.0014953461765481663}]',
 '_model_metadata': {'created_at': '2026-06-29T11:52:56.180995',
                     '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': 0.5924390794168696,
                                 'train_accuracy': 0.7850056594979692},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
                     'training_time_sec': 4.019059658050537},
 'accuracy': 0.7850056594979692,
 'avg_loss': -0.003417047489649949,
 'avg_win': 0.0015109265728155883,
 'expectancy': -0.000515953692035546,
 'losing_trades': 313,
 'max_drawdown': 0.4035536895871567,
 'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260629_1782676376',
 'profit_factor': 0.6328867756944693,
 'sharpe_ratio': -14.224652376841352,
 'total_pnl': -0.39264075963905043,
 'total_trades': 761,
 'trial_num': 0,
 'win_rate': 0.5886990801576872,
 'winning_trades': 448}
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}
914 BTCUSDT 5 volume_price_pivot_v86_y_C4 2023-08-01 ~ 2026-07-31 0.633 0.59% 761 -14.225 0.40 0.785 0.000 2026-06-29
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260629_1782676209
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_close_position_in_hl", "importance": 0.1877538249269138}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.17603313290848324}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.15854793867583714}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.13314399172675265}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.12582233948663413}, '
 '{"feature": "K_body_size_pct", "importance": 0.10184729291128462}, '
 '{"feature": "O_pct_change_12", "importance": 0.08897501482104882}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.024520721591259082}, '
 '{"feature": "O_div_binary_48", "importance": 0.001860396775238381}, '
 '{"feature": "O_div_binary_12", "importance": 0.0014953461765481663}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
                   '0.1877538249269138}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.17603313290848324}, {"feature": "O_div_amplitude_12", '
                   '"importance": 0.15854793867583714}, {"feature": '
                   '"K_high_pct_change_12", "importance": '
                   '0.13314399172675265}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.12582233948663413}, {"feature": '
                   '"K_body_size_pct", "importance": 0.10184729291128462}, '
                   '{"feature": "O_pct_change_12", "importance": '
                   '0.08897501482104882}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.024520721591259082}, {"feature": '
                   '"O_div_binary_48", "importance": 0.001860396775238381}, '
                   '{"feature": "O_div_binary_12", "importance": '
                   '0.0014953461765481663}]',
 '_model_metadata': {'created_at': '2026-06-29T11:50:09.084813',
                     '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': 0.5924390794168696,
                                 'train_accuracy': 0.7850056594979692},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
                     'training_time_sec': 4.074091672897339},
 'accuracy': 0.7850056594979692,
 'avg_loss': -0.003417047489649949,
 'avg_win': 0.0015109265728155883,
 'expectancy': -0.000515953692035546,
 'losing_trades': 313,
 'max_drawdown': 0.4035536895871567,
 'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260629_1782676209',
 'profit_factor': 0.6328867756944693,
 'sharpe_ratio': -14.224652376841352,
 'total_pnl': -0.39264075963905043,
 'total_trades': 761,
 'trial_num': 0,
 'win_rate': 0.5886990801576872,
 'winning_trades': 448}
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}
954 BTCUSDT 5 volume_price_pivot_v86_y_C4 2023-08-01 ~ 2026-07-31 0.633 0.59% 761 -14.225 0.40 0.785 0.000 2026-06-29
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260629_1782718357
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_close_position_in_hl", "importance": 0.1877538249269138}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.17603313290848324}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.15854793867583714}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.13314399172675265}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.12582233948663413}, '
 '{"feature": "K_body_size_pct", "importance": 0.10184729291128462}, '
 '{"feature": "O_pct_change_12", "importance": 0.08897501482104882}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.024520721591259082}, '
 '{"feature": "O_div_binary_48", "importance": 0.001860396775238381}, '
 '{"feature": "O_div_binary_12", "importance": 0.0014953461765481663}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
                   '0.1877538249269138}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.17603313290848324}, {"feature": "O_div_amplitude_12", '
                   '"importance": 0.15854793867583714}, {"feature": '
                   '"K_high_pct_change_12", "importance": '
                   '0.13314399172675265}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.12582233948663413}, {"feature": '
                   '"K_body_size_pct", "importance": 0.10184729291128462}, '
                   '{"feature": "O_pct_change_12", "importance": '
                   '0.08897501482104882}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.024520721591259082}, {"feature": '
                   '"O_div_binary_48", "importance": 0.001860396775238381}, '
                   '{"feature": "O_div_binary_12", "importance": '
                   '0.0014953461765481663}]',
 '_model_metadata': {'created_at': '2026-06-29T23:32:37.435923',
                     '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': 0.5924390794168696,
                                 'train_accuracy': 0.7850056594979692},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
                     'training_time_sec': 4.046832799911499},
 'accuracy': 0.7850056594979692,
 'avg_loss': -0.003417047489649949,
 'avg_win': 0.0015109265728155883,
 'expectancy': -0.000515953692035546,
 'losing_trades': 313,
 'max_drawdown': 0.4035536895871567,
 'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260629_1782718357',
 'profit_factor': 0.6328867756944693,
 'sharpe_ratio': -14.224652376841352,
 'total_pnl': -0.39264075963905043,
 'total_trades': 761,
 'trial_num': 0,
 'win_rate': 0.5886990801576872,
 'winning_trades': 448}
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}
955 BTCUSDT 5 volume_price_pivot_v86_y_C4 2023-08-01 ~ 2026-07-31 0.633 0.59% 761 -14.225 0.40 0.785 0.000 2026-06-29
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260629_1782718412
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_close_position_in_hl", "importance": 0.1877538249269138}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.17603313290848324}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.15854793867583714}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.13314399172675265}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.12582233948663413}, '
 '{"feature": "K_body_size_pct", "importance": 0.10184729291128462}, '
 '{"feature": "O_pct_change_12", "importance": 0.08897501482104882}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.024520721591259082}, '
 '{"feature": "O_div_binary_48", "importance": 0.001860396775238381}, '
 '{"feature": "O_div_binary_12", "importance": 0.0014953461765481663}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
                   '0.1877538249269138}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.17603313290848324}, {"feature": "O_div_amplitude_12", '
                   '"importance": 0.15854793867583714}, {"feature": '
                   '"K_high_pct_change_12", "importance": '
                   '0.13314399172675265}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.12582233948663413}, {"feature": '
                   '"K_body_size_pct", "importance": 0.10184729291128462}, '
                   '{"feature": "O_pct_change_12", "importance": '
                   '0.08897501482104882}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.024520721591259082}, {"feature": '
                   '"O_div_binary_48", "importance": 0.001860396775238381}, '
                   '{"feature": "O_div_binary_12", "importance": '
                   '0.0014953461765481663}]',
 '_model_metadata': {'created_at': '2026-06-29T23:33:31.791797',
                     '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': 0.5924390794168696,
                                 'train_accuracy': 0.7850056594979692},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
                     'training_time_sec': 4.08827018737793},
 'accuracy': 0.7850056594979692,
 'avg_loss': -0.003417047489649949,
 'avg_win': 0.0015109265728155883,
 'expectancy': -0.000515953692035546,
 'losing_trades': 313,
 'max_drawdown': 0.4035536895871567,
 'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260629_1782718412',
 'profit_factor': 0.6328867756944693,
 'sharpe_ratio': -14.224652376841352,
 'total_pnl': -0.39264075963905043,
 'total_trades': 761,
 'trial_num': 0,
 'win_rate': 0.5886990801576872,
 'winning_trades': 448}
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}
973 BTCUSDT 5 volume_price_pivot_v86_y_C4 2023-08-01 ~ 2026-07-31 0.633 0.59% 761 -14.225 0.40 0.785 0.000 2026-06-30
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260630_1782771715
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_close_position_in_hl", "importance": 0.1877538249269138}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.17603313290848324}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.15854793867583714}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.13314399172675265}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.12582233948663413}, '
 '{"feature": "K_body_size_pct", "importance": 0.10184729291128462}, '
 '{"feature": "O_pct_change_12", "importance": 0.08897501482104882}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.024520721591259082}, '
 '{"feature": "O_div_binary_48", "importance": 0.001860396775238381}, '
 '{"feature": "O_div_binary_12", "importance": 0.0014953461765481663}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
                   '0.1877538249269138}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.17603313290848324}, {"feature": "O_div_amplitude_12", '
                   '"importance": 0.15854793867583714}, {"feature": '
                   '"K_high_pct_change_12", "importance": '
                   '0.13314399172675265}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.12582233948663413}, {"feature": '
                   '"K_body_size_pct", "importance": 0.10184729291128462}, '
                   '{"feature": "O_pct_change_12", "importance": '
                   '0.08897501482104882}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.024520721591259082}, {"feature": '
                   '"O_div_binary_48", "importance": 0.001860396775238381}, '
                   '{"feature": "O_div_binary_12", "importance": '
                   '0.0014953461765481663}]',
 '_model_metadata': {'created_at': '2026-06-30T14:21:54.970976',
                     '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': 0.5924390794168696,
                                 'train_accuracy': 0.7850056594979692},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
                     'training_time_sec': 4.112016201019287},
 'accuracy': 0.7850056594979692,
 'avg_loss': -0.003417047489649949,
 'avg_win': 0.0015109265728155883,
 'expectancy': -0.000515953692035546,
 'losing_trades': 313,
 'max_drawdown': 0.4035536895871567,
 'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260630_1782771715',
 'profit_factor': 0.6328867756944693,
 'sharpe_ratio': -14.224652376841352,
 'total_pnl': -0.39264075963905043,
 'total_trades': 761,
 'trial_num': 0,
 'win_rate': 0.5886990801576872,
 'winning_trades': 448}
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}
913 BTCUSDT 5 volume_price_pivot_v86_y_C4 2023-08-01 ~ 2026-07-31 0.633 0.59% 761 -14.225 0.40 0.785 0.000 2026-06-29
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260629_1782676154
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_close_position_in_hl", "importance": 0.1877538249269138}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.17603313290848324}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.15854793867583714}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.13314399172675265}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.12582233948663413}, '
 '{"feature": "K_body_size_pct", "importance": 0.10184729291128462}, '
 '{"feature": "O_pct_change_12", "importance": 0.08897501482104882}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.024520721591259082}, '
 '{"feature": "O_div_binary_48", "importance": 0.001860396775238381}, '
 '{"feature": "O_div_binary_12", "importance": 0.0014953461765481663}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
                   '0.1877538249269138}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.17603313290848324}, {"feature": "O_div_amplitude_12", '
                   '"importance": 0.15854793867583714}, {"feature": '
                   '"K_high_pct_change_12", "importance": '
                   '0.13314399172675265}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.12582233948663413}, {"feature": '
                   '"K_body_size_pct", "importance": 0.10184729291128462}, '
                   '{"feature": "O_pct_change_12", "importance": '
                   '0.08897501482104882}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.024520721591259082}, {"feature": '
                   '"O_div_binary_48", "importance": 0.001860396775238381}, '
                   '{"feature": "O_div_binary_12", "importance": '
                   '0.0014953461765481663}]',
 '_model_metadata': {'created_at': '2026-06-29T11:49:14.288429',
                     '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': 0.5924390794168696,
                                 'train_accuracy': 0.7850056594979692},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
                     'training_time_sec': 4.088961362838745},
 'accuracy': 0.7850056594979692,
 'avg_loss': -0.003417047489649949,
 'avg_win': 0.0015109265728155883,
 'expectancy': -0.000515953692035546,
 'losing_trades': 313,
 'max_drawdown': 0.4035536895871567,
 'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260629_1782676154',
 'profit_factor': 0.6328867756944693,
 'sharpe_ratio': -14.224652376841352,
 'total_pnl': -0.39264075963905043,
 'total_trades': 761,
 'trial_num': 0,
 'win_rate': 0.5886990801576872,
 'winning_trades': 448}
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}
909 BTCUSDT 5 volume_price_pivot_v86_y_C4 2023-08-01 ~ 2026-07-31 0.633 0.59% 761 -14.225 0.40 0.785 0.000 2026-06-29
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260629_1782675986
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_close_position_in_hl", "importance": 0.1877538249269138}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.17603313290848324}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.15854793867583714}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.13314399172675265}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.12582233948663413}, '
 '{"feature": "K_body_size_pct", "importance": 0.10184729291128462}, '
 '{"feature": "O_pct_change_12", "importance": 0.08897501482104882}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.024520721591259082}, '
 '{"feature": "O_div_binary_48", "importance": 0.001860396775238381}, '
 '{"feature": "O_div_binary_12", "importance": 0.0014953461765481663}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
                   '0.1877538249269138}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.17603313290848324}, {"feature": "O_div_amplitude_12", '
                   '"importance": 0.15854793867583714}, {"feature": '
                   '"K_high_pct_change_12", "importance": '
                   '0.13314399172675265}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.12582233948663413}, {"feature": '
                   '"K_body_size_pct", "importance": 0.10184729291128462}, '
                   '{"feature": "O_pct_change_12", "importance": '
                   '0.08897501482104882}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.024520721591259082}, {"feature": '
                   '"O_div_binary_48", "importance": 0.001860396775238381}, '
                   '{"feature": "O_div_binary_12", "importance": '
                   '0.0014953461765481663}]',
 '_model_metadata': {'created_at': '2026-06-29T11:46:26.510193',
                     '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': 0.5924390794168696,
                                 'train_accuracy': 0.7850056594979692},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
                     'training_time_sec': 4.0439372062683105},
 'accuracy': 0.7850056594979692,
 'avg_loss': -0.003417047489649949,
 'avg_win': 0.0015109265728155883,
 'expectancy': -0.000515953692035546,
 'losing_trades': 313,
 'max_drawdown': 0.4035536895871567,
 'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260629_1782675986',
 'profit_factor': 0.6328867756944693,
 'sharpe_ratio': -14.224652376841352,
 'total_pnl': -0.39264075963905043,
 'total_trades': 761,
 'trial_num': 0,
 'win_rate': 0.5886990801576872,
 'winning_trades': 448}
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}
908 BTCUSDT 5 volume_price_pivot_v86_y_C4 2023-08-01 ~ 2026-07-31 0.633 0.59% 761 -14.225 0.40 0.785 0.000 2026-06-29
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260629_1782675932
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_close_position_in_hl", "importance": 0.1877538249269138}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.17603313290848324}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.15854793867583714}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.13314399172675265}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.12582233948663413}, '
 '{"feature": "K_body_size_pct", "importance": 0.10184729291128462}, '
 '{"feature": "O_pct_change_12", "importance": 0.08897501482104882}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.024520721591259082}, '
 '{"feature": "O_div_binary_48", "importance": 0.001860396775238381}, '
 '{"feature": "O_div_binary_12", "importance": 0.0014953461765481663}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
                   '0.1877538249269138}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.17603313290848324}, {"feature": "O_div_amplitude_12", '
                   '"importance": 0.15854793867583714}, {"feature": '
                   '"K_high_pct_change_12", "importance": '
                   '0.13314399172675265}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.12582233948663413}, {"feature": '
                   '"K_body_size_pct", "importance": 0.10184729291128462}, '
                   '{"feature": "O_pct_change_12", "importance": '
                   '0.08897501482104882}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.024520721591259082}, {"feature": '
                   '"O_div_binary_48", "importance": 0.001860396775238381}, '
                   '{"feature": "O_div_binary_12", "importance": '
                   '0.0014953461765481663}]',
 '_model_metadata': {'created_at': '2026-06-29T11:45:31.937747',
                     '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': 0.5924390794168696,
                                 'train_accuracy': 0.7850056594979692},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
                     'training_time_sec': 4.014878273010254},
 'accuracy': 0.7850056594979692,
 'avg_loss': -0.003417047489649949,
 'avg_win': 0.0015109265728155883,
 'expectancy': -0.000515953692035546,
 'losing_trades': 313,
 'max_drawdown': 0.4035536895871567,
 'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260629_1782675932',
 'profit_factor': 0.6328867756944693,
 'sharpe_ratio': -14.224652376841352,
 'total_pnl': -0.39264075963905043,
 'total_trades': 761,
 'trial_num': 0,
 'win_rate': 0.5886990801576872,
 'winning_trades': 448}
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}
986 BTCUSDT 5 volume_price_pivot_v86_y_C4 2023-08-01 ~ 2026-07-31 0.633 0.59% 761 -14.225 0.40 0.785 0.000 2026-06-30
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260630_1782795353
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_close_position_in_hl", "importance": 0.1877538249269138}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.17603313290848324}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.15854793867583714}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.13314399172675265}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.12582233948663413}, '
 '{"feature": "K_body_size_pct", "importance": 0.10184729291128462}, '
 '{"feature": "O_pct_change_12", "importance": 0.08897501482104882}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.024520721591259082}, '
 '{"feature": "O_div_binary_48", "importance": 0.001860396775238381}, '
 '{"feature": "O_div_binary_12", "importance": 0.0014953461765481663}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
                   '0.1877538249269138}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.17603313290848324}, {"feature": "O_div_amplitude_12", '
                   '"importance": 0.15854793867583714}, {"feature": '
                   '"K_high_pct_change_12", "importance": '
                   '0.13314399172675265}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.12582233948663413}, {"feature": '
                   '"K_body_size_pct", "importance": 0.10184729291128462}, '
                   '{"feature": "O_pct_change_12", "importance": '
                   '0.08897501482104882}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.024520721591259082}, {"feature": '
                   '"O_div_binary_48", "importance": 0.001860396775238381}, '
                   '{"feature": "O_div_binary_12", "importance": '
                   '0.0014953461765481663}]',
 '_model_metadata': {'created_at': '2026-06-30T20:55:53.612495',
                     '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': 0.5924390794168696,
                                 'train_accuracy': 0.7850056594979692},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
                     'training_time_sec': 4.056374549865723},
 'accuracy': 0.7850056594979692,
 'avg_loss': -0.003417047489649949,
 'avg_win': 0.0015109265728155883,
 'expectancy': -0.000515953692035546,
 'losing_trades': 313,
 'max_drawdown': 0.4035536895871567,
 'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260630_1782795353',
 'profit_factor': 0.6328867756944693,
 'sharpe_ratio': -14.224652376841352,
 'total_pnl': -0.39264075963905043,
 'total_trades': 761,
 'trial_num': 0,
 'win_rate': 0.5886990801576872,
 'winning_trades': 448}
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}
900 BTCUSDT 5 volume_price_pivot_v86_y_C4 2023-08-01 ~ 2026-07-31 0.633 0.59% 761 -14.225 0.40 0.785 0.000 2026-06-29
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260629_1782675598
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_close_position_in_hl", "importance": 0.1877538249269138}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.17603313290848324}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.15854793867583714}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.13314399172675265}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.12582233948663413}, '
 '{"feature": "K_body_size_pct", "importance": 0.10184729291128462}, '
 '{"feature": "O_pct_change_12", "importance": 0.08897501482104882}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.024520721591259082}, '
 '{"feature": "O_div_binary_48", "importance": 0.001860396775238381}, '
 '{"feature": "O_div_binary_12", "importance": 0.0014953461765481663}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
                   '0.1877538249269138}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.17603313290848324}, {"feature": "O_div_amplitude_12", '
                   '"importance": 0.15854793867583714}, {"feature": '
                   '"K_high_pct_change_12", "importance": '
                   '0.13314399172675265}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.12582233948663413}, {"feature": '
                   '"K_body_size_pct", "importance": 0.10184729291128462}, '
                   '{"feature": "O_pct_change_12", "importance": '
                   '0.08897501482104882}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.024520721591259082}, {"feature": '
                   '"O_div_binary_48", "importance": 0.001860396775238381}, '
                   '{"feature": "O_div_binary_12", "importance": '
                   '0.0014953461765481663}]',
 '_model_metadata': {'created_at': '2026-06-29T11:39:57.734615',
                     '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': 0.5924390794168696,
                                 'train_accuracy': 0.7850056594979692},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
                     'training_time_sec': 4.093768835067749},
 'accuracy': 0.7850056594979692,
 'avg_loss': -0.003417047489649949,
 'avg_win': 0.0015109265728155883,
 'expectancy': -0.000515953692035546,
 'losing_trades': 313,
 'max_drawdown': 0.4035536895871567,
 'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260629_1782675598',
 'profit_factor': 0.6328867756944693,
 'sharpe_ratio': -14.224652376841352,
 'total_pnl': -0.39264075963905043,
 'total_trades': 761,
 'trial_num': 0,
 'win_rate': 0.5886990801576872,
 'winning_trades': 448}
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}
987 BTCUSDT 5 volume_price_pivot_v86_y_C4 2023-08-01 ~ 2026-07-31 0.633 0.59% 761 -14.225 0.40 0.785 0.000 2026-06-30
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260630_1782795406
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_close_position_in_hl", "importance": 0.1877538249269138}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.17603313290848324}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.15854793867583714}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.13314399172675265}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.12582233948663413}, '
 '{"feature": "K_body_size_pct", "importance": 0.10184729291128462}, '
 '{"feature": "O_pct_change_12", "importance": 0.08897501482104882}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.024520721591259082}, '
 '{"feature": "O_div_binary_48", "importance": 0.001860396775238381}, '
 '{"feature": "O_div_binary_12", "importance": 0.0014953461765481663}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
                   '0.1877538249269138}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.17603313290848324}, {"feature": "O_div_amplitude_12", '
                   '"importance": 0.15854793867583714}, {"feature": '
                   '"K_high_pct_change_12", "importance": '
                   '0.13314399172675265}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.12582233948663413}, {"feature": '
                   '"K_body_size_pct", "importance": 0.10184729291128462}, '
                   '{"feature": "O_pct_change_12", "importance": '
                   '0.08897501482104882}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.024520721591259082}, {"feature": '
                   '"O_div_binary_48", "importance": 0.001860396775238381}, '
                   '{"feature": "O_div_binary_12", "importance": '
                   '0.0014953461765481663}]',
 '_model_metadata': {'created_at': '2026-06-30T20:56:46.766449',
                     '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': 0.5924390794168696,
                                 'train_accuracy': 0.7850056594979692},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
                     'training_time_sec': 4.061984539031982},
 'accuracy': 0.7850056594979692,
 'avg_loss': -0.003417047489649949,
 'avg_win': 0.0015109265728155883,
 'expectancy': -0.000515953692035546,
 'losing_trades': 313,
 'max_drawdown': 0.4035536895871567,
 'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260630_1782795406',
 'profit_factor': 0.6328867756944693,
 'sharpe_ratio': -14.224652376841352,
 'total_pnl': -0.39264075963905043,
 'total_trades': 761,
 'trial_num': 0,
 'win_rate': 0.5886990801576872,
 'winning_trades': 448}
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}
988 BTCUSDT 5 volume_price_pivot_v86_y_C4 2023-08-01 ~ 2026-07-31 0.633 0.59% 761 -14.225 0.40 0.785 0.000 2026-06-30
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260630_1782795460
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_close_position_in_hl", "importance": 0.1877538249269138}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.17603313290848324}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.15854793867583714}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.13314399172675265}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.12582233948663413}, '
 '{"feature": "K_body_size_pct", "importance": 0.10184729291128462}, '
 '{"feature": "O_pct_change_12", "importance": 0.08897501482104882}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.024520721591259082}, '
 '{"feature": "O_div_binary_48", "importance": 0.001860396775238381}, '
 '{"feature": "O_div_binary_12", "importance": 0.0014953461765481663}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
                   '0.1877538249269138}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.17603313290848324}, {"feature": "O_div_amplitude_12", '
                   '"importance": 0.15854793867583714}, {"feature": '
                   '"K_high_pct_change_12", "importance": '
                   '0.13314399172675265}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.12582233948663413}, {"feature": '
                   '"K_body_size_pct", "importance": 0.10184729291128462}, '
                   '{"feature": "O_pct_change_12", "importance": '
                   '0.08897501482104882}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.024520721591259082}, {"feature": '
                   '"O_div_binary_48", "importance": 0.001860396775238381}, '
                   '{"feature": "O_div_binary_12", "importance": '
                   '0.0014953461765481663}]',
 '_model_metadata': {'created_at': '2026-06-30T20:57:39.891735',
                     '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': 0.5924390794168696,
                                 'train_accuracy': 0.7850056594979692},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
                     'training_time_sec': 4.065640926361084},
 'accuracy': 0.7850056594979692,
 'avg_loss': -0.003417047489649949,
 'avg_win': 0.0015109265728155883,
 'expectancy': -0.000515953692035546,
 'losing_trades': 313,
 'max_drawdown': 0.4035536895871567,
 'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260630_1782795460',
 'profit_factor': 0.6328867756944693,
 'sharpe_ratio': -14.224652376841352,
 'total_pnl': -0.39264075963905043,
 'total_trades': 761,
 'trial_num': 0,
 'win_rate': 0.5886990801576872,
 'winning_trades': 448}
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}
899 BTCUSDT 5 volume_price_pivot_v86_y_C4 2023-08-01 ~ 2026-07-31 0.633 0.59% 761 -14.225 0.40 0.785 0.000 2026-06-29
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260629_1782675543
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_close_position_in_hl", "importance": 0.1877538249269138}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.17603313290848324}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.15854793867583714}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.13314399172675265}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.12582233948663413}, '
 '{"feature": "K_body_size_pct", "importance": 0.10184729291128462}, '
 '{"feature": "O_pct_change_12", "importance": 0.08897501482104882}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.024520721591259082}, '
 '{"feature": "O_div_binary_48", "importance": 0.001860396775238381}, '
 '{"feature": "O_div_binary_12", "importance": 0.0014953461765481663}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
                   '0.1877538249269138}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.17603313290848324}, {"feature": "O_div_amplitude_12", '
                   '"importance": 0.15854793867583714}, {"feature": '
                   '"K_high_pct_change_12", "importance": '
                   '0.13314399172675265}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.12582233948663413}, {"feature": '
                   '"K_body_size_pct", "importance": 0.10184729291128462}, '
                   '{"feature": "O_pct_change_12", "importance": '
                   '0.08897501482104882}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.024520721591259082}, {"feature": '
                   '"O_div_binary_48", "importance": 0.001860396775238381}, '
                   '{"feature": "O_div_binary_12", "importance": '
                   '0.0014953461765481663}]',
 '_model_metadata': {'created_at': '2026-06-29T11:39:03.624830',
                     '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': 0.5924390794168696,
                                 'train_accuracy': 0.7850056594979692},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
                     'training_time_sec': 4.13728141784668},
 'accuracy': 0.7850056594979692,
 'avg_loss': -0.003417047489649949,
 'avg_win': 0.0015109265728155883,
 'expectancy': -0.000515953692035546,
 'losing_trades': 313,
 'max_drawdown': 0.4035536895871567,
 'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260629_1782675543',
 'profit_factor': 0.6328867756944693,
 'sharpe_ratio': -14.224652376841352,
 'total_pnl': -0.39264075963905043,
 'total_trades': 761,
 'trial_num': 0,
 'win_rate': 0.5886990801576872,
 'winning_trades': 448}
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}
895 BTCUSDT 5 volume_price_pivot_v86_y_C4 2023-08-01 ~ 2026-07-31 0.633 0.59% 761 -14.225 0.40 0.785 0.000 2026-06-29
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260629_1782675377
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_close_position_in_hl", "importance": 0.1877538249269138}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.17603313290848324}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.15854793867583714}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.13314399172675265}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.12582233948663413}, '
 '{"feature": "K_body_size_pct", "importance": 0.10184729291128462}, '
 '{"feature": "O_pct_change_12", "importance": 0.08897501482104882}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.024520721591259082}, '
 '{"feature": "O_div_binary_48", "importance": 0.001860396775238381}, '
 '{"feature": "O_div_binary_12", "importance": 0.0014953461765481663}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
                   '0.1877538249269138}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.17603313290848324}, {"feature": "O_div_amplitude_12", '
                   '"importance": 0.15854793867583714}, {"feature": '
                   '"K_high_pct_change_12", "importance": '
                   '0.13314399172675265}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.12582233948663413}, {"feature": '
                   '"K_body_size_pct", "importance": 0.10184729291128462}, '
                   '{"feature": "O_pct_change_12", "importance": '
                   '0.08897501482104882}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.024520721591259082}, {"feature": '
                   '"O_div_binary_48", "importance": 0.001860396775238381}, '
                   '{"feature": "O_div_binary_12", "importance": '
                   '0.0014953461765481663}]',
 '_model_metadata': {'created_at': '2026-06-29T11:36:17.584072',
                     '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': 0.5924390794168696,
                                 'train_accuracy': 0.7850056594979692},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
                     'training_time_sec': 4.067128896713257},
 'accuracy': 0.7850056594979692,
 'avg_loss': -0.003417047489649949,
 'avg_win': 0.0015109265728155883,
 'expectancy': -0.000515953692035546,
 'losing_trades': 313,
 'max_drawdown': 0.4035536895871567,
 'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260629_1782675377',
 'profit_factor': 0.6328867756944693,
 'sharpe_ratio': -14.224652376841352,
 'total_pnl': -0.39264075963905043,
 'total_trades': 761,
 'trial_num': 0,
 'win_rate': 0.5886990801576872,
 'winning_trades': 448}
ind_param (optuna):
展開 Optuna 參數 
{}
Fold Config:
展開 
{'method': 'expanding-window-walk-forward',
 'min_train_bars': 500,
 'n_splits': 4,
 'purge_days': 0,
 'test_window_months': 6,
 'train_window_months': 6}
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