Indicator Params Viewer
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共 1373 筆結果
📊 Indicator Params
| ID | Symbol | Interval | Indicator | Date Range | PF ↓ | WR | Trades | Sharpe | DD | Acc | AUC | Created |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1480 | BTCUSDT | 5 | volume_price_pivot_v86_y_C6 | 2023-08-01 ~ 2026-07-31 | 0.608 | 0.60% | 954 | -15.404 | 0.56 | 0.578 | 0.000 | 2026-07-11 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C6_BTCUSDT_2_20260710_1783672474
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.14124630147857387}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.1410247908774453}, '
'{"feature": "K_high_pct_change_12", "importance": 0.13962004412821488}, '
'{"feature": "K_body_size_pct", "importance": 0.1389040843340319}, '
'{"feature": "O_div_amplitude_48", "importance": 0.13812555237421173}, '
'{"feature": "O_pct_change_12", "importance": 0.12989943029592427}, '
'{"feature": "O_div_amplitude_12", "importance": 0.12979753852303952}, '
'{"feature": "K_consecutive_shrink", "importance": 0.03163726939871373}, '
'{"feature": "O_div_binary_12", "importance": 0.00559091706685214}, '
'{"feature": "O_div_binary_48", "importance": 0.004154071522992616}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.14124630147857387}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.1410247908774453}, {"feature": "K_high_pct_change_12", '
'"importance": 0.13962004412821488}, {"feature": '
'"K_body_size_pct", "importance": 0.1389040843340319}, '
'{"feature": "O_div_amplitude_48", "importance": '
'0.13812555237421173}, {"feature": "O_pct_change_12", '
'"importance": 0.12989943029592427}, {"feature": '
'"O_div_amplitude_12", "importance": 0.12979753852303952}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.03163726939871373}, {"feature": "O_div_binary_12", '
'"importance": 0.00559091706685214}, {"feature": '
'"O_div_binary_48", "importance": 0.004154071522992616}]',
'_model_metadata': {'created_at': '2026-07-11T00:34:33.883634',
'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,
'train_accuracy': 0.5776017045076237},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-4cbbd8ca5215b8d1',
'training_time_sec': 20.788098573684692},
'accuracy': 0.5776017045076237,
'avg_loss': -0.003769521183889452,
'avg_win': 0.0014968379927540962,
'expectancy': -0.0005843123317685635,
'learning_rate': 0.07659969709057025,
'losing_trades': 377,
'max_depth': 5,
'max_drawdown': 0.5554825891584843,
'model_file': 'volume_price_pivot_v86_y_C6_BTCUSDT_2_20260710_1783672474',
'n_bars': 8,
'n_clusters': 4,
'n_estimators': 214,
'profit_factor': 0.6077473482017073,
'sharpe_ratio': -15.404356481616034,
'top_pct': 8,
'total_pnl': -0.5574339645072097,
'total_trades': 954,
'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': 0.6048218029350105,
'winning_trades': 577}
ind_param (optuna):
展開 Optuna 參數{'n_estimators': [165, 295], 'max_depth': [3, 5], 'learning_rate': [0.04, 0.09], 'trail_thr_1': [0.15, 0.35], 'trail_stop_1': [-0.15, 0.05], 'trail_thr_2': [0.35, 0.7], 'trail_stop_2': [0.0, 0.2], 'trail_thr_3': [0.8, 1.4], 'trail_stop_3': [0.2, 0.65], 'trail_thr_4': [1.45, 1.8], 'trail_stop_4': [0.4, 1.0], 'trail_thr_5': [2.5, 4.0], 'trail_stop_5': [1.5, 3.0], 'vp_subset_size': [0, 3], 'top_pct': [7, 16], 'n_clusters': [3, 10], 'n_bars': [3, 20]}
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}
|
||||||||||||
| 1505 | BTCUSDT | 5 | volume_price_pivot_v86_y_C6 | 2023-08-01 ~ 2026-07-31 | 0.607 | 0.64% | 761 | -15.756 | 0.51 | 0.050 | 0.000 | 2026-07-11 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C6_BTCUSDT_2_20260710_1783675178
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_momentum_pct_change_48", "importance": 0.1406574211910096}, '
'{"feature": "K_close_position_in_hl", "importance": 0.13965886698941454}, '
'{"feature": "K_high_pct_change_12", "importance": 0.1395980597311978}, '
'{"feature": "K_body_size_pct", "importance": 0.13746563767122733}, '
'{"feature": "O_div_amplitude_48", "importance": 0.13609602388095382}, '
'{"feature": "O_pct_change_12", "importance": 0.13566207778659342}, '
'{"feature": "O_div_amplitude_12", "importance": 0.13145719899089528}, '
'{"feature": "K_consecutive_shrink", "importance": 0.02988456860640785}, '
'{"feature": "O_div_binary_12", "importance": 0.005222382115397132}, '
'{"feature": "O_div_binary_48", "importance": 0.004297763036903243}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_momentum_pct_change_48", "importance": '
'0.1406574211910096}, {"feature": "K_close_position_in_hl", '
'"importance": 0.13965886698941454}, {"feature": '
'"K_high_pct_change_12", "importance": 0.1395980597311978}, '
'{"feature": "K_body_size_pct", "importance": '
'0.13746563767122733}, {"feature": "O_div_amplitude_48", '
'"importance": 0.13609602388095382}, {"feature": '
'"O_pct_change_12", "importance": 0.13566207778659342}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.13145719899089528}, {"feature": "K_consecutive_shrink", '
'"importance": 0.02988456860640785}, {"feature": '
'"O_div_binary_12", "importance": 0.005222382115397132}, '
'{"feature": "O_div_binary_48", "importance": '
'0.004297763036903243}]',
'_model_metadata': {'created_at': '2026-07-11T01:19:37.963457',
'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,
'train_accuracy': 0.04980358212930288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-b38c612d3a2f2d9b',
'training_time_sec': 20.936577320098877},
'accuracy': 0.04980358212930288,
'avg_loss': -0.0046324020206004336,
'avg_win': 0.0015562703597233449,
'expectancy': -0.0006475801199977377,
'learning_rate': 0.07659969709057025,
'losing_trades': 271,
'max_depth': 5,
'max_drawdown': 0.5086831953998391,
'model_file': 'volume_price_pivot_v86_y_C6_BTCUSDT_2_20260710_1783675178',
'n_bars': 8,
'n_clusters': 4,
'n_estimators': 214,
'profit_factor': 0.6074430854895484,
'sharpe_ratio': -15.756443578194979,
'top_pct': 8,
'total_pnl': -0.49280847131827854,
'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': 0.6438896189224704,
'winning_trades': 490}
ind_param (optuna):
展開 Optuna 參數{'n_estimators': [165, 295], 'max_depth': [3, 5], 'learning_rate': [0.04, 0.09], 'trail_thr_1': [0.15, 0.35], 'trail_stop_1': [-0.15, 0.05], 'trail_thr_2': [0.35, 0.7], 'trail_stop_2': [0.0, 0.2], 'trail_thr_3': [0.8, 1.4], 'trail_stop_3': [0.2, 0.65], 'trail_thr_4': [1.45, 1.8], 'trail_stop_4': [0.4, 1.0], 'trail_thr_5': [2.5, 4.0], 'trail_stop_5': [1.5, 3.0], 'vp_subset_size': [0, 3], 'top_pct': [7, 16], 'n_clusters': [3, 10], 'n_bars': [3, 20]}
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}
|
||||||||||||
| 1494 | BTCUSDT | 5 | volume_price_pivot_v86_y_C4 | 2023-08-01 ~ 2026-07-31 | 0.601 | 0.58% | 761 | -15.718 | 0.45 | 0.787 | 0.000 | 2026-07-11 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260710_1783673989
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.16584609196804176}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.1586920461837327}, '
'{"feature": "O_div_amplitude_12", "importance": 0.1444684538455022}, '
'{"feature": "O_div_amplitude_48", "importance": 0.1337233802420375}, '
'{"feature": "K_high_pct_change_12", "importance": 0.13062779242550787}, '
'{"feature": "K_body_size_pct", "importance": 0.12201648562267098}, '
'{"feature": "O_pct_change_12", "importance": 0.11365554999181124}, '
'{"feature": "K_consecutive_shrink", "importance": 0.023177529091673737}, '
'{"feature": "O_div_binary_48", "importance": 0.004022136752601834}, '
'{"feature": "O_div_binary_12", "importance": 0.0037705338764201196}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.16584609196804176}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.1586920461837327}, {"feature": "O_div_amplitude_12", '
'"importance": 0.1444684538455022}, {"feature": '
'"O_div_amplitude_48", "importance": 0.1337233802420375}, '
'{"feature": "K_high_pct_change_12", "importance": '
'0.13062779242550787}, {"feature": "K_body_size_pct", '
'"importance": 0.12201648562267098}, {"feature": '
'"O_pct_change_12", "importance": 0.11365554999181124}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.023177529091673737}, {"feature": "O_div_binary_48", '
'"importance": 0.004022136752601834}, {"feature": '
'"O_div_binary_12", "importance": 0.0037705338764201196}]',
'_model_metadata': {'created_at': '2026-07-11T00:59:49.110554',
'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': 0.054561457009902094,
'max_depth': 4,
'n_estimators': 233,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.5824886574802255,
'train_accuracy': 0.7873360410147147},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
'training_time_sec': 6.221379995346069},
'accuracy': 0.7873360410147147,
'avg_loss': -0.003517172177716839,
'avg_win': 0.00151019321687028,
'expectancy': -0.0005839918423729743,
'learning_rate': 0.054561457009902094,
'losing_trades': 317,
'max_depth': 4,
'max_drawdown': 0.4466492618371001,
'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260710_1783673989',
'n_estimators': 233,
'profit_factor': 0.6013988511312753,
'sharpe_ratio': -15.717538991166077,
'sl_mult': 1.4488855372533331,
'top_pct': 8,
'total_pnl': -0.44441779204583365,
'total_trades': 761,
'tp_mult': 1.0650515929852795,
'trail_stop_1': -0.12210122786959163,
'trail_stop_2': 0.07327236865873835,
'trail_stop_3': 0.5533291826268562,
'trail_stop_4': 0.708540663048167,
'trail_stop_5': 1.5696756190799965,
'trail_thr_1': 0.27237057894447586,
'trail_thr_2': 0.4522506269873263,
'trail_thr_3': 1.0736419905302215,
'trail_thr_4': 1.5198858237554258,
'trail_thr_5': 3.3886218532930634,
'trial_num': 1,
'vp_subset_size': 2,
'win_rate': 0.5834428383705651,
'winning_trades': 444}
ind_param (optuna):
展開 Optuna 參數{'n_estimators': [165, 295], 'max_depth': [3, 5], 'learning_rate': [0.04, 0.09], 'trail_thr_1': [0.15, 0.35], 'trail_stop_1': [-0.15, 0.05], 'trail_thr_2': [0.35, 0.7], 'trail_stop_2': [0.0, 0.2], 'trail_thr_3': [0.8, 1.4], 'trail_stop_3': [0.2, 0.65], 'trail_thr_4': [1.45, 1.8], 'trail_stop_4': [0.4, 1.0], 'trail_thr_5': [2.5, 4.0], 'trail_stop_5': [1.5, 3.0], 'vp_subset_size': [0, 3], 'top_pct': [7, 16], 'tp_mult': [1.0, 2.0], 'sl_mult': [0.5, 1.5]}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 1470 | BTCUSDT | 5 | volume_price_pivot_v86_y_C4 | 2023-08-01 ~ 2026-07-31 | 0.601 | 0.58% | 761 | -15.718 | 0.45 | 0.787 | 0.000 | 2026-07-11 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260710_1783671504
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.16584609196804176}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.1586920461837327}, '
'{"feature": "O_div_amplitude_12", "importance": 0.1444684538455022}, '
'{"feature": "O_div_amplitude_48", "importance": 0.1337233802420375}, '
'{"feature": "K_high_pct_change_12", "importance": 0.13062779242550787}, '
'{"feature": "K_body_size_pct", "importance": 0.12201648562267098}, '
'{"feature": "O_pct_change_12", "importance": 0.11365554999181124}, '
'{"feature": "K_consecutive_shrink", "importance": 0.023177529091673737}, '
'{"feature": "O_div_binary_48", "importance": 0.004022136752601834}, '
'{"feature": "O_div_binary_12", "importance": 0.0037705338764201196}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.16584609196804176}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.1586920461837327}, {"feature": "O_div_amplitude_12", '
'"importance": 0.1444684538455022}, {"feature": '
'"O_div_amplitude_48", "importance": 0.1337233802420375}, '
'{"feature": "K_high_pct_change_12", "importance": '
'0.13062779242550787}, {"feature": "K_body_size_pct", '
'"importance": 0.12201648562267098}, {"feature": '
'"O_pct_change_12", "importance": 0.11365554999181124}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.023177529091673737}, {"feature": "O_div_binary_48", '
'"importance": 0.004022136752601834}, {"feature": '
'"O_div_binary_12", "importance": 0.0037705338764201196}]',
'_model_metadata': {'created_at': '2026-07-11T00:18:24.221980',
'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': 0.054561457009902094,
'max_depth': 4,
'n_estimators': 233,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.5824886574802255,
'train_accuracy': 0.7873360410147147},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
'training_time_sec': 6.211716890335083},
'accuracy': 0.7873360410147147,
'avg_loss': -0.003517172177716839,
'avg_win': 0.00151019321687028,
'expectancy': -0.0005839918423729743,
'learning_rate': 0.054561457009902094,
'losing_trades': 317,
'max_depth': 4,
'max_drawdown': 0.4466492618371001,
'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260710_1783671504',
'n_estimators': 233,
'profit_factor': 0.6013988511312753,
'sharpe_ratio': -15.717538991166077,
'sl_mult': 1.4488855372533331,
'top_pct': 8,
'total_pnl': -0.44441779204583365,
'total_trades': 761,
'tp_mult': 1.0650515929852795,
'trail_stop_1': -0.12210122786959163,
'trail_stop_2': 0.07327236865873835,
'trail_stop_3': 0.5533291826268562,
'trail_stop_4': 0.708540663048167,
'trail_stop_5': 1.5696756190799965,
'trail_thr_1': 0.27237057894447586,
'trail_thr_2': 0.4522506269873263,
'trail_thr_3': 1.0736419905302215,
'trail_thr_4': 1.5198858237554258,
'trail_thr_5': 3.3886218532930634,
'trial_num': 1,
'vp_subset_size': 2,
'win_rate': 0.5834428383705651,
'winning_trades': 444}
ind_param (optuna):
展開 Optuna 參數{'n_estimators': [165, 295], 'max_depth': [3, 5], 'learning_rate': [0.04, 0.09], 'trail_thr_1': [0.15, 0.35], 'trail_stop_1': [-0.15, 0.05], 'trail_thr_2': [0.35, 0.7], 'trail_stop_2': [0.0, 0.2], 'trail_thr_3': [0.8, 1.4], 'trail_stop_3': [0.2, 0.65], 'trail_thr_4': [1.45, 1.8], 'trail_stop_4': [0.4, 1.0], 'trail_thr_5': [2.5, 4.0], 'trail_stop_5': [1.5, 3.0], 'vp_subset_size': [0, 3], 'top_pct': [7, 16], 'tp_mult': [1.0, 2.0], 'sl_mult': [0.5, 1.5]}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 1515 | BTCUSDT | 5 | volume_price_pivot_v86_y_C1 | 2023-08-01 ~ 2026-07-31 | 0.600 | 0.61% | 761 | -14.053 | 0.52 | 0.902 | 0.000 | 2026-07-11 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C1_BTCUSDT_2_20260710_1783675662
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_momentum_pct_change_48", "importance": 0.36653136806200015}, '
'{"feature": "O_div_amplitude_48", "importance": 0.3044772030658542}, '
'{"feature": "O_div_amplitude_12", "importance": 0.07698707181267309}, '
'{"feature": "O_pct_change_12", "importance": 0.064305299965503}, {"feature": '
'"K_high_pct_change_12", "importance": 0.04771997997703951}, {"feature": '
'"O_div_binary_48", "importance": 0.04498596156213325}, {"feature": '
'"K_body_size_pct", "importance": 0.03291565604144503}, {"feature": '
'"K_close_position_in_hl", "importance": 0.03144659980689492}, {"feature": '
'"K_consecutive_shrink", "importance": 0.02425431365505901}, {"feature": '
'"O_div_binary_12", "importance": 0.0063765460513979366}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_momentum_pct_change_48", "importance": '
'0.36653136806200015}, {"feature": "O_div_amplitude_48", '
'"importance": 0.3044772030658542}, {"feature": '
'"O_div_amplitude_12", "importance": 0.07698707181267309}, '
'{"feature": "O_pct_change_12", "importance": '
'0.064305299965503}, {"feature": "K_high_pct_change_12", '
'"importance": 0.04771997997703951}, {"feature": '
'"O_div_binary_48", "importance": 0.04498596156213325}, '
'{"feature": "K_body_size_pct", "importance": '
'0.03291565604144503}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.03144659980689492}, {"feature": "K_consecutive_shrink", '
'"importance": 0.02425431365505901}, {"feature": '
'"O_div_binary_12", "importance": 0.0063765460513979366}]',
'_model_metadata': {'created_at': '2026-07-11T01:27:41.928894',
'feature_names': ['K_momentum_pct_change_48',
'K_high_pct_change_12',
'K_close_position_in_hl',
'K_body_size_pct',
'K_consecutive_shrink',
'O_pct_change_12',
'O_div_binary_12',
'O_div_binary_48',
'O_div_amplitude_12',
'O_div_amplitude_48'],
'git_commit': 'unknown',
'hyperparameters': {'learning_rate': 0.07659969709057025,
'max_depth': 5,
'n_estimators': 214,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.8965644243227113,
'train_accuracy': 0.9017244823223917},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 6.913052320480347},
'accuracy': 0.9017244823223917,
'avg_loss': -0.004240318671010013,
'avg_win': 0.0016111781645290505,
'expectancy': -0.0006571418965537667,
'learning_rate': 0.07659969709057025,
'losing_trades': 295,
'max_depth': 5,
'max_drawdown': 0.5203557723387872,
'model_file': 'volume_price_pivot_v86_y_C1_BTCUSDT_2_20260710_1783675662',
'n_bars': 4,
'n_estimators': 214,
'profit_factor': 0.6002179400493032,
'sharpe_ratio': -14.053063081831239,
'top_pct': 8,
'total_pnl': -0.5000849832774161,
'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': 0.6123521681997371,
'winning_trades': 466}
ind_param (optuna):
展開 Optuna 參數{'n_estimators': [165, 295], 'max_depth': [3, 5], 'learning_rate': [0.04, 0.09], 'trail_thr_1': [0.15, 0.35], 'trail_stop_1': [-0.15, 0.05], 'trail_thr_2': [0.35, 0.7], 'trail_stop_2': [0.0, 0.2], 'trail_thr_3': [0.8, 1.4], 'trail_stop_3': [0.2, 0.65], 'trail_thr_4': [1.45, 1.8], 'trail_stop_4': [0.4, 1.0], 'trail_thr_5': [2.5, 4.0], 'trail_stop_5': [1.5, 3.0], 'vp_subset_size': [0, 3], 'top_pct': [7, 16], 'n_bars': [3, 12]}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 1516 | BTCUSDT | 5 | volume_price_pivot_v86_y_C2 | 2023-08-01 ~ 2026-07-31 | 0.600 | 0.49% | 1720 | -13.176 | 0.70 | 0.944 | 0.000 | 2026-07-11 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C2_BTCUSDT_2_20260710_1783675695
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.7049282550044947}, '
'{"feature": "K_body_size_pct", "importance": 0.12008395399307782}, '
'{"feature": "O_pct_change_12", "importance": 0.056862664170762585}, '
'{"feature": "O_div_amplitude_12", "importance": 0.03415012140876696}, '
'{"feature": "K_high_pct_change_12", "importance": 0.02912603717795946}, '
'{"feature": "O_div_amplitude_48", "importance": 0.025683655831134453}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.01910523930773545}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00451527762917635}, '
'{"feature": "O_div_binary_12", "importance": 0.00444114427852383}, '
'{"feature": "O_div_binary_48", "importance": 0.0011036511983684983}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.7049282550044947}, {"feature": "K_body_size_pct", '
'"importance": 0.12008395399307782}, {"feature": '
'"O_pct_change_12", "importance": 0.056862664170762585}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.03415012140876696}, {"feature": "K_high_pct_change_12", '
'"importance": 0.02912603717795946}, {"feature": '
'"O_div_amplitude_48", "importance": 0.025683655831134453}, '
'{"feature": "K_momentum_pct_change_48", "importance": '
'0.01910523930773545}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00451527762917635}, {"feature": '
'"O_div_binary_12", "importance": 0.00444114427852383}, '
'{"feature": "O_div_binary_48", "importance": '
'0.0011036511983684983}]',
'_model_metadata': {'created_at': '2026-07-11T01:28:14.992648',
'feature_names': ['K_momentum_pct_change_48',
'K_high_pct_change_12',
'K_close_position_in_hl',
'K_body_size_pct',
'K_consecutive_shrink',
'O_pct_change_12',
'O_div_binary_12',
'O_div_binary_48',
'O_div_amplitude_12',
'O_div_amplitude_48'],
'git_commit': 'unknown',
'hyperparameters': {'learning_rate': 0.07659969709057025,
'max_depth': 5,
'n_estimators': 214,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9534385030817633,
'train_accuracy': 0.9442705905852586},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1',
'training_time_sec': 6.916152715682983},
'accuracy': 0.9442705905852586,
'avg_loss': -0.001953073626705324,
'avg_win': 0.001219364394823743,
'expectancy': -0.00039821010801404267,
'learning_rate': 0.07659969709057025,
'losing_trades': 877,
'max_depth': 5,
'max_drawdown': 0.7049509952992258,
'model_file': 'volume_price_pivot_v86_y_C2_BTCUSDT_2_20260710_1783675695',
'n_estimators': 214,
'profit_factor': 0.6001265977901296,
'sharpe_ratio': -13.176292469162673,
'span': 9,
'top_pct': 8,
'total_pnl': -0.684921385784154,
'total_trades': 1720,
'trail_stop_1': -0.1187962719115127,
'trail_stop_2': 0.011616722433639893,
'trail_stop_3': 0.470501755284444,
'trail_stop_4': 0.41235069657748147,
'trail_stop_5': 2.7486639612006325,
'trail_thr_1': 0.2697316968394073,
'trail_thr_2': 0.4045980821176709,
'trail_thr_3': 1.319705687464961,
'trail_thr_4': 1.6978254022286159,
'trail_thr_5': 3.9548647782429915,
'trial_num': 0,
'vp_subset_size': 0,
'win_rate': 0.49011627906976746,
'winning_trades': 843}
ind_param (optuna):
展開 Optuna 參數{'n_estimators': [165, 295], 'max_depth': [3, 5], 'learning_rate': [0.04, 0.09], 'trail_thr_1': [0.15, 0.35], 'trail_stop_1': [-0.15, 0.05], 'trail_thr_2': [0.35, 0.7], 'trail_stop_2': [0.0, 0.2], 'trail_thr_3': [0.8, 1.4], 'trail_stop_3': [0.2, 0.65], 'trail_thr_4': [1.45, 1.8], 'trail_stop_4': [0.4, 1.0], 'trail_thr_5': [2.5, 4.0], 'trail_stop_5': [1.5, 3.0], 'vp_subset_size': [0, 3], 'top_pct': [7, 16], 'span': [6, 24]}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 1685 | BTCUSDT | 5 | volume_price_pivot_v86_y_C3 | 2023-08-01 ~ 2026-07-31 | 0.594 | 0.64% | 761 | -16.518 | 0.52 | 0.917 | 0.000 | 2026-07-12 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C3_BTCUSDT_2_20260711_1783775566
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.21554444073780588}, '
'{"feature": "O_div_amplitude_12", "importance": 0.1592780472655376}, '
'{"feature": "K_close_position_in_hl", "importance": 0.11700091333915892}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.10725470612207974}, '
'{"feature": "O_pct_change_12", "importance": 0.10698124171271108}, '
'{"feature": "K_body_size_pct", "importance": 0.10634560552986337}, '
'{"feature": "O_div_amplitude_48", "importance": 0.08546016399951128}, '
'{"feature": "K_consecutive_shrink", "importance": 0.04998342334180319}, '
'{"feature": "O_div_binary_12", "importance": 0.048399642827508874}, '
'{"feature": "O_div_binary_48", "importance": 0.003751815124020128}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.21554444073780588}, {"feature": "O_div_amplitude_12", '
'"importance": 0.1592780472655376}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.11700091333915892}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.10725470612207974}, {"feature": "O_pct_change_12", '
'"importance": 0.10698124171271108}, {"feature": '
'"K_body_size_pct", "importance": 0.10634560552986337}, '
'{"feature": "O_div_amplitude_48", "importance": '
'0.08546016399951128}, {"feature": "K_consecutive_shrink", '
'"importance": 0.04998342334180319}, {"feature": '
'"O_div_binary_12", "importance": 0.048399642827508874}, '
'{"feature": "O_div_binary_48", "importance": '
'0.003751815124020128}]',
'_model_metadata': {'created_at': '2026-07-12T05:07:13.350927',
'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': 0.07409010682075964,
'max_depth': 4,
'n_estimators': 250,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.6881958476182097,
'train_accuracy': 0.9171715826619615},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 6.544315576553345},
'accuracy': 0.9171715826619615,
'avg_loss': -0.004630789887264157,
'avg_win': 0.001565093203357404,
'expectancy': -0.0006820339096669727,
'learning_rate': 0.07409010682075964,
'losing_trades': 276,
'max_depth': 4,
'max_drawdown': 0.521658795927615,
'model_file': 'volume_price_pivot_v86_y_C3_BTCUSDT_2_20260711_1783775566',
'n_bars': 8,
'n_estimators': 250,
'profit_factor': 0.5939060998073233,
'sharpe_ratio': -16.518205586088342,
'top_pct': 15,
'total_pnl': -0.5190278052565662,
'total_trades': 761,
'trail_stop_1': -0.14554605033195286,
'trail_stop_2': 0.09134275792541134,
'trail_stop_3': 0.44262073364757853,
'trail_stop_4': 0.7265357654253308,
'trail_stop_5': 2.829528539285485,
'trail_thr_1': 0.1933859942443742,
'trail_thr_2': 0.3636409608701658,
'trail_thr_3': 1.3265660585364754,
'trail_thr_4': 1.6339226491084562,
'trail_thr_5': 3.274628466669074,
'trial_num': 13,
'vp_subset_size': 1,
'win_rate': 0.6373193166885677,
'window': 21,
'winning_trades': 485}
ind_param (optuna):
展開 Optuna 參數{'n_estimators': [165, 295], 'max_depth': [3, 5], 'learning_rate': [0.04, 0.09], 'trail_thr_1': [0.15, 0.35], 'trail_stop_1': [-0.15, 0.05], 'trail_thr_2': [0.35, 0.7], 'trail_stop_2': [0.0, 0.2], 'trail_thr_3': [0.8, 1.4], 'trail_stop_3': [0.2, 0.65], 'trail_thr_4': [1.45, 1.8], 'trail_stop_4': [0.4, 1.0], 'trail_thr_5': [2.5, 4.0], 'trail_stop_5': [1.5, 3.0], 'vp_subset_size': [0, 3], 'top_pct': [7, 16], '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}
|
||||||||||||
| 1687 | BTCUSDT | 5 | volume_price_pivot_v86_y_C3 | 2023-08-01 ~ 2026-07-31 | 0.588 | 0.64% | 761 | -16.856 | 0.53 | 0.921 | 0.000 | 2026-07-12 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C3_BTCUSDT_2_20260711_1783776821
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.20564364469145194}, '
'{"feature": "O_div_amplitude_12", "importance": 0.16000704714084008}, '
'{"feature": "K_close_position_in_hl", "importance": 0.12115127878914973}, '
'{"feature": "K_body_size_pct", "importance": 0.11117474731041563}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.10886870874787268}, '
'{"feature": "O_pct_change_12", "importance": 0.1076830215966315}, '
'{"feature": "O_div_amplitude_48", "importance": 0.08890037960090756}, '
'{"feature": "K_consecutive_shrink", "importance": 0.048560999359669774}, '
'{"feature": "O_div_binary_12", "importance": 0.042799965785131504}, '
'{"feature": "O_div_binary_48", "importance": 0.00521020697792952}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.20564364469145194}, {"feature": "O_div_amplitude_12", '
'"importance": 0.16000704714084008}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.12115127878914973}, {"feature": "K_body_size_pct", '
'"importance": 0.11117474731041563}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.10886870874787268}, {"feature": "O_pct_change_12", '
'"importance": 0.1076830215966315}, {"feature": '
'"O_div_amplitude_48", "importance": 0.08890037960090756}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.048560999359669774}, {"feature": "O_div_binary_12", '
'"importance": 0.042799965785131504}, {"feature": '
'"O_div_binary_48", "importance": 0.00521020697792952}]',
'_model_metadata': {'created_at': '2026-07-12T05:25:00.118305',
'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': 0.07331662356117338,
'max_depth': 5,
'n_estimators': 187,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.6829613766273761,
'train_accuracy': 0.9210999400759039},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 6.016993045806885},
'accuracy': 0.9210999400759039,
'avg_loss': -0.0046140094496557385,
'avg_win': 0.001553297144373264,
'expectancy': -0.0006915700389986592,
'learning_rate': 0.07331662356117338,
'losing_trades': 277,
'max_depth': 5,
'max_drawdown': 0.5268857903490272,
'model_file': 'volume_price_pivot_v86_y_C3_BTCUSDT_2_20260711_1783776821',
'n_bars': 5,
'n_estimators': 187,
'profit_factor': 0.5882225327186917,
'sharpe_ratio': -16.8560669037607,
'top_pct': 11,
'total_pnl': -0.5262847996779798,
'total_trades': 761,
'trail_stop_1': -0.09973674943242966,
'trail_stop_2': 0.13575907486646083,
'trail_stop_3': 0.2288775331847416,
'trail_stop_4': 0.5242549769647609,
'trail_stop_5': 2.47422892549145,
'trail_thr_1': 0.20101135106736065,
'trail_thr_2': 0.6944127977633787,
'trail_thr_3': 1.0414227703734107,
'trail_thr_4': 1.6053559441291994,
'trail_thr_5': 2.983884930581432,
'trial_num': 3,
'vp_subset_size': 2,
'win_rate': 0.6360052562417872,
'window': 9,
'winning_trades': 484}
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}
|
||||||||||||
| 1744 | BTCUSDT | 5 | volume_price_pivot_v86_y_C6 | 2023-08-01 ~ 2026-07-31 | 0.585 | 0.62% | 4167 | -16.928 | 2.87 | 0.522 | 0.000 | 2026-07-12 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C6_BTCUSDT_2_20260712_1783808505
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_body_size_pct", "importance": 0.1460670393170237}, '
'{"feature": "O_pct_change_12", "importance": 0.1454500440648882}, '
'{"feature": "O_div_amplitude_12", "importance": 0.14066439590135682}, '
'{"feature": "K_high_pct_change_12", "importance": 0.1397373799144648}, '
'{"feature": "O_div_amplitude_48", "importance": 0.1367968201954341}, '
'{"feature": "K_close_position_in_hl", "importance": 0.13642258451382927}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.12888419253077865}, '
'{"feature": "K_consecutive_shrink", "importance": 0.021491487380537955}, '
'{"feature": "O_div_binary_12", "importance": 0.002914398328646626}, '
'{"feature": "O_div_binary_48", "importance": 0.001571657853039791}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_body_size_pct", "importance": '
'0.1460670393170237}, {"feature": "O_pct_change_12", '
'"importance": 0.1454500440648882}, {"feature": '
'"O_div_amplitude_12", "importance": 0.14066439590135682}, '
'{"feature": "K_high_pct_change_12", "importance": '
'0.1397373799144648}, {"feature": "O_div_amplitude_48", '
'"importance": 0.1367968201954341}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.13642258451382927}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.12888419253077865}, {"feature": "K_consecutive_shrink", '
'"importance": 0.021491487380537955}, {"feature": '
'"O_div_binary_12", "importance": 0.002914398328646626}, '
'{"feature": "O_div_binary_48", "importance": '
'0.001571657853039791}]',
'_model_metadata': {'created_at': '2026-07-12T14:20:03.805025',
'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': 0.06324714497183209,
'max_depth': 3,
'n_estimators': 219,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0,
'train_accuracy': 0.5222052067381318},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
'training_time_sec': 13.162538051605225},
'accuracy': 0.5222052067381318,
'avg_loss': -0.004374122594380753,
'avg_win': 0.001548732629433795,
'expectancy': -0.0006842420661775937,
'learning_rate': 0.06324714497183209,
'losing_trades': 1571,
'max_depth': 3,
'max_drawdown': 2.873669548398895,
'model_file': 'volume_price_pivot_v86_y_C6_BTCUSDT_2_20260712_1783808505',
'n_bars': 3,
'n_clusters': 9,
'n_estimators': 219,
'profit_factor': 0.5850783130570831,
'sharpe_ratio': -16.92751772386471,
'top_pct': 16,
'total_pnl': -2.8512366897620325,
'total_trades': 4167,
'trail_stop_1': -0.12314762971240727,
'trail_stop_2': 0.13784953132911001,
'trail_stop_3': 0.5272255341868604,
'trail_stop_4': 0.4051226930615623,
'trail_stop_5': 2.448391141746388,
'trail_thr_1': 0.30880647764551117,
'trail_thr_2': 0.5199073302145669,
'trail_thr_3': 0.9062911101695473,
'trail_thr_4': 1.6397649212644416,
'trail_thr_5': 2.9636649327862408,
'trial_num': 27,
'vp_subset_size': 2,
'win_rate': 0.622990160787137,
'winning_trades': 2596}
ind_param (optuna):
展開 Optuna 參數{'n_estimators': [165, 295], 'max_depth': [3, 5], 'learning_rate': [0.04, 0.09], 'trail_thr_1': [0.15, 0.35], 'trail_stop_1': [-0.15, 0.05], 'trail_thr_2': [0.35, 0.7], 'trail_stop_2': [0.0, 0.2], 'trail_thr_3': [0.8, 1.4], 'trail_stop_3': [0.2, 0.65], 'trail_thr_4': [1.45, 1.8], 'trail_stop_4': [0.4, 1.0], 'trail_thr_5': [2.5, 4.0], 'trail_stop_5': [1.5, 3.0], 'vp_subset_size': [0, 3], 'top_pct': [7, 16], 'n_clusters': [3, 10], 'n_bars': [3, 20]}
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}
|
||||||||||||
| 1725 | BTCUSDT | 5 | volume_price_pivot_v86_y_C6 | 2023-08-01 ~ 2026-07-31 | 0.583 | 0.62% | 4167 | -17.040 | 2.87 | 0.523 | 0.000 | 2026-07-12 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C6_BTCUSDT_2_20260712_1783802994
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "O_div_amplitude_12", "importance": 0.1479039096847008}, '
'{"feature": "K_body_size_pct", "importance": 0.1449632897383276}, '
'{"feature": "K_high_pct_change_12", "importance": 0.1437107812642889}, '
'{"feature": "O_div_amplitude_48", "importance": 0.139240302889809}, '
'{"feature": "O_pct_change_12", "importance": 0.13626988722587768}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.1307110286262581}, '
'{"feature": "K_close_position_in_hl", "importance": 0.12766857266583662}, '
'{"feature": "K_consecutive_shrink", "importance": 0.024232866756445693}, '
'{"feature": "O_div_binary_12", "importance": 0.0033173570134222732}, '
'{"feature": "O_div_binary_48", "importance": 0.0019820041350333234}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "O_div_amplitude_12", "importance": '
'0.1479039096847008}, {"feature": "K_body_size_pct", '
'"importance": 0.1449632897383276}, {"feature": '
'"K_high_pct_change_12", "importance": 0.1437107812642889}, '
'{"feature": "O_div_amplitude_48", "importance": '
'0.139240302889809}, {"feature": "O_pct_change_12", '
'"importance": 0.13626988722587768}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.1307110286262581}, {"feature": "K_close_position_in_hl", '
'"importance": 0.12766857266583662}, {"feature": '
'"K_consecutive_shrink", "importance": '
'0.024232866756445693}, {"feature": "O_div_binary_12", '
'"importance": 0.0033173570134222732}, {"feature": '
'"O_div_binary_48", "importance": 0.0019820041350333234}]',
'_model_metadata': {'created_at': '2026-07-12T12:25:19.117901',
'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': 0.0694052021329188,
'max_depth': 3,
'n_estimators': 205,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0,
'train_accuracy': 0.5226712830414808},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
'training_time_sec': 12.415723323822021},
'accuracy': 0.5226712830414808,
'avg_loss': -0.004310004889940525,
'avg_win': 0.0015486198592676496,
'expectancy': -0.000685446549777656,
'learning_rate': 0.0694052021329188,
'losing_trades': 1589,
'max_depth': 3,
'max_drawdown': 2.8749523694999652,
'model_file': 'volume_price_pivot_v86_y_C6_BTCUSDT_2_20260712_1783802994',
'n_bars': 11,
'n_clusters': 3,
'n_estimators': 205,
'profit_factor': 0.582942980621955,
'sharpe_ratio': -17.039632355547617,
'top_pct': 16,
'total_pnl': -2.8562557729234936,
'total_trades': 4167,
'trail_stop_1': -0.00044587764142736686,
'trail_stop_2': 0.13905217339101858,
'trail_stop_3': 0.624639092682931,
'trail_stop_4': 0.9398041716204476,
'trail_stop_5': 2.391673780227646,
'trail_thr_1': 0.19906865059267195,
'trail_thr_2': 0.602051326748978,
'trail_thr_3': 0.861645667143927,
'trail_thr_4': 1.6261688715124736,
'trail_thr_5': 2.797869826654471,
'trial_num': 4,
'vp_subset_size': 3,
'win_rate': 0.6186705063594913,
'winning_trades': 2578}
ind_param (optuna):
展開 Optuna 參數{'n_estimators': [165, 295], 'max_depth': [3, 5], 'learning_rate': [0.04, 0.09], 'trail_thr_1': [0.15, 0.35], 'trail_stop_1': [-0.15, 0.05], 'trail_thr_2': [0.35, 0.7], 'trail_stop_2': [0.0, 0.2], 'trail_thr_3': [0.8, 1.4], 'trail_stop_3': [0.2, 0.65], 'trail_thr_4': [1.45, 1.8], 'trail_stop_4': [0.4, 1.0], 'trail_thr_5': [2.5, 4.0], 'trail_stop_5': [1.5, 3.0], 'vp_subset_size': [0, 3], 'top_pct': [7, 16], 'n_clusters': [3, 10], 'n_bars': [3, 20]}
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}
|
||||||||||||
| 1475 | BTCUSDT | 5 | volume_price_pivot_v86_y_C6 | 2023-08-01 ~ 2026-07-31 | 0.582 | 0.61% | 761 | -16.790 | 0.50 | 0.513 | 0.000 | 2026-07-11 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C6_BTCUSDT_2_20260710_1783671854
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.14205980010690117}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.1407305175590812}, '
'{"feature": "K_close_position_in_hl", "importance": 0.1398878788365353}, '
'{"feature": "O_div_amplitude_48", "importance": 0.13802366773320043}, '
'{"feature": "K_body_size_pct", "importance": 0.13329174686509773}, '
'{"feature": "O_pct_change_12", "importance": 0.1313919024824062}, '
'{"feature": "O_div_amplitude_12", "importance": 0.13138556114121916}, '
'{"feature": "K_consecutive_shrink", "importance": 0.03339814571868196}, '
'{"feature": "O_div_binary_12", "importance": 0.00572843341440339}, '
'{"feature": "O_div_binary_48", "importance": 0.004102346142473449}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.14205980010690117}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.1407305175590812}, {"feature": "K_close_position_in_hl", '
'"importance": 0.1398878788365353}, {"feature": '
'"O_div_amplitude_48", "importance": 0.13802366773320043}, '
'{"feature": "K_body_size_pct", "importance": '
'0.13329174686509773}, {"feature": "O_pct_change_12", '
'"importance": 0.1313919024824062}, {"feature": '
'"O_div_amplitude_12", "importance": 0.13138556114121916}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.03339814571868196}, {"feature": "O_div_binary_12", '
'"importance": 0.00572843341440339}, {"feature": '
'"O_div_binary_48", "importance": 0.004102346142473449}]',
'_model_metadata': {'created_at': '2026-07-11T00:24:14.321282',
'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,
'train_accuracy': 0.5131500099873494},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-b1535c7783ea8829',
'training_time_sec': 20.744595527648926},
'accuracy': 0.5131500099873494,
'avg_loss': -0.004017830329853487,
'avg_win': 0.0015062353436535196,
'expectancy': -0.0006569336060246514,
'learning_rate': 0.07659969709057025,
'losing_trades': 298,
'max_depth': 5,
'max_drawdown': 0.4979750988360338,
'model_file': 'volume_price_pivot_v86_y_C6_BTCUSDT_2_20260710_1783671854',
'n_bars': 8,
'n_clusters': 4,
'n_estimators': 214,
'profit_factor': 0.5824598152877106,
'sharpe_ratio': -16.789930468499694,
'top_pct': 8,
'total_pnl': -0.49992647418475983,
'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': 0.6084099868593955,
'winning_trades': 463}
ind_param (optuna):
展開 Optuna 參數{'n_estimators': [165, 295], 'max_depth': [3, 5], 'learning_rate': [0.04, 0.09], 'trail_thr_1': [0.15, 0.35], 'trail_stop_1': [-0.15, 0.05], 'trail_thr_2': [0.35, 0.7], 'trail_stop_2': [0.0, 0.2], 'trail_thr_3': [0.8, 1.4], 'trail_stop_3': [0.2, 0.65], 'trail_thr_4': [1.45, 1.8], 'trail_stop_4': [0.4, 1.0], 'trail_thr_5': [2.5, 4.0], 'trail_stop_5': [1.5, 3.0], 'vp_subset_size': [0, 3], 'top_pct': [7, 16], 'n_clusters': [3, 10], 'n_bars': [3, 20]}
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}
|
||||||||||||
| 1471 | BTCUSDT | 5 | volume_price_pivot_v86_y_C6 | 2023-08-01 ~ 2026-07-31 | 0.582 | 0.61% | 761 | -16.790 | 0.50 | 0.513 | 0.000 | 2026-07-11 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C6_BTCUSDT_2_20260710_1783671643
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.14205980010690117}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.1407305175590812}, '
'{"feature": "K_close_position_in_hl", "importance": 0.1398878788365353}, '
'{"feature": "O_div_amplitude_48", "importance": 0.13802366773320043}, '
'{"feature": "K_body_size_pct", "importance": 0.13329174686509773}, '
'{"feature": "O_pct_change_12", "importance": 0.1313919024824062}, '
'{"feature": "O_div_amplitude_12", "importance": 0.13138556114121916}, '
'{"feature": "K_consecutive_shrink", "importance": 0.03339814571868196}, '
'{"feature": "O_div_binary_12", "importance": 0.00572843341440339}, '
'{"feature": "O_div_binary_48", "importance": 0.004102346142473449}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.14205980010690117}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.1407305175590812}, {"feature": "K_close_position_in_hl", '
'"importance": 0.1398878788365353}, {"feature": '
'"O_div_amplitude_48", "importance": 0.13802366773320043}, '
'{"feature": "K_body_size_pct", "importance": '
'0.13329174686509773}, {"feature": "O_pct_change_12", '
'"importance": 0.1313919024824062}, {"feature": '
'"O_div_amplitude_12", "importance": 0.13138556114121916}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.03339814571868196}, {"feature": "O_div_binary_12", '
'"importance": 0.00572843341440339}, {"feature": '
'"O_div_binary_48", "importance": 0.004102346142473449}]',
'_model_metadata': {'created_at': '2026-07-11T00:19:42.852769',
'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,
'train_accuracy': 0.5131500099873494},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-b1535c7783ea8829',
'training_time_sec': 20.916534423828125},
'accuracy': 0.5131500099873494,
'avg_loss': -0.004017830329853487,
'avg_win': 0.0015062353436535196,
'expectancy': -0.0006569336060246514,
'learning_rate': 0.07659969709057025,
'losing_trades': 298,
'max_depth': 5,
'max_drawdown': 0.4979750988360338,
'model_file': 'volume_price_pivot_v86_y_C6_BTCUSDT_2_20260710_1783671643',
'n_bars': 8,
'n_clusters': 4,
'n_estimators': 214,
'profit_factor': 0.5824598152877106,
'sharpe_ratio': -16.789930468499694,
'top_pct': 8,
'total_pnl': -0.49992647418475983,
'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': 0.6084099868593955,
'winning_trades': 463}
ind_param (optuna):
展開 Optuna 參數{'n_estimators': [165, 295], 'max_depth': [3, 5], 'learning_rate': [0.04, 0.09], 'trail_thr_1': [0.15, 0.35], 'trail_stop_1': [-0.15, 0.05], 'trail_thr_2': [0.35, 0.7], 'trail_stop_2': [0.0, 0.2], 'trail_thr_3': [0.8, 1.4], 'trail_stop_3': [0.2, 0.65], 'trail_thr_4': [1.45, 1.8], 'trail_stop_4': [0.4, 1.0], 'trail_thr_5': [2.5, 4.0], 'trail_stop_5': [1.5, 3.0], 'vp_subset_size': [0, 3], 'top_pct': [7, 16], 'n_clusters': [3, 10], 'n_bars': [3, 20]}
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}
|
||||||||||||
| 1745 | BTCUSDT | 5 | volume_price_pivot_v86_y_C6 | 2023-08-01 ~ 2026-07-31 | 0.582 | 0.62% | 4167 | -17.063 | 2.89 | 0.523 | 0.000 | 2026-07-12 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C6_BTCUSDT_2_20260712_1783810328
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "O_div_amplitude_12", "importance": 0.1472575321286222}, '
'{"feature": "K_body_size_pct", "importance": 0.14402734190218544}, '
'{"feature": "O_pct_change_12", "importance": 0.14332138897206387}, '
'{"feature": "K_high_pct_change_12", "importance": 0.14064694980317163}, '
'{"feature": "O_div_amplitude_48", "importance": 0.13914339944281326}, '
'{"feature": "K_close_position_in_hl", "importance": 0.1333673477035378}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.12444185581129918}, '
'{"feature": "K_consecutive_shrink", "importance": 0.024463485105675593}, '
'{"feature": "O_div_binary_12", "importance": 0.002212573293319788}, '
'{"feature": "O_div_binary_48", "importance": 0.001118125837311143}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "O_div_amplitude_12", "importance": '
'0.1472575321286222}, {"feature": "K_body_size_pct", '
'"importance": 0.14402734190218544}, {"feature": '
'"O_pct_change_12", "importance": 0.14332138897206387}, '
'{"feature": "K_high_pct_change_12", "importance": '
'0.14064694980317163}, {"feature": "O_div_amplitude_48", '
'"importance": 0.13914339944281326}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.1333673477035378}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.12444185581129918}, {"feature": "K_consecutive_shrink", '
'"importance": 0.024463485105675593}, {"feature": '
'"O_div_binary_12", "importance": 0.002212573293319788}, '
'{"feature": "O_div_binary_48", "importance": '
'0.001118125837311143}]',
'_model_metadata': {'created_at': '2026-07-12T14:25:50.990209',
'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': 0.06984557629654427,
'max_depth': 3,
'n_estimators': 204,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0,
'train_accuracy': 0.5226047007124309},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
'training_time_sec': 12.02658462524414},
'accuracy': 0.5226047007124309,
'avg_loss': -0.004290711594504852,
'avg_win': 0.0015481751993360576,
'expectancy': -0.0006853706488478661,
'learning_rate': 0.06984557629654427,
'losing_trades': 1594,
'max_depth': 3,
'max_drawdown': 2.888280072026352,
'model_file': 'volume_price_pivot_v86_y_C6_BTCUSDT_2_20260712_1783810328',
'n_bars': 19,
'n_clusters': 5,
'n_estimators': 204,
'profit_factor': 0.5824280080744324,
'sharpe_ratio': -17.06273479926854,
'top_pct': 14,
'total_pnl': -2.855939493749058,
'total_trades': 4167,
'trail_stop_1': -0.03640678229622024,
'trail_stop_2': 0.016944409533399197,
'trail_stop_3': 0.49163225534861843,
'trail_stop_4': 0.5135456855776233,
'trail_stop_5': 1.5885366844045028,
'trail_thr_1': 0.17074576214378803,
'trail_thr_2': 0.48520723327540644,
'trail_thr_3': 1.137199506265889,
'trail_thr_4': 1.681676880790124,
'trail_thr_5': 3.9311634181098976,
'trial_num': 3,
'vp_subset_size': 3,
'win_rate': 0.6174706023518118,
'winning_trades': 2573}
ind_param (optuna):
展開 Optuna 參數{'n_estimators': [165, 295], 'max_depth': [3, 5], 'learning_rate': [0.04, 0.09], 'trail_thr_1': [0.15, 0.35], 'trail_stop_1': [-0.15, 0.05], 'trail_thr_2': [0.35, 0.7], 'trail_stop_2': [0.0, 0.2], 'trail_thr_3': [0.8, 1.4], 'trail_stop_3': [0.2, 0.65], 'trail_thr_4': [1.45, 1.8], 'trail_stop_4': [0.4, 1.0], 'trail_thr_5': [2.5, 4.0], 'trail_stop_5': [1.5, 3.0], 'vp_subset_size': [0, 3], 'top_pct': [7, 16], 'n_clusters': [3, 10], 'n_bars': [3, 20]}
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}
|
||||||||||||
| 1748 | BTCUSDT | 5 | volume_price_pivot_v86_y_C6 | 2023-08-01 ~ 2026-07-31 | 0.582 | 0.62% | 4167 | -17.097 | 2.91 | 0.520 | 0.000 | 2026-07-12 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C6_BTCUSDT_2_20260712_1783815715
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_body_size_pct", "importance": 0.14877675156993536}, '
'{"feature": "O_div_amplitude_12", "importance": 0.14811886528395063}, '
'{"feature": "O_div_amplitude_48", "importance": 0.13990222855450088}, '
'{"feature": "O_pct_change_12", "importance": 0.13778460808000437}, '
'{"feature": "K_high_pct_change_12", "importance": 0.1377582017313375}, '
'{"feature": "K_close_position_in_hl", "importance": 0.1325654036532561}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.1278257960364593}, '
'{"feature": "K_consecutive_shrink", "importance": 0.023294549918786895}, '
'{"feature": "O_div_binary_12", "importance": 0.002670053337241564}, '
'{"feature": "O_div_binary_48", "importance": 0.0013035418345274277}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_body_size_pct", "importance": '
'0.14877675156993536}, {"feature": "O_div_amplitude_12", '
'"importance": 0.14811886528395063}, {"feature": '
'"O_div_amplitude_48", "importance": 0.13990222855450088}, '
'{"feature": "O_pct_change_12", "importance": '
'0.13778460808000437}, {"feature": "K_high_pct_change_12", '
'"importance": 0.1377582017313375}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.1325654036532561}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.1278257960364593}, {"feature": "K_consecutive_shrink", '
'"importance": 0.023294549918786895}, {"feature": '
'"O_div_binary_12", "importance": 0.002670053337241564}, '
'{"feature": "O_div_binary_48", "importance": '
'0.0013035418345274277}]',
'_model_metadata': {'created_at': '2026-07-12T16:12:04.262415',
'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': 0.05497408002303453,
'max_depth': 3,
'n_estimators': 209,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0,
'train_accuracy': 0.5200745722085358},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
'training_time_sec': 12.279035806655884},
'accuracy': 0.5200745722085358,
'avg_loss': -0.004381959984092037,
'avg_win': 0.0015493240351981822,
'expectancy': -0.000692521976412592,
'learning_rate': 0.05497408002303453,
'losing_trades': 1575,
'max_depth': 3,
'max_drawdown': 2.905928884991173,
'model_file': 'volume_price_pivot_v86_y_C6_BTCUSDT_2_20260712_1783815715',
'n_bars': 13,
'n_clusters': 6,
'n_estimators': 209,
'profit_factor': 0.5818731132147639,
'sharpe_ratio': -17.096899838633558,
'top_pct': 16,
'total_pnl': -2.885739075711272,
'total_trades': 4167,
'trail_stop_1': -0.06316595125073633,
'trail_stop_2': 0.10916004261747828,
'trail_stop_3': 0.5672847009070843,
'trail_stop_4': 0.559819949979433,
'trail_stop_5': 1.9046147663896045,
'trail_thr_1': 0.2634782357111247,
'trail_thr_2': 0.5645267480484364,
'trail_thr_3': 1.2222291351946761,
'trail_thr_4': 1.752964889075193,
'trail_thr_5': 3.7807716892930276,
'trial_num': 19,
'vp_subset_size': 1,
'win_rate': 0.6220302375809935,
'winning_trades': 2592}
ind_param (optuna):
展開 Optuna 參數{'n_estimators': [165, 295], 'max_depth': [3, 5], 'learning_rate': [0.04, 0.09], 'trail_thr_1': [0.15, 0.35], 'trail_stop_1': [-0.15, 0.05], 'trail_thr_2': [0.35, 0.7], 'trail_stop_2': [0.0, 0.2], 'trail_thr_3': [0.8, 1.4], 'trail_stop_3': [0.2, 0.65], 'trail_thr_4': [1.45, 1.8], 'trail_stop_4': [0.4, 1.0], 'trail_thr_5': [2.5, 4.0], 'trail_stop_5': [1.5, 3.0], 'vp_subset_size': [0, 3], 'top_pct': [7, 16], 'n_clusters': [3, 10], 'n_bars': [3, 20]}
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}
|
||||||||||||
| 1747 | BTCUSDT | 5 | volume_price_pivot_v86_y_C6 | 2023-08-01 ~ 2026-07-31 | 0.581 | 0.62% | 4167 | -17.140 | 2.91 | 0.523 | 0.000 | 2026-07-12 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C6_BTCUSDT_2_20260712_1783813845
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_body_size_pct", "importance": 0.14777874167846797}, '
'{"feature": "K_high_pct_change_12", "importance": 0.14308597042546653}, '
'{"feature": "O_div_amplitude_12", "importance": 0.1426588477507608}, '
'{"feature": "O_div_amplitude_48", "importance": 0.14246019921617112}, '
'{"feature": "O_pct_change_12", "importance": 0.14189317059274498}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.1273911661125131}, '
'{"feature": "K_close_position_in_hl", "importance": 0.1265163590394525}, '
'{"feature": "K_consecutive_shrink", "importance": 0.023340065851500176}, '
'{"feature": "O_div_binary_12", "importance": 0.0033272778424107605}, '
'{"feature": "O_div_binary_48", "importance": 0.0015482014905119981}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_body_size_pct", "importance": '
'0.14777874167846797}, {"feature": "K_high_pct_change_12", '
'"importance": 0.14308597042546653}, {"feature": '
'"O_div_amplitude_12", "importance": 0.1426588477507608}, '
'{"feature": "O_div_amplitude_48", "importance": '
'0.14246019921617112}, {"feature": "O_pct_change_12", '
'"importance": 0.14189317059274498}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.1273911661125131}, {"feature": "K_close_position_in_hl", '
'"importance": 0.1265163590394525}, {"feature": '
'"K_consecutive_shrink", "importance": '
'0.023340065851500176}, {"feature": "O_div_binary_12", '
'"importance": 0.0033272778424107605}, {"feature": '
'"O_div_binary_48", "importance": 0.0015482014905119981}]',
'_model_metadata': {'created_at': '2026-07-12T15:42:13.161175',
'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': 0.07393781710409014,
'max_depth': 3,
'n_estimators': 190,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0, 'train_accuracy': 0.52307077701578},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
'training_time_sec': 11.18277907371521},
'accuracy': 0.52307077701578,
'avg_loss': -0.004330792778343475,
'avg_win': 0.001549416023257709,
'expectancy': -0.0006914698843359265,
'learning_rate': 0.07393781710409014,
'losing_trades': 1588,
'max_depth': 3,
'max_drawdown': 2.9067712556474046,
'model_file': 'volume_price_pivot_v86_y_C6_BTCUSDT_2_20260712_1783813845',
'n_bars': 18,
'n_clusters': 5,
'n_estimators': 190,
'profit_factor': 0.5810339151295376,
'sharpe_ratio': -17.139997472321912,
'top_pct': 16,
'total_pnl': -2.8813550080278083,
'total_trades': 4167,
'trail_stop_1': 0.015226981650154708,
'trail_stop_2': 0.12500790683499763,
'trail_stop_3': 0.21482378518054962,
'trail_stop_4': 0.9514059369877469,
'trail_stop_5': 1.5234138411401068,
'trail_thr_1': 0.30151691707091755,
'trail_thr_2': 0.41176758766699234,
'trail_thr_3': 0.8966474601527442,
'trail_thr_4': 1.4751668864840446,
'trail_thr_5': 3.2792273039993436,
'trial_num': 21,
'vp_subset_size': 0,
'win_rate': 0.6189104871610271,
'winning_trades': 2579}
ind_param (optuna):
展開 Optuna 參數{'n_estimators': [165, 295], 'max_depth': [3, 5], 'learning_rate': [0.04, 0.09], 'trail_thr_1': [0.15, 0.35], 'trail_stop_1': [-0.15, 0.05], 'trail_thr_2': [0.35, 0.7], 'trail_stop_2': [0.0, 0.2], 'trail_thr_3': [0.8, 1.4], 'trail_stop_3': [0.2, 0.65], 'trail_thr_4': [1.45, 1.8], 'trail_stop_4': [0.4, 1.0], 'trail_thr_5': [2.5, 4.0], 'trail_stop_5': [1.5, 3.0], 'vp_subset_size': [0, 3], 'top_pct': [7, 16], 'n_clusters': [3, 10], 'n_bars': [3, 20]}
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}
|
||||||||||||
| 1746 | BTCUSDT | 5 | volume_price_pivot_v86_y_C6 | 2023-08-01 ~ 2026-07-31 | 0.577 | 0.62% | 4167 | -17.353 | 2.94 | 0.519 | 0.000 | 2026-07-12 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C6_BTCUSDT_2_20260712_1783812090
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_body_size_pct", "importance": 0.14956919977069533}, '
'{"feature": "O_pct_change_12", "importance": 0.145703087897008}, {"feature": '
'"O_div_amplitude_48", "importance": 0.1421576549657206}, {"feature": '
'"O_div_amplitude_12", "importance": 0.13603721532922206}, {"feature": '
'"K_high_pct_change_12", "importance": 0.13568031607605574}, {"feature": '
'"K_close_position_in_hl", "importance": 0.13397132111570162}, {"feature": '
'"K_momentum_pct_change_48", "importance": 0.12964074380875354}, {"feature": '
'"K_consecutive_shrink", "importance": 0.02350927249022722}, {"feature": '
'"O_div_binary_12", "importance": 0.0022945662548639577}, {"feature": '
'"O_div_binary_48", "importance": 0.0014366222917519776}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_body_size_pct", "importance": '
'0.14956919977069533}, {"feature": "O_pct_change_12", '
'"importance": 0.145703087897008}, {"feature": '
'"O_div_amplitude_48", "importance": 0.1421576549657206}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.13603721532922206}, {"feature": "K_high_pct_change_12", '
'"importance": 0.13568031607605574}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.13397132111570162}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.12964074380875354}, {"feature": "K_consecutive_shrink", '
'"importance": 0.02350927249022722}, {"feature": '
'"O_div_binary_12", "importance": 0.0022945662548639577}, '
'{"feature": "O_div_binary_48", "importance": '
'0.0014366222917519776}]',
'_model_metadata': {'created_at': '2026-07-12T15:16:17.620145',
'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': 0.05359681382342703,
'max_depth': 3,
'n_estimators': 178,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0,
'train_accuracy': 0.5188095079565883},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
'training_time_sec': 10.412897825241089},
'accuracy': 0.5188095079565883,
'avg_loss': -0.004349018185694845,
'avg_win': 0.001553852653979216,
'expectancy': -0.0007027523970408897,
'learning_rate': 0.05359681382342703,
'losing_trades': 1593,
'max_depth': 3,
'max_drawdown': 2.9415287604023397,
'model_file': 'volume_price_pivot_v86_y_C6_BTCUSDT_2_20260712_1783812090',
'n_bars': 8,
'n_clusters': 9,
'n_estimators': 178,
'profit_factor': 0.5773130529955592,
'sharpe_ratio': -17.352756439027942,
'top_pct': 11,
'total_pnl': -2.928369238469387,
'total_trades': 4167,
'trail_stop_1': -0.03129254440800924,
'trail_stop_2': 0.1613936937905403,
'trail_stop_3': 0.21357232338674087,
'trail_stop_4': 0.8813751038250444,
'trail_stop_5': 2.9619416675451045,
'trail_thr_1': 0.30267776538225366,
'trail_thr_2': 0.6350842290606913,
'trail_thr_3': 0.9593236197505736,
'trail_thr_4': 1.6660643037247063,
'trail_thr_5': 2.923936903821241,
'trial_num': 24,
'vp_subset_size': 0,
'win_rate': 0.6177105831533477,
'winning_trades': 2574}
ind_param (optuna):
展開 Optuna 參數{'n_estimators': [165, 295], 'max_depth': [3, 5], 'learning_rate': [0.04, 0.09], 'trail_thr_1': [0.15, 0.35], 'trail_stop_1': [-0.15, 0.05], 'trail_thr_2': [0.35, 0.7], 'trail_stop_2': [0.0, 0.2], 'trail_thr_3': [0.8, 1.4], 'trail_stop_3': [0.2, 0.65], 'trail_thr_4': [1.45, 1.8], 'trail_stop_4': [0.4, 1.0], 'trail_thr_5': [2.5, 4.0], 'trail_stop_5': [1.5, 3.0], 'vp_subset_size': [0, 3], 'top_pct': [7, 16], 'n_clusters': [3, 10], 'n_bars': [3, 20]}
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}
|
||||||||||||
| 1739 | BTCUSDT | 5 | volume_price_pivot_v86_y_C6 | 2023-08-01 ~ 2026-07-31 | 0.577 | 0.62% | 4167 | -17.352 | 2.95 | 0.520 | 0.000 | 2026-07-12 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C6_BTCUSDT_2_20260712_1783804885
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "O_pct_change_12", "importance": 0.15043141002919566}, '
'{"feature": "O_div_amplitude_48", "importance": 0.14675457948501633}, '
'{"feature": "K_body_size_pct", "importance": 0.14493209592631476}, '
'{"feature": "O_div_amplitude_12", "importance": 0.13935499853166225}, '
'{"feature": "K_high_pct_change_12", "importance": 0.13808612438767087}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.1280970236076905}, '
'{"feature": "K_close_position_in_hl", "importance": 0.1264240458220964}, '
'{"feature": "K_consecutive_shrink", "importance": 0.02152907919778619}, '
'{"feature": "O_div_binary_12", "importance": 0.0025311757923956943}, '
'{"feature": "O_div_binary_48", "importance": 0.0018594672201714157}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "O_pct_change_12", "importance": '
'0.15043141002919566}, {"feature": "O_div_amplitude_48", '
'"importance": 0.14675457948501633}, {"feature": '
'"K_body_size_pct", "importance": 0.14493209592631476}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.13935499853166225}, {"feature": "K_high_pct_change_12", '
'"importance": 0.13808612438767087}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.1280970236076905}, {"feature": "K_close_position_in_hl", '
'"importance": 0.1264240458220964}, {"feature": '
'"K_consecutive_shrink", "importance": '
'0.02152907919778619}, {"feature": "O_div_binary_12", '
'"importance": 0.0025311757923956943}, {"feature": '
'"O_div_binary_48", "importance": 0.0018594672201714157}]',
'_model_metadata': {'created_at': '2026-07-12T13:15:27.267326',
'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': 0.043742121310031655,
'max_depth': 3,
'n_estimators': 263,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0,
'train_accuracy': 0.5204740661828351},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
'training_time_sec': 15.768702507019043},
'accuracy': 0.5204740661828351,
'avg_loss': -0.004354952201453046,
'avg_win': 0.0015492338828210388,
'expectancy': -0.0007022064070545357,
'learning_rate': 0.043742121310031655,
'losing_trades': 1589,
'max_depth': 3,
'max_drawdown': 2.9454057134819287,
'model_file': 'volume_price_pivot_v86_y_C6_BTCUSDT_2_20260712_1783804885',
'n_bars': 11,
'n_clusters': 4,
'n_estimators': 263,
'profit_factor': 0.5771551959823149,
'sharpe_ratio': -17.352309536080295,
'top_pct': 14,
'total_pnl': -2.926094098196251,
'total_trades': 4167,
'trail_stop_1': -0.016124502167790933,
'trail_stop_2': 0.1658277689597485,
'trail_stop_3': 0.5815586056521953,
'trail_stop_4': 0.7673444746811626,
'trail_stop_5': 1.9101407718588597,
'trail_thr_1': 0.32880073711133384,
'trail_thr_2': 0.359844750061639,
'trail_thr_3': 0.8647293356671321,
'trail_thr_4': 1.5307355104043312,
'trail_thr_5': 2.548661623686592,
'trial_num': 23,
'vp_subset_size': 2,
'win_rate': 0.6186705063594913,
'winning_trades': 2578}
ind_param (optuna):
展開 Optuna 參數{'n_estimators': [165, 295], 'max_depth': [3, 5], 'learning_rate': [0.04, 0.09], 'trail_thr_1': [0.15, 0.35], 'trail_stop_1': [-0.15, 0.05], 'trail_thr_2': [0.35, 0.7], 'trail_stop_2': [0.0, 0.2], 'trail_thr_3': [0.8, 1.4], 'trail_stop_3': [0.2, 0.65], 'trail_thr_4': [1.45, 1.8], 'trail_stop_4': [0.4, 1.0], 'trail_thr_5': [2.5, 4.0], 'trail_stop_5': [1.5, 3.0], 'vp_subset_size': [0, 3], 'top_pct': [7, 16], 'n_clusters': [3, 10], 'n_bars': [3, 20]}
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}
|
||||||||||||
| 1495 | BTCUSDT | 5 | volume_price_pivot_v86_y_C6 | 2023-08-01 ~ 2026-07-31 | 0.576 | 0.60% | 761 | -17.119 | 0.51 | 0.515 | 0.000 | 2026-07-11 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C6_BTCUSDT_2_20260710_1783674129
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "O_div_amplitude_48", "importance": 0.1431881822288487}, '
'{"feature": "K_body_size_pct", "importance": 0.1395145575708835}, '
'{"feature": "K_close_position_in_hl", "importance": 0.139337824183097}, '
'{"feature": "K_high_pct_change_12", "importance": 0.13924078869567436}, '
'{"feature": "O_pct_change_12", "importance": 0.13739147609354915}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.1367455316706581}, '
'{"feature": "O_div_amplitude_12", "importance": 0.12854692692853903}, '
'{"feature": "K_consecutive_shrink", "importance": 0.028561575321250345}, '
'{"feature": "O_div_binary_12", "importance": 0.0047323198161117516}, '
'{"feature": "O_div_binary_48", "importance": 0.0027408174913882664}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "O_div_amplitude_48", "importance": '
'0.1431881822288487}, {"feature": "K_body_size_pct", '
'"importance": 0.1395145575708835}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.139337824183097}, {"feature": "K_high_pct_change_12", '
'"importance": 0.13924078869567436}, {"feature": '
'"O_pct_change_12", "importance": 0.13739147609354915}, '
'{"feature": "K_momentum_pct_change_48", "importance": '
'0.1367455316706581}, {"feature": "O_div_amplitude_12", '
'"importance": 0.12854692692853903}, {"feature": '
'"K_consecutive_shrink", "importance": '
'0.028561575321250345}, {"feature": "O_div_binary_12", '
'"importance": 0.0047323198161117516}, {"feature": '
'"O_div_binary_48", "importance": 0.0027408174913882664}]',
'_model_metadata': {'created_at': '2026-07-11T01:02:09.178181',
'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': 0.054561457009902094,
'max_depth': 4,
'n_estimators': 233,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0, 'train_accuracy': 0.515413809175045},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-59d5966c96af7eca',
'training_time_sec': 18.336825609207153},
'accuracy': 0.515413809175045,
'avg_loss': -0.004009660534886615,
'avg_win': 0.001518744861247675,
'expectancy': -0.0006751821159304529,
'learning_rate': 0.054561457009902094,
'losing_trades': 302,
'max_depth': 4,
'max_drawdown': 0.5110157902230753,
'model_file': 'volume_price_pivot_v86_y_C6_BTCUSDT_2_20260710_1783674129',
'n_bars': 20,
'n_clusters': 3,
'n_estimators': 233,
'profit_factor': 0.5756824077133432,
'sharpe_ratio': -17.119142533599778,
'top_pct': 8,
'total_pnl': -0.5138135902230752,
'total_trades': 761,
'trail_stop_1': -0.12210122786959163,
'trail_stop_2': 0.07327236865873835,
'trail_stop_3': 0.5533291826268562,
'trail_stop_4': 0.708540663048167,
'trail_stop_5': 1.5696756190799965,
'trail_thr_1': 0.27237057894447586,
'trail_thr_2': 0.4522506269873263,
'trail_thr_3': 1.0736419905302215,
'trail_thr_4': 1.5198858237554258,
'trail_thr_5': 3.3886218532930634,
'trial_num': 1,
'vp_subset_size': 2,
'win_rate': 0.6031537450722734,
'winning_trades': 459}
ind_param (optuna):
展開 Optuna 參數{'n_estimators': [165, 295], 'max_depth': [3, 5], 'learning_rate': [0.04, 0.09], 'trail_thr_1': [0.15, 0.35], 'trail_stop_1': [-0.15, 0.05], 'trail_thr_2': [0.35, 0.7], 'trail_stop_2': [0.0, 0.2], 'trail_thr_3': [0.8, 1.4], 'trail_stop_3': [0.2, 0.65], 'trail_thr_4': [1.45, 1.8], 'trail_stop_4': [0.4, 1.0], 'trail_thr_5': [2.5, 4.0], 'trail_stop_5': [1.5, 3.0], 'vp_subset_size': [0, 3], 'top_pct': [7, 16], 'n_clusters': [3, 10], 'n_bars': [3, 20]}
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}
|
||||||||||||
| 1741 | BTCUSDT | 5 | volume_price_pivot_v86_y_C6 | 2023-08-01 ~ 2026-07-31 | 0.575 | 0.62% | 4167 | -17.502 | 2.99 | 0.521 | 0.000 | 2026-07-12 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C6_BTCUSDT_2_20260712_1783806703
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_body_size_pct", "importance": 0.15230694854671994}, '
'{"feature": "O_div_amplitude_12", "importance": 0.1477813679242348}, '
'{"feature": "O_pct_change_12", "importance": 0.1435866839604334}, '
'{"feature": "O_div_amplitude_48", "importance": 0.13725927234787294}, '
'{"feature": "K_close_position_in_hl", "importance": 0.1364156151329366}, '
'{"feature": "K_high_pct_change_12", "importance": 0.1319531945732142}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.12329612047923262}, '
'{"feature": "K_consecutive_shrink", "importance": 0.02294914945184599}, '
'{"feature": "O_div_binary_12", "importance": 0.0026590059104511328}, '
'{"feature": "O_div_binary_48", "importance": 0.0017926416730584833}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_body_size_pct", "importance": '
'0.15230694854671994}, {"feature": "O_div_amplitude_12", '
'"importance": 0.1477813679242348}, {"feature": '
'"O_pct_change_12", "importance": 0.1435866839604334}, '
'{"feature": "O_div_amplitude_48", "importance": '
'0.13725927234787294}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.1364156151329366}, {"feature": "K_high_pct_change_12", '
'"importance": 0.1319531945732142}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.12329612047923262}, {"feature": "K_consecutive_shrink", '
'"importance": 0.02294914945184599}, {"feature": '
'"O_div_binary_12", "importance": 0.0026590059104511328}, '
'{"feature": "O_div_binary_48", "importance": '
'0.0017926416730584833}]',
'_model_metadata': {'created_at': '2026-07-12T13:40:50.700063',
'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': 0.07271530257598272,
'max_depth': 3,
'n_estimators': 170,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0,
'train_accuracy': 0.5214062187895333},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
'training_time_sec': 9.899314880371094},
'accuracy': 0.5214062187895333,
'avg_loss': -0.004395992436713009,
'avg_win': 0.0015531373482109139,
'expectancy': -0.0007111582694731133,
'learning_rate': 0.07271530257598272,
'losing_trades': 1586,
'max_depth': 3,
'max_drawdown': 2.9879238502626086,
'model_file': 'volume_price_pivot_v86_y_C6_BTCUSDT_2_20260712_1783806703',
'n_bars': 12,
'n_clusters': 3,
'n_estimators': 170,
'profit_factor': 0.5749601541631298,
'sharpe_ratio': -17.50188628315383,
'top_pct': 16,
'total_pnl': -2.963396508894463,
'total_trades': 4167,
'trail_stop_1': -0.11267693854122032,
'trail_stop_2': 0.052217759902649125,
'trail_stop_3': 0.42822203503637923,
'trail_stop_4': 0.6667080124183699,
'trail_stop_5': 2.300395700044983,
'trail_thr_1': 0.2736502646229213,
'trail_thr_2': 0.5615920109297918,
'trail_thr_3': 1.0050567526450633,
'trail_thr_4': 1.7415499344668135,
'trail_thr_5': 2.962648508685866,
'trial_num': 18,
'vp_subset_size': 0,
'win_rate': 0.6193904487640989,
'winning_trades': 2581}
ind_param (optuna):
展開 Optuna 參數{'n_estimators': [165, 295], 'max_depth': [3, 5], 'learning_rate': [0.04, 0.09], 'trail_thr_1': [0.15, 0.35], 'trail_stop_1': [-0.15, 0.05], 'trail_thr_2': [0.35, 0.7], 'trail_stop_2': [0.0, 0.2], 'trail_thr_3': [0.8, 1.4], 'trail_stop_3': [0.2, 0.65], 'trail_thr_4': [1.45, 1.8], 'trail_stop_4': [0.4, 1.0], 'trail_thr_5': [2.5, 4.0], 'trail_stop_5': [1.5, 3.0], 'vp_subset_size': [0, 3], 'top_pct': [7, 16], 'n_clusters': [3, 10], 'n_bars': [3, 20]}
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}
|
||||||||||||
| 1263 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-02-28 | 0.572 | 0.61% | 765 | -17.707 | 0.55 | 1.000 | 0.000 | 2026-07-07 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783403867
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "O_div_amplitude_12", "importance": 0.45369803879810994}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.25164147233331674}, '
'{"feature": "K_high_pct_change_12", "importance": 0.08958329178938754}, '
'{"feature": "O_div_amplitude_48", "importance": 0.05907251385920812}, '
'{"feature": "K_consecutive_shrink", "importance": 0.044897298470053706}, '
'{"feature": "K_body_size_pct", "importance": 0.042138448529189756}, '
'{"feature": "O_pct_change_12", "importance": 0.03421955362904798}, '
'{"feature": "K_close_position_in_hl", "importance": 0.023819843886892827}, '
'{"feature": "O_div_binary_48", "importance": 0.0009295387047934539}, '
'{"feature": "O_div_binary_12", "importance": 0.0}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "O_div_amplitude_12", "importance": '
'0.45369803879810994}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.25164147233331674}, {"feature": "K_high_pct_change_12", '
'"importance": 0.08958329178938754}, {"feature": '
'"O_div_amplitude_48", "importance": 0.05907251385920812}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.044897298470053706}, {"feature": "K_body_size_pct", '
'"importance": 0.042138448529189756}, {"feature": '
'"O_pct_change_12", "importance": 0.03421955362904798}, '
'{"feature": "K_close_position_in_hl", "importance": '
'0.023819843886892827}, {"feature": "O_div_binary_48", '
'"importance": 0.0009295387047934539}, {"feature": '
'"O_div_binary_12", "importance": 0.0}]',
'_model_metadata': {'created_at': '2026-07-07T21:57:47.135737',
'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': 0.9110208062418725,
'train_accuracy': 0.9999334176709501},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.071297883987427},
'accuracy': 0.9999334176709501,
'avg_loss': -0.004321199541211915,
'avg_win': 0.0015500575265029323,
'expectancy': -0.0007140219963413551,
'losing_trades': 295,
'max_drawdown': 0.5506772100125085,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783403867',
'profit_factor': 0.5715040822034375,
'sharpe_ratio': -17.706749732383816,
'total_pnl': -0.5462268272011368,
'total_trades': 765,
'trial_num': 0,
'win_rate': 0.6143790849673203,
'winning_trades': 470}
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}
|
||||||||||||
| 1724 | BTCUSDT | 5 | volume_price_pivot_v86_y_C6 | 2023-08-01 ~ 2026-07-31 | 0.569 | 0.61% | 4167 | -17.786 | 3.03 | 0.523 | 0.000 | 2026-07-12 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C6_BTCUSDT_2_20260712_1783801218
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_body_size_pct", "importance": 0.14627471670769535}, '
'{"feature": "O_div_amplitude_48", "importance": 0.14545991447421328}, '
'{"feature": "O_pct_change_12", "importance": 0.14337734995714613}, '
'{"feature": "O_div_amplitude_12", "importance": 0.13850494052435305}, '
'{"feature": "K_high_pct_change_12", "importance": 0.13653148278309468}, '
'{"feature": "K_close_position_in_hl", "importance": 0.13182617895803445}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.13059650828145317}, '
'{"feature": "K_consecutive_shrink", "importance": 0.022819726665023975}, '
'{"feature": "O_div_binary_12", "importance": 0.0024224507043472516}, '
'{"feature": "O_div_binary_48", "importance": 0.002186730944638663}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_body_size_pct", "importance": '
'0.14627471670769535}, {"feature": "O_div_amplitude_48", '
'"importance": 0.14545991447421328}, {"feature": '
'"O_pct_change_12", "importance": 0.14337734995714613}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.13850494052435305}, {"feature": "K_high_pct_change_12", '
'"importance": 0.13653148278309468}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.13182617895803445}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.13059650828145317}, {"feature": "K_consecutive_shrink", '
'"importance": 0.022819726665023975}, {"feature": '
'"O_div_binary_12", "importance": 0.0024224507043472516}, '
'{"feature": "O_div_binary_48", "importance": '
'0.002186730944638663}]',
'_model_metadata': {'created_at': '2026-07-12T12:04:41.156103',
'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': 0.05838579015297168,
'max_depth': 3,
'n_estimators': 239,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0, 'train_accuracy': 0.522538118383381},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
'training_time_sec': 14.376435279846191},
'accuracy': 0.522538118383381,
'avg_loss': -0.004330675003596201,
'avg_win': 0.0015478304706263372,
'expectancy': -0.0007192101574215674,
'learning_rate': 0.05838579015297168,
'losing_trades': 1607,
'max_depth': 3,
'max_drawdown': 3.025878075873924,
'model_file': 'volume_price_pivot_v86_y_C6_BTCUSDT_2_20260712_1783801218',
'n_bars': 3,
'n_clusters': 5,
'n_estimators': 239,
'profit_factor': 0.5693664690808296,
'sharpe_ratio': -17.78570000473039,
'top_pct': 14,
'total_pnl': -2.9969487259756713,
'total_trades': 4167,
'trail_stop_1': -0.10120207132418327,
'trail_stop_2': 0.07861954493335209,
'trail_stop_3': 0.4840123816987683,
'trail_stop_4': 0.7015822558631153,
'trail_stop_5': 2.2387765407282956,
'trail_thr_1': 0.20304047353634508,
'trail_thr_2': 0.6905536941633559,
'trail_thr_3': 1.335227933106268,
'trail_thr_4': 1.7281839562395769,
'trail_thr_5': 3.3653558269395387,
'trial_num': 13,
'vp_subset_size': 0,
'win_rate': 0.6143508519318455,
'winning_trades': 2560}
ind_param (optuna):
展開 Optuna 參數{'n_estimators': [165, 295], 'max_depth': [3, 5], 'learning_rate': [0.04, 0.09], 'trail_thr_1': [0.15, 0.35], 'trail_stop_1': [-0.15, 0.05], 'trail_thr_2': [0.35, 0.7], 'trail_stop_2': [0.0, 0.2], 'trail_thr_3': [0.8, 1.4], 'trail_stop_3': [0.2, 0.65], 'trail_thr_4': [1.45, 1.8], 'trail_stop_4': [0.4, 1.0], 'trail_thr_5': [2.5, 4.0], 'trail_stop_5': [1.5, 3.0], 'vp_subset_size': [0, 3], 'top_pct': [7, 16], 'n_clusters': [3, 10], 'n_bars': [3, 20]}
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}
|
||||||||||||
| 1580 | BTCUSDT | 5 | volume_price_pivot_v86_y_C6 | 2023-08-01 ~ 2026-07-31 | 0.563 | 0.59% | 761 | -17.851 | 0.52 | 0.514 | 0.000 | 2026-07-11 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C6_BTCUSDT_2_20260711_1783729736
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.1433008023691072}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.14051630278853408}, '
'{"feature": "K_close_position_in_hl", "importance": 0.13932670402431477}, '
'{"feature": "K_body_size_pct", "importance": 0.13615666986076552}, '
'{"feature": "O_div_amplitude_48", "importance": 0.1324506543830173}, '
'{"feature": "O_pct_change_12", "importance": 0.13198477959260219}, '
'{"feature": "O_div_amplitude_12", "importance": 0.13168839791364265}, '
'{"feature": "K_consecutive_shrink", "importance": 0.03342964846325433}, '
'{"feature": "O_div_binary_12", "importance": 0.006187127021514046}, '
'{"feature": "O_div_binary_48", "importance": 0.004958913583247894}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.1433008023691072}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.14051630278853408}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.13932670402431477}, {"feature": "K_body_size_pct", '
'"importance": 0.13615666986076552}, {"feature": '
'"O_div_amplitude_48", "importance": 0.1324506543830173}, '
'{"feature": "O_pct_change_12", "importance": '
'0.13198477959260219}, {"feature": "O_div_amplitude_12", '
'"importance": 0.13168839791364265}, {"feature": '
'"K_consecutive_shrink", "importance": '
'0.03342964846325433}, {"feature": "O_div_binary_12", '
'"importance": 0.006187127021514046}, {"feature": '
'"O_div_binary_48", "importance": 0.004958913583247894}]',
'_model_metadata': {'created_at': '2026-07-11T16:28:55.935172',
'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,
'train_accuracy': 0.5144150742392969},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-b1535c7783ea8829',
'training_time_sec': 20.81584072113037},
'accuracy': 0.5144150742392969,
'avg_loss': -0.003819605972606965,
'avg_win': 0.0015110154877282591,
'expectancy': -0.0006884787810565768,
'learning_rate': 0.07659969709057025,
'losing_trades': 314,
'max_depth': 5,
'max_drawdown': 0.5244351503772519,
'model_file': 'volume_price_pivot_v86_y_C6_BTCUSDT_2_20260711_1783729736',
'n_bars': 8,
'n_clusters': 4,
'n_estimators': 214,
'profit_factor': 0.5631553666487178,
'sharpe_ratio': -17.850842115049396,
'top_pct': 8,
'total_pnl': -0.5239323523840551,
'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': 0.5873850197109067,
'winning_trades': 447}
ind_param (optuna):
展開 Optuna 參數{'n_estimators': [165, 295], 'max_depth': [3, 5], 'learning_rate': [0.04, 0.09], 'trail_thr_1': [0.15, 0.35], 'trail_stop_1': [-0.15, 0.05], 'trail_thr_2': [0.35, 0.7], 'trail_stop_2': [0.0, 0.2], 'trail_thr_3': [0.8, 1.4], 'trail_stop_3': [0.2, 0.65], 'trail_thr_4': [1.45, 1.8], 'trail_stop_4': [0.4, 1.0], 'trail_thr_5': [2.5, 4.0], 'trail_stop_5': [1.5, 3.0], 'vp_subset_size': [0, 3], 'top_pct': [7, 16], 'n_clusters': [3, 10], 'n_bars': [3, 20]}
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}
|
||||||||||||
| 1362 | BTCUSDT | 5 | volume_price_pivot_v86_y_C6 | 2023-08-01 ~ 2026-07-31 | 0.556 | 0.61% | 4553 | -18.534 | 3.43 | 0.519 | 0.000 | 2026-07-10 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C6_BTCUSDT_2_20260710_1783628811
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_body_size_pct", "importance": 0.15333746295081713}, '
'{"feature": "O_pct_change_12", "importance": 0.14609537276798654}, '
'{"feature": "O_div_amplitude_48", "importance": 0.1438687623666064}, '
'{"feature": "K_high_pct_change_12", "importance": 0.14276413131953633}, '
'{"feature": "O_div_amplitude_12", "importance": 0.13329626966177072}, '
'{"feature": "K_close_position_in_hl", "importance": 0.12822288236573454}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.12458323236194843}, '
'{"feature": "K_consecutive_shrink", "importance": 0.024066813362912602}, '
'{"feature": "O_div_binary_12", "importance": 0.0025019375122300584}, '
'{"feature": "O_div_binary_48", "importance": 0.0012631353304571973}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_body_size_pct", "importance": '
'0.15333746295081713}, {"feature": "O_pct_change_12", '
'"importance": 0.14609537276798654}, {"feature": '
'"O_div_amplitude_48", "importance": 0.1438687623666064}, '
'{"feature": "K_high_pct_change_12", "importance": '
'0.14276413131953633}, {"feature": "O_div_amplitude_12", '
'"importance": 0.13329626966177072}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.12822288236573454}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.12458323236194843}, {"feature": "K_consecutive_shrink", '
'"importance": 0.024066813362912602}, {"feature": '
'"O_div_binary_12", "importance": 0.0025019375122300584}, '
'{"feature": "O_div_binary_48", "importance": '
'0.0012631353304571973}]',
'_model_metadata': {'created_at': '2026-07-10T12:26:51.163927',
'feature_names': ['K_momentum_pct_change_48',
'K_high_pct_change_12',
'K_close_position_in_hl',
'K_body_size_pct',
'K_consecutive_shrink',
'O_pct_change_12',
'O_div_binary_12',
'O_div_binary_48',
'O_div_amplitude_12',
'O_div_amplitude_48'],
'git_commit': 'unknown',
'hyperparameters': {'learning_rate': 0.05,
'max_depth': 3,
'n_estimators': 200,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0,
'train_accuracy': 0.5190758372727878},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-9b768a7138e147b4',
'training_time_sec': 11.975713968276978},
'accuracy': 0.5190758372727878,
'avg_loss': -0.004304545468800757,
'avg_win': 0.0015457375884759172,
'expectancy': -0.0007504310527174534,
'losing_trades': 1787,
'max_drawdown': 3.429674453043065,
'model_file': 'volume_price_pivot_v86_y_C6_BTCUSDT_2_20260710_1783628811',
'profit_factor': 0.5558224595351935,
'sharpe_ratio': -18.533990310948695,
'total_pnl': -3.4167125830225666,
'total_trades': 4553,
'trial_num': 0,
'win_rate': 0.6075115308587744,
'winning_trades': 2766}
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}
|
||||||||||||
| 1010 | BTCUSDT | 5 | volume_price_pivot_v86_y_C6 | 2023-08-01 ~ 2026-07-31 | 0.554 | 0.58% | 761 | -18.218 | 0.52 | 0.520 | 0.000 | 2026-07-01 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C6_BTCUSDT_2_20260701_1782847418
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_body_size_pct", "importance": 0.15034423209326483}, '
'{"feature": "K_high_pct_change_12", "importance": 0.1458602530519381}, '
'{"feature": "O_div_amplitude_48", "importance": 0.14489787661042505}, '
'{"feature": "O_pct_change_12", "importance": 0.14307600988871422}, '
'{"feature": "O_div_amplitude_12", "importance": 0.13762529310186405}, '
'{"feature": "K_close_position_in_hl", "importance": 0.12691178896298538}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.12349456871100821}, '
'{"feature": "K_consecutive_shrink", "importance": 0.02363539771548086}, '
'{"feature": "O_div_binary_12", "importance": 0.00310404576474394}, '
'{"feature": "O_div_binary_48", "importance": 0.0010505340995752208}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_body_size_pct", "importance": '
'0.15034423209326483}, {"feature": "K_high_pct_change_12", '
'"importance": 0.1458602530519381}, {"feature": '
'"O_div_amplitude_48", "importance": 0.14489787661042505}, '
'{"feature": "O_pct_change_12", "importance": '
'0.14307600988871422}, {"feature": "O_div_amplitude_12", '
'"importance": 0.13762529310186405}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.12691178896298538}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.12349456871100821}, {"feature": "K_consecutive_shrink", '
'"importance": 0.02363539771548086}, {"feature": '
'"O_div_binary_12", "importance": 0.00310404576474394}, '
'{"feature": "O_div_binary_48", "importance": '
'0.0010505340995752208}]',
'_model_metadata': {'created_at': '2026-07-01T11:23:37.856469',
'feature_names': ['K_momentum_pct_change_48',
'K_high_pct_change_12',
'K_close_position_in_hl',
'K_body_size_pct',
'K_consecutive_shrink',
'O_pct_change_12',
'O_div_binary_12',
'O_div_binary_48',
'O_div_amplitude_12',
'O_div_amplitude_48'],
'git_commit': 'unknown',
'hyperparameters': {'learning_rate': 0.05,
'max_depth': 3,
'n_estimators': 200,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0,
'train_accuracy': 0.5202077368666356},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-4cbbd8ca5215b8d1',
'training_time_sec': 11.94498348236084},
'accuracy': 0.5202077368666356,
'avg_loss': -0.0036463791209928784,
'avg_win': 0.0014750484845252757,
'expectancy': -0.0006852383241098457,
'losing_trades': 321,
'max_drawdown': 0.5246675646475925,
'model_file': 'volume_price_pivot_v86_y_C6_BTCUSDT_2_20260701_1782847418',
'profit_factor': 0.5544879577884744,
'sharpe_ratio': -18.21774809752498,
'total_pnl': -0.5214663646475926,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.5781865965834428,
'winning_trades': 440}
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}
|
||||||||||||
| 1527 | BTCUSDT | 5 | volume_price_pivot_v86_y_C6 | 2023-08-01 ~ 2026-07-31 | 0.552 | 0.60% | 4553 | -18.651 | 3.41 | 0.564 | 0.000 | 2026-07-11 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C6_BTCUSDT_2_20260710_1783676198
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.14305395226450038}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.14053847171135736}, '
'{"feature": "O_div_amplitude_48", "importance": 0.13922321696010942}, '
'{"feature": "K_high_pct_change_12", "importance": 0.13877260331594676}, '
'{"feature": "K_body_size_pct", "importance": 0.13204032827565432}, '
'{"feature": "O_pct_change_12", "importance": 0.13076231299615598}, '
'{"feature": "O_div_amplitude_12", "importance": 0.1300304678755959}, '
'{"feature": "K_consecutive_shrink", "importance": 0.0344024825824322}, '
'{"feature": "O_div_binary_12", "importance": 0.006105425081978863}, '
'{"feature": "O_div_binary_48", "importance": 0.00507073893626885}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.14305395226450038}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.14053847171135736}, {"feature": "O_div_amplitude_48", '
'"importance": 0.13922321696010942}, {"feature": '
'"K_high_pct_change_12", "importance": '
'0.13877260331594676}, {"feature": "K_body_size_pct", '
'"importance": 0.13204032827565432}, {"feature": '
'"O_pct_change_12", "importance": 0.13076231299615598}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.1300304678755959}, {"feature": "K_consecutive_shrink", '
'"importance": 0.0344024825824322}, {"feature": '
'"O_div_binary_12", "importance": 0.006105425081978863}, '
'{"feature": "O_div_binary_48", "importance": '
'0.00507073893626885}]',
'_model_metadata': {'created_at': '2026-07-11T01:36:37.726577',
'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,
'train_accuracy': 0.5641520740395499},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-9b768a7138e147b4',
'training_time_sec': 21.00861430168152},
'accuracy': 0.5641520740395499,
'avg_loss': -0.004153018406046573,
'avg_win': 0.0015311515800373442,
'expectancy': -0.0007447636153571169,
'learning_rate': 0.07659969709057025,
'losing_trades': 1823,
'max_depth': 5,
'max_drawdown': 3.4051969243693323,
'model_file': 'volume_price_pivot_v86_y_C6_BTCUSDT_2_20260710_1783676198',
'n_bars': 8,
'n_clusters': 4,
'n_estimators': 214,
'profit_factor': 0.5521159700268388,
'sharpe_ratio': -18.650532811595852,
'top_pct': 8,
'total_pnl': -3.3909087407209517,
'total_trades': 4553,
'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': 0.5996046562705908,
'winning_trades': 2730}
ind_param (optuna):
展開 Optuna 參數{'n_estimators': [165, 295], 'max_depth': [3, 5], 'learning_rate': [0.04, 0.09], 'trail_thr_1': [0.15, 0.35], 'trail_stop_1': [-0.15, 0.05], 'trail_thr_2': [0.35, 0.7], 'trail_stop_2': [0.0, 0.2], 'trail_thr_3': [0.8, 1.4], 'trail_stop_3': [0.2, 0.65], 'trail_thr_4': [1.45, 1.8], 'trail_stop_4': [0.4, 1.0], 'trail_thr_5': [2.5, 4.0], 'trail_stop_5': [1.5, 3.0], 'vp_subset_size': [0, 3], 'top_pct': [7, 16], 'n_clusters': [3, 10], 'n_bars': [3, 20]}
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}
|
||||||||||||
| 1253 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-06-30 | 0.549 | 0.65% | 761 | -19.155 | 0.65 | 0.898 | 0.000 | 2026-07-07 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783392634
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_momentum_pct_change_48", "importance": 0.608275091046891}, '
'{"feature": "O_div_amplitude_12", "importance": 0.21503414451783368}, '
'{"feature": "O_div_binary_12", "importance": 0.09743758990864972}, '
'{"feature": "O_div_amplitude_48", "importance": 0.029000173710431416}, '
'{"feature": "K_high_pct_change_12", "importance": 0.024055596826415053}, '
'{"feature": "K_close_position_in_hl", "importance": 0.008452208724803774}, '
'{"feature": "O_div_binary_48", "importance": 0.007907469864095934}, '
'{"feature": "K_body_size_pct", "importance": 0.006507018721575611}, '
'{"feature": "K_consecutive_shrink", "importance": 0.0018512761183502888}, '
'{"feature": "O_pct_change_12", "importance": 0.0014794305609534717}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_momentum_pct_change_48", "importance": '
'0.608275091046891}, {"feature": "O_div_amplitude_12", '
'"importance": 0.21503414451783368}, {"feature": '
'"O_div_binary_12", "importance": 0.09743758990864972}, '
'{"feature": "O_div_amplitude_48", "importance": '
'0.029000173710431416}, {"feature": "K_high_pct_change_12", '
'"importance": 0.024055596826415053}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.008452208724803774}, {"feature": "O_div_binary_48", '
'"importance": 0.007907469864095934}, {"feature": '
'"K_body_size_pct", "importance": 0.006507018721575611}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.0018512761183502888}, {"feature": "O_pct_change_12", '
'"importance": 0.0014794305609534717}]',
'_model_metadata': {'created_at': '2026-07-07T18:50:34.316279',
'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': 0.9542289095312702,
'train_accuracy': 0.8975963779212996},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1',
'training_time_sec': 4.067840099334717},
'accuracy': 0.8975963779212996,
'avg_loss': -0.0053375196539501586,
'avg_win': 0.0015646094269285771,
'expectancy': -0.0008388915013669092,
'losing_trades': 265,
'max_drawdown': 0.6465279569160612,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783392634',
'profit_factor': 0.5486586845861393,
'sharpe_ratio': -19.155015936398836,
'total_pnl': -0.6383964325402178,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.6517739816031537,
'winning_trades': 496}
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}
|
||||||||||||
| 1490 | BTCUSDT | 5 | volume_price_pivot_v86_y_C6 | 2023-08-01 ~ 2026-07-31 | 0.548 | 0.60% | 3613 | -18.907 | 2.75 | 0.574 | 0.000 | 2026-07-11 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C6_BTCUSDT_2_20260710_1783673494
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_momentum_pct_change_48", "importance": 0.1417047588093928}, '
'{"feature": "K_high_pct_change_12", "importance": 0.13988462421058265}, '
'{"feature": "K_body_size_pct", "importance": 0.1389465175383085}, '
'{"feature": "K_close_position_in_hl", "importance": 0.1382169924953617}, '
'{"feature": "O_div_amplitude_48", "importance": 0.137651153211816}, '
'{"feature": "O_pct_change_12", "importance": 0.1326293045074873}, '
'{"feature": "O_div_amplitude_12", "importance": 0.12926159173048096}, '
'{"feature": "K_consecutive_shrink", "importance": 0.031210433624733493}, '
'{"feature": "O_div_binary_12", "importance": 0.0055447185356417164}, '
'{"feature": "O_div_binary_48", "importance": 0.004949905336194837}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_momentum_pct_change_48", "importance": '
'0.1417047588093928}, {"feature": "K_high_pct_change_12", '
'"importance": 0.13988462421058265}, {"feature": '
'"K_body_size_pct", "importance": 0.1389465175383085}, '
'{"feature": "K_close_position_in_hl", "importance": '
'0.1382169924953617}, {"feature": "O_div_amplitude_48", '
'"importance": 0.137651153211816}, {"feature": '
'"O_pct_change_12", "importance": 0.1326293045074873}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.12926159173048096}, {"feature": "K_consecutive_shrink", '
'"importance": 0.031210433624733493}, {"feature": '
'"O_div_binary_12", "importance": 0.0055447185356417164}, '
'{"feature": "O_div_binary_48", "importance": '
'0.004949905336194837}]',
'_model_metadata': {'created_at': '2026-07-11T00:51:33.744361',
'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,
'train_accuracy': 0.5742725880551302},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
'training_time_sec': 20.86885166168213},
'accuracy': 0.5742725880551302,
'avg_loss': -0.004142091174548959,
'avg_win': 0.0015260285579544422,
'expectancy': -0.0007534560729139335,
'learning_rate': 0.07659969709057025,
'losing_trades': 1453,
'max_depth': 5,
'max_drawdown': 2.7535209691911144,
'model_file': 'volume_price_pivot_v86_y_C6_BTCUSDT_2_20260710_1783673494',
'n_bars': 8,
'n_clusters': 4,
'n_estimators': 214,
'profit_factor': 0.5476853745833219,
'sharpe_ratio': -18.907380179049984,
'top_pct': 8,
'total_pnl': -2.7222367914380428,
'total_trades': 3613,
'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': 0.5978411292554664,
'winning_trades': 2160}
ind_param (optuna):
展開 Optuna 參數{'n_estimators': [165, 295], 'max_depth': [3, 5], 'learning_rate': [0.04, 0.09], 'trail_thr_1': [0.15, 0.35], 'trail_stop_1': [-0.15, 0.05], 'trail_thr_2': [0.35, 0.7], 'trail_stop_2': [0.0, 0.2], 'trail_thr_3': [0.8, 1.4], 'trail_stop_3': [0.2, 0.65], 'trail_thr_4': [1.45, 1.8], 'trail_stop_4': [0.4, 1.0], 'trail_thr_5': [2.5, 4.0], 'trail_stop_5': [1.5, 3.0], 'vp_subset_size': [0, 3], 'top_pct': [7, 16], 'n_clusters': [3, 10], 'n_bars': [3, 20]}
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}
|
||||||||||||
| 1551 | BTCUSDT | 5 | volume_price_pivot_v86_y_C6 | 2023-08-01 ~ 2026-07-31 | 0.546 | 0.58% | 1521 | -18.898 | 1.11 | 0.573 | 0.000 | 2026-07-11 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C6_BTCUSDT_2_20260710_1783677217
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.14026821644472645}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.13978903947106236}, '
'{"feature": "K_body_size_pct", "importance": 0.13905970496166664}, '
'{"feature": "K_high_pct_change_12", "importance": 0.13660683811058366}, '
'{"feature": "O_pct_change_12", "importance": 0.1348538348176529}, '
'{"feature": "O_div_amplitude_48", "importance": 0.13434520349324428}, '
'{"feature": "O_div_amplitude_12", "importance": 0.13193681457305273}, '
'{"feature": "K_consecutive_shrink", "importance": 0.0331532909245229}, '
'{"feature": "O_div_binary_12", "importance": 0.005644211165379626}, '
'{"feature": "O_div_binary_48", "importance": 0.004342846038108392}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.14026821644472645}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.13978903947106236}, {"feature": "K_body_size_pct", '
'"importance": 0.13905970496166664}, {"feature": '
'"K_high_pct_change_12", "importance": '
'0.13660683811058366}, {"feature": "O_pct_change_12", '
'"importance": 0.1348538348176529}, {"feature": '
'"O_div_amplitude_48", "importance": 0.13434520349324428}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.13193681457305273}, {"feature": "K_consecutive_shrink", '
'"importance": 0.0331532909245229}, {"feature": '
'"O_div_binary_12", "importance": 0.005644211165379626}, '
'{"feature": "O_div_binary_48", "importance": '
'0.004342846038108392}]',
'_model_metadata': {'created_at': '2026-07-11T01:53:37.252469',
'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,
'train_accuracy': 0.5734736001065317},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-4cbbd8ca5215b8d1',
'training_time_sec': 20.665184497833252},
'accuracy': 0.5734736001065317,
'avg_loss': -0.003833383957018774,
'avg_win': 0.0015206889453541399,
'expectancy': -0.0007321753922649689,
'learning_rate': 0.07659969709057025,
'losing_trades': 640,
'max_depth': 5,
'max_drawdown': 1.1102189183115325,
'model_file': 'volume_price_pivot_v86_y_C6_BTCUSDT_2_20260710_1783677217',
'n_bars': 8,
'n_clusters': 4,
'n_estimators': 214,
'profit_factor': 0.5460771474525181,
'sharpe_ratio': -18.897854827197026,
'top_pct': 8,
'total_pnl': -1.1136387716350182,
'total_trades': 1521,
'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': 0.57922419460881,
'winning_trades': 881}
ind_param (optuna):
展開 Optuna 參數{'n_estimators': [165, 295], 'max_depth': [3, 5], 'learning_rate': [0.04, 0.09], 'trail_thr_1': [0.15, 0.35], 'trail_stop_1': [-0.15, 0.05], 'trail_thr_2': [0.35, 0.7], 'trail_stop_2': [0.0, 0.2], 'trail_thr_3': [0.8, 1.4], 'trail_stop_3': [0.2, 0.65], 'trail_thr_4': [1.45, 1.8], 'trail_stop_4': [0.4, 1.0], 'trail_thr_5': [2.5, 4.0], 'trail_stop_5': [1.5, 3.0], 'vp_subset_size': [0, 3], 'top_pct': [7, 16], 'n_clusters': [3, 10], 'n_bars': [3, 20]}
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}
|
||||||||||||
| 1003 | BTCUSDT | 5 | volume_price_pivot_v86_y_C6 | 2023-08-01 ~ 2026-07-31 | 0.541 | 0.60% | 4553 | -19.423 | 3.63 | 0.403 | 0.000 | 2026-06-30 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C6_BTCUSDT_2_20260630_1782796768
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.14684002388794137}, '
'{"feature": "K_body_size_pct", "importance": 0.14371433691061603}, '
'{"feature": "O_pct_change_12", "importance": 0.14052483533827875}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.14042528591455372}, '
'{"feature": "O_div_amplitude_48", "importance": 0.1374585741070997}, '
'{"feature": "K_close_position_in_hl", "importance": 0.1348981549702181}, '
'{"feature": "O_div_amplitude_12", "importance": 0.12732289931741755}, '
'{"feature": "K_consecutive_shrink", "importance": 0.024401513434671}, '
'{"feature": "O_div_binary_48", "importance": 0.0029676280386335134}, '
'{"feature": "O_div_binary_12", "importance": 0.0014467480805704141}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.14684002388794137}, {"feature": "K_body_size_pct", '
'"importance": 0.14371433691061603}, {"feature": '
'"O_pct_change_12", "importance": 0.14052483533827875}, '
'{"feature": "K_momentum_pct_change_48", "importance": '
'0.14042528591455372}, {"feature": "O_div_amplitude_48", '
'"importance": 0.1374585741070997}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.1348981549702181}, {"feature": "O_div_amplitude_12", '
'"importance": 0.12732289931741755}, {"feature": '
'"K_consecutive_shrink", "importance": 0.024401513434671}, '
'{"feature": "O_div_binary_48", "importance": '
'0.0029676280386335134}, {"feature": "O_div_binary_12", '
'"importance": 0.0014467480805704141}]',
'_model_metadata': {'created_at': '2026-06-30T21:19:28.038308',
'feature_names': ['K_momentum_pct_change_48',
'K_high_pct_change_12',
'K_close_position_in_hl',
'K_body_size_pct',
'K_consecutive_shrink',
'O_pct_change_12',
'O_div_binary_12',
'O_div_binary_48',
'O_div_amplitude_12',
'O_div_amplitude_48'],
'git_commit': 'unknown',
'hyperparameters': {'learning_rate': 0.05,
'max_depth': 3,
'n_estimators': 200,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0,
'train_accuracy': 0.4030228377388641},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
'training_time_sec': 15.795656681060791},
'accuracy': 0.4030228377388641,
'avg_loss': -0.004355943472096086,
'avg_win': 0.0015495271911112854,
'expectancy': -0.0007929459074506547,
'losing_trades': 1806,
'max_drawdown': 3.6267462571481124,
'model_file': 'volume_price_pivot_v86_y_C6_BTCUSDT_2_20260630_1782796768',
'profit_factor': 0.5410755130147475,
'sharpe_ratio': -19.422506562434382,
'total_pnl': -3.6102827166228306,
'total_trades': 4553,
'trial_num': 0,
'win_rate': 0.6033384581594553,
'winning_trades': 2747}
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}
|
||||||||||||
| 1007 | BTCUSDT | 5 | volume_price_pivot_v86_y_C6 | 2023-08-01 ~ 2026-07-31 | 0.541 | 0.60% | 4553 | -19.423 | 3.63 | 0.403 | 0.000 | 2026-06-30 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C6_BTCUSDT_2_20260630_1782797026
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.14684002388794137}, '
'{"feature": "K_body_size_pct", "importance": 0.14371433691061603}, '
'{"feature": "O_pct_change_12", "importance": 0.14052483533827875}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.14042528591455372}, '
'{"feature": "O_div_amplitude_48", "importance": 0.1374585741070997}, '
'{"feature": "K_close_position_in_hl", "importance": 0.1348981549702181}, '
'{"feature": "O_div_amplitude_12", "importance": 0.12732289931741755}, '
'{"feature": "K_consecutive_shrink", "importance": 0.024401513434671}, '
'{"feature": "O_div_binary_48", "importance": 0.0029676280386335134}, '
'{"feature": "O_div_binary_12", "importance": 0.0014467480805704141}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.14684002388794137}, {"feature": "K_body_size_pct", '
'"importance": 0.14371433691061603}, {"feature": '
'"O_pct_change_12", "importance": 0.14052483533827875}, '
'{"feature": "K_momentum_pct_change_48", "importance": '
'0.14042528591455372}, {"feature": "O_div_amplitude_48", '
'"importance": 0.1374585741070997}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.1348981549702181}, {"feature": "O_div_amplitude_12", '
'"importance": 0.12732289931741755}, {"feature": '
'"K_consecutive_shrink", "importance": 0.024401513434671}, '
'{"feature": "O_div_binary_48", "importance": '
'0.0029676280386335134}, {"feature": "O_div_binary_12", '
'"importance": 0.0014467480805704141}]',
'_model_metadata': {'created_at': '2026-06-30T21:23:45.526718',
'feature_names': ['K_momentum_pct_change_48',
'K_high_pct_change_12',
'K_close_position_in_hl',
'K_body_size_pct',
'K_consecutive_shrink',
'O_pct_change_12',
'O_div_binary_12',
'O_div_binary_48',
'O_div_amplitude_12',
'O_div_amplitude_48'],
'git_commit': 'unknown',
'hyperparameters': {'learning_rate': 0.05,
'max_depth': 3,
'n_estimators': 200,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0,
'train_accuracy': 0.4030228377388641},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
'training_time_sec': 15.907751560211182},
'accuracy': 0.4030228377388641,
'avg_loss': -0.004355943472096086,
'avg_win': 0.0015495271911112854,
'expectancy': -0.0007929459074506547,
'losing_trades': 1806,
'max_drawdown': 3.6267462571481124,
'model_file': 'volume_price_pivot_v86_y_C6_BTCUSDT_2_20260630_1782797026',
'profit_factor': 0.5410755130147475,
'sharpe_ratio': -19.422506562434382,
'total_pnl': -3.6102827166228306,
'total_trades': 4553,
'trial_num': 0,
'win_rate': 0.6033384581594553,
'winning_trades': 2747}
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}
|
||||||||||||
| 1462 | BTCUSDT | 5 | volume_price_pivot_v86_y_C6 | 2023-08-01 ~ 2026-07-31 | 0.540 | 0.42% | 761 | -16.976 | 0.53 | 0.515 | 0.000 | 2026-07-10 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C6_BTCUSDT_2_20260710_1783669809
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_body_size_pct", "importance": 0.14947218504232518}, '
'{"feature": "O_pct_change_12", "importance": 0.14922983751759333}, '
'{"feature": "K_high_pct_change_12", "importance": 0.1442751205107298}, '
'{"feature": "O_div_amplitude_48", "importance": 0.1416435602631088}, '
'{"feature": "O_div_amplitude_12", "importance": 0.1338331753503818}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.1289918154937768}, '
'{"feature": "K_close_position_in_hl", "importance": 0.12582133951671354}, '
'{"feature": "K_consecutive_shrink", "importance": 0.02269235978584376}, '
'{"feature": "O_div_binary_12", "importance": 0.0030028503135933614}, '
'{"feature": "O_div_binary_48", "importance": 0.0010377562059336073}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_body_size_pct", "importance": '
'0.14947218504232518}, {"feature": "O_pct_change_12", '
'"importance": 0.14922983751759333}, {"feature": '
'"K_high_pct_change_12", "importance": 0.1442751205107298}, '
'{"feature": "O_div_amplitude_48", "importance": '
'0.1416435602631088}, {"feature": "O_div_amplitude_12", '
'"importance": 0.1338331753503818}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.1289918154937768}, {"feature": "K_close_position_in_hl", '
'"importance": 0.12582133951671354}, {"feature": '
'"K_consecutive_shrink", "importance": '
'0.02269235978584376}, {"feature": "O_div_binary_12", '
'"importance": 0.0030028503135933614}, {"feature": '
'"O_div_binary_48", "importance": 0.0010377562059336073}]',
'_model_metadata': {'created_at': '2026-07-10T23:50:09.639742',
'feature_names': ['K_momentum_pct_change_48',
'K_high_pct_change_12',
'K_close_position_in_hl',
'K_body_size_pct',
'K_consecutive_shrink',
'O_pct_change_12',
'O_div_binary_12',
'O_div_binary_48',
'O_div_amplitude_12',
'O_div_amplitude_48'],
'git_commit': 'unknown',
'hyperparameters': {'learning_rate': 0.05,
'max_depth': 3,
'n_estimators': 200,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0,
'train_accuracy': 0.5152806445169452},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-59d5966c96af7eca',
'training_time_sec': 12.043968915939331},
'accuracy': 0.5152806445169452,
'avg_loss': -0.002626369181383327,
'avg_win': 0.001934044265311057,
'expectancy': -0.0006967330055152695,
'losing_trades': 439,
'max_drawdown': 0.5307612852488443,
'model_file': 'volume_price_pivot_v86_y_C6_BTCUSDT_2_20260710_1783669809',
'profit_factor': 0.5401345867406808,
'sharpe_ratio': -16.97558216526527,
'total_pnl': -0.5302138171971204,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.4231274638633377,
'winning_trades': 322}
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}
|
||||||||||||
| 1526 | BTCUSDT | 5 | volume_price_pivot_v86_y_C4 | 2023-08-01 ~ 2026-07-31 | 0.539 | 0.57% | 761 | -19.230 | 0.56 | 0.801 | 0.000 | 2026-07-11 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260710_1783676118
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.1564708511143901}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.14817421272796466}, '
'{"feature": "K_high_pct_change_12", "importance": 0.14192790302021868}, '
'{"feature": "O_div_amplitude_12", "importance": 0.14117835504821075}, '
'{"feature": "O_pct_change_12", "importance": 0.1304444660546947}, '
'{"feature": "O_div_amplitude_48", "importance": 0.12068711710566289}, '
'{"feature": "K_body_size_pct", "importance": 0.12025588358654352}, '
'{"feature": "K_consecutive_shrink", "importance": 0.028057050711365966}, '
'{"feature": "O_div_binary_12", "importance": 0.007553400563374083}, '
'{"feature": "O_div_binary_48", "importance": 0.0052507600675746596}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.1564708511143901}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.14817421272796466}, {"feature": "K_high_pct_change_12", '
'"importance": 0.14192790302021868}, {"feature": '
'"O_div_amplitude_12", "importance": 0.14117835504821075}, '
'{"feature": "O_pct_change_12", "importance": '
'0.1304444660546947}, {"feature": "O_div_amplitude_48", '
'"importance": 0.12068711710566289}, {"feature": '
'"K_body_size_pct", "importance": 0.12025588358654352}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.028057050711365966}, {"feature": "O_div_binary_12", '
'"importance": 0.007553400563374083}, {"feature": '
'"O_div_binary_48", "importance": 0.0052507600675746596}]',
'_model_metadata': {'created_at': '2026-07-11T01:35:18.110015',
'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': 0.582797151316835,
'train_accuracy': 0.8013849124442373},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
'training_time_sec': 6.9937968254089355},
'accuracy': 0.8013849124442373,
'avg_loss': -0.0036505774802278314,
'avg_win': 0.0014971995407237926,
'expectancy': -0.0007283177258899841,
'learning_rate': 0.07659969709057025,
'losing_trades': 329,
'max_depth': 5,
'max_drawdown': 0.5589231586871292,
'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260710_1783676118',
'n_estimators': 214,
'profit_factor': 0.5385251169337578,
'sharpe_ratio': -19.22991329663843,
'sl_mult': 0.8042422429595377,
'top_pct': 8,
'total_pnl': -0.5542497894022781,
'total_trades': 761,
'tp_mult': 1.1834045098534338,
'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': 0.5676741130091985,
'winning_trades': 432}
ind_param (optuna):
展開 Optuna 參數{'n_estimators': [165, 295], 'max_depth': [3, 5], 'learning_rate': [0.04, 0.09], 'trail_thr_1': [0.15, 0.35], 'trail_stop_1': [-0.15, 0.05], 'trail_thr_2': [0.35, 0.7], 'trail_stop_2': [0.0, 0.2], 'trail_thr_3': [0.8, 1.4], 'trail_stop_3': [0.2, 0.65], 'trail_thr_4': [1.45, 1.8], 'trail_stop_4': [0.4, 1.0], 'trail_thr_5': [2.5, 4.0], 'trail_stop_5': [1.5, 3.0], 'vp_subset_size': [0, 3], 'top_pct': [7, 16], 'tp_mult': [1.0, 2.0], 'sl_mult': [0.5, 1.5]}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 1733 | BTCUSDT | 5 | volume_price_pivot_v86_y_C4 | 2023-08-01 ~ 2026-07-31 | 0.539 | 0.57% | 761 | -19.230 | 0.56 | 0.801 | 0.000 | 2026-07-12 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260712_1783803291
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.1564708511143901}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.14817421272796466}, '
'{"feature": "K_high_pct_change_12", "importance": 0.14192790302021868}, '
'{"feature": "O_div_amplitude_12", "importance": 0.14117835504821075}, '
'{"feature": "O_pct_change_12", "importance": 0.1304444660546947}, '
'{"feature": "O_div_amplitude_48", "importance": 0.12068711710566289}, '
'{"feature": "K_body_size_pct", "importance": 0.12025588358654352}, '
'{"feature": "K_consecutive_shrink", "importance": 0.028057050711365966}, '
'{"feature": "O_div_binary_12", "importance": 0.007553400563374083}, '
'{"feature": "O_div_binary_48", "importance": 0.0052507600675746596}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.1564708511143901}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.14817421272796466}, {"feature": "K_high_pct_change_12", '
'"importance": 0.14192790302021868}, {"feature": '
'"O_div_amplitude_12", "importance": 0.14117835504821075}, '
'{"feature": "O_pct_change_12", "importance": '
'0.1304444660546947}, {"feature": "O_div_amplitude_48", '
'"importance": 0.12068711710566289}, {"feature": '
'"K_body_size_pct", "importance": 0.12025588358654352}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.028057050711365966}, {"feature": "O_div_binary_12", '
'"importance": 0.007553400563374083}, {"feature": '
'"O_div_binary_48", "importance": 0.0052507600675746596}]',
'_model_metadata': {'created_at': '2026-07-12T12:54:51.578011',
'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': 0.582797151316835,
'train_accuracy': 0.8013849124442373},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
'training_time_sec': 6.983600854873657},
'accuracy': 0.8013849124442373,
'avg_loss': -0.0036505774802278314,
'avg_win': 0.0014971995407237926,
'expectancy': -0.0007283177258899841,
'learning_rate': 0.07659969709057025,
'losing_trades': 329,
'max_depth': 5,
'max_drawdown': 0.5589231586871292,
'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260712_1783803291',
'n_estimators': 214,
'profit_factor': 0.5385251169337578,
'sharpe_ratio': -19.22991329663843,
'sl_mult': 0.8042422429595377,
'top_pct': 8,
'total_pnl': -0.5542497894022781,
'total_trades': 761,
'tp_mult': 1.1834045098534338,
'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': 0.5676741130091985,
'winning_trades': 432}
ind_param (optuna):
展開 Optuna 參數{'n_estimators': [165, 295], 'max_depth': [3, 5], 'learning_rate': [0.04, 0.09], 'trail_thr_1': [0.15, 0.35], 'trail_stop_1': [-0.15, 0.05], 'trail_thr_2': [0.35, 0.7], 'trail_stop_2': [0.0, 0.2], 'trail_thr_3': [0.8, 1.4], 'trail_stop_3': [0.2, 0.65], 'trail_thr_4': [1.45, 1.8], 'trail_stop_4': [0.4, 1.0], 'trail_thr_5': [2.5, 4.0], 'trail_stop_5': [1.5, 3.0], 'vp_subset_size': [0, 3], 'top_pct': [7, 16], 'tp_mult': [1.0, 2.0], 'sl_mult': [0.5, 1.5]}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 1568 | BTCUSDT | 5 | volume_price_pivot_v86_y_C4 | 2023-08-01 ~ 2026-07-31 | 0.539 | 0.57% | 761 | -19.230 | 0.56 | 0.801 | 0.000 | 2026-07-11 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260710_1783678307
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.1564708511143901}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.14817421272796466}, '
'{"feature": "K_high_pct_change_12", "importance": 0.14192790302021868}, '
'{"feature": "O_div_amplitude_12", "importance": 0.14117835504821075}, '
'{"feature": "O_pct_change_12", "importance": 0.1304444660546947}, '
'{"feature": "O_div_amplitude_48", "importance": 0.12068711710566289}, '
'{"feature": "K_body_size_pct", "importance": 0.12025588358654352}, '
'{"feature": "K_consecutive_shrink", "importance": 0.028057050711365966}, '
'{"feature": "O_div_binary_12", "importance": 0.007553400563374083}, '
'{"feature": "O_div_binary_48", "importance": 0.0052507600675746596}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.1564708511143901}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.14817421272796466}, {"feature": "K_high_pct_change_12", '
'"importance": 0.14192790302021868}, {"feature": '
'"O_div_amplitude_12", "importance": 0.14117835504821075}, '
'{"feature": "O_pct_change_12", "importance": '
'0.1304444660546947}, {"feature": "O_div_amplitude_48", '
'"importance": 0.12068711710566289}, {"feature": '
'"K_body_size_pct", "importance": 0.12025588358654352}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.028057050711365966}, {"feature": "O_div_binary_12", '
'"importance": 0.007553400563374083}, {"feature": '
'"O_div_binary_48", "importance": 0.0052507600675746596}]',
'_model_metadata': {'created_at': '2026-07-11T02:11:46.874403',
'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': 0.582797151316835,
'train_accuracy': 0.8013849124442373},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
'training_time_sec': 6.95330548286438},
'accuracy': 0.8013849124442373,
'avg_loss': -0.0036505774802278314,
'avg_win': 0.0014971995407237926,
'expectancy': -0.0007283177258899841,
'learning_rate': 0.07659969709057025,
'losing_trades': 329,
'max_depth': 5,
'max_drawdown': 0.5589231586871292,
'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260710_1783678307',
'n_estimators': 214,
'profit_factor': 0.5385251169337578,
'sharpe_ratio': -19.22991329663843,
'sl_mult': 0.8042422429595377,
'top_pct': 8,
'total_pnl': -0.5542497894022781,
'total_trades': 761,
'tp_mult': 1.1834045098534338,
'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': 0.5676741130091985,
'winning_trades': 432}
ind_param (optuna):
展開 Optuna 參數{'n_estimators': [165, 295], 'max_depth': [3, 5], 'learning_rate': [0.04, 0.09], 'trail_thr_1': [0.15, 0.35], 'trail_stop_1': [-0.15, 0.05], 'trail_thr_2': [0.35, 0.7], 'trail_stop_2': [0.0, 0.2], 'trail_thr_3': [0.8, 1.4], 'trail_stop_3': [0.2, 0.65], 'trail_thr_4': [1.45, 1.8], 'trail_stop_4': [0.4, 1.0], 'trail_thr_5': [2.5, 4.0], 'trail_stop_5': [1.5, 3.0], 'vp_subset_size': [0, 3], 'top_pct': [7, 16], 'tp_mult': [1.0, 2.0], 'sl_mult': [0.5, 1.5]}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 1559 | BTCUSDT | 5 | volume_price_pivot_v86_y_C4 | 2023-08-01 ~ 2026-07-31 | 0.539 | 0.57% | 761 | -19.230 | 0.56 | 0.801 | 0.000 | 2026-07-11 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260710_1783677910
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.1564708511143901}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.14817421272796466}, '
'{"feature": "K_high_pct_change_12", "importance": 0.14192790302021868}, '
'{"feature": "O_div_amplitude_12", "importance": 0.14117835504821075}, '
'{"feature": "O_pct_change_12", "importance": 0.1304444660546947}, '
'{"feature": "O_div_amplitude_48", "importance": 0.12068711710566289}, '
'{"feature": "K_body_size_pct", "importance": 0.12025588358654352}, '
'{"feature": "K_consecutive_shrink", "importance": 0.028057050711365966}, '
'{"feature": "O_div_binary_12", "importance": 0.007553400563374083}, '
'{"feature": "O_div_binary_48", "importance": 0.0052507600675746596}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.1564708511143901}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.14817421272796466}, {"feature": "K_high_pct_change_12", '
'"importance": 0.14192790302021868}, {"feature": '
'"O_div_amplitude_12", "importance": 0.14117835504821075}, '
'{"feature": "O_pct_change_12", "importance": '
'0.1304444660546947}, {"feature": "O_div_amplitude_48", '
'"importance": 0.12068711710566289}, {"feature": '
'"K_body_size_pct", "importance": 0.12025588358654352}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.028057050711365966}, {"feature": "O_div_binary_12", '
'"importance": 0.007553400563374083}, {"feature": '
'"O_div_binary_48", "importance": 0.0052507600675746596}]',
'_model_metadata': {'created_at': '2026-07-11T02:05:10.314543',
'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': 0.582797151316835,
'train_accuracy': 0.8013849124442373},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
'training_time_sec': 7.007711887359619},
'accuracy': 0.8013849124442373,
'avg_loss': -0.0036505774802278314,
'avg_win': 0.0014971995407237926,
'expectancy': -0.0007283177258899841,
'learning_rate': 0.07659969709057025,
'losing_trades': 329,
'max_depth': 5,
'max_drawdown': 0.5589231586871292,
'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260710_1783677910',
'n_estimators': 214,
'profit_factor': 0.5385251169337578,
'sharpe_ratio': -19.22991329663843,
'sl_mult': 0.8042422429595377,
'top_pct': 8,
'total_pnl': -0.5542497894022781,
'total_trades': 761,
'tp_mult': 1.1834045098534338,
'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': 0.5676741130091985,
'winning_trades': 432}
ind_param (optuna):
展開 Optuna 參數{'n_estimators': [165, 295], 'max_depth': [3, 5], 'learning_rate': [0.04, 0.09], 'trail_thr_1': [0.15, 0.35], 'trail_stop_1': [-0.15, 0.05], 'trail_thr_2': [0.35, 0.7], 'trail_stop_2': [0.0, 0.2], 'trail_thr_3': [0.8, 1.4], 'trail_stop_3': [0.2, 0.65], 'trail_thr_4': [1.45, 1.8], 'trail_stop_4': [0.4, 1.0], 'trail_thr_5': [2.5, 4.0], 'trail_stop_5': [1.5, 3.0], 'vp_subset_size': [0, 3], 'top_pct': [7, 16], 'tp_mult': [1.0, 2.0], 'sl_mult': [0.5, 1.5]}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 1550 | BTCUSDT | 5 | volume_price_pivot_v86_y_C4 | 2023-08-01 ~ 2026-07-31 | 0.539 | 0.57% | 761 | -19.230 | 0.56 | 0.801 | 0.000 | 2026-07-11 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260710_1783677138
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.1564708511143901}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.14817421272796466}, '
'{"feature": "K_high_pct_change_12", "importance": 0.14192790302021868}, '
'{"feature": "O_div_amplitude_12", "importance": 0.14117835504821075}, '
'{"feature": "O_pct_change_12", "importance": 0.1304444660546947}, '
'{"feature": "O_div_amplitude_48", "importance": 0.12068711710566289}, '
'{"feature": "K_body_size_pct", "importance": 0.12025588358654352}, '
'{"feature": "K_consecutive_shrink", "importance": 0.028057050711365966}, '
'{"feature": "O_div_binary_12", "importance": 0.007553400563374083}, '
'{"feature": "O_div_binary_48", "importance": 0.0052507600675746596}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.1564708511143901}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.14817421272796466}, {"feature": "K_high_pct_change_12", '
'"importance": 0.14192790302021868}, {"feature": '
'"O_div_amplitude_12", "importance": 0.14117835504821075}, '
'{"feature": "O_pct_change_12", "importance": '
'0.1304444660546947}, {"feature": "O_div_amplitude_48", '
'"importance": 0.12068711710566289}, {"feature": '
'"K_body_size_pct", "importance": 0.12025588358654352}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.028057050711365966}, {"feature": "O_div_binary_12", '
'"importance": 0.007553400563374083}, {"feature": '
'"O_div_binary_48", "importance": 0.0052507600675746596}]',
'_model_metadata': {'created_at': '2026-07-11T01:52:17.844625',
'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': 0.582797151316835,
'train_accuracy': 0.8013849124442373},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
'training_time_sec': 7.008318185806274},
'accuracy': 0.8013849124442373,
'avg_loss': -0.0036505774802278314,
'avg_win': 0.0014971995407237926,
'expectancy': -0.0007283177258899841,
'learning_rate': 0.07659969709057025,
'losing_trades': 329,
'max_depth': 5,
'max_drawdown': 0.5589231586871292,
'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260710_1783677138',
'n_estimators': 214,
'profit_factor': 0.5385251169337578,
'sharpe_ratio': -19.22991329663843,
'sl_mult': 0.8042422429595377,
'top_pct': 8,
'total_pnl': -0.5542497894022781,
'total_trades': 761,
'tp_mult': 1.1834045098534338,
'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': 0.5676741130091985,
'winning_trades': 432}
ind_param (optuna):
展開 Optuna 參數{'n_estimators': [165, 295], 'max_depth': [3, 5], 'learning_rate': [0.04, 0.09], 'trail_thr_1': [0.15, 0.35], 'trail_stop_1': [-0.15, 0.05], 'trail_thr_2': [0.35, 0.7], 'trail_stop_2': [0.0, 0.2], 'trail_thr_3': [0.8, 1.4], 'trail_stop_3': [0.2, 0.65], 'trail_thr_4': [1.45, 1.8], 'trail_stop_4': [0.4, 1.0], 'trail_thr_5': [2.5, 4.0], 'trail_stop_5': [1.5, 3.0], 'vp_subset_size': [0, 3], 'top_pct': [7, 16], 'tp_mult': [1.0, 2.0], 'sl_mult': [0.5, 1.5]}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 1542 | BTCUSDT | 5 | volume_price_pivot_v86_y_C4 | 2023-08-01 ~ 2026-07-31 | 0.539 | 0.57% | 761 | -19.230 | 0.56 | 0.801 | 0.000 | 2026-07-11 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260710_1783676805
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.1564708511143901}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.14817421272796466}, '
'{"feature": "K_high_pct_change_12", "importance": 0.14192790302021868}, '
'{"feature": "O_div_amplitude_12", "importance": 0.14117835504821075}, '
'{"feature": "O_pct_change_12", "importance": 0.1304444660546947}, '
'{"feature": "O_div_amplitude_48", "importance": 0.12068711710566289}, '
'{"feature": "K_body_size_pct", "importance": 0.12025588358654352}, '
'{"feature": "K_consecutive_shrink", "importance": 0.028057050711365966}, '
'{"feature": "O_div_binary_12", "importance": 0.007553400563374083}, '
'{"feature": "O_div_binary_48", "importance": 0.0052507600675746596}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.1564708511143901}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.14817421272796466}, {"feature": "K_high_pct_change_12", '
'"importance": 0.14192790302021868}, {"feature": '
'"O_div_amplitude_12", "importance": 0.14117835504821075}, '
'{"feature": "O_pct_change_12", "importance": '
'0.1304444660546947}, {"feature": "O_div_amplitude_48", '
'"importance": 0.12068711710566289}, {"feature": '
'"K_body_size_pct", "importance": 0.12025588358654352}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.028057050711365966}, {"feature": "O_div_binary_12", '
'"importance": 0.007553400563374083}, {"feature": '
'"O_div_binary_48", "importance": 0.0052507600675746596}]',
'_model_metadata': {'created_at': '2026-07-11T01:46:44.792280',
'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': 0.582797151316835,
'train_accuracy': 0.8013849124442373},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
'training_time_sec': 6.9332616329193115},
'accuracy': 0.8013849124442373,
'avg_loss': -0.0036505774802278314,
'avg_win': 0.0014971995407237926,
'expectancy': -0.0007283177258899841,
'learning_rate': 0.07659969709057025,
'losing_trades': 329,
'max_depth': 5,
'max_drawdown': 0.5589231586871292,
'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260710_1783676805',
'n_estimators': 214,
'profit_factor': 0.5385251169337578,
'sharpe_ratio': -19.22991329663843,
'sl_mult': 0.8042422429595377,
'top_pct': 8,
'total_pnl': -0.5542497894022781,
'total_trades': 761,
'tp_mult': 1.1834045098534338,
'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': 0.5676741130091985,
'winning_trades': 432}
ind_param (optuna):
展開 Optuna 參數{'n_estimators': [165, 295], 'max_depth': [3, 5], 'learning_rate': [0.04, 0.09], 'trail_thr_1': [0.15, 0.35], 'trail_stop_1': [-0.15, 0.05], 'trail_thr_2': [0.35, 0.7], 'trail_stop_2': [0.0, 0.2], 'trail_thr_3': [0.8, 1.4], 'trail_stop_3': [0.2, 0.65], 'trail_thr_4': [1.45, 1.8], 'trail_stop_4': [0.4, 1.0], 'trail_thr_5': [2.5, 4.0], 'trail_stop_5': [1.5, 3.0], 'vp_subset_size': [0, 3], 'top_pct': [7, 16], 'tp_mult': [1.0, 2.0], 'sl_mult': [0.5, 1.5]}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 1534 | BTCUSDT | 5 | volume_price_pivot_v86_y_C4 | 2023-08-01 ~ 2026-07-31 | 0.539 | 0.57% | 761 | -19.230 | 0.56 | 0.801 | 0.000 | 2026-07-11 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260710_1783676450
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.1564708511143901}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.14817421272796466}, '
'{"feature": "K_high_pct_change_12", "importance": 0.14192790302021868}, '
'{"feature": "O_div_amplitude_12", "importance": 0.14117835504821075}, '
'{"feature": "O_pct_change_12", "importance": 0.1304444660546947}, '
'{"feature": "O_div_amplitude_48", "importance": 0.12068711710566289}, '
'{"feature": "K_body_size_pct", "importance": 0.12025588358654352}, '
'{"feature": "K_consecutive_shrink", "importance": 0.028057050711365966}, '
'{"feature": "O_div_binary_12", "importance": 0.007553400563374083}, '
'{"feature": "O_div_binary_48", "importance": 0.0052507600675746596}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.1564708511143901}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.14817421272796466}, {"feature": "K_high_pct_change_12", '
'"importance": 0.14192790302021868}, {"feature": '
'"O_div_amplitude_12", "importance": 0.14117835504821075}, '
'{"feature": "O_pct_change_12", "importance": '
'0.1304444660546947}, {"feature": "O_div_amplitude_48", '
'"importance": 0.12068711710566289}, {"feature": '
'"K_body_size_pct", "importance": 0.12025588358654352}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.028057050711365966}, {"feature": "O_div_binary_12", '
'"importance": 0.007553400563374083}, {"feature": '
'"O_div_binary_48", "importance": 0.0052507600675746596}]',
'_model_metadata': {'created_at': '2026-07-11T01:40:50.715260',
'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': 0.582797151316835,
'train_accuracy': 0.8013849124442373},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
'training_time_sec': 6.97295069694519},
'accuracy': 0.8013849124442373,
'avg_loss': -0.0036505774802278314,
'avg_win': 0.0014971995407237926,
'expectancy': -0.0007283177258899841,
'learning_rate': 0.07659969709057025,
'losing_trades': 329,
'max_depth': 5,
'max_drawdown': 0.5589231586871292,
'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260710_1783676450',
'n_estimators': 214,
'profit_factor': 0.5385251169337578,
'sharpe_ratio': -19.22991329663843,
'sl_mult': 0.8042422429595377,
'top_pct': 8,
'total_pnl': -0.5542497894022781,
'total_trades': 761,
'tp_mult': 1.1834045098534338,
'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': 0.5676741130091985,
'winning_trades': 432}
ind_param (optuna):
展開 Optuna 參數{'n_estimators': [165, 295], 'max_depth': [3, 5], 'learning_rate': [0.04, 0.09], 'trail_thr_1': [0.15, 0.35], 'trail_stop_1': [-0.15, 0.05], 'trail_thr_2': [0.35, 0.7], 'trail_stop_2': [0.0, 0.2], 'trail_thr_3': [0.8, 1.4], 'trail_stop_3': [0.2, 0.65], 'trail_thr_4': [1.45, 1.8], 'trail_stop_4': [0.4, 1.0], 'trail_thr_5': [2.5, 4.0], 'trail_stop_5': [1.5, 3.0], 'vp_subset_size': [0, 3], 'top_pct': [7, 16], 'tp_mult': [1.0, 2.0], 'sl_mult': [0.5, 1.5]}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 1511 | BTCUSDT | 5 | volume_price_pivot_v86_y_C4 | 2023-08-01 ~ 2026-07-31 | 0.539 | 0.57% | 761 | -19.230 | 0.56 | 0.801 | 0.000 | 2026-07-11 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260710_1783675453
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.1564708511143901}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.14817421272796466}, '
'{"feature": "K_high_pct_change_12", "importance": 0.14192790302021868}, '
'{"feature": "O_div_amplitude_12", "importance": 0.14117835504821075}, '
'{"feature": "O_pct_change_12", "importance": 0.1304444660546947}, '
'{"feature": "O_div_amplitude_48", "importance": 0.12068711710566289}, '
'{"feature": "K_body_size_pct", "importance": 0.12025588358654352}, '
'{"feature": "K_consecutive_shrink", "importance": 0.028057050711365966}, '
'{"feature": "O_div_binary_12", "importance": 0.007553400563374083}, '
'{"feature": "O_div_binary_48", "importance": 0.0052507600675746596}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.1564708511143901}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.14817421272796466}, {"feature": "K_high_pct_change_12", '
'"importance": 0.14192790302021868}, {"feature": '
'"O_div_amplitude_12", "importance": 0.14117835504821075}, '
'{"feature": "O_pct_change_12", "importance": '
'0.1304444660546947}, {"feature": "O_div_amplitude_48", '
'"importance": 0.12068711710566289}, {"feature": '
'"K_body_size_pct", "importance": 0.12025588358654352}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.028057050711365966}, {"feature": "O_div_binary_12", '
'"importance": 0.007553400563374083}, {"feature": '
'"O_div_binary_48", "importance": 0.0052507600675746596}]',
'_model_metadata': {'created_at': '2026-07-11T01:24:12.753372',
'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': 0.582797151316835,
'train_accuracy': 0.8013849124442373},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
'training_time_sec': 6.92341160774231},
'accuracy': 0.8013849124442373,
'avg_loss': -0.0036505774802278314,
'avg_win': 0.0014971995407237926,
'expectancy': -0.0007283177258899841,
'learning_rate': 0.07659969709057025,
'losing_trades': 329,
'max_depth': 5,
'max_drawdown': 0.5589231586871292,
'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260710_1783675453',
'n_estimators': 214,
'profit_factor': 0.5385251169337578,
'sharpe_ratio': -19.22991329663843,
'sl_mult': 0.8042422429595377,
'top_pct': 8,
'total_pnl': -0.5542497894022781,
'total_trades': 761,
'tp_mult': 1.1834045098534338,
'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': 0.5676741130091985,
'winning_trades': 432}
ind_param (optuna):
展開 Optuna 參數{'n_estimators': [165, 295], 'max_depth': [3, 5], 'learning_rate': [0.04, 0.09], 'trail_thr_1': [0.15, 0.35], 'trail_stop_1': [-0.15, 0.05], 'trail_thr_2': [0.35, 0.7], 'trail_stop_2': [0.0, 0.2], 'trail_thr_3': [0.8, 1.4], 'trail_stop_3': [0.2, 0.65], 'trail_thr_4': [1.45, 1.8], 'trail_stop_4': [0.4, 1.0], 'trail_thr_5': [2.5, 4.0], 'trail_stop_5': [1.5, 3.0], 'vp_subset_size': [0, 3], 'top_pct': [7, 16], 'tp_mult': [1.0, 2.0], 'sl_mult': [0.5, 1.5]}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 1504 | BTCUSDT | 5 | volume_price_pivot_v86_y_C4 | 2023-08-01 ~ 2026-07-31 | 0.539 | 0.57% | 761 | -19.230 | 0.56 | 0.801 | 0.000 | 2026-07-11 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260710_1783675098
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.1564708511143901}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.14817421272796466}, '
'{"feature": "K_high_pct_change_12", "importance": 0.14192790302021868}, '
'{"feature": "O_div_amplitude_12", "importance": 0.14117835504821075}, '
'{"feature": "O_pct_change_12", "importance": 0.1304444660546947}, '
'{"feature": "O_div_amplitude_48", "importance": 0.12068711710566289}, '
'{"feature": "K_body_size_pct", "importance": 0.12025588358654352}, '
'{"feature": "K_consecutive_shrink", "importance": 0.028057050711365966}, '
'{"feature": "O_div_binary_12", "importance": 0.007553400563374083}, '
'{"feature": "O_div_binary_48", "importance": 0.0052507600675746596}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.1564708511143901}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.14817421272796466}, {"feature": "K_high_pct_change_12", '
'"importance": 0.14192790302021868}, {"feature": '
'"O_div_amplitude_12", "importance": 0.14117835504821075}, '
'{"feature": "O_pct_change_12", "importance": '
'0.1304444660546947}, {"feature": "O_div_amplitude_48", '
'"importance": 0.12068711710566289}, {"feature": '
'"K_body_size_pct", "importance": 0.12025588358654352}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.028057050711365966}, {"feature": "O_div_binary_12", '
'"importance": 0.007553400563374083}, {"feature": '
'"O_div_binary_48", "importance": 0.0052507600675746596}]',
'_model_metadata': {'created_at': '2026-07-11T01:18:18.708640',
'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': 0.582797151316835,
'train_accuracy': 0.8013849124442373},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
'training_time_sec': 7.0182204246521},
'accuracy': 0.8013849124442373,
'avg_loss': -0.0036505774802278314,
'avg_win': 0.0014971995407237926,
'expectancy': -0.0007283177258899841,
'learning_rate': 0.07659969709057025,
'losing_trades': 329,
'max_depth': 5,
'max_drawdown': 0.5589231586871292,
'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260710_1783675098',
'n_estimators': 214,
'profit_factor': 0.5385251169337578,
'sharpe_ratio': -19.22991329663843,
'sl_mult': 0.8042422429595377,
'top_pct': 8,
'total_pnl': -0.5542497894022781,
'total_trades': 761,
'tp_mult': 1.1834045098534338,
'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': 0.5676741130091985,
'winning_trades': 432}
ind_param (optuna):
展開 Optuna 參數{'n_estimators': [165, 295], 'max_depth': [3, 5], 'learning_rate': [0.04, 0.09], 'trail_thr_1': [0.15, 0.35], 'trail_stop_1': [-0.15, 0.05], 'trail_thr_2': [0.35, 0.7], 'trail_stop_2': [0.0, 0.2], 'trail_thr_3': [0.8, 1.4], 'trail_stop_3': [0.2, 0.65], 'trail_thr_4': [1.45, 1.8], 'trail_stop_4': [0.4, 1.0], 'trail_thr_5': [2.5, 4.0], 'trail_stop_5': [1.5, 3.0], 'vp_subset_size': [0, 3], 'top_pct': [7, 16], 'tp_mult': [1.0, 2.0], 'sl_mult': [0.5, 1.5]}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 1489 | BTCUSDT | 5 | volume_price_pivot_v86_y_C4 | 2023-08-01 ~ 2026-07-31 | 0.539 | 0.57% | 761 | -19.230 | 0.56 | 0.801 | 0.000 | 2026-07-11 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260710_1783673414
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.1564708511143901}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.14817421272796466}, '
'{"feature": "K_high_pct_change_12", "importance": 0.14192790302021868}, '
'{"feature": "O_div_amplitude_12", "importance": 0.14117835504821075}, '
'{"feature": "O_pct_change_12", "importance": 0.1304444660546947}, '
'{"feature": "O_div_amplitude_48", "importance": 0.12068711710566289}, '
'{"feature": "K_body_size_pct", "importance": 0.12025588358654352}, '
'{"feature": "K_consecutive_shrink", "importance": 0.028057050711365966}, '
'{"feature": "O_div_binary_12", "importance": 0.007553400563374083}, '
'{"feature": "O_div_binary_48", "importance": 0.0052507600675746596}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.1564708511143901}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.14817421272796466}, {"feature": "K_high_pct_change_12", '
'"importance": 0.14192790302021868}, {"feature": '
'"O_div_amplitude_12", "importance": 0.14117835504821075}, '
'{"feature": "O_pct_change_12", "importance": '
'0.1304444660546947}, {"feature": "O_div_amplitude_48", '
'"importance": 0.12068711710566289}, {"feature": '
'"K_body_size_pct", "importance": 0.12025588358654352}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.028057050711365966}, {"feature": "O_div_binary_12", '
'"importance": 0.007553400563374083}, {"feature": '
'"O_div_binary_48", "importance": 0.0052507600675746596}]',
'_model_metadata': {'created_at': '2026-07-11T00:50:14.342201',
'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': 0.582797151316835,
'train_accuracy': 0.8013849124442373},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
'training_time_sec': 7.115789413452148},
'accuracy': 0.8013849124442373,
'avg_loss': -0.0036505774802278314,
'avg_win': 0.0014971995407237926,
'expectancy': -0.0007283177258899841,
'learning_rate': 0.07659969709057025,
'losing_trades': 329,
'max_depth': 5,
'max_drawdown': 0.5589231586871292,
'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260710_1783673414',
'n_estimators': 214,
'profit_factor': 0.5385251169337578,
'sharpe_ratio': -19.22991329663843,
'sl_mult': 0.8042422429595377,
'top_pct': 8,
'total_pnl': -0.5542497894022781,
'total_trades': 761,
'tp_mult': 1.1834045098534338,
'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': 0.5676741130091985,
'winning_trades': 432}
ind_param (optuna):
展開 Optuna 參數{'n_estimators': [165, 295], 'max_depth': [3, 5], 'learning_rate': [0.04, 0.09], 'trail_thr_1': [0.15, 0.35], 'trail_stop_1': [-0.15, 0.05], 'trail_thr_2': [0.35, 0.7], 'trail_stop_2': [0.0, 0.2], 'trail_thr_3': [0.8, 1.4], 'trail_stop_3': [0.2, 0.65], 'trail_thr_4': [1.45, 1.8], 'trail_stop_4': [0.4, 1.0], 'trail_thr_5': [2.5, 4.0], 'trail_stop_5': [1.5, 3.0], 'vp_subset_size': [0, 3], 'top_pct': [7, 16], 'tp_mult': [1.0, 2.0], 'sl_mult': [0.5, 1.5]}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 1479 | BTCUSDT | 5 | volume_price_pivot_v86_y_C4 | 2023-08-01 ~ 2026-07-31 | 0.539 | 0.57% | 761 | -19.230 | 0.56 | 0.801 | 0.000 | 2026-07-11 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260710_1783672395
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.1564708511143901}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.14817421272796466}, '
'{"feature": "K_high_pct_change_12", "importance": 0.14192790302021868}, '
'{"feature": "O_div_amplitude_12", "importance": 0.14117835504821075}, '
'{"feature": "O_pct_change_12", "importance": 0.1304444660546947}, '
'{"feature": "O_div_amplitude_48", "importance": 0.12068711710566289}, '
'{"feature": "K_body_size_pct", "importance": 0.12025588358654352}, '
'{"feature": "K_consecutive_shrink", "importance": 0.028057050711365966}, '
'{"feature": "O_div_binary_12", "importance": 0.007553400563374083}, '
'{"feature": "O_div_binary_48", "importance": 0.0052507600675746596}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.1564708511143901}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.14817421272796466}, {"feature": "K_high_pct_change_12", '
'"importance": 0.14192790302021868}, {"feature": '
'"O_div_amplitude_12", "importance": 0.14117835504821075}, '
'{"feature": "O_pct_change_12", "importance": '
'0.1304444660546947}, {"feature": "O_div_amplitude_48", '
'"importance": 0.12068711710566289}, {"feature": '
'"K_body_size_pct", "importance": 0.12025588358654352}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.028057050711365966}, {"feature": "O_div_binary_12", '
'"importance": 0.007553400563374083}, {"feature": '
'"O_div_binary_48", "importance": 0.0052507600675746596}]',
'_model_metadata': {'created_at': '2026-07-11T00:33:15.316803',
'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': 0.582797151316835,
'train_accuracy': 0.8013849124442373},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
'training_time_sec': 7.086054563522339},
'accuracy': 0.8013849124442373,
'avg_loss': -0.0036505774802278314,
'avg_win': 0.0014971995407237926,
'expectancy': -0.0007283177258899841,
'learning_rate': 0.07659969709057025,
'losing_trades': 329,
'max_depth': 5,
'max_drawdown': 0.5589231586871292,
'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260710_1783672395',
'n_estimators': 214,
'profit_factor': 0.5385251169337578,
'sharpe_ratio': -19.22991329663843,
'sl_mult': 0.8042422429595377,
'top_pct': 8,
'total_pnl': -0.5542497894022781,
'total_trades': 761,
'tp_mult': 1.1834045098534338,
'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': 0.5676741130091985,
'winning_trades': 432}
ind_param (optuna):
展開 Optuna 參數{'n_estimators': [165, 295], 'max_depth': [3, 5], 'learning_rate': [0.04, 0.09], 'trail_thr_1': [0.15, 0.35], 'trail_stop_1': [-0.15, 0.05], 'trail_thr_2': [0.35, 0.7], 'trail_stop_2': [0.0, 0.2], 'trail_thr_3': [0.8, 1.4], 'trail_stop_3': [0.2, 0.65], 'trail_thr_4': [1.45, 1.8], 'trail_stop_4': [0.4, 1.0], 'trail_thr_5': [2.5, 4.0], 'trail_stop_5': [1.5, 3.0], 'vp_subset_size': [0, 3], 'top_pct': [7, 16], 'tp_mult': [1.0, 2.0], 'sl_mult': [0.5, 1.5]}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 1474 | BTCUSDT | 5 | volume_price_pivot_v86_y_C4 | 2023-08-01 ~ 2026-07-31 | 0.539 | 0.57% | 761 | -19.230 | 0.56 | 0.801 | 0.000 | 2026-07-11 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C4_BTCUSDT_2_20260710_1783671775
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.1564708511143901}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.14817421272796466}, '
'{"feature": "K_high_pct_change_12", "importance": 0.14192790302021868}, '
'{"feature": "O_div_amplitude_12", "importance": 0.14117835504821075}, '
'{"feature": "O_pct_change_12", "importance": 0.1304444660546947}, '
'{"feature": "O_div_amplitude_48", "importance": 0.12068711710566289}, '
'{"feature": "K_body_size_pct", "importance": 0.12025588358654352}, '
'{"feature": "K_consecutive_shrink", "importance": 0.028057050711365966}, '
'{"feature": "O_div_binary_12", "importance": 0.007553400563374083}, '
'{"feature": "O_div_binary_48", "importance": 0.0052507600675746596}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.1564708511143901}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.14817421272796466}, {"feature": "K_high_pct_change_12", '
'"importance": 0.14192790302021868}, {"feature": '
'"O_div_amplitude_12", "importance": 0.14117835504821075}, '
'{"feature": "O_pct_change_12", "importance": '
'0.1304444660546947}, {"feature": "O_div_amplitude_48", '
'"importance": 0.12068711710566289}, {"feature": '
'"K_body_size_pct", "importance": 0.12025588358654352}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.028057050711365966}, {"feature": "O_div_binary_12", '
'"importance": 0.007553400563374083}, {"feature": '
'"O_div_binary_48", "importance": 0.0052507600675746596}]',
'_model_metadata': {'created_at': '2026-07-11T00:22:55.679810',
'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': 0.582797151316835,
'train_accuracy': 0.8013849124442373},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-9d34149fbd1fe777',
'training_time_sec': 7.019225120544434},
'accuracy': 0.8013849124442373,
'avg_loss': -0.0036505774802278314,
'avg_win': 0.0014971995407237926,
'expectancy': -0.0007283177258899841,
'learning_rate': 0.07659969709057025,
'losing_trades': 329,
'max_depth': 5,
'max_drawdown': 0.5589231586871292,
'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_2_20260710_1783671775',
'n_estimators': 214,
'profit_factor': 0.5385251169337578,
'sharpe_ratio': -19.22991329663843,
'sl_mult': 0.8042422429595377,
'top_pct': 8,
'total_pnl': -0.5542497894022781,
'total_trades': 761,
'tp_mult': 1.1834045098534338,
'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': 0.5676741130091985,
'winning_trades': 432}
ind_param (optuna):
展開 Optuna 參數{'n_estimators': [165, 295], 'max_depth': [3, 5], 'learning_rate': [0.04, 0.09], 'trail_thr_1': [0.15, 0.35], 'trail_stop_1': [-0.15, 0.05], 'trail_thr_2': [0.35, 0.7], 'trail_stop_2': [0.0, 0.2], 'trail_thr_3': [0.8, 1.4], 'trail_stop_3': [0.2, 0.65], 'trail_thr_4': [1.45, 1.8], 'trail_stop_4': [0.4, 1.0], 'trail_thr_5': [2.5, 4.0], 'trail_stop_5': [1.5, 3.0], 'vp_subset_size': [0, 3], 'top_pct': [7, 16], 'tp_mult': [1.0, 2.0], 'sl_mult': [0.5, 1.5]}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 1266 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-11-01 ~ 2026-05-31 | 0.535 | 0.60% | 4217 | -19.629 | 3.37 | 1.000 | 0.000 | 2026-07-07 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783403941
Data Hash: 52698cfc76d1b4eb
Feature Score:
展開('[{"feature": "O_div_amplitude_12", "importance": 0.4002640865036788}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.2575658742966978}, '
'{"feature": "K_consecutive_shrink", "importance": 0.11147298175997816}, '
'{"feature": "K_body_size_pct", "importance": 0.08328508624308725}, '
'{"feature": "O_div_amplitude_48", "importance": 0.06258164915998171}, '
'{"feature": "K_high_pct_change_12", "importance": 0.04377894499018249}, '
'{"feature": "K_close_position_in_hl", "importance": 0.022054853853857487}, '
'{"feature": "O_pct_change_12", "importance": 0.01899652319253616}, '
'{"feature": "O_div_binary_48", "importance": 0.0}, {"feature": '
'"O_div_binary_12", "importance": 0.0}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "O_div_amplitude_12", "importance": '
'0.4002640865036788}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.2575658742966978}, {"feature": "K_consecutive_shrink", '
'"importance": 0.11147298175997816}, {"feature": '
'"K_body_size_pct", "importance": 0.08328508624308725}, '
'{"feature": "O_div_amplitude_48", "importance": '
'0.06258164915998171}, {"feature": "K_high_pct_change_12", '
'"importance": 0.04377894499018249}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.022054853853857487}, {"feature": "O_pct_change_12", '
'"importance": 0.01899652319253616}, {"feature": '
'"O_div_binary_48", "importance": 0.0}, {"feature": '
'"O_div_binary_12", "importance": 0.0}]',
'_model_metadata': {'created_at': '2026-07-07T21:59:01.000161',
'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': 0.879772684100551,
'train_accuracy': 0.999603069595131},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15116,
'tags': {},
'training_data_hash': '52698cfc76d1b4eb-374708fff7719dd5',
'training_time_sec': 4.131130933761597},
'accuracy': 0.999603069595131,
'avg_loss': -0.004272044018902727,
'avg_win': 0.0015379243932803265,
'expectancy': -0.0007987382643109606,
'losing_trades': 1696,
'max_drawdown': 3.3657954917553847,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783403941',
'profit_factor': 0.5351139393254375,
'sharpe_ratio': -19.629280696334483,
'total_pnl': -3.3682792605993206,
'total_trades': 4217,
'trial_num': 0,
'win_rate': 0.5978183542802941,
'winning_trades': 2521}
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}
|
||||||||||||
| 1458 | BTCUSDT | 5 | volume_price_pivot_v86_y_C6 | 2023-08-01 ~ 2026-07-31 | 0.524 | 0.41% | 761 | -17.582 | 0.55 | 0.515 | 0.000 | 2026-07-10 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C6_BTCUSDT_2_20260710_1783662612
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "O_pct_change_12", "importance": 0.14773650793369697}, '
'{"feature": "K_body_size_pct", "importance": 0.1470962214522994}, '
'{"feature": "K_high_pct_change_12", "importance": 0.1468795442139147}, '
'{"feature": "O_div_amplitude_48", "importance": 0.14328717888249112}, '
'{"feature": "O_div_amplitude_12", "importance": 0.1327472079684789}, '
'{"feature": "K_close_position_in_hl", "importance": 0.12779061946732573}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.12536782102324193}, '
'{"feature": "K_consecutive_shrink", "importance": 0.024694784711664333}, '
'{"feature": "O_div_binary_12", "importance": 0.0037153091095859033}, '
'{"feature": "O_div_binary_48", "importance": 0.0006848052373010042}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "O_pct_change_12", "importance": '
'0.14773650793369697}, {"feature": "K_body_size_pct", '
'"importance": 0.1470962214522994}, {"feature": '
'"K_high_pct_change_12", "importance": 0.1468795442139147}, '
'{"feature": "O_div_amplitude_48", "importance": '
'0.14328717888249112}, {"feature": "O_div_amplitude_12", '
'"importance": 0.1327472079684789}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.12779061946732573}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.12536782102324193}, {"feature": "K_consecutive_shrink", '
'"importance": 0.024694784711664333}, {"feature": '
'"O_div_binary_12", "importance": 0.0037153091095859033}, '
'{"feature": "O_div_binary_48", "importance": '
'0.0006848052373010042}]',
'_model_metadata': {'created_at': '2026-07-10T21:50:12.583238',
'feature_names': ['K_momentum_pct_change_48',
'K_high_pct_change_12',
'K_close_position_in_hl',
'K_body_size_pct',
'K_consecutive_shrink',
'O_pct_change_12',
'O_div_binary_12',
'O_div_binary_48',
'O_div_amplitude_12',
'O_div_amplitude_48'],
'git_commit': 'unknown',
'hyperparameters': {'learning_rate': 0.05,
'max_depth': 3,
'n_estimators': 200,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0,
'train_accuracy': 0.5152140621878953},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-59d5966c96af7eca',
'training_time_sec': 12.043731212615967},
'accuracy': 0.5152140621878953,
'avg_loss': -0.0025771834881707116,
'avg_win': 0.0019451700296895347,
'expectancy': -0.0007230779723068524,
'losing_trades': 449,
'max_drawdown': 0.5499030021535513,
'model_file': 'volume_price_pivot_v86_y_C6_BTCUSDT_2_20260710_1783662612',
'profit_factor': 0.5244697959381869,
'sharpe_ratio': -17.581873244530524,
'total_pnl': -0.5502623369255145,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.4099868593955322,
'winning_trades': 312}
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}
|
||||||||||||
| 1394 | BTCUSDT | 5 | volume_price_pivot_v86_y_C6 | 2023-08-01 ~ 2026-07-31 | 0.522 | 0.57% | 4553 | -20.293 | 3.60 | 0.254 | 0.000 | 2026-07-10 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C6_BTCUSDT_2_20260710_1783655364
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_body_size_pct", "importance": 0.14835011410660637}, '
'{"feature": "O_pct_change_12", "importance": 0.14635647482454453}, '
'{"feature": "K_high_pct_change_12", "importance": 0.14361848085245457}, '
'{"feature": "O_div_amplitude_48", "importance": 0.1374936420305583}, '
'{"feature": "O_div_amplitude_12", "importance": 0.13421797647563916}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.1303328026587232}, '
'{"feature": "K_close_position_in_hl", "importance": 0.1285646771237865}, '
'{"feature": "K_consecutive_shrink", "importance": 0.026173085950296972}, '
'{"feature": "O_div_binary_12", "importance": 0.003431348971134446}, '
'{"feature": "O_div_binary_48", "importance": 0.0014613970062559865}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_body_size_pct", "importance": '
'0.14835011410660637}, {"feature": "O_pct_change_12", '
'"importance": 0.14635647482454453}, {"feature": '
'"K_high_pct_change_12", "importance": '
'0.14361848085245457}, {"feature": "O_div_amplitude_48", '
'"importance": 0.1374936420305583}, {"feature": '
'"O_div_amplitude_12", "importance": 0.13421797647563916}, '
'{"feature": "K_momentum_pct_change_48", "importance": '
'0.1303328026587232}, {"feature": "K_close_position_in_hl", '
'"importance": 0.1285646771237865}, {"feature": '
'"K_consecutive_shrink", "importance": '
'0.026173085950296972}, {"feature": "O_div_binary_12", '
'"importance": 0.003431348971134446}, {"feature": '
'"O_div_binary_48", "importance": 0.0014613970062559865}]',
'_model_metadata': {'created_at': '2026-07-10T19:49:23.832186',
'feature_names': ['K_momentum_pct_change_48',
'K_high_pct_change_12',
'K_close_position_in_hl',
'K_body_size_pct',
'K_consecutive_shrink',
'O_pct_change_12',
'O_div_binary_12',
'O_div_binary_48',
'O_div_amplitude_12',
'O_div_amplitude_48'],
'git_commit': 'unknown',
'hyperparameters': {'learning_rate': 0.05,
'max_depth': 3,
'n_estimators': 200,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0,
'train_accuracy': 0.25367867368000535},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-fe6d3d3bb5dd778a',
'training_time_sec': 12.113131999969482},
'accuracy': 0.25367867368000535,
'avg_loss': -0.003848441847719811,
'avg_win': 0.001516424927260184,
'expectancy': -0.0007907152320657178,
'losing_trades': 1958,
'max_drawdown': 3.6043588229229377,
'model_file': 'volume_price_pivot_v86_y_C6_BTCUSDT_2_20260710_1783655364',
'profit_factor': 0.5222286103960988,
'sharpe_ratio': -20.292921754975882,
'total_pnl': -3.6001264515952136,
'total_trades': 4553,
'trial_num': 0,
'win_rate': 0.5699538765649023,
'winning_trades': 2595}
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}
|
||||||||||||
| 1331 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-09-01 ~ 2026-05-31 | 0.522 | 0.58% | 947 | -20.402 | 0.77 | 1.000 | 0.000 | 2026-07-07 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783406500
Data Hash: c47fdc72c9c04d73
Feature Score:
展開('[{"feature": "O_div_amplitude_12", "importance": 0.7345972166417636}, '
'{"feature": "K_close_position_in_hl", "importance": 0.17903130413578788}, '
'{"feature": "K_body_size_pct", "importance": 0.03864281584416915}, '
'{"feature": "K_high_pct_change_12", "importance": 0.03109022786879798}, '
'{"feature": "O_pct_change_12", "importance": 0.009434140792633055}, '
'{"feature": "K_momentum_pct_change_48", "importance": '
'0.0056628601370601285}, {"feature": "O_div_amplitude_48", "importance": '
'0.0015391085752056014}, {"feature": "O_div_binary_48", "importance": '
'2.326004582654085e-06}, {"feature": "K_consecutive_shrink", "importance": '
'3.30618562555503e-17}, {"feature": "O_div_binary_12", "importance": 0.0}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "O_div_amplitude_12", "importance": '
'0.7345972166417636}, {"feature": "K_close_position_in_hl", '
'"importance": 0.17903130413578788}, {"feature": '
'"K_body_size_pct", "importance": 0.03864281584416915}, '
'{"feature": "K_high_pct_change_12", "importance": '
'0.03109022786879798}, {"feature": "O_pct_change_12", '
'"importance": 0.009434140792633055}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0056628601370601285}, {"feature": "O_div_amplitude_48", '
'"importance": 0.0015391085752056014}, {"feature": '
'"O_div_binary_48", "importance": 2.326004582654085e-06}, '
'{"feature": "K_consecutive_shrink", "importance": '
'3.30618562555503e-17}, {"feature": "O_div_binary_12", '
'"importance": 0.0}]',
'_model_metadata': {'created_at': '2026-07-07T22:41:40.146599',
'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': 0.6802568855932204,
'train_accuracy': 0.9998674267532812},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15086,
'tags': {},
'training_data_hash': 'c47fdc72c9c04d73-374708fff7719dd5',
'training_time_sec': 4.155959844589233},
'accuracy': 0.9998674267532812,
'avg_loss': -0.003996782836784112,
'avg_win': 0.0015319369968801015,
'expectancy': -0.0008091576739745445,
'losing_trades': 401,
'max_drawdown': 0.7739545974677896,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783406500',
'profit_factor': 0.5218895766084364,
'sharpe_ratio': -20.401683849320584,
'total_pnl': -0.7662723172538937,
'total_trades': 947,
'trial_num': 0,
'win_rate': 0.5765575501583949,
'winning_trades': 546}
ind_param (optuna):
展開 Optuna 參數{}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 1524 | BTCUSDT | 5 | volume_price_pivot_v86_y_C3 | 2023-08-01 ~ 2026-07-31 | 0.521 | 0.61% | 761 | -20.737 | 0.67 | 0.923 | 0.000 | 2026-07-11 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C3_BTCUSDT_2_20260710_1783676051
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.19248035044607498}, '
'{"feature": "O_div_amplitude_12", "importance": 0.1584417727545543}, '
'{"feature": "K_close_position_in_hl", "importance": 0.12225049233143372}, '
'{"feature": "O_pct_change_12", "importance": 0.1220722223625276}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.11009038773659155}, '
'{"feature": "K_body_size_pct", "importance": 0.10872871142125064}, '
'{"feature": "O_div_amplitude_48", "importance": 0.09311360390693048}, '
'{"feature": "K_consecutive_shrink", "importance": 0.04850605312505967}, '
'{"feature": "O_div_binary_12", "importance": 0.03966342963856175}, '
'{"feature": "O_div_binary_48", "importance": 0.004652976277015329}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.19248035044607498}, {"feature": "O_div_amplitude_12", '
'"importance": 0.1584417727545543}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.12225049233143372}, {"feature": "O_pct_change_12", '
'"importance": 0.1220722223625276}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.11009038773659155}, {"feature": "K_body_size_pct", '
'"importance": 0.10872871142125064}, {"feature": '
'"O_div_amplitude_48", "importance": 0.09311360390693048}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.04850605312505967}, {"feature": "O_div_binary_12", '
'"importance": 0.03966342963856175}, {"feature": '
'"O_div_binary_48", "importance": 0.004652976277015329}]',
'_model_metadata': {'created_at': '2026-07-11T01:34:11.266632',
'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': 0.6768085360450244,
'train_accuracy': 0.9230974099474},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 6.924476385116577},
'accuracy': 0.9230974099474,
'avg_loss': -0.004696834287878599,
'avg_win': 0.0015576460780477553,
'expectancy': -0.0008751084401049397,
'learning_rate': 0.07659969709057025,
'losing_trades': 296,
'max_depth': 5,
'max_drawdown': 0.6681591135909063,
'model_file': 'volume_price_pivot_v86_y_C3_BTCUSDT_2_20260710_1783676051',
'n_bars': 6,
'n_estimators': 214,
'profit_factor': 0.5209844847715376,
'sharpe_ratio': -20.737416600287883,
'top_pct': 8,
'total_pnl': -0.665957522919859,
'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': 0.6110381077529566,
'window': 9,
'winning_trades': 465}
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}
|
||||||||||||
| 1557 | BTCUSDT | 5 | volume_price_pivot_v86_y_C3 | 2023-08-01 ~ 2026-07-31 | 0.521 | 0.61% | 761 | -20.737 | 0.67 | 0.923 | 0.000 | 2026-07-11 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C3_BTCUSDT_2_20260710_1783677843
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.19248035044607498}, '
'{"feature": "O_div_amplitude_12", "importance": 0.1584417727545543}, '
'{"feature": "K_close_position_in_hl", "importance": 0.12225049233143372}, '
'{"feature": "O_pct_change_12", "importance": 0.1220722223625276}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.11009038773659155}, '
'{"feature": "K_body_size_pct", "importance": 0.10872871142125064}, '
'{"feature": "O_div_amplitude_48", "importance": 0.09311360390693048}, '
'{"feature": "K_consecutive_shrink", "importance": 0.04850605312505967}, '
'{"feature": "O_div_binary_12", "importance": 0.03966342963856175}, '
'{"feature": "O_div_binary_48", "importance": 0.004652976277015329}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.19248035044607498}, {"feature": "O_div_amplitude_12", '
'"importance": 0.1584417727545543}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.12225049233143372}, {"feature": "O_pct_change_12", '
'"importance": 0.1220722223625276}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.11009038773659155}, {"feature": "K_body_size_pct", '
'"importance": 0.10872871142125064}, {"feature": '
'"O_div_amplitude_48", "importance": 0.09311360390693048}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.04850605312505967}, {"feature": "O_div_binary_12", '
'"importance": 0.03966342963856175}, {"feature": '
'"O_div_binary_48", "importance": 0.004652976277015329}]',
'_model_metadata': {'created_at': '2026-07-11T02:04:03.375957',
'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': 0.6768085360450244,
'train_accuracy': 0.9230974099474},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 6.887159824371338},
'accuracy': 0.9230974099474,
'avg_loss': -0.004696834287878599,
'avg_win': 0.0015576460780477553,
'expectancy': -0.0008751084401049397,
'learning_rate': 0.07659969709057025,
'losing_trades': 296,
'max_depth': 5,
'max_drawdown': 0.6681591135909063,
'model_file': 'volume_price_pivot_v86_y_C3_BTCUSDT_2_20260710_1783677843',
'n_bars': 6,
'n_estimators': 214,
'profit_factor': 0.5209844847715376,
'sharpe_ratio': -20.737416600287883,
'top_pct': 8,
'total_pnl': -0.665957522919859,
'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': 0.6110381077529566,
'window': 9,
'winning_trades': 465}
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}
|
||||||||||||
| 1498 | BTCUSDT | 5 | volume_price_pivot_v86_y_C3 | 2023-08-01 ~ 2026-07-31 | 0.521 | 0.61% | 761 | -20.737 | 0.67 | 0.923 | 0.000 | 2026-07-11 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C3_BTCUSDT_2_20260710_1783674876
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.19248035044607498}, '
'{"feature": "O_div_amplitude_12", "importance": 0.1584417727545543}, '
'{"feature": "K_close_position_in_hl", "importance": 0.12225049233143372}, '
'{"feature": "O_pct_change_12", "importance": 0.1220722223625276}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.11009038773659155}, '
'{"feature": "K_body_size_pct", "importance": 0.10872871142125064}, '
'{"feature": "O_div_amplitude_48", "importance": 0.09311360390693048}, '
'{"feature": "K_consecutive_shrink", "importance": 0.04850605312505967}, '
'{"feature": "O_div_binary_12", "importance": 0.03966342963856175}, '
'{"feature": "O_div_binary_48", "importance": 0.004652976277015329}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.19248035044607498}, {"feature": "O_div_amplitude_12", '
'"importance": 0.1584417727545543}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.12225049233143372}, {"feature": "O_pct_change_12", '
'"importance": 0.1220722223625276}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.11009038773659155}, {"feature": "K_body_size_pct", '
'"importance": 0.10872871142125064}, {"feature": '
'"O_div_amplitude_48", "importance": 0.09311360390693048}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.04850605312505967}, {"feature": "O_div_binary_12", '
'"importance": 0.03966342963856175}, {"feature": '
'"O_div_binary_48", "importance": 0.004652976277015329}]',
'_model_metadata': {'created_at': '2026-07-11T01:14:36.477200',
'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': 0.6768085360450244,
'train_accuracy': 0.9230974099474},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 6.914405345916748},
'accuracy': 0.9230974099474,
'avg_loss': -0.004696834287878599,
'avg_win': 0.0015576460780477553,
'expectancy': -0.0008751084401049397,
'learning_rate': 0.07659969709057025,
'losing_trades': 296,
'max_depth': 5,
'max_drawdown': 0.6681591135909063,
'model_file': 'volume_price_pivot_v86_y_C3_BTCUSDT_2_20260710_1783674876',
'n_bars': 6,
'n_estimators': 214,
'profit_factor': 0.5209844847715376,
'sharpe_ratio': -20.737416600287883,
'top_pct': 8,
'total_pnl': -0.665957522919859,
'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': 0.6110381077529566,
'window': 9,
'winning_trades': 465}
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}
|
||||||||||||