Indicator Params Viewer
檢視每次最佳化的參數結果（L0 Audit）— 返回 Dashboard 入口
🔍 篩選
共 1373 筆結果
📊 Indicator Params
| ID | Symbol | Interval | Indicator | Date Range | PF ↓ | WR | Trades | Sharpe | DD | Acc | AUC | Created |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 991 | 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_1782795677
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': '2026-06-30T21:01:16.955589',
'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': 4.043152570724487},
'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_1782795677',
'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}
|
||||||||||||
| 995 | 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_1782795987
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': '2026-06-30T21:06:27.665183',
'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': 4.0799524784088135},
'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_1782795987',
'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}
|
||||||||||||
| 998 | 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_1782796142
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': '2026-06-30T21:09:01.746547',
'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': 4.112178564071655},
'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_1782796142',
'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}
|
||||||||||||
| 894 | 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_1782675323
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': '2026-06-29T11:35:23.439370',
'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': 4.108010768890381},
'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_1782675323',
'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}
|
||||||||||||
| 886 | 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_1782674989
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': '2026-06-29T11:29:49.335178',
'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': 4.083961486816406},
'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_1782674989',
'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}
|
||||||||||||
| 885 | 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_1782674935
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': '2026-06-29T11:28:54.988707',
'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': 4.095158100128174},
'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_1782674935',
'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}
|
||||||||||||
| 881 | 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_1782674769
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': '2026-06-29T11:26:09.540440',
'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': 4.056098222732544},
'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_1782674769',
'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}
|
||||||||||||
| 880 | 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_1782674715
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': '2026-06-29T11:25:14.861778',
'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': 4.063575506210327},
'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_1782674715',
'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}
|
||||||||||||
| 1001 | 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_1782796546
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': '2026-06-30T21:15:46.582482',
'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': 4.061145544052124},
'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_1782796546',
'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}
|
||||||||||||
| 1005 | 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_1782796917
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': '2026-06-30T21:21:56.923643',
'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': 4.034026145935059},
'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_1782796917',
'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}
|
||||||||||||
| 1032 | 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_1782864773
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': '2026-07-01T16:12:53.048343',
'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': 4.024046421051025},
'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_1782864773',
'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}
|
||||||||||||
| 863 | 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_1782621172
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': '2026-06-28T20:32:51.904346',
'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': 4.023329734802246},
'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_1782621172',
'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}
|
||||||||||||
| 857 | 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_1782620036
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': '2026-06-28T20:13:56.128619',
'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': 4.093343734741211},
'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_1782620036',
'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}
|
||||||||||||
| 856 | 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_1782619982
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': '2026-06-28T20:13:01.749954',
'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': 4.121274709701538},
'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_1782619982',
'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}
|
||||||||||||
| 852 | 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_1782619777
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': '2026-06-28T20:09:37.526702',
'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': 4.074379205703735},
'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_1782619777',
'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}
|
||||||||||||
| 851 | 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_1782619723
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': '2026-06-28T20:08:42.744456',
'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': 3.9918477535247803},
'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_1782619723',
'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}
|
||||||||||||
| 847 | 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_1782619558
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': '2026-06-28T20:05:57.807740',
'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': 3.978581190109253},
'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_1782619558',
'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}
|
||||||||||||
| 846 | 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_1782619503
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': '2026-06-28T20:05:03.049496',
'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': 4.055680513381958},
'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_1782619503',
'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}
|
||||||||||||
| 842 | 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_1782619339
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': '2026-06-28T20:02:19.560044',
'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': 4.019804954528809},
'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_1782619339',
'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}
|
||||||||||||
| 841 | 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_1782619286
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': '2026-06-28T20:01:26.000191',
'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': 4.1187424659729},
'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_1782619286',
'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}
|
||||||||||||
| 690 | 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_1782545070
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': '2026-06-27T23:24:29.716517',
'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': 4.147022485733032},
'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_1782545070',
'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}
|
||||||||||||
| 703 | 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_1782550168
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': '2026-06-28T00:49:28.501480',
'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': 4.128237009048462},
'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_1782550168',
'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}
|
||||||||||||
| 924 | 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_1782676650
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': '2026-06-29T11:57:29.751590',
'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': 4.06824803352356},
'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_1782676650',
'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}
|
||||||||||||
| 1324 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-04-30 | 0.628 | 0.69% | 761 | -14.787 | 0.50 | 0.872 | 0.000 | 2026-07-07 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783406223
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_momentum_pct_change_48", "importance": 0.4176530673663931}, '
'{"feature": "O_div_amplitude_12", "importance": 0.1404693787154009}, '
'{"feature": "K_high_pct_change_12", "importance": 0.1382250939411367}, '
'{"feature": "O_div_amplitude_48", "importance": 0.12873604838451258}, '
'{"feature": "K_consecutive_shrink", "importance": 0.07321407373824126}, '
'{"feature": "O_div_binary_12", "importance": 0.035020863527001865}, '
'{"feature": "O_pct_change_12", "importance": 0.026407231792691967}, '
'{"feature": "O_div_binary_48", "importance": 0.01590500227929702}, '
'{"feature": "K_body_size_pct", "importance": 0.012759085933774603}, '
'{"feature": "K_close_position_in_hl", "importance": 0.01161015432154994}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_momentum_pct_change_48", "importance": '
'0.4176530673663931}, {"feature": "O_div_amplitude_12", '
'"importance": 0.1404693787154009}, {"feature": '
'"K_high_pct_change_12", "importance": 0.1382250939411367}, '
'{"feature": "O_div_amplitude_48", "importance": '
'0.12873604838451258}, {"feature": "K_consecutive_shrink", '
'"importance": 0.07321407373824126}, {"feature": '
'"O_div_binary_12", "importance": 0.035020863527001865}, '
'{"feature": "O_pct_change_12", "importance": '
'0.026407231792691967}, {"feature": "O_div_binary_48", '
'"importance": 0.01590500227929702}, {"feature": '
'"K_body_size_pct", "importance": 0.012759085933774603}, '
'{"feature": "K_close_position_in_hl", "importance": '
'0.01161015432154994}]',
'_model_metadata': {'created_at': '2026-07-07T22:37:03.511524',
'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': 0.8780918883357005,
'train_accuracy': 0.8724948398694986},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.058978319168091},
'accuracy': 0.8724948398694986,
'avg_loss': -0.005557717717713416,
'avg_win': 0.001569659397098842,
'expectancy': -0.0006406704308849855,
'losing_trades': 236,
'max_drawdown': 0.5041724823997914,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783406223',
'profit_factor': 0.6282843472783508,
'sharpe_ratio': -14.7865120947967,
'total_pnl': -0.4875501979034741,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.6898817345597897,
'winning_trades': 525}
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}
|
||||||||||||
| 1285 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-10-01 ~ 2026-04-30 | 0.627 | 0.65% | 758 | -14.808 | 0.47 | 0.890 | 0.000 | 2026-07-07 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783404482
Data Hash: 3c112bae8dd2b04f
Feature Score:
展開('[{"feature": "O_div_amplitude_12", "importance": 0.4810594921964673}, '
'{"feature": "O_div_binary_12", "importance": 0.23217734097241122}, '
'{"feature": "K_high_pct_change_12", "importance": 0.1450506859470113}, '
'{"feature": "O_div_amplitude_48", "importance": 0.05330020616180942}, '
'{"feature": "K_consecutive_shrink", "importance": 0.034678995572235694}, '
'{"feature": "K_body_size_pct", "importance": 0.022020246317370033}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.015617199727081693}, '
'{"feature": "K_close_position_in_hl", "importance": 0.010465949239233965}, '
'{"feature": "O_pct_change_12", "importance": 0.0055555010868426164}, '
'{"feature": "O_div_binary_48", "importance": 7.438277953664894e-05}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "O_div_amplitude_12", "importance": '
'0.4810594921964673}, {"feature": "O_div_binary_12", '
'"importance": 0.23217734097241122}, {"feature": '
'"K_high_pct_change_12", "importance": 0.1450506859470113}, '
'{"feature": "O_div_amplitude_48", "importance": '
'0.05330020616180942}, {"feature": "K_consecutive_shrink", '
'"importance": 0.034678995572235694}, {"feature": '
'"K_body_size_pct", "importance": 0.022020246317370033}, '
'{"feature": "K_momentum_pct_change_48", "importance": '
'0.015617199727081693}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.010465949239233965}, {"feature": "O_pct_change_12", '
'"importance": 0.0055555010868426164}, {"feature": '
'"O_div_binary_48", "importance": 7.438277953664894e-05}]',
'_model_metadata': {'created_at': '2026-07-07T22:08:02.250015',
'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': 0.9602366804374827,
'train_accuracy': 0.8896834856310423},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15102,
'tags': {},
'training_data_hash': '3c112bae8dd2b04f-814dd7b9784d57c1',
'training_time_sec': 4.067999601364136},
'accuracy': 0.8896834856310423,
'avg_loss': -0.004619307606377924,
'avg_win': 0.0015745571684578805,
'expectancy': -0.0006071867561874493,
'losing_trades': 267,
'max_drawdown': 0.47287602363705333,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783404482',
'profit_factor': 0.6268328969830841,
'sharpe_ratio': -14.808224263720946,
'total_pnl': -0.4602475611900865,
'total_trades': 758,
'trial_num': 0,
'win_rate': 0.6477572559366754,
'winning_trades': 491}
ind_param (optuna):
展開 Optuna 參數{}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 1740 | BTCUSDT | 5 | volume_price_pivot_v86_y_C8 | 2023-08-01 ~ 2026-07-31 | 0.620 | 0.65% | 761 | -15.111 | 0.47 | 0.953 | 0.000 | 2026-07-12 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C8_BTCUSDT_2_20260712_1783806183
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.16318027663110488}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.15847914087013687}, '
'{"feature": "O_div_amplitude_12", "importance": 0.14818487177133652}, '
'{"feature": "O_div_amplitude_48", "importance": 0.14662276532738616}, '
'{"feature": "K_body_size_pct", "importance": 0.13334700570366564}, '
'{"feature": "K_close_position_in_hl", "importance": 0.10887251171354811}, '
'{"feature": "O_pct_change_12", "importance": 0.09312403466045593}, '
'{"feature": "K_consecutive_shrink", "importance": 0.027530667376025744}, '
'{"feature": "O_div_binary_12", "importance": 0.01872504873987693}, '
'{"feature": "O_div_binary_48", "importance": 0.0019336772064632087}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.16318027663110488}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.15847914087013687}, {"feature": "O_div_amplitude_12", '
'"importance": 0.14818487177133652}, {"feature": '
'"O_div_amplitude_48", "importance": 0.14662276532738616}, '
'{"feature": "K_body_size_pct", "importance": '
'0.13334700570366564}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.10887251171354811}, {"feature": "O_pct_change_12", '
'"importance": 0.09312403466045593}, {"feature": '
'"K_consecutive_shrink", "importance": '
'0.027530667376025744}, {"feature": "O_div_binary_12", '
'"importance": 0.01872504873987693}, {"feature": '
'"O_div_binary_48", "importance": 0.0019336772064632087}]',
'_model_metadata': {'created_at': '2026-07-12T13:43:02.999329',
'feature_names': ['K_momentum_pct_change_48',
'K_high_pct_change_12',
'K_close_position_in_hl',
'K_body_size_pct',
'K_consecutive_shrink',
'O_pct_change_12',
'O_div_binary_12',
'O_div_binary_48',
'O_div_amplitude_12',
'O_div_amplitude_48'],
'git_commit': 'unknown',
'hyperparameters': {'learning_rate': 0.07659969709057025,
'max_depth': 5,
'n_estimators': 214,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.7832064136161149,
'train_accuracy': 0.952859711032692},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 6.859893560409546},
'accuracy': 0.952859711032692,
'avg_loss': -0.0045782713281030075,
'avg_win': 0.0015519738229733363,
'expectancy': -0.0006149590885109427,
'learning_rate': 0.07659969709057025,
'losing_trades': 269,
'max_depth': 5,
'max_drawdown': 0.46601397111307913,
'model_file': 'volume_price_pivot_v86_y_C8_BTCUSDT_2_20260712_1783806183',
'n_estimators': 214,
'period_lookback': 11,
'profit_factor': 0.6200057072578444,
'sharpe_ratio': -15.11071479286158,
'top_pct': 8,
'total_pnl': -0.46798386635682754,
'total_trades': 761,
'trail_stop_1': -0.1187962719115127,
'trail_stop_2': 0.011616722433639893,
'trail_stop_3': 0.470501755284444,
'trail_stop_4': 0.41235069657748147,
'trail_stop_5': 2.7486639612006325,
'trail_thr_1': 0.2697316968394073,
'trail_thr_2': 0.4045980821176709,
'trail_thr_3': 1.319705687464961,
'trail_thr_4': 1.6978254022286159,
'trail_thr_5': 3.9548647782429915,
'trial_num': 0,
'vp_subset_size': 0,
'win_rate': 0.6465177398160316,
'winning_trades': 492}
ind_param (optuna):
展開 Optuna 參數{'n_estimators': [165, 295], 'max_depth': [3, 5], 'learning_rate': [0.04, 0.09], 'trail_thr_1': [0.15, 0.35], 'trail_stop_1': [-0.15, 0.05], 'trail_thr_2': [0.35, 0.7], 'trail_stop_2': [0.0, 0.2], 'trail_thr_3': [0.8, 1.4], 'trail_stop_3': [0.2, 0.65], 'trail_thr_4': [1.45, 1.8], 'trail_stop_4': [0.4, 1.0], 'trail_thr_5': [2.5, 4.0], 'trail_stop_5': [1.5, 3.0], 'vp_subset_size': [0, 3], 'top_pct': [7, 16], 'period_lookback': [11, 13]}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 1688 | BTCUSDT | 5 | volume_price_pivot_v86_y_C3 | 2023-08-01 ~ 2026-07-31 | 0.617 | 0.65% | 761 | -15.270 | 0.49 | 0.912 | 0.000 | 2026-07-12 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C3_BTCUSDT_2_20260711_1783777422
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.2520278826629741}, '
'{"feature": "O_div_amplitude_12", "importance": 0.16826686779369437}, '
'{"feature": "K_close_position_in_hl", "importance": 0.1040277361974335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.08604553307391041}, '
'{"feature": "O_div_binary_12", "importance": 0.08591067789563499}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.08190840821532666}, '
'{"feature": "O_pct_change_12", "importance": 0.0798495219323628}, '
'{"feature": "K_consecutive_shrink", "importance": 0.07359299881674401}, '
'{"feature": "K_body_size_pct", "importance": 0.06620441331480244}, '
'{"feature": "O_div_binary_48", "importance": 0.002165960097116673}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.2520278826629741}, {"feature": "O_div_amplitude_12", '
'"importance": 0.16826686779369437}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.1040277361974335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.08604553307391041}, {"feature": '
'"O_div_binary_12", "importance": 0.08591067789563499}, '
'{"feature": "K_momentum_pct_change_48", "importance": '
'0.08190840821532666}, {"feature": "O_pct_change_12", '
'"importance": 0.0798495219323628}, {"feature": '
'"K_consecutive_shrink", "importance": '
'0.07359299881674401}, {"feature": "K_body_size_pct", '
'"importance": 0.06620441331480244}, {"feature": '
'"O_div_binary_48", "importance": 0.002165960097116673}]',
'_model_metadata': {'created_at': '2026-07-12T05:36:19.963514',
'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': 0.046147003573668466,
'max_depth': 3,
'n_estimators': 259,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.6979239662253675,
'train_accuracy': 0.9123776549703708},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 5.260263919830322},
'accuracy': 0.9123776549703708,
'avg_loss': -0.004631763402065747,
'avg_win': 0.001554328136494989,
'expectancy': -0.0006242165840493964,
'learning_rate': 0.046147003573668466,
'losing_trades': 268,
'max_depth': 3,
'max_drawdown': 0.4895774053718553,
'model_file': 'volume_price_pivot_v86_y_C3_BTCUSDT_2_20260711_1783777422',
'n_bars': 12,
'n_estimators': 259,
'profit_factor': 0.6173173271443976,
'sharpe_ratio': -15.269917699159352,
'top_pct': 13,
'total_pnl': -0.47502882046159045,
'total_trades': 761,
'trail_stop_1': -0.08622150750390328,
'trail_stop_2': 0.0015222537443771334,
'trail_stop_3': 0.3935351440368212,
'trail_stop_4': 0.5439111302185999,
'trail_stop_5': 1.6252744640507513,
'trail_thr_1': 0.23976751651624356,
'trail_thr_2': 0.5202491922804231,
'trail_thr_3': 1.0514733077923326,
'trail_thr_4': 1.7256553006781037,
'trail_thr_5': 2.810421649764863,
'trial_num': 6,
'vp_subset_size': 0,
'win_rate': 0.6478318002628121,
'window': 12,
'winning_trades': 493}
ind_param (optuna):
展開 Optuna 參數{'n_estimators': [165, 295], 'max_depth': [3, 5], 'learning_rate': [0.04, 0.09], 'trail_thr_1': [0.15, 0.35], 'trail_stop_1': [-0.15, 0.05], 'trail_thr_2': [0.35, 0.7], 'trail_stop_2': [0.0, 0.2], 'trail_thr_3': [0.8, 1.4], 'trail_stop_3': [0.2, 0.65], 'trail_thr_4': [1.45, 1.8], 'trail_stop_4': [0.4, 1.0], 'trail_thr_5': [2.5, 4.0], 'trail_stop_5': [1.5, 3.0], 'vp_subset_size': [0, 3], 'top_pct': [7, 16], '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}
|
||||||||||||
| 1257 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-06-30 | 0.617 | 0.66% | 761 | -15.276 | 0.49 | 0.913 | 0.000 | 2026-07-07 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783403578
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_momentum_pct_change_48", "importance": 0.590460447461771}, '
'{"feature": "O_div_amplitude_12", "importance": 0.2192736941978242}, '
'{"feature": "O_div_binary_12", "importance": 0.09052560582231269}, '
'{"feature": "K_high_pct_change_12", "importance": 0.05458029782304147}, '
'{"feature": "O_div_amplitude_48", "importance": 0.028600561993279136}, '
'{"feature": "K_body_size_pct", "importance": 0.005081489822684665}, '
'{"feature": "O_div_binary_48", "importance": 0.0048050857779810266}, '
'{"feature": "O_pct_change_12", "importance": 0.002890206538501572}, '
'{"feature": "K_close_position_in_hl", "importance": 0.0021654655873927092}, '
'{"feature": "K_consecutive_shrink", "importance": 0.001617144975211485}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_momentum_pct_change_48", "importance": '
'0.590460447461771}, {"feature": "O_div_amplitude_12", '
'"importance": 0.2192736941978242}, {"feature": '
'"O_div_binary_12", "importance": 0.09052560582231269}, '
'{"feature": "K_high_pct_change_12", "importance": '
'0.05458029782304147}, {"feature": "O_div_amplitude_48", '
'"importance": 0.028600561993279136}, {"feature": '
'"K_body_size_pct", "importance": 0.005081489822684665}, '
'{"feature": "O_div_binary_48", "importance": '
'0.0048050857779810266}, {"feature": "O_pct_change_12", '
'"importance": 0.002890206538501572}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.0021654655873927092}, {"feature": '
'"K_consecutive_shrink", "importance": '
'0.001617144975211485}]',
'_model_metadata': {'created_at': '2026-07-07T21:52:58.460609',
'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': 0.9619573381403034,
'train_accuracy': 0.9131766429189693},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1',
'training_time_sec': 4.051584005355835},
'accuracy': 0.9131766429189693,
'avg_loss': -0.004983505519972304,
'avg_win': 0.0015586254174748296,
'expectancy': -0.0006421439911801852,
'losing_trades': 256,
'max_drawdown': 0.49188211487094974,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783403578',
'profit_factor': 0.6169617268142745,
'sharpe_ratio': -15.275728227441917,
'total_pnl': -0.4886715772881209,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.6636005256241787,
'winning_trades': 505}
ind_param (optuna):
展開 Optuna 參數{}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 1686 | BTCUSDT | 5 | volume_price_pivot_v86_y_C3 | 2023-08-01 ~ 2026-07-31 | 0.613 | 0.65% | 761 | -15.469 | 0.50 | 0.913 | 0.000 | 2026-07-12 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C3_BTCUSDT_2_20260711_1783776203
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.2497403737043901}, '
'{"feature": "O_div_amplitude_12", "importance": 0.1767568865053079}, '
'{"feature": "K_close_position_in_hl", "importance": 0.10166605603114173}, '
'{"feature": "O_div_binary_12", "importance": 0.09133179137641155}, '
'{"feature": "O_div_amplitude_48", "importance": 0.08616305156463462}, '
'{"feature": "O_pct_change_12", "importance": 0.07828514953456027}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.07737321065605479}, '
'{"feature": "K_consecutive_shrink", "importance": 0.07446444387097338}, '
'{"feature": "K_body_size_pct", "importance": 0.061894767514819565}, '
'{"feature": "O_div_binary_48", "importance": 0.0023242692417060964}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.2497403737043901}, {"feature": "O_div_amplitude_12", '
'"importance": 0.1767568865053079}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.10166605603114173}, {"feature": "O_div_binary_12", '
'"importance": 0.09133179137641155}, {"feature": '
'"O_div_amplitude_48", "importance": 0.08616305156463462}, '
'{"feature": "O_pct_change_12", "importance": '
'0.07828514953456027}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.07737321065605479}, {"feature": "K_consecutive_shrink", '
'"importance": 0.07446444387097338}, {"feature": '
'"K_body_size_pct", "importance": 0.061894767514819565}, '
'{"feature": "O_div_binary_48", "importance": '
'0.0023242692417060964}]',
'_model_metadata': {'created_at': '2026-07-12T05:15:15.941280',
'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': 0.04012706213601814,
'max_depth': 3,
'n_estimators': 255,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.6988627614878687,
'train_accuracy': 0.9125108196284706},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 5.175542116165161},
'accuracy': 0.9125108196284706,
'avg_loss': -0.004626750249890656,
'avg_win': 0.0015515081563954776,
'expectancy': -0.0006323965890591475,
'learning_rate': 0.04012706213601814,
'losing_trades': 269,
'max_depth': 3,
'max_drawdown': 0.5029168275308247,
'model_file': 'volume_price_pivot_v86_y_C3_BTCUSDT_2_20260711_1783776203',
'n_bars': 10,
'n_estimators': 255,
'profit_factor': 0.6133252276640777,
'sharpe_ratio': -15.469129364807252,
'top_pct': 7,
'total_pnl': -0.4812538042740115,
'total_trades': 761,
'trail_stop_1': -0.010174471067165514,
'trail_stop_2': 0.06381499127886883,
'trail_stop_3': 0.3408613504462998,
'trail_stop_4': 0.47924960750407886,
'trail_stop_5': 2.2647100819079578,
'trail_thr_1': 0.20351083284274527,
'trail_thr_2': 0.496627038838908,
'trail_thr_3': 0.9273167872989947,
'trail_thr_4': 1.5796539610080407,
'trail_thr_5': 3.515949221186239,
'trial_num': 6,
'vp_subset_size': 3,
'win_rate': 0.6465177398160316,
'window': 20,
'winning_trades': 492}
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}
|
||||||||||||
| 1691 | BTCUSDT | 5 | volume_price_pivot_v86_y_C3 | 2023-08-01 ~ 2026-07-31 | 0.613 | 0.65% | 761 | -15.462 | 0.50 | 0.913 | 0.000 | 2026-07-12 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C3_BTCUSDT_2_20260711_1783779255
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.2555633899074606}, '
'{"feature": "O_div_amplitude_12", "importance": 0.1580735547352925}, '
'{"feature": "K_close_position_in_hl", "importance": 0.10366303685221193}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.09350667060620303}, '
'{"feature": "O_div_binary_12", "importance": 0.08644001320690298}, '
'{"feature": "O_pct_change_12", "importance": 0.08077435596071811}, '
'{"feature": "O_div_amplitude_48", "importance": 0.07973528396000323}, '
'{"feature": "K_consecutive_shrink", "importance": 0.07060350943883281}, '
'{"feature": "K_body_size_pct", "importance": 0.06905617233225145}, '
'{"feature": "O_div_binary_48", "importance": 0.002584013000123487}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.2555633899074606}, {"feature": "O_div_amplitude_12", '
'"importance": 0.1580735547352925}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.10366303685221193}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.09350667060620303}, {"feature": "O_div_binary_12", '
'"importance": 0.08644001320690298}, {"feature": '
'"O_pct_change_12", "importance": 0.08077435596071811}, '
'{"feature": "O_div_amplitude_48", "importance": '
'0.07973528396000323}, {"feature": "K_consecutive_shrink", '
'"importance": 0.07060350943883281}, {"feature": '
'"K_body_size_pct", "importance": 0.06905617233225145}, '
'{"feature": "O_div_binary_48", "importance": '
'0.002584013000123487}]',
'_model_metadata': {'created_at': '2026-07-12T06:11:08.875314',
'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': 0.05174106106378948,
'max_depth': 3,
'n_estimators': 218,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.6986883576817806,
'train_accuracy': 0.9126439842865703},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.402588129043579},
'accuracy': 0.9126439842865703,
'avg_loss': -0.0046008620875116245,
'avg_win': 0.0015511198985515022,
'expectancy': -0.0006315806746903434,
'learning_rate': 0.05174106106378948,
'losing_trades': 270,
'max_depth': 3,
'max_drawdown': 0.4971089289304734,
'model_file': 'volume_price_pivot_v86_y_C3_BTCUSDT_2_20260711_1783779255',
'n_bars': 9,
'n_estimators': 218,
'profit_factor': 0.6130895050331904,
'sharpe_ratio': -15.461985426624759,
'top_pct': 8,
'total_pnl': -0.4806328934393509,
'total_trades': 761,
'trail_stop_1': -0.13319254143020676,
'trail_stop_2': 0.0379406832755772,
'trail_stop_3': 0.3201030076665184,
'trail_stop_4': 0.9333426084566063,
'trail_stop_5': 1.7836815857256212,
'trail_thr_1': 0.34510165016782096,
'trail_thr_2': 0.40508932453076685,
'trail_thr_3': 1.0670669281863057,
'trail_thr_4': 1.7995864865404312,
'trail_thr_5': 2.53558269136085,
'trial_num': 20,
'vp_subset_size': 3,
'win_rate': 0.6452036793692509,
'window': 18,
'winning_trades': 491}
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}
|
||||||||||||
| 1690 | BTCUSDT | 5 | volume_price_pivot_v86_y_C3 | 2023-08-01 ~ 2026-07-31 | 0.611 | 0.65% | 761 | -15.570 | 0.49 | 0.912 | 0.000 | 2026-07-12 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C3_BTCUSDT_2_20260711_1783778654
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.264675840404365}, '
'{"feature": "O_div_amplitude_12", "importance": 0.17369050109112433}, '
'{"feature": "O_div_binary_12", "importance": 0.09528143478108718}, '
'{"feature": "K_close_position_in_hl", "importance": 0.09247548962974989}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.08159583413722117}, '
'{"feature": "O_div_amplitude_48", "importance": 0.07799358339707979}, '
'{"feature": "K_consecutive_shrink", "importance": 0.07798391659282111}, '
'{"feature": "O_pct_change_12", "importance": 0.06808617403656378}, '
'{"feature": "K_body_size_pct", "importance": 0.06637624443833269}, '
'{"feature": "O_div_binary_48", "importance": 0.0018409814916550233}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.264675840404365}, {"feature": "O_div_amplitude_12", '
'"importance": 0.17369050109112433}, {"feature": '
'"O_div_binary_12", "importance": 0.09528143478108718}, '
'{"feature": "K_close_position_in_hl", "importance": '
'0.09247548962974989}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.08159583413722117}, {"feature": "O_div_amplitude_48", '
'"importance": 0.07799358339707979}, {"feature": '
'"K_consecutive_shrink", "importance": '
'0.07798391659282111}, {"feature": "O_pct_change_12", '
'"importance": 0.06808617403656378}, {"feature": '
'"K_body_size_pct", "importance": 0.06637624443833269}, '
'{"feature": "O_div_binary_48", "importance": '
'0.0018409814916550233}]',
'_model_metadata': {'created_at': '2026-07-12T05:59:09.113502',
'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': 0.040603296409091945,
'max_depth': 3,
'n_estimators': 229,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.7004347525508521,
'train_accuracy': 0.9122444903122712},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.632322311401367},
'accuracy': 0.9122444903122712,
'avg_loss': -0.004651281144246626,
'avg_win': 0.0015444495304767426,
'expectancy': -0.0006374897872970587,
'learning_rate': 0.040603296409091945,
'losing_trades': 268,
'max_depth': 3,
'max_drawdown': 0.4947333281330621,
'model_file': 'volume_price_pivot_v86_y_C3_BTCUSDT_2_20260711_1783778654',
'n_bars': 6,
'n_estimators': 229,
'profit_factor': 0.6108200092410232,
'sharpe_ratio': -15.570497207623866,
'top_pct': 10,
'total_pnl': -0.4851297281330618,
'total_trades': 761,
'trail_stop_1': -0.07318621175511052,
'trail_stop_2': 0.18406010549625965,
'trail_stop_3': 0.2486075486985206,
'trail_stop_4': 0.42211421248336617,
'trail_stop_5': 2.869802278283072,
'trail_thr_1': 0.3301721585358357,
'trail_thr_2': 0.626222291734462,
'trail_thr_3': 1.3306235551853631,
'trail_thr_4': 1.5946833990111424,
'trail_thr_5': 2.6155495218635245,
'trial_num': 13,
'vp_subset_size': 3,
'win_rate': 0.6478318002628121,
'window': 9,
'winning_trades': 493}
ind_param (optuna):
展開 Optuna 參數{'n_estimators': [165, 295], 'max_depth': [3, 5], 'learning_rate': [0.04, 0.09], 'trail_thr_1': [0.15, 0.35], 'trail_stop_1': [-0.15, 0.05], 'trail_thr_2': [0.35, 0.7], 'trail_stop_2': [0.0, 0.2], 'trail_thr_3': [0.8, 1.4], 'trail_stop_3': [0.2, 0.65], 'trail_thr_4': [1.45, 1.8], 'trail_stop_4': [0.4, 1.0], 'trail_thr_5': [2.5, 4.0], 'trail_stop_5': [1.5, 3.0], 'vp_subset_size': [0, 3], 'top_pct': [7, 16], '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}
|
||||||||||||
| 1692 | BTCUSDT | 5 | volume_price_pivot_v86_y_C3 | 2023-08-01 ~ 2026-07-31 | 0.609 | 0.65% | 761 | -15.738 | 0.49 | 0.936 | 0.000 | 2026-07-12 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C3_BTCUSDT_2_20260711_1783779893
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.19013273741362227}, '
'{"feature": "O_div_amplitude_12", "importance": 0.16352675407914383}, '
'{"feature": "K_close_position_in_hl", "importance": 0.13320107313571322}, '
'{"feature": "O_pct_change_12", "importance": 0.12122470352598598}, '
'{"feature": "K_body_size_pct", "importance": 0.1087561425814652}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.10808265646680977}, '
'{"feature": "O_div_amplitude_48", "importance": 0.0990465268953869}, '
'{"feature": "K_consecutive_shrink", "importance": 0.03830434841522801}, '
'{"feature": "O_div_binary_12", "importance": 0.032858952292215374}, '
'{"feature": "O_div_binary_48", "importance": 0.004866105194429347}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.19013273741362227}, {"feature": "O_div_amplitude_12", '
'"importance": 0.16352675407914383}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.13320107313571322}, {"feature": "O_pct_change_12", '
'"importance": 0.12122470352598598}, {"feature": '
'"K_body_size_pct", "importance": 0.1087561425814652}, '
'{"feature": "K_momentum_pct_change_48", "importance": '
'0.10808265646680977}, {"feature": "O_div_amplitude_48", '
'"importance": 0.0990465268953869}, {"feature": '
'"K_consecutive_shrink", "importance": '
'0.03830434841522801}, {"feature": "O_div_binary_12", '
'"importance": 0.032858952292215374}, {"feature": '
'"O_div_binary_48", "importance": 0.004866105194429347}]',
'_model_metadata': {'created_at': '2026-07-12T06:19:29.419077',
'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': 0.08860776820563103,
'max_depth': 5,
'n_estimators': 293,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.6780867116869403,
'train_accuracy': 0.935947799454025},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 9.426167488098145},
'accuracy': 0.935947799454025,
'avg_loss': -0.004667610857071849,
'avg_win': 0.0015454208487614782,
'expectancy': -0.0006426113419919146,
'learning_rate': 0.08860776820563103,
'losing_trades': 268,
'max_depth': 5,
'max_drawdown': 0.49442258171294756,
'model_file': 'volume_price_pivot_v86_y_C3_BTCUSDT_2_20260711_1783779893',
'n_bars': 12,
'n_estimators': 293,
'profit_factor': 0.6090658517364141,
'sharpe_ratio': -15.737791124506387,
'top_pct': 12,
'total_pnl': -0.48902723125584674,
'total_trades': 761,
'trail_stop_1': -0.10230913695499512,
'trail_stop_2': 0.11784857482333658,
'trail_stop_3': 0.3933536492334173,
'trail_stop_4': 0.43445774813359217,
'trail_stop_5': 1.8772427037721864,
'trail_thr_1': 0.25509257563005605,
'trail_thr_2': 0.5197985003584034,
'trail_thr_3': 1.100289532602965,
'trail_thr_4': 1.5377971633961496,
'trail_thr_5': 3.4650562891484986,
'trial_num': 13,
'vp_subset_size': 0,
'win_rate': 0.6478318002628121,
'window': 13,
'winning_trades': 493}
ind_param (optuna):
展開 Optuna 參數{'n_estimators': [165, 295], 'max_depth': [3, 5], 'learning_rate': [0.04, 0.09], 'trail_thr_1': [0.15, 0.35], 'trail_stop_1': [-0.15, 0.05], 'trail_thr_2': [0.35, 0.7], 'trail_stop_2': [0.0, 0.2], 'trail_thr_3': [0.8, 1.4], 'trail_stop_3': [0.2, 0.65], 'trail_thr_4': [1.45, 1.8], 'trail_stop_4': [0.4, 1.0], 'trail_thr_5': [2.5, 4.0], 'trail_stop_5': [1.5, 3.0], 'vp_subset_size': [0, 3], 'top_pct': [7, 16], '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}
|
||||||||||||
| 1418 | BTCUSDT | 5 | volume_price_pivot_v86_y_C4 | 2023-08-01 ~ 2026-07-31 | 0.608 | 0.58% | 761 | -15.335 | 0.43 | 0.784 | 0.000 | 2026-07-10 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260710_1783656430
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.18604335917565543}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.17518232580623888}, '
'{"feature": "O_div_amplitude_12", "importance": 0.15246877494812672}, '
'{"feature": "O_div_amplitude_48", "importance": 0.13660677892314674}, '
'{"feature": "K_high_pct_change_12", "importance": 0.12824893723028113}, '
'{"feature": "K_body_size_pct", "importance": 0.10667155150392263}, '
'{"feature": "O_pct_change_12", "importance": 0.09002105717565927}, '
'{"feature": "K_consecutive_shrink", "importance": 0.02228522719145212}, '
'{"feature": "O_div_binary_12", "importance": 0.0019684319394159236}, '
'{"feature": "O_div_binary_48", "importance": 0.0005035561061010872}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.18604335917565543}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.17518232580623888}, {"feature": "O_div_amplitude_12", '
'"importance": 0.15246877494812672}, {"feature": '
'"O_div_amplitude_48", "importance": 0.13660677892314674}, '
'{"feature": "K_high_pct_change_12", "importance": '
'0.12824893723028113}, {"feature": "K_body_size_pct", '
'"importance": 0.10667155150392263}, {"feature": '
'"O_pct_change_12", "importance": 0.09002105717565927}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.02228522719145212}, {"feature": "O_div_binary_12", '
'"importance": 0.0019684319394159236}, {"feature": '
'"O_div_binary_48", "importance": 0.0005035561061010872}]',
'_model_metadata': {'created_at': '2026-07-10T20:07:10.062998',
'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': 0.5925063968892795,
'train_accuracy': 0.7836740129169718},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
'training_time_sec': 4.061305999755859},
'accuracy': 0.7836740129169718,
'avg_loss': -0.0033938208840723753,
'avg_win': 0.0014979649541676276,
'expectancy': -0.0005590277767611518,
'losing_trades': 320,
'max_drawdown': 0.42902473811523617,
'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260710_1783656430',
'profit_factor': 0.6082769312165732,
'sharpe_ratio': -15.33520580745986,
'total_pnl': -0.4254201381152363,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.5795006570302234,
'winning_trades': 441}
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}
|
||||||||||||
| 1419 | BTCUSDT | 5 | volume_price_pivot_v86_y_C4 | 2023-08-01 ~ 2026-07-31 | 0.608 | 0.58% | 761 | -15.335 | 0.43 | 0.784 | 0.000 | 2026-07-10 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260710_1783656456
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.18604335917565543}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.17518232580623888}, '
'{"feature": "O_div_amplitude_12", "importance": 0.15246877494812672}, '
'{"feature": "O_div_amplitude_48", "importance": 0.13660677892314674}, '
'{"feature": "K_high_pct_change_12", "importance": 0.12824893723028113}, '
'{"feature": "K_body_size_pct", "importance": 0.10667155150392263}, '
'{"feature": "O_pct_change_12", "importance": 0.09002105717565927}, '
'{"feature": "K_consecutive_shrink", "importance": 0.02228522719145212}, '
'{"feature": "O_div_binary_12", "importance": 0.0019684319394159236}, '
'{"feature": "O_div_binary_48", "importance": 0.0005035561061010872}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.18604335917565543}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.17518232580623888}, {"feature": "O_div_amplitude_12", '
'"importance": 0.15246877494812672}, {"feature": '
'"O_div_amplitude_48", "importance": 0.13660677892314674}, '
'{"feature": "K_high_pct_change_12", "importance": '
'0.12824893723028113}, {"feature": "K_body_size_pct", '
'"importance": 0.10667155150392263}, {"feature": '
'"O_pct_change_12", "importance": 0.09002105717565927}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.02228522719145212}, {"feature": "O_div_binary_12", '
'"importance": 0.0019684319394159236}, {"feature": '
'"O_div_binary_48", "importance": 0.0005035561061010872}]',
'_model_metadata': {'created_at': '2026-07-10T20:07:36.132635',
'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': 0.5925063968892795,
'train_accuracy': 0.7836740129169718},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
'training_time_sec': 4.069844007492065},
'accuracy': 0.7836740129169718,
'avg_loss': -0.0033938208840723753,
'avg_win': 0.0014979649541676276,
'expectancy': -0.0005590277767611518,
'losing_trades': 320,
'max_drawdown': 0.42902473811523617,
'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260710_1783656456',
'profit_factor': 0.6082769312165732,
'sharpe_ratio': -15.33520580745986,
'total_pnl': -0.4254201381152363,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.5795006570302234,
'winning_trades': 441}
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}
|
||||||||||||
| 1420 | BTCUSDT | 5 | volume_price_pivot_v86_y_C4 | 2023-08-01 ~ 2026-07-31 | 0.608 | 0.58% | 761 | -15.335 | 0.43 | 0.784 | 0.000 | 2026-07-10 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260710_1783656482
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.18604335917565543}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.17518232580623888}, '
'{"feature": "O_div_amplitude_12", "importance": 0.15246877494812672}, '
'{"feature": "O_div_amplitude_48", "importance": 0.13660677892314674}, '
'{"feature": "K_high_pct_change_12", "importance": 0.12824893723028113}, '
'{"feature": "K_body_size_pct", "importance": 0.10667155150392263}, '
'{"feature": "O_pct_change_12", "importance": 0.09002105717565927}, '
'{"feature": "K_consecutive_shrink", "importance": 0.02228522719145212}, '
'{"feature": "O_div_binary_12", "importance": 0.0019684319394159236}, '
'{"feature": "O_div_binary_48", "importance": 0.0005035561061010872}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.18604335917565543}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.17518232580623888}, {"feature": "O_div_amplitude_12", '
'"importance": 0.15246877494812672}, {"feature": '
'"O_div_amplitude_48", "importance": 0.13660677892314674}, '
'{"feature": "K_high_pct_change_12", "importance": '
'0.12824893723028113}, {"feature": "K_body_size_pct", '
'"importance": 0.10667155150392263}, {"feature": '
'"O_pct_change_12", "importance": 0.09002105717565927}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.02228522719145212}, {"feature": "O_div_binary_12", '
'"importance": 0.0019684319394159236}, {"feature": '
'"O_div_binary_48", "importance": 0.0005035561061010872}]',
'_model_metadata': {'created_at': '2026-07-10T20:08:01.877638',
'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': 0.5925063968892795,
'train_accuracy': 0.7836740129169718},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
'training_time_sec': 4.086795806884766},
'accuracy': 0.7836740129169718,
'avg_loss': -0.0033938208840723753,
'avg_win': 0.0014979649541676276,
'expectancy': -0.0005590277767611518,
'losing_trades': 320,
'max_drawdown': 0.42902473811523617,
'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260710_1783656482',
'profit_factor': 0.6082769312165732,
'sharpe_ratio': -15.33520580745986,
'total_pnl': -0.4254201381152363,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.5795006570302234,
'winning_trades': 441}
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}
|
||||||||||||
| 1421 | BTCUSDT | 5 | volume_price_pivot_v86_y_C4 | 2023-08-01 ~ 2026-07-31 | 0.608 | 0.58% | 761 | -15.335 | 0.43 | 0.784 | 0.000 | 2026-07-10 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260710_1783656508
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.18604335917565543}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.17518232580623888}, '
'{"feature": "O_div_amplitude_12", "importance": 0.15246877494812672}, '
'{"feature": "O_div_amplitude_48", "importance": 0.13660677892314674}, '
'{"feature": "K_high_pct_change_12", "importance": 0.12824893723028113}, '
'{"feature": "K_body_size_pct", "importance": 0.10667155150392263}, '
'{"feature": "O_pct_change_12", "importance": 0.09002105717565927}, '
'{"feature": "K_consecutive_shrink", "importance": 0.02228522719145212}, '
'{"feature": "O_div_binary_12", "importance": 0.0019684319394159236}, '
'{"feature": "O_div_binary_48", "importance": 0.0005035561061010872}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.18604335917565543}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.17518232580623888}, {"feature": "O_div_amplitude_12", '
'"importance": 0.15246877494812672}, {"feature": '
'"O_div_amplitude_48", "importance": 0.13660677892314674}, '
'{"feature": "K_high_pct_change_12", "importance": '
'0.12824893723028113}, {"feature": "K_body_size_pct", '
'"importance": 0.10667155150392263}, {"feature": '
'"O_pct_change_12", "importance": 0.09002105717565927}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.02228522719145212}, {"feature": "O_div_binary_12", '
'"importance": 0.0019684319394159236}, {"feature": '
'"O_div_binary_48", "importance": 0.0005035561061010872}]',
'_model_metadata': {'created_at': '2026-07-10T20:08:27.894302',
'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': 0.5925063968892795,
'train_accuracy': 0.7836740129169718},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
'training_time_sec': 4.085698843002319},
'accuracy': 0.7836740129169718,
'avg_loss': -0.0033938208840723753,
'avg_win': 0.0014979649541676276,
'expectancy': -0.0005590277767611518,
'losing_trades': 320,
'max_drawdown': 0.42902473811523617,
'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260710_1783656508',
'profit_factor': 0.6082769312165732,
'sharpe_ratio': -15.33520580745986,
'total_pnl': -0.4254201381152363,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.5795006570302234,
'winning_trades': 441}
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}
|
||||||||||||
| 1422 | BTCUSDT | 5 | volume_price_pivot_v86_y_C4 | 2023-08-01 ~ 2026-07-31 | 0.608 | 0.58% | 761 | -15.335 | 0.43 | 0.784 | 0.000 | 2026-07-10 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260710_1783656534
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.18604335917565543}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.17518232580623888}, '
'{"feature": "O_div_amplitude_12", "importance": 0.15246877494812672}, '
'{"feature": "O_div_amplitude_48", "importance": 0.13660677892314674}, '
'{"feature": "K_high_pct_change_12", "importance": 0.12824893723028113}, '
'{"feature": "K_body_size_pct", "importance": 0.10667155150392263}, '
'{"feature": "O_pct_change_12", "importance": 0.09002105717565927}, '
'{"feature": "K_consecutive_shrink", "importance": 0.02228522719145212}, '
'{"feature": "O_div_binary_12", "importance": 0.0019684319394159236}, '
'{"feature": "O_div_binary_48", "importance": 0.0005035561061010872}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.18604335917565543}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.17518232580623888}, {"feature": "O_div_amplitude_12", '
'"importance": 0.15246877494812672}, {"feature": '
'"O_div_amplitude_48", "importance": 0.13660677892314674}, '
'{"feature": "K_high_pct_change_12", "importance": '
'0.12824893723028113}, {"feature": "K_body_size_pct", '
'"importance": 0.10667155150392263}, {"feature": '
'"O_pct_change_12", "importance": 0.09002105717565927}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.02228522719145212}, {"feature": "O_div_binary_12", '
'"importance": 0.0019684319394159236}, {"feature": '
'"O_div_binary_48", "importance": 0.0005035561061010872}]',
'_model_metadata': {'created_at': '2026-07-10T20:08:53.871051',
'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': 0.5925063968892795,
'train_accuracy': 0.7836740129169718},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
'training_time_sec': 4.0817179679870605},
'accuracy': 0.7836740129169718,
'avg_loss': -0.0033938208840723753,
'avg_win': 0.0014979649541676276,
'expectancy': -0.0005590277767611518,
'losing_trades': 320,
'max_drawdown': 0.42902473811523617,
'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260710_1783656534',
'profit_factor': 0.6082769312165732,
'sharpe_ratio': -15.33520580745986,
'total_pnl': -0.4254201381152363,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.5795006570302234,
'winning_trades': 441}
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}
|
||||||||||||
| 1423 | BTCUSDT | 5 | volume_price_pivot_v86_y_C4 | 2023-08-01 ~ 2026-07-31 | 0.608 | 0.58% | 761 | -15.335 | 0.43 | 0.784 | 0.000 | 2026-07-10 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260710_1783656560
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.18604335917565543}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.17518232580623888}, '
'{"feature": "O_div_amplitude_12", "importance": 0.15246877494812672}, '
'{"feature": "O_div_amplitude_48", "importance": 0.13660677892314674}, '
'{"feature": "K_high_pct_change_12", "importance": 0.12824893723028113}, '
'{"feature": "K_body_size_pct", "importance": 0.10667155150392263}, '
'{"feature": "O_pct_change_12", "importance": 0.09002105717565927}, '
'{"feature": "K_consecutive_shrink", "importance": 0.02228522719145212}, '
'{"feature": "O_div_binary_12", "importance": 0.0019684319394159236}, '
'{"feature": "O_div_binary_48", "importance": 0.0005035561061010872}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.18604335917565543}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.17518232580623888}, {"feature": "O_div_amplitude_12", '
'"importance": 0.15246877494812672}, {"feature": '
'"O_div_amplitude_48", "importance": 0.13660677892314674}, '
'{"feature": "K_high_pct_change_12", "importance": '
'0.12824893723028113}, {"feature": "K_body_size_pct", '
'"importance": 0.10667155150392263}, {"feature": '
'"O_pct_change_12", "importance": 0.09002105717565927}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.02228522719145212}, {"feature": "O_div_binary_12", '
'"importance": 0.0019684319394159236}, {"feature": '
'"O_div_binary_48", "importance": 0.0005035561061010872}]',
'_model_metadata': {'created_at': '2026-07-10T20:09:19.954268',
'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': 0.5925063968892795,
'train_accuracy': 0.7836740129169718},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
'training_time_sec': 4.04914116859436},
'accuracy': 0.7836740129169718,
'avg_loss': -0.0033938208840723753,
'avg_win': 0.0014979649541676276,
'expectancy': -0.0005590277767611518,
'losing_trades': 320,
'max_drawdown': 0.42902473811523617,
'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260710_1783656560',
'profit_factor': 0.6082769312165732,
'sharpe_ratio': -15.33520580745986,
'total_pnl': -0.4254201381152363,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.5795006570302234,
'winning_trades': 441}
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}
|
||||||||||||
| 1424 | BTCUSDT | 5 | volume_price_pivot_v86_y_C4 | 2023-08-01 ~ 2026-07-31 | 0.608 | 0.58% | 761 | -15.335 | 0.43 | 0.784 | 0.000 | 2026-07-10 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260710_1783656585
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.18604335917565543}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.17518232580623888}, '
'{"feature": "O_div_amplitude_12", "importance": 0.15246877494812672}, '
'{"feature": "O_div_amplitude_48", "importance": 0.13660677892314674}, '
'{"feature": "K_high_pct_change_12", "importance": 0.12824893723028113}, '
'{"feature": "K_body_size_pct", "importance": 0.10667155150392263}, '
'{"feature": "O_pct_change_12", "importance": 0.09002105717565927}, '
'{"feature": "K_consecutive_shrink", "importance": 0.02228522719145212}, '
'{"feature": "O_div_binary_12", "importance": 0.0019684319394159236}, '
'{"feature": "O_div_binary_48", "importance": 0.0005035561061010872}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.18604335917565543}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.17518232580623888}, {"feature": "O_div_amplitude_12", '
'"importance": 0.15246877494812672}, {"feature": '
'"O_div_amplitude_48", "importance": 0.13660677892314674}, '
'{"feature": "K_high_pct_change_12", "importance": '
'0.12824893723028113}, {"feature": "K_body_size_pct", '
'"importance": 0.10667155150392263}, {"feature": '
'"O_pct_change_12", "importance": 0.09002105717565927}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.02228522719145212}, {"feature": "O_div_binary_12", '
'"importance": 0.0019684319394159236}, {"feature": '
'"O_div_binary_48", "importance": 0.0005035561061010872}]',
'_model_metadata': {'created_at': '2026-07-10T20:09:45.624477',
'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': 0.5925063968892795,
'train_accuracy': 0.7836740129169718},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
'training_time_sec': 4.110938787460327},
'accuracy': 0.7836740129169718,
'avg_loss': -0.0033938208840723753,
'avg_win': 0.0014979649541676276,
'expectancy': -0.0005590277767611518,
'losing_trades': 320,
'max_drawdown': 0.42902473811523617,
'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260710_1783656585',
'profit_factor': 0.6082769312165732,
'sharpe_ratio': -15.33520580745986,
'total_pnl': -0.4254201381152363,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.5795006570302234,
'winning_trades': 441}
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}
|
||||||||||||
| 1425 | BTCUSDT | 5 | volume_price_pivot_v86_y_C4 | 2023-08-01 ~ 2026-07-31 | 0.608 | 0.58% | 761 | -15.335 | 0.43 | 0.784 | 0.000 | 2026-07-10 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260710_1783656611
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.18604335917565543}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.17518232580623888}, '
'{"feature": "O_div_amplitude_12", "importance": 0.15246877494812672}, '
'{"feature": "O_div_amplitude_48", "importance": 0.13660677892314674}, '
'{"feature": "K_high_pct_change_12", "importance": 0.12824893723028113}, '
'{"feature": "K_body_size_pct", "importance": 0.10667155150392263}, '
'{"feature": "O_pct_change_12", "importance": 0.09002105717565927}, '
'{"feature": "K_consecutive_shrink", "importance": 0.02228522719145212}, '
'{"feature": "O_div_binary_12", "importance": 0.0019684319394159236}, '
'{"feature": "O_div_binary_48", "importance": 0.0005035561061010872}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.18604335917565543}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.17518232580623888}, {"feature": "O_div_amplitude_12", '
'"importance": 0.15246877494812672}, {"feature": '
'"O_div_amplitude_48", "importance": 0.13660677892314674}, '
'{"feature": "K_high_pct_change_12", "importance": '
'0.12824893723028113}, {"feature": "K_body_size_pct", '
'"importance": 0.10667155150392263}, {"feature": '
'"O_pct_change_12", "importance": 0.09002105717565927}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.02228522719145212}, {"feature": "O_div_binary_12", '
'"importance": 0.0019684319394159236}, {"feature": '
'"O_div_binary_48", "importance": 0.0005035561061010872}]',
'_model_metadata': {'created_at': '2026-07-10T20:10:11.729117',
'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': 0.5925063968892795,
'train_accuracy': 0.7836740129169718},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
'training_time_sec': 4.0448524951934814},
'accuracy': 0.7836740129169718,
'avg_loss': -0.0033938208840723753,
'avg_win': 0.0014979649541676276,
'expectancy': -0.0005590277767611518,
'losing_trades': 320,
'max_drawdown': 0.42902473811523617,
'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260710_1783656611',
'profit_factor': 0.6082769312165732,
'sharpe_ratio': -15.33520580745986,
'total_pnl': -0.4254201381152363,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.5795006570302234,
'winning_trades': 441}
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}
|
||||||||||||
| 1417 | BTCUSDT | 5 | volume_price_pivot_v86_y_C4 | 2023-08-01 ~ 2026-07-31 | 0.608 | 0.58% | 761 | -15.335 | 0.43 | 0.784 | 0.000 | 2026-07-10 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260710_1783656404
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.18604335917565543}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.17518232580623888}, '
'{"feature": "O_div_amplitude_12", "importance": 0.15246877494812672}, '
'{"feature": "O_div_amplitude_48", "importance": 0.13660677892314674}, '
'{"feature": "K_high_pct_change_12", "importance": 0.12824893723028113}, '
'{"feature": "K_body_size_pct", "importance": 0.10667155150392263}, '
'{"feature": "O_pct_change_12", "importance": 0.09002105717565927}, '
'{"feature": "K_consecutive_shrink", "importance": 0.02228522719145212}, '
'{"feature": "O_div_binary_12", "importance": 0.0019684319394159236}, '
'{"feature": "O_div_binary_48", "importance": 0.0005035561061010872}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.18604335917565543}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.17518232580623888}, {"feature": "O_div_amplitude_12", '
'"importance": 0.15246877494812672}, {"feature": '
'"O_div_amplitude_48", "importance": 0.13660677892314674}, '
'{"feature": "K_high_pct_change_12", "importance": '
'0.12824893723028113}, {"feature": "K_body_size_pct", '
'"importance": 0.10667155150392263}, {"feature": '
'"O_pct_change_12", "importance": 0.09002105717565927}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.02228522719145212}, {"feature": "O_div_binary_12", '
'"importance": 0.0019684319394159236}, {"feature": '
'"O_div_binary_48", "importance": 0.0005035561061010872}]',
'_model_metadata': {'created_at': '2026-07-10T20:06:44.427052',
'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': 0.5925063968892795,
'train_accuracy': 0.7836740129169718},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
'training_time_sec': 4.093502521514893},
'accuracy': 0.7836740129169718,
'avg_loss': -0.0033938208840723753,
'avg_win': 0.0014979649541676276,
'expectancy': -0.0005590277767611518,
'losing_trades': 320,
'max_drawdown': 0.42902473811523617,
'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260710_1783656404',
'profit_factor': 0.6082769312165732,
'sharpe_ratio': -15.33520580745986,
'total_pnl': -0.4254201381152363,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.5795006570302234,
'winning_trades': 441}
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}
|
||||||||||||
| 1416 | BTCUSDT | 5 | volume_price_pivot_v86_y_C4 | 2023-08-01 ~ 2026-07-31 | 0.608 | 0.58% | 761 | -15.335 | 0.43 | 0.784 | 0.000 | 2026-07-10 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260710_1783656378
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.18604335917565543}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.17518232580623888}, '
'{"feature": "O_div_amplitude_12", "importance": 0.15246877494812672}, '
'{"feature": "O_div_amplitude_48", "importance": 0.13660677892314674}, '
'{"feature": "K_high_pct_change_12", "importance": 0.12824893723028113}, '
'{"feature": "K_body_size_pct", "importance": 0.10667155150392263}, '
'{"feature": "O_pct_change_12", "importance": 0.09002105717565927}, '
'{"feature": "K_consecutive_shrink", "importance": 0.02228522719145212}, '
'{"feature": "O_div_binary_12", "importance": 0.0019684319394159236}, '
'{"feature": "O_div_binary_48", "importance": 0.0005035561061010872}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.18604335917565543}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.17518232580623888}, {"feature": "O_div_amplitude_12", '
'"importance": 0.15246877494812672}, {"feature": '
'"O_div_amplitude_48", "importance": 0.13660677892314674}, '
'{"feature": "K_high_pct_change_12", "importance": '
'0.12824893723028113}, {"feature": "K_body_size_pct", '
'"importance": 0.10667155150392263}, {"feature": '
'"O_pct_change_12", "importance": 0.09002105717565927}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.02228522719145212}, {"feature": "O_div_binary_12", '
'"importance": 0.0019684319394159236}, {"feature": '
'"O_div_binary_48", "importance": 0.0005035561061010872}]',
'_model_metadata': {'created_at': '2026-07-10T20:06:18.550197',
'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': 0.5925063968892795,
'train_accuracy': 0.7836740129169718},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
'training_time_sec': 4.040242433547974},
'accuracy': 0.7836740129169718,
'avg_loss': -0.0033938208840723753,
'avg_win': 0.0014979649541676276,
'expectancy': -0.0005590277767611518,
'losing_trades': 320,
'max_drawdown': 0.42902473811523617,
'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260710_1783656378',
'profit_factor': 0.6082769312165732,
'sharpe_ratio': -15.33520580745986,
'total_pnl': -0.4254201381152363,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.5795006570302234,
'winning_trades': 441}
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}
|
||||||||||||
| 1393 | BTCUSDT | 5 | volume_price_pivot_v86_y_C4 | 2023-08-01 ~ 2026-07-31 | 0.608 | 0.58% | 761 | -15.335 | 0.43 | 0.784 | 0.000 | 2026-07-10 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260710_1783655306
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.18604335917565543}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.17518232580623888}, '
'{"feature": "O_div_amplitude_12", "importance": 0.15246877494812672}, '
'{"feature": "O_div_amplitude_48", "importance": 0.13660677892314674}, '
'{"feature": "K_high_pct_change_12", "importance": 0.12824893723028113}, '
'{"feature": "K_body_size_pct", "importance": 0.10667155150392263}, '
'{"feature": "O_pct_change_12", "importance": 0.09002105717565927}, '
'{"feature": "K_consecutive_shrink", "importance": 0.02228522719145212}, '
'{"feature": "O_div_binary_12", "importance": 0.0019684319394159236}, '
'{"feature": "O_div_binary_48", "importance": 0.0005035561061010872}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.18604335917565543}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.17518232580623888}, {"feature": "O_div_amplitude_12", '
'"importance": 0.15246877494812672}, {"feature": '
'"O_div_amplitude_48", "importance": 0.13660677892314674}, '
'{"feature": "K_high_pct_change_12", "importance": '
'0.12824893723028113}, {"feature": "K_body_size_pct", '
'"importance": 0.10667155150392263}, {"feature": '
'"O_pct_change_12", "importance": 0.09002105717565927}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.02228522719145212}, {"feature": "O_div_binary_12", '
'"importance": 0.0019684319394159236}, {"feature": '
'"O_div_binary_48", "importance": 0.0005035561061010872}]',
'_model_metadata': {'created_at': '2026-07-10T19:48:26.164280',
'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': 0.5925063968892795,
'train_accuracy': 0.7836740129169718},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
'training_time_sec': 4.123892545700073},
'accuracy': 0.7836740129169718,
'avg_loss': -0.0033938208840723753,
'avg_win': 0.0014979649541676276,
'expectancy': -0.0005590277767611518,
'losing_trades': 320,
'max_drawdown': 0.42902473811523617,
'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260710_1783655306',
'profit_factor': 0.6082769312165732,
'sharpe_ratio': -15.33520580745986,
'total_pnl': -0.4254201381152363,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.5795006570302234,
'winning_trades': 441}
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}
|
||||||||||||
| 1385 | BTCUSDT | 5 | volume_price_pivot_v86_y_C4 | 2023-08-01 ~ 2026-07-31 | 0.608 | 0.58% | 761 | -15.335 | 0.43 | 0.784 | 0.000 | 2026-07-10 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260710_1783652317
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.18604335917565543}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.17518232580623888}, '
'{"feature": "O_div_amplitude_12", "importance": 0.15246877494812672}, '
'{"feature": "O_div_amplitude_48", "importance": 0.13660677892314674}, '
'{"feature": "K_high_pct_change_12", "importance": 0.12824893723028113}, '
'{"feature": "K_body_size_pct", "importance": 0.10667155150392263}, '
'{"feature": "O_pct_change_12", "importance": 0.09002105717565927}, '
'{"feature": "K_consecutive_shrink", "importance": 0.02228522719145212}, '
'{"feature": "O_div_binary_12", "importance": 0.0019684319394159236}, '
'{"feature": "O_div_binary_48", "importance": 0.0005035561061010872}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.18604335917565543}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.17518232580623888}, {"feature": "O_div_amplitude_12", '
'"importance": 0.15246877494812672}, {"feature": '
'"O_div_amplitude_48", "importance": 0.13660677892314674}, '
'{"feature": "K_high_pct_change_12", "importance": '
'0.12824893723028113}, {"feature": "K_body_size_pct", '
'"importance": 0.10667155150392263}, {"feature": '
'"O_pct_change_12", "importance": 0.09002105717565927}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.02228522719145212}, {"feature": "O_div_binary_12", '
'"importance": 0.0019684319394159236}, {"feature": '
'"O_div_binary_48", "importance": 0.0005035561061010872}]',
'_model_metadata': {'created_at': '2026-07-10T18:58:37.502121',
'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': 0.5925063968892795,
'train_accuracy': 0.7836740129169718},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
'training_time_sec': 4.070200204849243},
'accuracy': 0.7836740129169718,
'avg_loss': -0.0033938208840723753,
'avg_win': 0.0014979649541676276,
'expectancy': -0.0005590277767611518,
'losing_trades': 320,
'max_drawdown': 0.42902473811523617,
'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260710_1783652317',
'profit_factor': 0.6082769312165732,
'sharpe_ratio': -15.33520580745986,
'total_pnl': -0.4254201381152363,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.5795006570302234,
'winning_trades': 441}
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}
|
||||||||||||
| 1384 | BTCUSDT | 5 | volume_price_pivot_v86_y_C4 | 2023-08-01 ~ 2026-07-31 | 0.608 | 0.58% | 761 | -15.335 | 0.43 | 0.784 | 0.000 | 2026-07-10 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260710_1783652292
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.18604335917565543}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.17518232580623888}, '
'{"feature": "O_div_amplitude_12", "importance": 0.15246877494812672}, '
'{"feature": "O_div_amplitude_48", "importance": 0.13660677892314674}, '
'{"feature": "K_high_pct_change_12", "importance": 0.12824893723028113}, '
'{"feature": "K_body_size_pct", "importance": 0.10667155150392263}, '
'{"feature": "O_pct_change_12", "importance": 0.09002105717565927}, '
'{"feature": "K_consecutive_shrink", "importance": 0.02228522719145212}, '
'{"feature": "O_div_binary_12", "importance": 0.0019684319394159236}, '
'{"feature": "O_div_binary_48", "importance": 0.0005035561061010872}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.18604335917565543}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.17518232580623888}, {"feature": "O_div_amplitude_12", '
'"importance": 0.15246877494812672}, {"feature": '
'"O_div_amplitude_48", "importance": 0.13660677892314674}, '
'{"feature": "K_high_pct_change_12", "importance": '
'0.12824893723028113}, {"feature": "K_body_size_pct", '
'"importance": 0.10667155150392263}, {"feature": '
'"O_pct_change_12", "importance": 0.09002105717565927}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.02228522719145212}, {"feature": "O_div_binary_12", '
'"importance": 0.0019684319394159236}, {"feature": '
'"O_div_binary_48", "importance": 0.0005035561061010872}]',
'_model_metadata': {'created_at': '2026-07-10T18:58:11.750707',
'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': 0.5925063968892795,
'train_accuracy': 0.7836740129169718},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
'training_time_sec': 4.097609281539917},
'accuracy': 0.7836740129169718,
'avg_loss': -0.0033938208840723753,
'avg_win': 0.0014979649541676276,
'expectancy': -0.0005590277767611518,
'losing_trades': 320,
'max_drawdown': 0.42902473811523617,
'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260710_1783652292',
'profit_factor': 0.6082769312165732,
'sharpe_ratio': -15.33520580745986,
'total_pnl': -0.4254201381152363,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.5795006570302234,
'winning_trades': 441}
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}
|
||||||||||||
| 1359 | BTCUSDT | 5 | volume_price_pivot_v86_y_C4 | 2023-08-01 ~ 2026-07-31 | 0.608 | 0.58% | 761 | -15.335 | 0.43 | 0.784 | 0.000 | 2026-07-10 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260710_1783628678
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.18604335917565543}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.17518232580623888}, '
'{"feature": "O_div_amplitude_12", "importance": 0.15246877494812672}, '
'{"feature": "O_div_amplitude_48", "importance": 0.13660677892314674}, '
'{"feature": "K_high_pct_change_12", "importance": 0.12824893723028113}, '
'{"feature": "K_body_size_pct", "importance": 0.10667155150392263}, '
'{"feature": "O_pct_change_12", "importance": 0.09002105717565927}, '
'{"feature": "K_consecutive_shrink", "importance": 0.02228522719145212}, '
'{"feature": "O_div_binary_12", "importance": 0.0019684319394159236}, '
'{"feature": "O_div_binary_48", "importance": 0.0005035561061010872}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.18604335917565543}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.17518232580623888}, {"feature": "O_div_amplitude_12", '
'"importance": 0.15246877494812672}, {"feature": '
'"O_div_amplitude_48", "importance": 0.13660677892314674}, '
'{"feature": "K_high_pct_change_12", "importance": '
'0.12824893723028113}, {"feature": "K_body_size_pct", '
'"importance": 0.10667155150392263}, {"feature": '
'"O_pct_change_12", "importance": 0.09002105717565927}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.02228522719145212}, {"feature": "O_div_binary_12", '
'"importance": 0.0019684319394159236}, {"feature": '
'"O_div_binary_48", "importance": 0.0005035561061010872}]',
'_model_metadata': {'created_at': '2026-07-10T12:24:37.819892',
'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': 0.5925063968892795,
'train_accuracy': 0.7836740129169718},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
'training_time_sec': 4.054741621017456},
'accuracy': 0.7836740129169718,
'avg_loss': -0.0033938208840723753,
'avg_win': 0.0014979649541676276,
'expectancy': -0.0005590277767611518,
'losing_trades': 320,
'max_drawdown': 0.42902473811523617,
'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260710_1783628678',
'profit_factor': 0.6082769312165732,
'sharpe_ratio': -15.33520580745986,
'total_pnl': -0.4254201381152363,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.5795006570302234,
'winning_trades': 441}
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}
|
||||||||||||
| 1358 | BTCUSDT | 5 | volume_price_pivot_v86_y_C4 | 2023-08-01 ~ 2026-07-31 | 0.608 | 0.58% | 761 | -15.335 | 0.43 | 0.784 | 0.000 | 2026-07-10 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260710_1783628652
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.18604335917565543}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.17518232580623888}, '
'{"feature": "O_div_amplitude_12", "importance": 0.15246877494812672}, '
'{"feature": "O_div_amplitude_48", "importance": 0.13660677892314674}, '
'{"feature": "K_high_pct_change_12", "importance": 0.12824893723028113}, '
'{"feature": "K_body_size_pct", "importance": 0.10667155150392263}, '
'{"feature": "O_pct_change_12", "importance": 0.09002105717565927}, '
'{"feature": "K_consecutive_shrink", "importance": 0.02228522719145212}, '
'{"feature": "O_div_binary_12", "importance": 0.0019684319394159236}, '
'{"feature": "O_div_binary_48", "importance": 0.0005035561061010872}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.18604335917565543}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.17518232580623888}, {"feature": "O_div_amplitude_12", '
'"importance": 0.15246877494812672}, {"feature": '
'"O_div_amplitude_48", "importance": 0.13660677892314674}, '
'{"feature": "K_high_pct_change_12", "importance": '
'0.12824893723028113}, {"feature": "K_body_size_pct", '
'"importance": 0.10667155150392263}, {"feature": '
'"O_pct_change_12", "importance": 0.09002105717565927}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.02228522719145212}, {"feature": "O_div_binary_12", '
'"importance": 0.0019684319394159236}, {"feature": '
'"O_div_binary_48", "importance": 0.0005035561061010872}]',
'_model_metadata': {'created_at': '2026-07-10T12:24:11.944358',
'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': 0.5925063968892795,
'train_accuracy': 0.7836740129169718},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
'training_time_sec': 4.041005611419678},
'accuracy': 0.7836740129169718,
'avg_loss': -0.0033938208840723753,
'avg_win': 0.0014979649541676276,
'expectancy': -0.0005590277767611518,
'losing_trades': 320,
'max_drawdown': 0.42902473811523617,
'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260710_1783628652',
'profit_factor': 0.6082769312165732,
'sharpe_ratio': -15.33520580745986,
'total_pnl': -0.4254201381152363,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.5795006570302234,
'winning_trades': 441}
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}
|
||||||||||||
| 1052 | BTCUSDT | 5 | volume_price_pivot_v86_y_C4 | 2023-08-01 ~ 2026-07-31 | 0.608 | 0.58% | 761 | -15.335 | 0.43 | 0.784 | 0.000 | 2026-07-02 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260702_1782974497
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.18604335917565543}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.17518232580623888}, '
'{"feature": "O_div_amplitude_12", "importance": 0.15246877494812672}, '
'{"feature": "O_div_amplitude_48", "importance": 0.13660677892314674}, '
'{"feature": "K_high_pct_change_12", "importance": 0.12824893723028113}, '
'{"feature": "K_body_size_pct", "importance": 0.10667155150392263}, '
'{"feature": "O_pct_change_12", "importance": 0.09002105717565927}, '
'{"feature": "K_consecutive_shrink", "importance": 0.02228522719145212}, '
'{"feature": "O_div_binary_12", "importance": 0.0019684319394159236}, '
'{"feature": "O_div_binary_48", "importance": 0.0005035561061010872}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.18604335917565543}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.17518232580623888}, {"feature": "O_div_amplitude_12", '
'"importance": 0.15246877494812672}, {"feature": '
'"O_div_amplitude_48", "importance": 0.13660677892314674}, '
'{"feature": "K_high_pct_change_12", "importance": '
'0.12824893723028113}, {"feature": "K_body_size_pct", '
'"importance": 0.10667155150392263}, {"feature": '
'"O_pct_change_12", "importance": 0.09002105717565927}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.02228522719145212}, {"feature": "O_div_binary_12", '
'"importance": 0.0019684319394159236}, {"feature": '
'"O_div_binary_48", "importance": 0.0005035561061010872}]',
'_model_metadata': {'created_at': '2026-07-02T22:41:06.162245',
'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': 0.5925063968892795,
'train_accuracy': 0.7836740129169718},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
'training_time_sec': 4.011963844299316},
'accuracy': 0.7836740129169718,
'avg_loss': -0.0033938208840723753,
'avg_win': 0.0014979649541676276,
'expectancy': -0.0005590277767611518,
'losing_trades': 320,
'max_drawdown': 0.42902473811523617,
'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260702_1782974497',
'profit_factor': 0.6082769312165732,
'sharpe_ratio': -15.33520580745986,
'total_pnl': -0.4254201381152363,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.5795006570302234,
'winning_trades': 441}
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}
|
||||||||||||
| 1050 | BTCUSDT | 5 | volume_price_pivot_v86_y_C4 | 2023-08-01 ~ 2026-07-31 | 0.608 | 0.58% | 761 | -15.335 | 0.43 | 0.784 | 0.000 | 2026-07-02 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260702_1782974364
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.18604335917565543}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.17518232580623888}, '
'{"feature": "O_div_amplitude_12", "importance": 0.15246877494812672}, '
'{"feature": "O_div_amplitude_48", "importance": 0.13660677892314674}, '
'{"feature": "K_high_pct_change_12", "importance": 0.12824893723028113}, '
'{"feature": "K_body_size_pct", "importance": 0.10667155150392263}, '
'{"feature": "O_pct_change_12", "importance": 0.09002105717565927}, '
'{"feature": "K_consecutive_shrink", "importance": 0.02228522719145212}, '
'{"feature": "O_div_binary_12", "importance": 0.0019684319394159236}, '
'{"feature": "O_div_binary_48", "importance": 0.0005035561061010872}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.18604335917565543}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.17518232580623888}, {"feature": "O_div_amplitude_12", '
'"importance": 0.15246877494812672}, {"feature": '
'"O_div_amplitude_48", "importance": 0.13660677892314674}, '
'{"feature": "K_high_pct_change_12", "importance": '
'0.12824893723028113}, {"feature": "K_body_size_pct", '
'"importance": 0.10667155150392263}, {"feature": '
'"O_pct_change_12", "importance": 0.09002105717565927}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.02228522719145212}, {"feature": "O_div_binary_12", '
'"importance": 0.0019684319394159236}, {"feature": '
'"O_div_binary_48", "importance": 0.0005035561061010872}]',
'_model_metadata': {'created_at': '2026-07-02T22:38:53.861783',
'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': 0.5925063968892795,
'train_accuracy': 0.7836740129169718},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
'training_time_sec': 4.023964166641235},
'accuracy': 0.7836740129169718,
'avg_loss': -0.0033938208840723753,
'avg_win': 0.0014979649541676276,
'expectancy': -0.0005590277767611518,
'losing_trades': 320,
'max_drawdown': 0.42902473811523617,
'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260702_1782974364',
'profit_factor': 0.6082769312165732,
'sharpe_ratio': -15.33520580745986,
'total_pnl': -0.4254201381152363,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.5795006570302234,
'winning_trades': 441}
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}
|
||||||||||||
| 1287 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-12-01 ~ 2026-06-30 | 0.608 | 0.64% | 765 | -15.786 | 0.51 | 0.891 | 0.000 | 2026-07-07 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783404531
Data Hash: 848658582b77e446
Feature Score:
展開('[{"feature": "O_div_amplitude_12", "importance": 0.5069302862609882}, '
'{"feature": "O_div_binary_12", "importance": 0.19905448494215122}, '
'{"feature": "K_high_pct_change_12", "importance": 0.1488782278660524}, '
'{"feature": "O_div_amplitude_48", "importance": 0.052904641620371305}, '
'{"feature": "K_consecutive_shrink", "importance": 0.034388200940159104}, '
'{"feature": "K_body_size_pct", "importance": 0.02439023485162315}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.01588764794378767}, '
'{"feature": "K_close_position_in_hl", "importance": 0.01191949243753902}, '
'{"feature": "O_pct_change_12", "importance": 0.005444553335626098}, '
'{"feature": "O_div_binary_48", "importance": 0.000202229801701702}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "O_div_amplitude_12", "importance": '
'0.5069302862609882}, {"feature": "O_div_binary_12", '
'"importance": 0.19905448494215122}, {"feature": '
'"K_high_pct_change_12", "importance": 0.1488782278660524}, '
'{"feature": "O_div_amplitude_48", "importance": '
'0.052904641620371305}, {"feature": "K_consecutive_shrink", '
'"importance": 0.034388200940159104}, {"feature": '
'"K_body_size_pct", "importance": 0.02439023485162315}, '
'{"feature": "K_momentum_pct_change_48", "importance": '
'0.01588764794378767}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.01191949243753902}, {"feature": "O_pct_change_12", '
'"importance": 0.005444553335626098}, {"feature": '
'"O_div_binary_48", "importance": 0.000202229801701702}]',
'_model_metadata': {'created_at': '2026-07-07T22:08:51.714071',
'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': 0.9573998141085358,
'train_accuracy': 0.8914554239195182},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15109,
'tags': {},
'training_data_hash': '848658582b77e446-814dd7b9784d57c1',
'training_time_sec': 4.120537996292114},
'accuracy': 0.8914554239195182,
'avg_loss': -0.004668435223421671,
'avg_win': 0.001565580938192343,
'expectancy': -0.0006509581414926395,
'losing_trades': 272,
'max_drawdown': 0.5124516875623824,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783404531',
'profit_factor': 0.6078301003807924,
'sharpe_ratio': -15.786066084048521,
'total_pnl': -0.4979829782418696,
'total_trades': 765,
'trial_num': 0,
'win_rate': 0.6444444444444445,
'winning_trades': 493}
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}
|
||||||||||||