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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
1532	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_1783676383 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': '2026-07-11T01:39:43.217243', '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': 6.977882146835327}, '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_1783676383', '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}
1540	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_1783676738 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': '2026-07-11T01:45:38.024107', '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': 6.8879687786102295}, '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_1783676738', '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}
1548	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_1783677071 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': '2026-07-11T01:51:10.880119', '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': 6.876044034957886}, '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_1783677071', '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}
1566	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_1783678239 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': '2026-07-11T02:10:39.741682', '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': 6.900851249694824}, '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_1783678239', '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}
1509	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_1783675386 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': '2026-07-11T01:23:05.921090', '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': 6.920125246047974}, '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_1783675386', '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}
1576	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_20260711_1783729556 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': '2026-07-11T16:25:55.984156', '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': 6.7635815143585205}, '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_20260711_1783729556', '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}
1502	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_1783675031 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': '2026-07-11T01:17:11.605316', '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': 6.937704086303711}, '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_1783675031', '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}
142	BTCUSDT	60	knn_resonance_5dc	2025-01-01 ~ 2025-12-31	0.520	0.45%	22	-21.124	0.25	0.000	0.000	2026-05-04
Model: - (vv1) Model File: - Data Hash: - Feature Score: - Training Strategy: - param (JSON): 展開 JSON {'avg_loss': -0.041707670779186086, 'avg_win': 0.02600792046871478, 'expectancy': -0.010927856575594783, 'knn_window': 140.0, 'lb': 0.0011035868663849017, 'losing_trades': 12.0, 'max_drawdown': 0.25231816510576854, 'max_hold_bars': 213.0, 'period_adx': 31.0, 'period_atr': 15.0, 'period_bb': 23.0, 'period_chop': 16.0, 'period_lookback': 151.0, 'period_mfi': 19.0, 'period_rsi': 21.0, 'profit_factor': 0.5196470254118867, 'sharpe_ratio': -21.12427464141536, 'sl_mult': 2.003626232819252, 'sl_mult_short': 3.3815923860317065, 'tb_horizon': 82.0, 'total_pnl': -0.24041284466308527, 'total_trades': 22.0, 'tp_mult': 5.007192416152466, 'tp_mult_short': 5.435879853262432, 'tsl_activate_mult': 2.062430558503302, 'tsl_trail_mult': 2.0701036589224824, 'ub': 0.0010378309485498266, 'w_bbw': 0.579830842353017, 'w_chop': 0.3298083630680045, 'w_energy': 1.6931069738781, 'w_flow': 0.4075526820963854, 'w_stress': 0.9190430828295613, 'win_rate': 0.45454545454545453, 'winning_trades': 10.0} ind_param (optuna): 展開 Optuna 參數 {'period_rsi': [7, 30], 'period_mfi': [7, 30], 'period_atr': [12, 40], 'period_adx': [15, 40], 'period_bb': [10, 40], 'period_chop': [7, 30], 'period_lookback': [120, 160], 'tb_horizon': [80, 200], 'ub': [0.001, 0.02], 'lb': [0.001, 0.02], 'knn_window': [140, 190], 'w_energy': [0.3, 2.0], 'w_flow': [0.3, 2.0], 'w_stress': [0.3, 2.0], 'w_bbw': [0.1, 1.5], 'w_chop': [0.1, 1.5], 'day_hold': [2, 2], 'tp_mult': [1.0, 6.0], 'sl_mult': [1.0, 6.0], 'tp_mult_short': [1.0, 6.0], 'sl_mult_short': [1.0, 6.0], 'tsl_activate_mult': [1.0, 5.0], 'tsl_trail_mult': [0.5, 3.0], 'max_hold_bars': [24, 288]}
1578	BTCUSDT	5	volume_price_pivot_v86_y_C8	2023-08-01 ~ 2026-07-31	0.517	0.58%	4171	-20.548	3.43	0.000	0.000	2026-07-11
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C8_BTCUSDT_2_20260711_1783729623 Data Hash: 938ab6efac7e98b1 Feature Score: 展開 ('[{"feature": "K_high_pct_change_12", "importance": 0.16063792947811562}, ' '{"feature": "K_momentum_pct_change_48", "importance": 0.15903749050367966}, ' '{"feature": "O_div_amplitude_12", "importance": 0.15062601246649018}, ' '{"feature": "O_div_amplitude_48", "importance": 0.14909656564909748}, ' '{"feature": "K_body_size_pct", "importance": 0.12900853839471585}, ' '{"feature": "K_close_position_in_hl", "importance": 0.1155247486659445}, ' '{"feature": "O_pct_change_12", "importance": 0.08813332709634013}, ' '{"feature": "K_consecutive_shrink", "importance": 0.026889052311083895}, ' '{"feature": "O_div_binary_12", "importance": 0.0174668449634796}, ' '{"feature": "O_div_binary_48", "importance": 0.003579490471053011}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": ' '0.16063792947811562}, {"feature": ' '"K_momentum_pct_change_48", "importance": ' '0.15903749050367966}, {"feature": "O_div_amplitude_12", ' '"importance": 0.15062601246649018}, {"feature": ' '"O_div_amplitude_48", "importance": 0.14909656564909748}, ' '{"feature": "K_body_size_pct", "importance": ' '0.12900853839471585}, {"feature": ' '"K_close_position_in_hl", "importance": ' '0.1155247486659445}, {"feature": "O_pct_change_12", ' '"importance": 0.08813332709634013}, {"feature": ' '"K_consecutive_shrink", "importance": ' '0.026889052311083895}, {"feature": "O_div_binary_12", ' '"importance": 0.0174668449634796}, {"feature": ' '"O_div_binary_48", "importance": 0.003579490471053011}]', '_model_metadata': {'created_at': '2026-07-11T16:27:03.132984', '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': 0.00013316465809974033}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15019, 'tags': {}, 'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5', 'training_time_sec': 6.8686134815216064}, 'accuracy': 0.00013316465809974033, 'avg_loss': -0.004000951872020659, 'avg_win': 0.001523328282051793, 'expectancy': -0.0008182989805711017, 'learning_rate': 0.07659969709057025, 'losing_trades': 1768, 'max_depth': 5, 'max_drawdown': 3.4289815578031475, 'model_file': 'volume_price_pivot_v86_y_C8_BTCUSDT_2_20260711_1783729623', 'n_estimators': 214, 'period_lookback': 11, 'profit_factor': 0.5174896738351075, 'sharpe_ratio': -20.54826530095343, 'top_pct': 8, 'total_pnl': -3.4131250479620667, 'total_trades': 4171, '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': 0.5761208343322944, 'winning_trades': 2403} ind_param (optuna): 展開 Optuna 參數 {'n_estimators': [165, 295], 'max_depth': [3, 5], 'learning_rate': [0.04, 0.09], 'trail_thr_1': [0.15, 0.35], 'trail_stop_1': [-0.15, 0.05], 'trail_thr_2': [0.35, 0.7], 'trail_stop_2': [0.0, 0.2], 'trail_thr_3': [0.8, 1.4], 'trail_stop_3': [0.2, 0.65], 'trail_thr_4': [1.45, 1.8], 'trail_stop_4': [0.4, 1.0], 'trail_thr_5': [2.5, 4.0], 'trail_stop_5': [1.5, 3.0], 'vp_subset_size': [0, 3], 'top_pct': [7, 16], 'period_lookback': [11, 13]} Fold Config: 展開 {'method': 'expanding-window-walk-forward', 'min_train_bars': 500, 'n_splits': 4, 'purge_days': 0, 'test_window_months': 6, 'train_window_months': 6}
1512	BTCUSDT	5	volume_price_pivot_v86_y_C6	2023-08-01 ~ 2026-07-31	0.515	0.57%	761	-20.895	0.62	0.514	0.000	2026-07-11
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C6_BTCUSDT_2_20260710_1783675532 Data Hash: 938ab6efac7e98b1 Feature Score: 展開 ('[{"feature": "K_momentum_pct_change_48", "importance": 0.14068850840645455}, ' '{"feature": "K_high_pct_change_12", "importance": 0.1403180569165928}, ' '{"feature": "K_close_position_in_hl", "importance": 0.14020821646940476}, ' '{"feature": "K_body_size_pct", "importance": 0.13964910621471535}, ' '{"feature": "O_div_amplitude_48", "importance": 0.13620844559002732}, ' '{"feature": "O_div_amplitude_12", "importance": 0.13046691810814692}, ' '{"feature": "O_pct_change_12", "importance": 0.12972112748767053}, ' '{"feature": "K_consecutive_shrink", "importance": 0.031655706290131404}, ' '{"feature": "O_div_binary_12", "importance": 0.005875305491570727}, ' '{"feature": "O_div_binary_48", "importance": 0.005208609025285697}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "K_momentum_pct_change_48", "importance": ' '0.14068850840645455}, {"feature": "K_high_pct_change_12", ' '"importance": 0.1403180569165928}, {"feature": ' '"K_close_position_in_hl", "importance": ' '0.14020821646940476}, {"feature": "K_body_size_pct", ' '"importance": 0.13964910621471535}, {"feature": ' '"O_div_amplitude_48", "importance": 0.13620844559002732}, ' '{"feature": "O_div_amplitude_12", "importance": ' '0.13046691810814692}, {"feature": "O_pct_change_12", ' '"importance": 0.12972112748767053}, {"feature": ' '"K_consecutive_shrink", "importance": ' '0.031655706290131404}, {"feature": "O_div_binary_12", ' '"importance": 0.005875305491570727}, {"feature": ' '"O_div_binary_48", "importance": 0.005208609025285697}]', '_model_metadata': {'created_at': '2026-07-11T01:25:32.597230', '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': 0.5139489979359478}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15019, 'tags': {}, 'training_data_hash': '938ab6efac7e98b1-b1535c7783ea8829', 'training_time_sec': 20.81544518470764}, 'accuracy': 0.5139489979359478, 'avg_loss': -0.00392433773012361, 'avg_win': 0.0015214376928674432, 'expectancy': -0.0008185998410590668, 'learning_rate': 0.07659969709057025, 'losing_trades': 327, 'max_depth': 5, 'max_drawdown': 0.6247462092930929, 'model_file': 'volume_price_pivot_v86_y_C6_BTCUSDT_2_20260710_1783675532', 'n_bars': 8, 'n_clusters': 4, 'n_estimators': 214, 'profit_factor': 0.5145525946137532, 'sharpe_ratio': -20.89537489651798, 'top_pct': 8, 'total_pnl': -0.62295447904595, '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': 0.5703022339027596, 'winning_trades': 434} 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}
1569	BTCUSDT	5	volume_price_pivot_v86_y_C6	2023-08-01 ~ 2026-07-31	0.514	0.57%	2868	-20.737	2.36	0.242	0.000	2026-07-11
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C6_BTCUSDT_2_20260710_1783678387 Data Hash: 938ab6efac7e98b1 Feature Score: 展開 ('[{"feature": "K_high_pct_change_12", "importance": 0.1415133719946662}, ' '{"feature": "K_close_position_in_hl", "importance": 0.14009381987110425}, ' '{"feature": "K_momentum_pct_change_48", "importance": 0.13707010327817357}, ' '{"feature": "O_div_amplitude_48", "importance": 0.13700860162097414}, ' '{"feature": "O_pct_change_12", "importance": 0.13606731830182786}, ' '{"feature": "K_body_size_pct", "importance": 0.13604265477588723}, ' '{"feature": "O_div_amplitude_12", "importance": 0.1307827076347264}, ' '{"feature": "K_consecutive_shrink", "importance": 0.03186483951065746}, ' '{"feature": "O_div_binary_12", "importance": 0.005484806576834125}, ' '{"feature": "O_div_binary_48", "importance": 0.004071776435148607}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": ' '0.1415133719946662}, {"feature": "K_close_position_in_hl", ' '"importance": 0.14009381987110425}, {"feature": ' '"K_momentum_pct_change_48", "importance": ' '0.13707010327817357}, {"feature": "O_div_amplitude_48", ' '"importance": 0.13700860162097414}, {"feature": ' '"O_pct_change_12", "importance": 0.13606731830182786}, ' '{"feature": "K_body_size_pct", "importance": ' '0.13604265477588723}, {"feature": "O_div_amplitude_12", ' '"importance": 0.1307827076347264}, {"feature": ' '"K_consecutive_shrink", "importance": ' '0.03186483951065746}, {"feature": "O_div_binary_12", ' '"importance": 0.005484806576834125}, {"feature": ' '"O_div_binary_48", "importance": 0.004071776435148607}]', '_model_metadata': {'created_at': '2026-07-11T02:13:06.960026', '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': 0.24196018376722817}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15019, 'tags': {}, 'training_data_hash': '938ab6efac7e98b1-96fb5e4a2704b410', 'training_time_sec': 21.09234881401062}, 'accuracy': 0.24196018376722817, 'avg_loss': -0.003943920071891373, 'avg_win': 0.0015233338026414453, 'expectancy': -0.0008214089678171901, 'learning_rate': 0.07659969709057025, 'losing_trades': 1230, 'max_depth': 5, 'max_drawdown': 2.356204319699692, 'model_file': 'volume_price_pivot_v86_y_C6_BTCUSDT_2_20260710_1783678387', 'n_bars': 8, 'n_clusters': 4, 'n_estimators': 214, 'profit_factor': 0.5143701531328561, 'sharpe_ratio': -20.73744940007373, 'top_pct': 8, 'total_pnl': -2.3558009196997016, 'total_trades': 2868, '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': 0.5711297071129707, 'winning_trades': 1638} 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}
1430	BTCUSDT	5	volume_price_pivot_v86_y_C6	2023-08-01 ~ 2026-07-31	0.512	0.57%	4553	-20.894	3.73	0.023	0.000	2026-07-10
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C6_BTCUSDT_2_20260710_1783656969 Data Hash: 938ab6efac7e98b1 Feature Score: 展開 ('[{"feature": "K_high_pct_change_12", "importance": 0.15861693165891222}, ' '{"feature": "K_body_size_pct", "importance": 0.14172081537024558}, ' '{"feature": "K_momentum_pct_change_48", "importance": 0.13974587548190548}, ' '{"feature": "O_div_amplitude_48", "importance": 0.1396211063474757}, ' '{"feature": "O_pct_change_12", "importance": 0.13400016603825238}, ' '{"feature": "K_close_position_in_hl", "importance": 0.1333432593525348}, ' '{"feature": "O_div_amplitude_12", "importance": 0.12244383158129926}, ' '{"feature": "K_consecutive_shrink", "importance": 0.02492194938842021}, ' '{"feature": "O_div_binary_48", "importance": 0.0033871110488751465}, ' '{"feature": "O_div_binary_12", "importance": 0.0021989537320793156}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": ' '0.15861693165891222}, {"feature": "K_body_size_pct", ' '"importance": 0.14172081537024558}, {"feature": ' '"K_momentum_pct_change_48", "importance": ' '0.13974587548190548}, {"feature": "O_div_amplitude_48", ' '"importance": 0.1396211063474757}, {"feature": ' '"O_pct_change_12", "importance": 0.13400016603825238}, ' '{"feature": "K_close_position_in_hl", "importance": ' '0.1333432593525348}, {"feature": "O_div_amplitude_12", ' '"importance": 0.12244383158129926}, {"feature": ' '"K_consecutive_shrink", "importance": ' '0.02492194938842021}, {"feature": "O_div_binary_48", ' '"importance": 0.0033871110488751465}, {"feature": ' '"O_div_binary_12", "importance": 0.0021989537320793156}]', '_model_metadata': {'created_at': '2026-07-10T20:16:08.582518', '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': 0.023104068180304946}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15019, 'tags': {}, 'training_data_hash': '938ab6efac7e98b1-8e8f6841378f772c', 'training_time_sec': 16.10558581352234}, 'accuracy': 0.023104068180304946, 'avg_loss': -0.0038607951128439622, 'avg_win': 0.0015169853338191854, 'expectancy': -0.0008181501687182717, 'losing_trades': 1977, 'max_drawdown': 3.7286423181742254, 'model_file': 'volume_price_pivot_v86_y_C6_BTCUSDT_2_20260710_1783656969', 'profit_factor': 0.5119691787242396, 'sharpe_ratio': -20.894441877537236, 'total_pnl': -3.725037718174291, 'total_trades': 4553, 'trial_num': 0, 'win_rate': 0.5657808038655832, 'winning_trades': 2576} 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}
1435	BTCUSDT	5	volume_price_pivot_v86_y_C6	2023-08-01 ~ 2026-07-31	0.512	0.57%	4553	-20.894	3.73	0.023	0.000	2026-07-10
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C6_BTCUSDT_2_20260710_1783657324 Data Hash: 938ab6efac7e98b1 Feature Score: 展開 ('[{"feature": "K_high_pct_change_12", "importance": 0.15861693165891222}, ' '{"feature": "K_body_size_pct", "importance": 0.14172081537024558}, ' '{"feature": "K_momentum_pct_change_48", "importance": 0.13974587548190548}, ' '{"feature": "O_div_amplitude_48", "importance": 0.1396211063474757}, ' '{"feature": "O_pct_change_12", "importance": 0.13400016603825238}, ' '{"feature": "K_close_position_in_hl", "importance": 0.1333432593525348}, ' '{"feature": "O_div_amplitude_12", "importance": 0.12244383158129926}, ' '{"feature": "K_consecutive_shrink", "importance": 0.02492194938842021}, ' '{"feature": "O_div_binary_48", "importance": 0.0033871110488751465}, ' '{"feature": "O_div_binary_12", "importance": 0.0021989537320793156}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": ' '0.15861693165891222}, {"feature": "K_body_size_pct", ' '"importance": 0.14172081537024558}, {"feature": ' '"K_momentum_pct_change_48", "importance": ' '0.13974587548190548}, {"feature": "O_div_amplitude_48", ' '"importance": 0.1396211063474757}, {"feature": ' '"O_pct_change_12", "importance": 0.13400016603825238}, ' '{"feature": "K_close_position_in_hl", "importance": ' '0.1333432593525348}, {"feature": "O_div_amplitude_12", ' '"importance": 0.12244383158129926}, {"feature": ' '"K_consecutive_shrink", "importance": ' '0.02492194938842021}, {"feature": "O_div_binary_48", ' '"importance": 0.0033871110488751465}, {"feature": ' '"O_div_binary_12", "importance": 0.0021989537320793156}]', '_model_metadata': {'created_at': '2026-07-10T20:22:04.063732', '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': 0.023104068180304946}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15019, 'tags': {}, 'training_data_hash': '938ab6efac7e98b1-8e8f6841378f772c', 'training_time_sec': 16.059715032577515}, 'accuracy': 0.023104068180304946, 'avg_loss': -0.0038607951128439622, 'avg_win': 0.0015169853338191854, 'expectancy': -0.0008181501687182717, 'losing_trades': 1977, 'max_drawdown': 3.7286423181742254, 'model_file': 'volume_price_pivot_v86_y_C6_BTCUSDT_2_20260710_1783657324', 'profit_factor': 0.5119691787242396, 'sharpe_ratio': -20.894441877537236, 'total_pnl': -3.725037718174291, 'total_trades': 4553, 'trial_num': 0, 'win_rate': 0.5657808038655832, 'winning_trades': 2576} 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}
1434	BTCUSDT	5	volume_price_pivot_v86_y_C6	2023-08-01 ~ 2026-07-31	0.512	0.57%	4553	-20.894	3.73	0.023	0.000	2026-07-10
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C6_BTCUSDT_2_20260710_1783657253 Data Hash: 938ab6efac7e98b1 Feature Score: 展開 ('[{"feature": "K_high_pct_change_12", "importance": 0.15861693165891222}, ' '{"feature": "K_body_size_pct", "importance": 0.14172081537024558}, ' '{"feature": "K_momentum_pct_change_48", "importance": 0.13974587548190548}, ' '{"feature": "O_div_amplitude_48", "importance": 0.1396211063474757}, ' '{"feature": "O_pct_change_12", "importance": 0.13400016603825238}, ' '{"feature": "K_close_position_in_hl", "importance": 0.1333432593525348}, ' '{"feature": "O_div_amplitude_12", "importance": 0.12244383158129926}, ' '{"feature": "K_consecutive_shrink", "importance": 0.02492194938842021}, ' '{"feature": "O_div_binary_48", "importance": 0.0033871110488751465}, ' '{"feature": "O_div_binary_12", "importance": 0.0021989537320793156}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": ' '0.15861693165891222}, {"feature": "K_body_size_pct", ' '"importance": 0.14172081537024558}, {"feature": ' '"K_momentum_pct_change_48", "importance": ' '0.13974587548190548}, {"feature": "O_div_amplitude_48", ' '"importance": 0.1396211063474757}, {"feature": ' '"O_pct_change_12", "importance": 0.13400016603825238}, ' '{"feature": "K_close_position_in_hl", "importance": ' '0.1333432593525348}, {"feature": "O_div_amplitude_12", ' '"importance": 0.12244383158129926}, {"feature": ' '"K_consecutive_shrink", "importance": ' '0.02492194938842021}, {"feature": "O_div_binary_48", ' '"importance": 0.0033871110488751465}, {"feature": ' '"O_div_binary_12", "importance": 0.0021989537320793156}]', '_model_metadata': {'created_at': '2026-07-10T20:20:52.854600', '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': 0.023104068180304946}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15019, 'tags': {}, 'training_data_hash': '938ab6efac7e98b1-8e8f6841378f772c', 'training_time_sec': 16.08208727836609}, 'accuracy': 0.023104068180304946, 'avg_loss': -0.0038607951128439622, 'avg_win': 0.0015169853338191854, 'expectancy': -0.0008181501687182717, 'losing_trades': 1977, 'max_drawdown': 3.7286423181742254, 'model_file': 'volume_price_pivot_v86_y_C6_BTCUSDT_2_20260710_1783657253', 'profit_factor': 0.5119691787242396, 'sharpe_ratio': -20.894441877537236, 'total_pnl': -3.725037718174291, 'total_trades': 4553, 'trial_num': 0, 'win_rate': 0.5657808038655832, 'winning_trades': 2576} 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}
1433	BTCUSDT	5	volume_price_pivot_v86_y_C6	2023-08-01 ~ 2026-07-31	0.512	0.57%	4553	-20.894	3.73	0.023	0.000	2026-07-10
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C6_BTCUSDT_2_20260710_1783657182 Data Hash: 938ab6efac7e98b1 Feature Score: 展開 ('[{"feature": "K_high_pct_change_12", "importance": 0.15861693165891222}, ' '{"feature": "K_body_size_pct", "importance": 0.14172081537024558}, ' '{"feature": "K_momentum_pct_change_48", "importance": 0.13974587548190548}, ' '{"feature": "O_div_amplitude_48", "importance": 0.1396211063474757}, ' '{"feature": "O_pct_change_12", "importance": 0.13400016603825238}, ' '{"feature": "K_close_position_in_hl", "importance": 0.1333432593525348}, ' '{"feature": "O_div_amplitude_12", "importance": 0.12244383158129926}, ' '{"feature": "K_consecutive_shrink", "importance": 0.02492194938842021}, ' '{"feature": "O_div_binary_48", "importance": 0.0033871110488751465}, ' '{"feature": "O_div_binary_12", "importance": 0.0021989537320793156}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": ' '0.15861693165891222}, {"feature": "K_body_size_pct", ' '"importance": 0.14172081537024558}, {"feature": ' '"K_momentum_pct_change_48", "importance": ' '0.13974587548190548}, {"feature": "O_div_amplitude_48", ' '"importance": 0.1396211063474757}, {"feature": ' '"O_pct_change_12", "importance": 0.13400016603825238}, ' '{"feature": "K_close_position_in_hl", "importance": ' '0.1333432593525348}, {"feature": "O_div_amplitude_12", ' '"importance": 0.12244383158129926}, {"feature": ' '"K_consecutive_shrink", "importance": ' '0.02492194938842021}, {"feature": "O_div_binary_48", ' '"importance": 0.0033871110488751465}, {"feature": ' '"O_div_binary_12", "importance": 0.0021989537320793156}]', '_model_metadata': {'created_at': '2026-07-10T20:19:41.839240', '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': 0.023104068180304946}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15019, 'tags': {}, 'training_data_hash': '938ab6efac7e98b1-8e8f6841378f772c', 'training_time_sec': 16.071470737457275}, 'accuracy': 0.023104068180304946, 'avg_loss': -0.0038607951128439622, 'avg_win': 0.0015169853338191854, 'expectancy': -0.0008181501687182717, 'losing_trades': 1977, 'max_drawdown': 3.7286423181742254, 'model_file': 'volume_price_pivot_v86_y_C6_BTCUSDT_2_20260710_1783657182', 'profit_factor': 0.5119691787242396, 'sharpe_ratio': -20.894441877537236, 'total_pnl': -3.725037718174291, 'total_trades': 4553, 'trial_num': 0, 'win_rate': 0.5657808038655832, 'winning_trades': 2576} 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}
1432	BTCUSDT	5	volume_price_pivot_v86_y_C6	2023-08-01 ~ 2026-07-31	0.512	0.57%	4553	-20.894	3.73	0.023	0.000	2026-07-10
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C6_BTCUSDT_2_20260710_1783657111 Data Hash: 938ab6efac7e98b1 Feature Score: 展開 ('[{"feature": "K_high_pct_change_12", "importance": 0.15861693165891222}, ' '{"feature": "K_body_size_pct", "importance": 0.14172081537024558}, ' '{"feature": "K_momentum_pct_change_48", "importance": 0.13974587548190548}, ' '{"feature": "O_div_amplitude_48", "importance": 0.1396211063474757}, ' '{"feature": "O_pct_change_12", "importance": 0.13400016603825238}, ' '{"feature": "K_close_position_in_hl", "importance": 0.1333432593525348}, ' '{"feature": "O_div_amplitude_12", "importance": 0.12244383158129926}, ' '{"feature": "K_consecutive_shrink", "importance": 0.02492194938842021}, ' '{"feature": "O_div_binary_48", "importance": 0.0033871110488751465}, ' '{"feature": "O_div_binary_12", "importance": 0.0021989537320793156}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": ' '0.15861693165891222}, {"feature": "K_body_size_pct", ' '"importance": 0.14172081537024558}, {"feature": ' '"K_momentum_pct_change_48", "importance": ' '0.13974587548190548}, {"feature": "O_div_amplitude_48", ' '"importance": 0.1396211063474757}, {"feature": ' '"O_pct_change_12", "importance": 0.13400016603825238}, ' '{"feature": "K_close_position_in_hl", "importance": ' '0.1333432593525348}, {"feature": "O_div_amplitude_12", ' '"importance": 0.12244383158129926}, {"feature": ' '"K_consecutive_shrink", "importance": ' '0.02492194938842021}, {"feature": "O_div_binary_48", ' '"importance": 0.0033871110488751465}, {"feature": ' '"O_div_binary_12", "importance": 0.0021989537320793156}]', '_model_metadata': {'created_at': '2026-07-10T20:18:30.778531', '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': 0.023104068180304946}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15019, 'tags': {}, 'training_data_hash': '938ab6efac7e98b1-8e8f6841378f772c', 'training_time_sec': 15.905861377716064}, 'accuracy': 0.023104068180304946, 'avg_loss': -0.0038607951128439622, 'avg_win': 0.0015169853338191854, 'expectancy': -0.0008181501687182717, 'losing_trades': 1977, 'max_drawdown': 3.7286423181742254, 'model_file': 'volume_price_pivot_v86_y_C6_BTCUSDT_2_20260710_1783657111', 'profit_factor': 0.5119691787242396, 'sharpe_ratio': -20.894441877537236, 'total_pnl': -3.725037718174291, 'total_trades': 4553, 'trial_num': 0, 'win_rate': 0.5657808038655832, 'winning_trades': 2576} 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}
1431	BTCUSDT	5	volume_price_pivot_v86_y_C6	2023-08-01 ~ 2026-07-31	0.512	0.57%	4553	-20.894	3.73	0.023	0.000	2026-07-10
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C6_BTCUSDT_2_20260710_1783657040 Data Hash: 938ab6efac7e98b1 Feature Score: 展開 ('[{"feature": "K_high_pct_change_12", "importance": 0.15861693165891222}, ' '{"feature": "K_body_size_pct", "importance": 0.14172081537024558}, ' '{"feature": "K_momentum_pct_change_48", "importance": 0.13974587548190548}, ' '{"feature": "O_div_amplitude_48", "importance": 0.1396211063474757}, ' '{"feature": "O_pct_change_12", "importance": 0.13400016603825238}, ' '{"feature": "K_close_position_in_hl", "importance": 0.1333432593525348}, ' '{"feature": "O_div_amplitude_12", "importance": 0.12244383158129926}, ' '{"feature": "K_consecutive_shrink", "importance": 0.02492194938842021}, ' '{"feature": "O_div_binary_48", "importance": 0.0033871110488751465}, ' '{"feature": "O_div_binary_12", "importance": 0.0021989537320793156}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": ' '0.15861693165891222}, {"feature": "K_body_size_pct", ' '"importance": 0.14172081537024558}, {"feature": ' '"K_momentum_pct_change_48", "importance": ' '0.13974587548190548}, {"feature": "O_div_amplitude_48", ' '"importance": 0.1396211063474757}, {"feature": ' '"O_pct_change_12", "importance": 0.13400016603825238}, ' '{"feature": "K_close_position_in_hl", "importance": ' '0.1333432593525348}, {"feature": "O_div_amplitude_12", ' '"importance": 0.12244383158129926}, {"feature": ' '"K_consecutive_shrink", "importance": ' '0.02492194938842021}, {"feature": "O_div_binary_48", ' '"importance": 0.0033871110488751465}, {"feature": ' '"O_div_binary_12", "importance": 0.0021989537320793156}]', '_model_metadata': {'created_at': '2026-07-10T20:17:19.897510', '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': 0.023104068180304946}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15019, 'tags': {}, 'training_data_hash': '938ab6efac7e98b1-8e8f6841378f772c', 'training_time_sec': 16.166041374206543}, 'accuracy': 0.023104068180304946, 'avg_loss': -0.0038607951128439622, 'avg_win': 0.0015169853338191854, 'expectancy': -0.0008181501687182717, 'losing_trades': 1977, 'max_drawdown': 3.7286423181742254, 'model_file': 'volume_price_pivot_v86_y_C6_BTCUSDT_2_20260710_1783657040', 'profit_factor': 0.5119691787242396, 'sharpe_ratio': -20.894441877537236, 'total_pnl': -3.725037718174291, 'total_trades': 4553, 'trial_num': 0, 'win_rate': 0.5657808038655832, 'winning_trades': 2576} 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}
1429	BTCUSDT	5	volume_price_pivot_v86_y_C6	2023-08-01 ~ 2026-07-31	0.512	0.57%	4553	-20.894	3.73	0.023	0.000	2026-07-10
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C6_BTCUSDT_2_20260710_1783656898 Data Hash: 938ab6efac7e98b1 Feature Score: 展開 ('[{"feature": "K_high_pct_change_12", "importance": 0.15861693165891222}, ' '{"feature": "K_body_size_pct", "importance": 0.14172081537024558}, ' '{"feature": "K_momentum_pct_change_48", "importance": 0.13974587548190548}, ' '{"feature": "O_div_amplitude_48", "importance": 0.1396211063474757}, ' '{"feature": "O_pct_change_12", "importance": 0.13400016603825238}, ' '{"feature": "K_close_position_in_hl", "importance": 0.1333432593525348}, ' '{"feature": "O_div_amplitude_12", "importance": 0.12244383158129926}, ' '{"feature": "K_consecutive_shrink", "importance": 0.02492194938842021}, ' '{"feature": "O_div_binary_48", "importance": 0.0033871110488751465}, ' '{"feature": "O_div_binary_12", "importance": 0.0021989537320793156}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": ' '0.15861693165891222}, {"feature": "K_body_size_pct", ' '"importance": 0.14172081537024558}, {"feature": ' '"K_momentum_pct_change_48", "importance": ' '0.13974587548190548}, {"feature": "O_div_amplitude_48", ' '"importance": 0.1396211063474757}, {"feature": ' '"O_pct_change_12", "importance": 0.13400016603825238}, ' '{"feature": "K_close_position_in_hl", "importance": ' '0.1333432593525348}, {"feature": "O_div_amplitude_12", ' '"importance": 0.12244383158129926}, {"feature": ' '"K_consecutive_shrink", "importance": ' '0.02492194938842021}, {"feature": "O_div_binary_48", ' '"importance": 0.0033871110488751465}, {"feature": ' '"O_div_binary_12", "importance": 0.0021989537320793156}]', '_model_metadata': {'created_at': '2026-07-10T20:14:57.371561', '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': 0.023104068180304946}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15019, 'tags': {}, 'training_data_hash': '938ab6efac7e98b1-8e8f6841378f772c', 'training_time_sec': 16.104228258132935}, 'accuracy': 0.023104068180304946, 'avg_loss': -0.0038607951128439622, 'avg_win': 0.0015169853338191854, 'expectancy': -0.0008181501687182717, 'losing_trades': 1977, 'max_drawdown': 3.7286423181742254, 'model_file': 'volume_price_pivot_v86_y_C6_BTCUSDT_2_20260710_1783656898', 'profit_factor': 0.5119691787242396, 'sharpe_ratio': -20.894441877537236, 'total_pnl': -3.725037718174291, 'total_trades': 4553, 'trial_num': 0, 'win_rate': 0.5657808038655832, 'winning_trades': 2576} 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}
1428	BTCUSDT	5	volume_price_pivot_v86_y_C6	2023-08-01 ~ 2026-07-31	0.512	0.57%	4553	-20.894	3.73	0.023	0.000	2026-07-10
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C6_BTCUSDT_2_20260710_1783656826 Data Hash: 938ab6efac7e98b1 Feature Score: 展開 ('[{"feature": "K_high_pct_change_12", "importance": 0.15861693165891222}, ' '{"feature": "K_body_size_pct", "importance": 0.14172081537024558}, ' '{"feature": "K_momentum_pct_change_48", "importance": 0.13974587548190548}, ' '{"feature": "O_div_amplitude_48", "importance": 0.1396211063474757}, ' '{"feature": "O_pct_change_12", "importance": 0.13400016603825238}, ' '{"feature": "K_close_position_in_hl", "importance": 0.1333432593525348}, ' '{"feature": "O_div_amplitude_12", "importance": 0.12244383158129926}, ' '{"feature": "K_consecutive_shrink", "importance": 0.02492194938842021}, ' '{"feature": "O_div_binary_48", "importance": 0.0033871110488751465}, ' '{"feature": "O_div_binary_12", "importance": 0.0021989537320793156}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": ' '0.15861693165891222}, {"feature": "K_body_size_pct", ' '"importance": 0.14172081537024558}, {"feature": ' '"K_momentum_pct_change_48", "importance": ' '0.13974587548190548}, {"feature": "O_div_amplitude_48", ' '"importance": 0.1396211063474757}, {"feature": ' '"O_pct_change_12", "importance": 0.13400016603825238}, ' '{"feature": "K_close_position_in_hl", "importance": ' '0.1333432593525348}, {"feature": "O_div_amplitude_12", ' '"importance": 0.12244383158129926}, {"feature": ' '"K_consecutive_shrink", "importance": ' '0.02492194938842021}, {"feature": "O_div_binary_48", ' '"importance": 0.0033871110488751465}, {"feature": ' '"O_div_binary_12", "importance": 0.0021989537320793156}]', '_model_metadata': {'created_at': '2026-07-10T20:13:46.238688', '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': 0.023104068180304946}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15019, 'tags': {}, 'training_data_hash': '938ab6efac7e98b1-8e8f6841378f772c', 'training_time_sec': 16.0856716632843}, 'accuracy': 0.023104068180304946, 'avg_loss': -0.0038607951128439622, 'avg_win': 0.0015169853338191854, 'expectancy': -0.0008181501687182717, 'losing_trades': 1977, 'max_drawdown': 3.7286423181742254, 'model_file': 'volume_price_pivot_v86_y_C6_BTCUSDT_2_20260710_1783656826', 'profit_factor': 0.5119691787242396, 'sharpe_ratio': -20.894441877537236, 'total_pnl': -3.725037718174291, 'total_trades': 4553, 'trial_num': 0, 'win_rate': 0.5657808038655832, 'winning_trades': 2576} 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}
1427	BTCUSDT	5	volume_price_pivot_v86_y_C6	2023-08-01 ~ 2026-07-31	0.512	0.57%	4553	-20.894	3.73	0.023	0.000	2026-07-10
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C6_BTCUSDT_2_20260710_1783656755 Data Hash: 938ab6efac7e98b1 Feature Score: 展開 ('[{"feature": "K_high_pct_change_12", "importance": 0.15861693165891222}, ' '{"feature": "K_body_size_pct", "importance": 0.14172081537024558}, ' '{"feature": "K_momentum_pct_change_48", "importance": 0.13974587548190548}, ' '{"feature": "O_div_amplitude_48", "importance": 0.1396211063474757}, ' '{"feature": "O_pct_change_12", "importance": 0.13400016603825238}, ' '{"feature": "K_close_position_in_hl", "importance": 0.1333432593525348}, ' '{"feature": "O_div_amplitude_12", "importance": 0.12244383158129926}, ' '{"feature": "K_consecutive_shrink", "importance": 0.02492194938842021}, ' '{"feature": "O_div_binary_48", "importance": 0.0033871110488751465}, ' '{"feature": "O_div_binary_12", "importance": 0.0021989537320793156}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": ' '0.15861693165891222}, {"feature": "K_body_size_pct", ' '"importance": 0.14172081537024558}, {"feature": ' '"K_momentum_pct_change_48", "importance": ' '0.13974587548190548}, {"feature": "O_div_amplitude_48", ' '"importance": 0.1396211063474757}, {"feature": ' '"O_pct_change_12", "importance": 0.13400016603825238}, ' '{"feature": "K_close_position_in_hl", "importance": ' '0.1333432593525348}, {"feature": "O_div_amplitude_12", ' '"importance": 0.12244383158129926}, {"feature": ' '"K_consecutive_shrink", "importance": ' '0.02492194938842021}, {"feature": "O_div_binary_48", ' '"importance": 0.0033871110488751465}, {"feature": ' '"O_div_binary_12", "importance": 0.0021989537320793156}]', '_model_metadata': {'created_at': '2026-07-10T20:12:34.810953', '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': 0.023104068180304946}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15019, 'tags': {}, 'training_data_hash': '938ab6efac7e98b1-8e8f6841378f772c', 'training_time_sec': 15.987828493118286}, 'accuracy': 0.023104068180304946, 'avg_loss': -0.0038607951128439622, 'avg_win': 0.0015169853338191854, 'expectancy': -0.0008181501687182717, 'losing_trades': 1977, 'max_drawdown': 3.7286423181742254, 'model_file': 'volume_price_pivot_v86_y_C6_BTCUSDT_2_20260710_1783656755', 'profit_factor': 0.5119691787242396, 'sharpe_ratio': -20.894441877537236, 'total_pnl': -3.725037718174291, 'total_trades': 4553, 'trial_num': 0, 'win_rate': 0.5657808038655832, 'winning_trades': 2576} 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}
1426	BTCUSDT	5	volume_price_pivot_v86_y_C6	2023-08-01 ~ 2026-07-31	0.512	0.57%	4553	-20.894	3.73	0.023	0.000	2026-07-10
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C6_BTCUSDT_2_20260710_1783656684 Data Hash: 938ab6efac7e98b1 Feature Score: 展開 ('[{"feature": "K_high_pct_change_12", "importance": 0.15861693165891222}, ' '{"feature": "K_body_size_pct", "importance": 0.14172081537024558}, ' '{"feature": "K_momentum_pct_change_48", "importance": 0.13974587548190548}, ' '{"feature": "O_div_amplitude_48", "importance": 0.1396211063474757}, ' '{"feature": "O_pct_change_12", "importance": 0.13400016603825238}, ' '{"feature": "K_close_position_in_hl", "importance": 0.1333432593525348}, ' '{"feature": "O_div_amplitude_12", "importance": 0.12244383158129926}, ' '{"feature": "K_consecutive_shrink", "importance": 0.02492194938842021}, ' '{"feature": "O_div_binary_48", "importance": 0.0033871110488751465}, ' '{"feature": "O_div_binary_12", "importance": 0.0021989537320793156}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": ' '0.15861693165891222}, {"feature": "K_body_size_pct", ' '"importance": 0.14172081537024558}, {"feature": ' '"K_momentum_pct_change_48", "importance": ' '0.13974587548190548}, {"feature": "O_div_amplitude_48", ' '"importance": 0.1396211063474757}, {"feature": ' '"O_pct_change_12", "importance": 0.13400016603825238}, ' '{"feature": "K_close_position_in_hl", "importance": ' '0.1333432593525348}, {"feature": "O_div_amplitude_12", ' '"importance": 0.12244383158129926}, {"feature": ' '"K_consecutive_shrink", "importance": ' '0.02492194938842021}, {"feature": "O_div_binary_48", ' '"importance": 0.0033871110488751465}, {"feature": ' '"O_div_binary_12", "importance": 0.0021989537320793156}]', '_model_metadata': {'created_at': '2026-07-10T20:11:23.779248', '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': 0.023104068180304946}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15019, 'tags': {}, 'training_data_hash': '938ab6efac7e98b1-8e8f6841378f772c', 'training_time_sec': 16.03099250793457}, 'accuracy': 0.023104068180304946, 'avg_loss': -0.0038607951128439622, 'avg_win': 0.0015169853338191854, 'expectancy': -0.0008181501687182717, 'losing_trades': 1977, 'max_drawdown': 3.7286423181742254, 'model_file': 'volume_price_pivot_v86_y_C6_BTCUSDT_2_20260710_1783656684', 'profit_factor': 0.5119691787242396, 'sharpe_ratio': -20.894441877537236, 'total_pnl': -3.725037718174291, 'total_trades': 4553, 'trial_num': 0, 'win_rate': 0.5657808038655832, 'winning_trades': 2576} 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}
1543	BTCUSDT	5	volume_price_pivot_v86_y_C6	2023-08-01 ~ 2026-07-31	0.510	0.57%	2675	-21.054	2.25	0.242	0.000	2026-07-11
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C6_BTCUSDT_2_20260710_1783676885 Data Hash: 938ab6efac7e98b1 Feature Score: 展開 ('[{"feature": "K_high_pct_change_12", "importance": 0.14160527906666934}, ' '{"feature": "K_close_position_in_hl", "importance": 0.14008236757375814}, ' '{"feature": "K_momentum_pct_change_48", "importance": 0.13940005906195133}, ' '{"feature": "K_body_size_pct", "importance": 0.13929477342556235}, ' '{"feature": "O_pct_change_12", "importance": 0.13527777795013363}, ' '{"feature": "O_div_amplitude_48", "importance": 0.1325759966672751}, ' '{"feature": "O_div_amplitude_12", "importance": 0.13207488463904232}, ' '{"feature": "K_consecutive_shrink", "importance": 0.030629148775778003}, ' '{"feature": "O_div_binary_12", "importance": 0.004859896548331655}, ' '{"feature": "O_div_binary_48", "importance": 0.004199816291498179}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": ' '0.14160527906666934}, {"feature": ' '"K_close_position_in_hl", "importance": ' '0.14008236757375814}, {"feature": ' '"K_momentum_pct_change_48", "importance": ' '0.13940005906195133}, {"feature": "K_body_size_pct", ' '"importance": 0.13929477342556235}, {"feature": ' '"O_pct_change_12", "importance": 0.13527777795013363}, ' '{"feature": "O_div_amplitude_48", "importance": ' '0.1325759966672751}, {"feature": "O_div_amplitude_12", ' '"importance": 0.13207488463904232}, {"feature": ' '"K_consecutive_shrink", "importance": ' '0.030629148775778003}, {"feature": "O_div_binary_12", ' '"importance": 0.004859896548331655}, {"feature": ' '"O_div_binary_48", "importance": 0.004199816291498179}]', '_model_metadata': {'created_at': '2026-07-11T01:48:04.772923', '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': 0.2423596777415274}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15019, 'tags': {}, 'training_data_hash': '938ab6efac7e98b1-96fb5e4a2704b410', 'training_time_sec': 21.064851999282837}, 'accuracy': 0.2423596777415274, 'avg_loss': -0.0039584472537455215, 'avg_win': 0.0015272494796566382, 'expectancy': -0.000835188889270198, 'learning_rate': 0.07659969709057025, 'losing_trades': 1152, 'max_depth': 5, 'max_drawdown': 2.2503473979145014, 'model_file': 'volume_price_pivot_v86_y_C6_BTCUSDT_2_20260710_1783676885', 'n_bars': 8, 'n_clusters': 4, 'n_estimators': 214, 'profit_factor': 0.5100732494262076, 'sharpe_ratio': -21.053751341307844, 'top_pct': 8, 'total_pnl': -2.234130278797781, 'total_trades': 2675, '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': 0.5693457943925234, 'winning_trades': 1523} 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}
1292	BTCUSDT	5	volume_price_pivot_v86_y_C0	2023-08-01 ~ 2026-04-30	0.509	0.57%	15054	-21.196	12.76	1.000	0.000	2026-07-07
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783404758 Data Hash: 938ab6efac7e98b1 Feature Score: 展開 ('[{"feature": "K_body_size_pct", "importance": 0.9999999986112202}, ' '{"feature": "K_high_pct_change_12", "importance": 1.3887797520790446e-09}, ' '{"feature": "O_div_amplitude_12", "importance": 0.0}, {"feature": ' '"O_div_amplitude_48", "importance": 0.0}, {"feature": "O_div_binary_48", ' '"importance": 0.0}, {"feature": "O_div_binary_12", "importance": 0.0}, ' '{"feature": "K_consecutive_shrink", "importance": 0.0}, {"feature": ' '"O_pct_change_12", "importance": 0.0}, {"feature": "K_close_position_in_hl", ' '"importance": 0.0}, {"feature": "K_momentum_pct_change_48", "importance": ' '0.0}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "K_body_size_pct", "importance": ' '0.9999999986112202}, {"feature": "K_high_pct_change_12", ' '"importance": 1.3887797520790446e-09}, {"feature": ' '"O_div_amplitude_12", "importance": 0.0}, {"feature": ' '"O_div_amplitude_48", "importance": 0.0}, {"feature": ' '"O_div_binary_48", "importance": 0.0}, {"feature": ' '"O_div_binary_12", "importance": 0.0}, {"feature": ' '"K_consecutive_shrink", "importance": 0.0}, {"feature": ' '"O_pct_change_12", "importance": 0.0}, {"feature": ' '"K_close_position_in_hl", "importance": 0.0}, {"feature": ' '"K_momentum_pct_change_48", "importance": 0.0}]', '_model_metadata': {'created_at': '2026-07-07T22:12:36.593400', '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': 0.49974093264248703, 'train_accuracy': 1.0}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15019, 'tags': {}, 'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5', 'training_time_sec': 1.1297826766967773}, 'accuracy': 1.0, 'avg_loss': -0.0040492864965125394, 'avg_win': 0.0015254236002406835, 'expectancy': -0.0008464389060502955, 'losing_trades': 6405, 'max_drawdown': 12.764625576082457, 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783404758', 'profit_factor': 0.5086964642265746, 'sharpe_ratio': -21.195870962888776, 'total_pnl': -12.742291291681136, 'total_trades': 15054, 'trial_num': 0, 'win_rate': 0.5745316859306496, 'winning_trades': 8649} 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}
1560	BTCUSDT	5	volume_price_pivot_v86_y_C6	2023-08-01 ~ 2026-07-31	0.504	0.57%	4553	-21.422	3.88	0.111	0.000	2026-07-11
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C6_BTCUSDT_2_20260710_1783677990 Data Hash: 938ab6efac7e98b1 Feature Score: 展開 ('[{"feature": "K_high_pct_change_12", "importance": 0.144154670816003}, ' '{"feature": "K_momentum_pct_change_48", "importance": 0.14088405620819175}, ' '{"feature": "K_close_position_in_hl", "importance": 0.14063655999144914}, ' '{"feature": "O_div_amplitude_12", "importance": 0.13538326521213406}, ' '{"feature": "K_body_size_pct", "importance": 0.1341435986538195}, ' '{"feature": "O_div_amplitude_48", "importance": 0.13306304736882493}, ' '{"feature": "O_pct_change_12", "importance": 0.13181994105052225}, ' '{"feature": "K_consecutive_shrink", "importance": 0.02961327610889212}, ' '{"feature": "O_div_binary_12", "importance": 0.005944288435056119}, ' '{"feature": "O_div_binary_48", "importance": 0.004357296155107048}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": ' '0.144154670816003}, {"feature": ' '"K_momentum_pct_change_48", "importance": ' '0.14088405620819175}, {"feature": ' '"K_close_position_in_hl", "importance": ' '0.14063655999144914}, {"feature": "O_div_amplitude_12", ' '"importance": 0.13538326521213406}, {"feature": ' '"K_body_size_pct", "importance": 0.1341435986538195}, ' '{"feature": "O_div_amplitude_48", "importance": ' '0.13306304736882493}, {"feature": "O_pct_change_12", ' '"importance": 0.13181994105052225}, {"feature": ' '"K_consecutive_shrink", "importance": ' '0.02961327610889212}, {"feature": "O_div_binary_12", ' '"importance": 0.005944288435056119}, {"feature": ' '"O_div_binary_48", "importance": 0.004357296155107048}]', '_model_metadata': {'created_at': '2026-07-11T02:06:29.963691', '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': 0.11132565417138292}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15019, 'tags': {}, 'training_data_hash': '938ab6efac7e98b1-8e8f6841378f772c', 'training_time_sec': 20.9617600440979}, 'accuracy': 0.11132565417138292, 'avg_loss': -0.003984480595453424, 'avg_win': 0.0015219826804377461, 'expectancy': -0.0008508881623688595, 'learning_rate': 0.07659969709057025, 'losing_trades': 1962, 'max_depth': 5, 'max_drawdown': 3.875694403265358, 'model_file': 'volume_price_pivot_v86_y_C6_BTCUSDT_2_20260710_1783677990', 'n_bars': 8, 'n_clusters': 4, 'n_estimators': 214, 'profit_factor': 0.5044363843859248, 'sharpe_ratio': -21.421822865647563, 'top_pct': 8, 'total_pnl': -3.874093803265417, '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': 0.569075334943993, 'winning_trades': 2591} 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}
1517	BTCUSDT	5	volume_price_pivot_v86_y_C3	2023-08-01 ~ 2026-07-31	0.504	0.49%	761	-18.430	0.60	0.923	0.000	2026-07-11
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C3_BTCUSDT_2_20260710_1783675728 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': '2026-07-11T01:28:48.091056', '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': 6.813560485839844}, 'accuracy': 0.9230974099474, 'avg_loss': -0.0029298436350084743, 'avg_win': 0.0015531945140976507, 'expectancy': -0.000744288900030324, 'learning_rate': 0.07659969709057025, 'losing_trades': 390, 'max_depth': 5, 'max_drawdown': 0.6015851005915587, 'model_file': 'volume_price_pivot_v86_y_C3_BTCUSDT_2_20260710_1783675728', 'n_bars': 6, 'n_estimators': 214, 'profit_factor': 0.5043020199972441, 'sharpe_ratio': -18.4304966980537, 'top_pct': 8, 'total_pnl': -0.5664038529230767, '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': 0.48751642575558474, 'window': 9, 'winning_trades': 371} 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}
1535	BTCUSDT	5	volume_price_pivot_v86_y_C6	2023-08-01 ~ 2026-07-31	0.500	0.57%	944	-21.784	0.84	0.399	0.000	2026-07-11
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C6_BTCUSDT_2_20260710_1783676552 Data Hash: 938ab6efac7e98b1 Feature Score: 展開 ('[{"feature": "K_momentum_pct_change_48", "importance": 0.1435960395326756}, ' '{"feature": "O_div_amplitude_48", "importance": 0.14120382399109682}, ' '{"feature": "K_close_position_in_hl", "importance": 0.13868647438426293}, ' '{"feature": "K_high_pct_change_12", "importance": 0.137850257014336}, ' '{"feature": "O_pct_change_12", "importance": 0.13687921994507876}, ' '{"feature": "K_body_size_pct", "importance": 0.1323131457228307}, ' '{"feature": "O_div_amplitude_12", "importance": 0.12370956600268358}, ' '{"feature": "K_consecutive_shrink", "importance": 0.033303281596952616}, ' '{"feature": "O_div_binary_48", "importance": 0.006507551863665333}, ' '{"feature": "O_div_binary_12", "importance": 0.00595063994641765}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "K_momentum_pct_change_48", "importance": ' '0.1435960395326756}, {"feature": "O_div_amplitude_48", ' '"importance": 0.14120382399109682}, {"feature": ' '"K_close_position_in_hl", "importance": ' '0.13868647438426293}, {"feature": "K_high_pct_change_12", ' '"importance": 0.137850257014336}, {"feature": ' '"O_pct_change_12", "importance": 0.13687921994507876}, ' '{"feature": "K_body_size_pct", "importance": ' '0.1323131457228307}, {"feature": "O_div_amplitude_12", ' '"importance": 0.12370956600268358}, {"feature": ' '"K_consecutive_shrink", "importance": ' '0.033303281596952616}, {"feature": "O_div_binary_48", ' '"importance": 0.006507551863665333}, {"feature": ' '"O_div_binary_12", "importance": 0.00595063994641765}]', '_model_metadata': {'created_at': '2026-07-11T01:42:31.785580', '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': 0.3986284040215727}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15019, 'tags': {}, 'training_data_hash': '938ab6efac7e98b1-59d5966c96af7eca', 'training_time_sec': 27.66578984260559}, 'accuracy': 0.3986284040215727, 'avg_loss': -0.004122131177414366, 'avg_win': 0.0015410895829664501, 'expectancy': -0.0008825769288914416, 'learning_rate': 0.07659969709057025, 'losing_trades': 404, 'max_depth': 5, 'max_drawdown': 0.838463092828113, 'model_file': 'volume_price_pivot_v86_y_C6_BTCUSDT_2_20260710_1783676552', 'n_bars': 8, 'n_clusters': 4, 'n_estimators': 214, 'profit_factor': 0.4997104959062012, 'sharpe_ratio': -21.78440269313023, 'top_pct': 8, 'total_pnl': -0.8331526208735212, 'total_trades': 944, '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': 0.5720338983050848, 'winning_trades': 540} 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}
1332	BTCUSDT	5	volume_price_pivot_v86_y_C0	2023-10-01 ~ 2026-06-30	0.484	0.55%	1085	-22.669	0.99	1.000	0.000	2026-07-07
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783406525 Data Hash: 3c112bae8dd2b04f Feature Score: 展開 ('[{"feature": "K_close_position_in_hl", "importance": 0.49503805940828866}, ' '{"feature": "K_body_size_pct", "importance": 0.25306597621106175}, ' '{"feature": "O_div_amplitude_12", "importance": 0.20626508910761507}, ' '{"feature": "K_high_pct_change_12", "importance": 0.026892957658935047}, ' '{"feature": "K_momentum_pct_change_48", "importance": 0.014842223518762129}, ' '{"feature": "O_pct_change_12", "importance": 0.001964406865697575}, ' '{"feature": "O_div_amplitude_48", "importance": 0.0013491679280310189}, ' '{"feature": "K_consecutive_shrink", "importance": 0.0005821193016086281}, ' '{"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": "K_close_position_in_hl", "importance": ' '0.49503805940828866}, {"feature": "K_body_size_pct", ' '"importance": 0.25306597621106175}, {"feature": ' '"O_div_amplitude_12", "importance": 0.20626508910761507}, ' '{"feature": "K_high_pct_change_12", "importance": ' '0.026892957658935047}, {"feature": ' '"K_momentum_pct_change_48", "importance": ' '0.014842223518762129}, {"feature": "O_pct_change_12", ' '"importance": 0.001964406865697575}, {"feature": ' '"O_div_amplitude_48", "importance": ' '0.0013491679280310189}, {"feature": ' '"K_consecutive_shrink", "importance": ' '0.0005821193016086281}, {"feature": "O_div_binary_48", ' '"importance": 0.0}, {"feature": "O_div_binary_12", ' '"importance": 0.0}]', '_model_metadata': {'created_at': '2026-07-07T22:42:05.561794', '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': 0.6250664540138224, 'train_accuracy': 0.9998675672096411}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15102, 'tags': {}, 'training_data_hash': '3c112bae8dd2b04f-374708fff7719dd5', 'training_time_sec': 4.144174337387085}, 'accuracy': 0.9998675672096411, 'avg_loss': -0.003922352020005118, 'avg_win': 0.0015235543875008171, 'expectancy': -0.0009007523358405347, 'losing_trades': 483, 'max_drawdown': 0.9909452665363654, 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783406525', 'profit_factor': 0.4841286172425567, 'sharpe_ratio': -22.668825206055974, 'total_pnl': -0.9773162843869803, 'total_trades': 1085, 'trial_num': 0, 'win_rate': 0.5548387096774193, 'winning_trades': 602} 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}
1483	BTCUSDT	5	volume_price_pivot_v86_y_C7	2023-08-01 ~ 2026-07-31	0.484	0.43%	761	-18.079	0.37	0.780	0.000	2026-07-11
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783672618 Data Hash: 938ab6efac7e98b1 Feature Score: 展開 ('[{"feature": "K_close_position_in_hl", "importance": 0.21155839813970073}, ' '{"feature": "K_momentum_pct_change_48", "importance": 0.13496876595515586}, ' '{"feature": "K_body_size_pct", "importance": 0.12825970420004962}, ' '{"feature": "K_high_pct_change_12", "importance": 0.12716707501965233}, ' '{"feature": "O_div_amplitude_48", "importance": 0.11937223436888758}, ' '{"feature": "O_pct_change_12", "importance": 0.11812267373629194}, ' '{"feature": "O_div_amplitude_12", "importance": 0.1128204108524052}, ' '{"feature": "K_consecutive_shrink", "importance": 0.038016766766642555}, ' '{"feature": "O_div_binary_12", "importance": 0.0061852575470556755}, ' '{"feature": "O_div_binary_48", "importance": 0.0035287134141584304}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": ' '0.21155839813970073}, {"feature": ' '"K_momentum_pct_change_48", "importance": ' '0.13496876595515586}, {"feature": "K_body_size_pct", ' '"importance": 0.12825970420004962}, {"feature": ' '"K_high_pct_change_12", "importance": ' '0.12716707501965233}, {"feature": "O_div_amplitude_48", ' '"importance": 0.11937223436888758}, {"feature": ' '"O_pct_change_12", "importance": 0.11812267373629194}, ' '{"feature": "O_div_amplitude_12", "importance": ' '0.1128204108524052}, {"feature": "K_consecutive_shrink", ' '"importance": 0.038016766766642555}, {"feature": ' '"O_div_binary_12", "importance": 0.0061852575470556755}, ' '{"feature": "O_div_binary_48", "importance": ' '0.0035287134141584304}]', '_model_metadata': {'created_at': '2026-07-11T00:36:57.812859', 'feature_names': ['K_momentum_pct_change_48', 'K_high_pct_change_12', 'K_close_position_in_hl', 'K_body_size_pct', 'K_consecutive_shrink', 'O_pct_change_12', 'O_div_binary_12', 'O_div_binary_48', 'O_div_amplitude_12', 'O_div_amplitude_48'], 'git_commit': 'unknown', 'hyperparameters': {'learning_rate': 0.07659969709057025, 'max_depth': 5, 'n_estimators': 214, 'random_state': 42, 'subsample': 0.8}, 'metrics': {'auc': 0.6060670107067325, 'train_accuracy': 0.7800785671482788}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15019, 'tags': {}, 'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1', 'training_time_sec': 7.030166387557983}, 'accuracy': 0.7800785671482788, 'avg_loss': -0.0016493481168116208, 'avg_win': 0.001070933121893529, 'expectancy': -0.00048759857334358724, 'learning_rate': 0.07659969709057025, 'losing_trades': 436, 'max_depth': 5, 'max_drawdown': 0.3711771680656734, 'model_file': 'volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783672618', 'n_estimators': 214, 'period_lookback': 11, 'profit_factor': 0.4840017071150118, 'sharpe_ratio': -18.078856477772863, 'top_pct': 8, 'total_pnl': -0.3710625143144698, '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': 0.42706964520367935, 'winning_trades': 325} ind_param (optuna): 展開 Optuna 參數 {'n_estimators': [165, 295], 'max_depth': [3, 5], 'learning_rate': [0.04, 0.09], 'trail_thr_1': [0.15, 0.35], 'trail_stop_1': [-0.15, 0.05], 'trail_thr_2': [0.35, 0.7], 'trail_stop_2': [0.0, 0.2], 'trail_thr_3': [0.8, 1.4], 'trail_stop_3': [0.2, 0.65], 'trail_thr_4': [1.45, 1.8], 'trail_stop_4': [0.4, 1.0], 'trail_thr_5': [2.5, 4.0], 'trail_stop_5': [1.5, 3.0], 'vp_subset_size': [0, 3], 'top_pct': [7, 16], 'period_lookback': [11, 13]} Fold Config: 展開 {'method': 'expanding-window-walk-forward', 'min_train_bars': 500, 'n_splits': 4, 'purge_days': 0, 'test_window_months': 6, 'train_window_months': 6}
1518	BTCUSDT	5	volume_price_pivot_v86_y_C7	2023-08-01 ~ 2026-07-31	0.484	0.43%	761	-18.079	0.37	0.780	0.000	2026-07-11
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783675761 Data Hash: 938ab6efac7e98b1 Feature Score: 展開 ('[{"feature": "K_close_position_in_hl", "importance": 0.21155839813970073}, ' '{"feature": "K_momentum_pct_change_48", "importance": 0.13496876595515586}, ' '{"feature": "K_body_size_pct", "importance": 0.12825970420004962}, ' '{"feature": "K_high_pct_change_12", "importance": 0.12716707501965233}, ' '{"feature": "O_div_amplitude_48", "importance": 0.11937223436888758}, ' '{"feature": "O_pct_change_12", "importance": 0.11812267373629194}, ' '{"feature": "O_div_amplitude_12", "importance": 0.1128204108524052}, ' '{"feature": "K_consecutive_shrink", "importance": 0.038016766766642555}, ' '{"feature": "O_div_binary_12", "importance": 0.0061852575470556755}, ' '{"feature": "O_div_binary_48", "importance": 0.0035287134141584304}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": ' '0.21155839813970073}, {"feature": ' '"K_momentum_pct_change_48", "importance": ' '0.13496876595515586}, {"feature": "K_body_size_pct", ' '"importance": 0.12825970420004962}, {"feature": ' '"K_high_pct_change_12", "importance": ' '0.12716707501965233}, {"feature": "O_div_amplitude_48", ' '"importance": 0.11937223436888758}, {"feature": ' '"O_pct_change_12", "importance": 0.11812267373629194}, ' '{"feature": "O_div_amplitude_12", "importance": ' '0.1128204108524052}, {"feature": "K_consecutive_shrink", ' '"importance": 0.038016766766642555}, {"feature": ' '"O_div_binary_12", "importance": 0.0061852575470556755}, ' '{"feature": "O_div_binary_48", "importance": ' '0.0035287134141584304}]', '_model_metadata': {'created_at': '2026-07-11T01:29:21.615184', 'feature_names': ['K_momentum_pct_change_48', 'K_high_pct_change_12', 'K_close_position_in_hl', 'K_body_size_pct', 'K_consecutive_shrink', 'O_pct_change_12', 'O_div_binary_12', 'O_div_binary_48', 'O_div_amplitude_12', 'O_div_amplitude_48'], 'git_commit': 'unknown', 'hyperparameters': {'learning_rate': 0.07659969709057025, 'max_depth': 5, 'n_estimators': 214, 'random_state': 42, 'subsample': 0.8}, 'metrics': {'auc': 0.6060670107067325, 'train_accuracy': 0.7800785671482788}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15019, 'tags': {}, 'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1', 'training_time_sec': 7.005017280578613}, 'accuracy': 0.7800785671482788, 'avg_loss': -0.0016493481168116208, 'avg_win': 0.001070933121893529, 'expectancy': -0.00048759857334358724, 'learning_rate': 0.07659969709057025, 'losing_trades': 436, 'max_depth': 5, 'max_drawdown': 0.3711771680656734, 'model_file': 'volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783675761', 'n_estimators': 214, 'period_lookback': 11, 'profit_factor': 0.4840017071150118, 'sharpe_ratio': -18.078856477772863, 'top_pct': 8, 'total_pnl': -0.3710625143144698, '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': 0.42706964520367935, 'winning_trades': 325} ind_param (optuna): 展開 Optuna 參數 {'n_estimators': [165, 295], 'max_depth': [3, 5], 'learning_rate': [0.04, 0.09], 'trail_thr_1': [0.15, 0.35], 'trail_stop_1': [-0.15, 0.05], 'trail_thr_2': [0.35, 0.7], 'trail_stop_2': [0.0, 0.2], 'trail_thr_3': [0.8, 1.4], 'trail_stop_3': [0.2, 0.65], 'trail_thr_4': [1.45, 1.8], 'trail_stop_4': [0.4, 1.0], 'trail_thr_5': [2.5, 4.0], 'trail_stop_5': [1.5, 3.0], 'vp_subset_size': [0, 3], 'top_pct': [7, 16], 'period_lookback': [11, 13]} Fold Config: 展開 {'method': 'expanding-window-walk-forward', 'min_train_bars': 500, 'n_splits': 4, 'purge_days': 0, 'test_window_months': 6, 'train_window_months': 6}
245	BTCUSDT	5	volume_price_pivot_v86_y	2024-01-01 ~ 2026-07-01	0.481	0.55%	754	-8.710	0.50	0.000	0.000	2026-06-21
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_BTCUSDT_20260621_1781979483 Data Hash: - Feature Score: - Training Strategy: - param (JSON): 展開 JSON {'avg_loss': -0.0027439147055499185, 'avg_win': 0.001089026989677078, 'expectancy': -0.000644438684159004, 'learning_rate': 0.07356872832966682, 'losing_trades': 341, 'max_depth': 5, 'max_drawdown': 0.5036850897116464, 'model_file': 'volume_price_pivot_v86_y_BTCUSDT_20260621_1781979483', 'n_estimators': 179, 'profit_factor': 0.48068847387289754, 'sharpe_ratio': -8.709530544940545, 'top_pct': 12, 'total_pnl': -0.485906767855889, 'total_trades': 754, 'trail_stop_1': -0.13801767427177564, 'trail_stop_2': 0.08217439221137142, 'trail_stop_3': 0.41530895064226236, 'trail_stop_4': 0.7813923435934862, 'trail_stop_5': 2.3137253156621345, 'trail_thr_1': 0.3404944102722911, 'trail_thr_2': 0.5794394296957076, 'trail_thr_3': 1.2079812644058077, 'trail_thr_4': 1.6490378443212594, 'trail_thr_5': 2.5688965432930653, 'vp_subset_size': 0, 'win_rate': 0.5477453580901857, 'winning_trades': 413} 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], 'day_hold': [1, 1]} 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}
1330	BTCUSDT	5	volume_price_pivot_v86_y_C0	2023-08-01 ~ 2026-04-30	0.468	0.56%	979	-23.812	0.95	1.000	0.000	2026-07-07
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783406475 Data Hash: 938ab6efac7e98b1 Feature Score: 展開 ('[{"feature": "K_close_position_in_hl", "importance": 0.5034776911593689}, ' '{"feature": "K_high_pct_change_12", "importance": 0.20047468928056605}, ' '{"feature": "O_pct_change_12", "importance": 0.08975241311059592}, ' '{"feature": "K_body_size_pct", "importance": 0.08629917368122712}, ' '{"feature": "O_div_amplitude_48", "importance": 0.04892864596396656}, ' '{"feature": "K_momentum_pct_change_48", "importance": 0.040780202969414}, ' '{"feature": "O_div_amplitude_12", "importance": 0.02626365580856083}, ' '{"feature": "K_consecutive_shrink", "importance": 0.0023623064034075957}, ' '{"feature": "O_div_binary_12", "importance": 0.001661221622892952}, ' '{"feature": "O_div_binary_48", "importance": 0.0}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": ' '0.5034776911593689}, {"feature": "K_high_pct_change_12", ' '"importance": 0.20047468928056605}, {"feature": ' '"O_pct_change_12", "importance": 0.08975241311059592}, ' '{"feature": "K_body_size_pct", "importance": ' '0.08629917368122712}, {"feature": "O_div_amplitude_48", ' '"importance": 0.04892864596396656}, {"feature": ' '"K_momentum_pct_change_48", "importance": ' '0.040780202969414}, {"feature": "O_div_amplitude_12", ' '"importance": 0.02626365580856083}, {"feature": ' '"K_consecutive_shrink", "importance": ' '0.0023623064034075957}, {"feature": "O_div_binary_12", ' '"importance": 0.001661221622892952}, {"feature": ' '"O_div_binary_48", "importance": 0.0}]', '_model_metadata': {'created_at': '2026-07-07T22:41:15.070535', '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': 0.9239315230224321, 'train_accuracy': 0.9997336706838005}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15019, 'tags': {}, 'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5', 'training_time_sec': 4.139404296875}, 'accuracy': 0.9997336706838005, 'avg_loss': -0.004078035556703562, 'avg_win': 0.0015211373335308823, 'expectancy': -0.0009610291979928656, 'losing_trades': 434, 'max_drawdown': 0.9483207633694692, 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783406475', 'profit_factor': 0.4684078773179641, 'sharpe_ratio': -23.811595181103264, 'total_pnl': -0.9408475848350155, 'total_trades': 979, 'trial_num': 0, 'win_rate': 0.5566905005107252, 'winning_trades': 545} 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}
1448	BTCUSDT	5	volume_price_pivot_v86_y_C7	2023-08-01 ~ 2026-07-31	0.446	0.40%	761	-19.678	0.44	0.737	0.000	2026-07-10
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783661992 Data Hash: 938ab6efac7e98b1 Feature Score: 展開 ('[{"feature": "K_close_position_in_hl", "importance": 0.3996863074521208}, ' '{"feature": "K_body_size_pct", "importance": 0.10245456653768649}, ' '{"feature": "K_high_pct_change_12", "importance": 0.1002192303116045}, ' '{"feature": "K_momentum_pct_change_48", "importance": 0.09590509006656436}, ' '{"feature": "O_div_amplitude_48", "importance": 0.08794803288793943}, ' '{"feature": "O_pct_change_12", "importance": 0.08482303401999484}, ' '{"feature": "O_div_amplitude_12", "importance": 0.08474092505104278}, ' '{"feature": "K_consecutive_shrink", "importance": 0.03745521311504363}, ' '{"feature": "O_div_binary_12", "importance": 0.0040904756276490106}, ' '{"feature": "O_div_binary_48", "importance": 0.0026771249303541686}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": ' '0.3996863074521208}, {"feature": "K_body_size_pct", ' '"importance": 0.10245456653768649}, {"feature": ' '"K_high_pct_change_12", "importance": 0.1002192303116045}, ' '{"feature": "K_momentum_pct_change_48", "importance": ' '0.09590509006656436}, {"feature": "O_div_amplitude_48", ' '"importance": 0.08794803288793943}, {"feature": ' '"O_pct_change_12", "importance": 0.08482303401999484}, ' '{"feature": "O_div_amplitude_12", "importance": ' '0.08474092505104278}, {"feature": "K_consecutive_shrink", ' '"importance": 0.03745521311504363}, {"feature": ' '"O_div_binary_12", "importance": 0.0040904756276490106}, ' '{"feature": "O_div_binary_48", "importance": ' '0.0026771249303541686}]', '_model_metadata': {'created_at': '2026-07-10T21:39:52.151708', 'feature_names': ['K_momentum_pct_change_48', 'K_high_pct_change_12', 'K_close_position_in_hl', 'K_body_size_pct', 'K_consecutive_shrink', 'O_pct_change_12', 'O_div_binary_12', 'O_div_binary_48', 'O_div_amplitude_12', 'O_div_amplitude_48'], 'git_commit': 'unknown', 'hyperparameters': {'learning_rate': 0.05, 'max_depth': 3, 'n_estimators': 200, 'random_state': 42, 'subsample': 0.8}, 'metrics': {'auc': 0.604825395994889, 'train_accuracy': 0.7372661295692123}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15019, 'tags': {}, 'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1', 'training_time_sec': 3.887439489364624}, 'accuracy': 0.7372661295692123, 'avg_loss': -0.0017325437105271432, 'avg_win': 0.0011481329515461442, 'expectancy': -0.0005742164324792772, 'losing_trades': 455, 'max_drawdown': 0.44142165743971523, 'model_file': 'volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783661992', 'profit_factor': 0.4456747309387658, 'sharpe_ratio': -19.678434097255888, 'total_pnl': -0.43697870511673, 'total_trades': 761, 'trial_num': 0, 'win_rate': 0.4021024967148489, 'winning_trades': 306} 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}
1461	BTCUSDT	5	volume_price_pivot_v86_y_C7	2023-08-01 ~ 2026-07-31	0.446	0.40%	761	-19.678	0.44	0.737	0.000	2026-07-10
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783669736 Data Hash: 938ab6efac7e98b1 Feature Score: 展開 ('[{"feature": "K_close_position_in_hl", "importance": 0.3996863074521208}, ' '{"feature": "K_body_size_pct", "importance": 0.10245456653768649}, ' '{"feature": "K_high_pct_change_12", "importance": 0.1002192303116045}, ' '{"feature": "K_momentum_pct_change_48", "importance": 0.09590509006656436}, ' '{"feature": "O_div_amplitude_48", "importance": 0.08794803288793943}, ' '{"feature": "O_pct_change_12", "importance": 0.08482303401999484}, ' '{"feature": "O_div_amplitude_12", "importance": 0.08474092505104278}, ' '{"feature": "K_consecutive_shrink", "importance": 0.03745521311504363}, ' '{"feature": "O_div_binary_12", "importance": 0.0040904756276490106}, ' '{"feature": "O_div_binary_48", "importance": 0.0026771249303541686}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": ' '0.3996863074521208}, {"feature": "K_body_size_pct", ' '"importance": 0.10245456653768649}, {"feature": ' '"K_high_pct_change_12", "importance": 0.1002192303116045}, ' '{"feature": "K_momentum_pct_change_48", "importance": ' '0.09590509006656436}, {"feature": "O_div_amplitude_48", ' '"importance": 0.08794803288793943}, {"feature": ' '"O_pct_change_12", "importance": 0.08482303401999484}, ' '{"feature": "O_div_amplitude_12", "importance": ' '0.08474092505104278}, {"feature": "K_consecutive_shrink", ' '"importance": 0.03745521311504363}, {"feature": ' '"O_div_binary_12", "importance": 0.0040904756276490106}, ' '{"feature": "O_div_binary_48", "importance": ' '0.0026771249303541686}]', '_model_metadata': {'created_at': '2026-07-10T23:48:56.212329', 'feature_names': ['K_momentum_pct_change_48', 'K_high_pct_change_12', 'K_close_position_in_hl', 'K_body_size_pct', 'K_consecutive_shrink', 'O_pct_change_12', 'O_div_binary_12', 'O_div_binary_48', 'O_div_amplitude_12', 'O_div_amplitude_48'], 'git_commit': 'unknown', 'hyperparameters': {'learning_rate': 0.05, 'max_depth': 3, 'n_estimators': 200, 'random_state': 42, 'subsample': 0.8}, 'metrics': {'auc': 0.604825395994889, 'train_accuracy': 0.7372661295692123}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15019, 'tags': {}, 'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1', 'training_time_sec': 4.0770368576049805}, 'accuracy': 0.7372661295692123, 'avg_loss': -0.0017325437105271432, 'avg_win': 0.0011481329515461442, 'expectancy': -0.0005742164324792772, 'losing_trades': 455, 'max_drawdown': 0.44142165743971523, 'model_file': 'volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783669736', 'profit_factor': 0.4456747309387658, 'sharpe_ratio': -19.678434097255888, 'total_pnl': -0.43697870511673, 'total_trades': 761, 'trial_num': 0, 'win_rate': 0.4021024967148489, 'winning_trades': 306} 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}
1457	BTCUSDT	5	volume_price_pivot_v86_y_C7	2023-08-01 ~ 2026-07-31	0.446	0.40%	761	-19.678	0.44	0.737	0.000	2026-07-10
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783662538 Data Hash: 938ab6efac7e98b1 Feature Score: 展開 ('[{"feature": "K_close_position_in_hl", "importance": 0.3996863074521208}, ' '{"feature": "K_body_size_pct", "importance": 0.10245456653768649}, ' '{"feature": "K_high_pct_change_12", "importance": 0.1002192303116045}, ' '{"feature": "K_momentum_pct_change_48", "importance": 0.09590509006656436}, ' '{"feature": "O_div_amplitude_48", "importance": 0.08794803288793943}, ' '{"feature": "O_pct_change_12", "importance": 0.08482303401999484}, ' '{"feature": "O_div_amplitude_12", "importance": 0.08474092505104278}, ' '{"feature": "K_consecutive_shrink", "importance": 0.03745521311504363}, ' '{"feature": "O_div_binary_12", "importance": 0.0040904756276490106}, ' '{"feature": "O_div_binary_48", "importance": 0.0026771249303541686}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": ' '0.3996863074521208}, {"feature": "K_body_size_pct", ' '"importance": 0.10245456653768649}, {"feature": ' '"K_high_pct_change_12", "importance": 0.1002192303116045}, ' '{"feature": "K_momentum_pct_change_48", "importance": ' '0.09590509006656436}, {"feature": "O_div_amplitude_48", ' '"importance": 0.08794803288793943}, {"feature": ' '"O_pct_change_12", "importance": 0.08482303401999484}, ' '{"feature": "O_div_amplitude_12", "importance": ' '0.08474092505104278}, {"feature": "K_consecutive_shrink", ' '"importance": 0.03745521311504363}, {"feature": ' '"O_div_binary_12", "importance": 0.0040904756276490106}, ' '{"feature": "O_div_binary_48", "importance": ' '0.0026771249303541686}]', '_model_metadata': {'created_at': '2026-07-10T21:48:58.735750', 'feature_names': ['K_momentum_pct_change_48', 'K_high_pct_change_12', 'K_close_position_in_hl', 'K_body_size_pct', 'K_consecutive_shrink', 'O_pct_change_12', 'O_div_binary_12', 'O_div_binary_48', 'O_div_amplitude_12', 'O_div_amplitude_48'], 'git_commit': 'unknown', 'hyperparameters': {'learning_rate': 0.05, 'max_depth': 3, 'n_estimators': 200, 'random_state': 42, 'subsample': 0.8}, 'metrics': {'auc': 0.604825395994889, 'train_accuracy': 0.7372661295692123}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15019, 'tags': {}, 'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1', 'training_time_sec': 4.064866065979004}, 'accuracy': 0.7372661295692123, 'avg_loss': -0.0017325437105271432, 'avg_win': 0.0011481329515461442, 'expectancy': -0.0005742164324792772, 'losing_trades': 455, 'max_drawdown': 0.44142165743971523, 'model_file': 'volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783662538', 'profit_factor': 0.4456747309387658, 'sharpe_ratio': -19.678434097255888, 'total_pnl': -0.43697870511673, 'total_trades': 761, 'trial_num': 0, 'win_rate': 0.4021024967148489, 'winning_trades': 306} 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}
1454	BTCUSDT	5	volume_price_pivot_v86_y_C7	2023-08-01 ~ 2026-07-31	0.446	0.40%	761	-19.678	0.44	0.737	0.000	2026-07-10
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783662360 Data Hash: 938ab6efac7e98b1 Feature Score: 展開 ('[{"feature": "K_close_position_in_hl", "importance": 0.3996863074521208}, ' '{"feature": "K_body_size_pct", "importance": 0.10245456653768649}, ' '{"feature": "K_high_pct_change_12", "importance": 0.1002192303116045}, ' '{"feature": "K_momentum_pct_change_48", "importance": 0.09590509006656436}, ' '{"feature": "O_div_amplitude_48", "importance": 0.08794803288793943}, ' '{"feature": "O_pct_change_12", "importance": 0.08482303401999484}, ' '{"feature": "O_div_amplitude_12", "importance": 0.08474092505104278}, ' '{"feature": "K_consecutive_shrink", "importance": 0.03745521311504363}, ' '{"feature": "O_div_binary_12", "importance": 0.0040904756276490106}, ' '{"feature": "O_div_binary_48", "importance": 0.0026771249303541686}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": ' '0.3996863074521208}, {"feature": "K_body_size_pct", ' '"importance": 0.10245456653768649}, {"feature": ' '"K_high_pct_change_12", "importance": 0.1002192303116045}, ' '{"feature": "K_momentum_pct_change_48", "importance": ' '0.09590509006656436}, {"feature": "O_div_amplitude_48", ' '"importance": 0.08794803288793943}, {"feature": ' '"O_pct_change_12", "importance": 0.08482303401999484}, ' '{"feature": "O_div_amplitude_12", "importance": ' '0.08474092505104278}, {"feature": "K_consecutive_shrink", ' '"importance": 0.03745521311504363}, {"feature": ' '"O_div_binary_12", "importance": 0.0040904756276490106}, ' '{"feature": "O_div_binary_48", "importance": ' '0.0026771249303541686}]', '_model_metadata': {'created_at': '2026-07-10T21:46:00.365799', 'feature_names': ['K_momentum_pct_change_48', 'K_high_pct_change_12', 'K_close_position_in_hl', 'K_body_size_pct', 'K_consecutive_shrink', 'O_pct_change_12', 'O_div_binary_12', 'O_div_binary_48', 'O_div_amplitude_12', 'O_div_amplitude_48'], 'git_commit': 'unknown', 'hyperparameters': {'learning_rate': 0.05, 'max_depth': 3, 'n_estimators': 200, 'random_state': 42, 'subsample': 0.8}, 'metrics': {'auc': 0.604825395994889, 'train_accuracy': 0.7372661295692123}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15019, 'tags': {}, 'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1', 'training_time_sec': 4.075442552566528}, 'accuracy': 0.7372661295692123, 'avg_loss': -0.0017325437105271432, 'avg_win': 0.0011481329515461442, 'expectancy': -0.0005742164324792772, 'losing_trades': 455, 'max_drawdown': 0.44142165743971523, 'model_file': 'volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783662360', 'profit_factor': 0.4456747309387658, 'sharpe_ratio': -19.678434097255888, 'total_pnl': -0.43697870511673, 'total_trades': 761, 'trial_num': 0, 'win_rate': 0.4021024967148489, 'winning_trades': 306} 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}
1452	BTCUSDT	5	volume_price_pivot_v86_y_C7	2023-08-01 ~ 2026-07-31	0.446	0.40%	761	-19.678	0.44	0.737	0.000	2026-07-10
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783662276 Data Hash: 938ab6efac7e98b1 Feature Score: 展開 ('[{"feature": "K_close_position_in_hl", "importance": 0.3996863074521208}, ' '{"feature": "K_body_size_pct", "importance": 0.10245456653768649}, ' '{"feature": "K_high_pct_change_12", "importance": 0.1002192303116045}, ' '{"feature": "K_momentum_pct_change_48", "importance": 0.09590509006656436}, ' '{"feature": "O_div_amplitude_48", "importance": 0.08794803288793943}, ' '{"feature": "O_pct_change_12", "importance": 0.08482303401999484}, ' '{"feature": "O_div_amplitude_12", "importance": 0.08474092505104278}, ' '{"feature": "K_consecutive_shrink", "importance": 0.03745521311504363}, ' '{"feature": "O_div_binary_12", "importance": 0.0040904756276490106}, ' '{"feature": "O_div_binary_48", "importance": 0.0026771249303541686}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": ' '0.3996863074521208}, {"feature": "K_body_size_pct", ' '"importance": 0.10245456653768649}, {"feature": ' '"K_high_pct_change_12", "importance": 0.1002192303116045}, ' '{"feature": "K_momentum_pct_change_48", "importance": ' '0.09590509006656436}, {"feature": "O_div_amplitude_48", ' '"importance": 0.08794803288793943}, {"feature": ' '"O_pct_change_12", "importance": 0.08482303401999484}, ' '{"feature": "O_div_amplitude_12", "importance": ' '0.08474092505104278}, {"feature": "K_consecutive_shrink", ' '"importance": 0.03745521311504363}, {"feature": ' '"O_div_binary_12", "importance": 0.0040904756276490106}, ' '{"feature": "O_div_binary_48", "importance": ' '0.0026771249303541686}]', '_model_metadata': {'created_at': '2026-07-10T21:44:36.023745', 'feature_names': ['K_momentum_pct_change_48', 'K_high_pct_change_12', 'K_close_position_in_hl', 'K_body_size_pct', 'K_consecutive_shrink', 'O_pct_change_12', 'O_div_binary_12', 'O_div_binary_48', 'O_div_amplitude_12', 'O_div_amplitude_48'], 'git_commit': 'unknown', 'hyperparameters': {'learning_rate': 0.05, 'max_depth': 3, 'n_estimators': 200, 'random_state': 42, 'subsample': 0.8}, 'metrics': {'auc': 0.604825395994889, 'train_accuracy': 0.7372661295692123}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15019, 'tags': {}, 'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1', 'training_time_sec': 4.131471157073975}, 'accuracy': 0.7372661295692123, 'avg_loss': -0.0017325437105271432, 'avg_win': 0.0011481329515461442, 'expectancy': -0.0005742164324792772, 'losing_trades': 455, 'max_drawdown': 0.44142165743971523, 'model_file': 'volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783662276', 'profit_factor': 0.4456747309387658, 'sharpe_ratio': -19.678434097255888, 'total_pnl': -0.43697870511673, 'total_trades': 761, 'trial_num': 0, 'win_rate': 0.4021024967148489, 'winning_trades': 306} 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}
1449	BTCUSDT	5	volume_price_pivot_v86_y_C7	2023-08-01 ~ 2026-07-31	0.446	0.40%	761	-19.678	0.44	0.737	0.000	2026-07-10
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783662018 Data Hash: 938ab6efac7e98b1 Feature Score: 展開 ('[{"feature": "K_close_position_in_hl", "importance": 0.3996863074521208}, ' '{"feature": "K_body_size_pct", "importance": 0.10245456653768649}, ' '{"feature": "K_high_pct_change_12", "importance": 0.1002192303116045}, ' '{"feature": "K_momentum_pct_change_48", "importance": 0.09590509006656436}, ' '{"feature": "O_div_amplitude_48", "importance": 0.08794803288793943}, ' '{"feature": "O_pct_change_12", "importance": 0.08482303401999484}, ' '{"feature": "O_div_amplitude_12", "importance": 0.08474092505104278}, ' '{"feature": "K_consecutive_shrink", "importance": 0.03745521311504363}, ' '{"feature": "O_div_binary_12", "importance": 0.0040904756276490106}, ' '{"feature": "O_div_binary_48", "importance": 0.0026771249303541686}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": ' '0.3996863074521208}, {"feature": "K_body_size_pct", ' '"importance": 0.10245456653768649}, {"feature": ' '"K_high_pct_change_12", "importance": 0.1002192303116045}, ' '{"feature": "K_momentum_pct_change_48", "importance": ' '0.09590509006656436}, {"feature": "O_div_amplitude_48", ' '"importance": 0.08794803288793943}, {"feature": ' '"O_pct_change_12", "importance": 0.08482303401999484}, ' '{"feature": "O_div_amplitude_12", "importance": ' '0.08474092505104278}, {"feature": "K_consecutive_shrink", ' '"importance": 0.03745521311504363}, {"feature": ' '"O_div_binary_12", "importance": 0.0040904756276490106}, ' '{"feature": "O_div_binary_48", "importance": ' '0.0026771249303541686}]', '_model_metadata': {'created_at': '2026-07-10T21:40:18.235471', 'feature_names': ['K_momentum_pct_change_48', 'K_high_pct_change_12', 'K_close_position_in_hl', 'K_body_size_pct', 'K_consecutive_shrink', 'O_pct_change_12', 'O_div_binary_12', 'O_div_binary_48', 'O_div_amplitude_12', 'O_div_amplitude_48'], 'git_commit': 'unknown', 'hyperparameters': {'learning_rate': 0.05, 'max_depth': 3, 'n_estimators': 200, 'random_state': 42, 'subsample': 0.8}, 'metrics': {'auc': 0.604825395994889, 'train_accuracy': 0.7372661295692123}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15019, 'tags': {}, 'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1', 'training_time_sec': 4.088123798370361}, 'accuracy': 0.7372661295692123, 'avg_loss': -0.0017325437105271432, 'avg_win': 0.0011481329515461442, 'expectancy': -0.0005742164324792772, 'losing_trades': 455, 'max_drawdown': 0.44142165743971523, 'model_file': 'volume_price_pivot_v86_y_C7_BTCUSDT_2_20260710_1783662018', 'profit_factor': 0.4456747309387658, 'sharpe_ratio': -19.678434097255888, 'total_pnl': -0.43697870511673, 'total_trades': 761, 'trial_num': 0, 'win_rate': 0.4021024967148489, 'winning_trades': 306} 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}
240	BTCUSDT	5	volume_price_pivot_v86_y_C0	2025-01-01 ~ 2025-12-31	0.438	0.56%	2636	-26.224	2.97	0.000	0.000	2026-06-20
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C0_BTCUSDT_20260620_1781893285 Data Hash: - Feature Score: - Training Strategy: - param (JSON): 展開 JSON {'_y_candidate': 'C5', 'avg_loss': -0.004576259934403554, 'avg_win': 0.0015498899900503293, 'expectancy': -0.001120423463362991, 'learning_rate': 0.0673460419573921, 'losing_trades': 1149, 'max_depth': 5, 'max_drawdown': 2.969533235989436, 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_20260620_1781893285', 'n_estimators': 291, 'profit_factor': 0.43830974707151554, 'sharpe_ratio': -26.224215539277363, 'top_pct': 16, 'total_pnl': -2.9534362494248443, 'total_trades': 2636, 'trail_stop_1': -0.07248832931363793, 'trail_stop_2': 0.03168161003820911, 'trail_stop_3': 0.2521567178824907, 'trail_stop_4': 0.4738930375249196, 'trail_stop_5': 2.757339099784155, 'trail_thr_1': 0.16629446828196745, 'trail_thr_2': 0.3725899763410646, 'trail_thr_3': 1.0072757152482597, 'trail_thr_4': 1.555638793787726, 'trail_thr_5': 3.86425178689679, 'vp_subset_size': 0, 'win_rate': 0.5641122913505311, 'winning_trades': 1487} 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], 'day_hold': [1, 1]} Fold Config: 展開 {'method': 'expanding-window-walk-forward', 'n_splits': 4, 'purge_days': 0, 'test_window_months': 6, 'train_window_months': 6}
2669	BTCUSDT	15	zz_sylvain	2024-01-01 ~ 2026-10-03	0.434	0.35%	17	-29.152	0.08	0.992	0.000	2026-10-03
Model: gradient_boosting (vv1) Model File: zz_sylvain_BTCUSDT_2_20261003_1791005586 Data Hash: 4d2500492b3b40ec Feature Score: 展開 ('[{"feature": "vol_ratio", "importance": 0.5081137115158266}, {"feature": ' '"pct_change", "importance": 0.29697273995419504}, {"feature": "hl_range", ' '"importance": 0.078998575745236}, {"feature": "atr_norm", "importance": ' '0.046546929779017705}, {"feature": "body_size_pct", "importance": ' '0.03800974954628074}, {"feature": "price_position", "importance": ' '0.016561279388241708}, {"feature": "consecutive_shrink", "importance": ' '0.014797014071202194}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "vol_ratio", "importance": ' '0.5081137115158266}, {"feature": "pct_change", ' '"importance": 0.29697273995419504}, {"feature": ' '"hl_range", "importance": 0.078998575745236}, {"feature": ' '"atr_norm", "importance": 0.046546929779017705}, ' '{"feature": "body_size_pct", "importance": ' '0.03800974954628074}, {"feature": "price_position", ' '"importance": 0.016561279388241708}, {"feature": ' '"consecutive_shrink", "importance": 0.014797014071202194}]', '_model_metadata': {'feature_names': ['pct_change', 'hl_range', 'atr_norm', 'vol_ratio', 'price_position', 'consecutive_shrink', 'body_size_pct'], 'git_commit': 'd167aa95', 'metrics': {'accuracy': 0.9924768518518519, 'balanced_accuracy': 0.33317791506391575, 'long_recall': 0.0, 'macro_f1': 0.33207474102042794, 'short_recall': 0.0, 'train_accuracy': 0.9934690851015286}, 'model_version': 'v1', 'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1', 'training_time_sec': 23.733459949493408}, '_run_source': 'llm', 'accuracy': 0.9924768518518519, 'atr_factor': 4.7782143788446225, 'atr_period': 9, 'avg_loss': -0.009646935712246245, 'avg_win': 0.007676652870812075, 'balanced_accuracy': 0.33317791506391575, 'colsample_bytree': 0.8540362888980227, 'expectancy': -0.0035327279770491896, 'k_momentum_pct_change_window': 304, 'learning_rate': 0.021035886311957897, 'long_recall': 0.0, 'losing_trades': 11, 'macro_f1': 0.33207474102042794, 'max_depth': 3, 'max_drawdown': 0.07501635783716808, 'max_hold_bars': 40, 'min_child_weight': 43.44263114297183, 'model_file': 'zz_sylvain_BTCUSDT_2_20261003_1791005586', 'n_estimators': 89, 'optuna_seed': 833, 'profit_factor': 0.43405132232255195, 'reg_alpha': 0.10292247147901223, 'reg_lambda': 4.8495492608099715, 'reversal_abs': 0.0, 'reversal_ticks': 0, 'sharpe_ratio': -29.152473794817766, 'short_recall': 0.0, 'sl_pct': 0.009909423393147931, 'subsample': 0.8005575058716043, 'test_accuracy': 0.0, 'total_pnl': -0.06005637560983623, 'total_trades': 17, 'tp_pct': 0.022809232846471066, 'train_accuracy': 0.9934690851015286, 'trial_num': 0, 'win_rate': 0.35294117647058826, 'winning_trades': 6, 'zz_percent': 1.1247915185359671} ind_param (optuna): 展開 Optuna 參數 {'atr_period': [3, 20], 'atr_factor': [0.5, 5.0], 'zz_percent': [0.1, 1.5], 'reversal_abs': [0.0, 0.0], 'reversal_ticks': [0, 0], 'k_momentum_pct_change_window': [6, 504], 'n_estimators': [50, 300], 'max_depth': [2, 12], 'learning_rate': [0.01, 0.2], 'min_child_weight': [1.0, 50.0], 'subsample': [0.5, 1.0], 'colsample_bytree': [0.5, 1.0], 'reg_alpha': [0.0, 5.0], 'reg_lambda': [0.0, 5.0], 'optuna_seed': [1, 1000], 'tp_pct': [0.002, 0.1], 'sl_pct': [0.001, 0.05], 'max_hold_bars': [6, 192]} Fold Config: 展開 {'method': 'expanding-window-walk-forward', 'min_train_bars': 1000, 'n_splits': 4, 'purge_days': 7, 'test_window_months': 3, 'train_window_months': 6}
2676	BTCUSDT	15	zz_sylvain	2024-01-01 ~ 2026-10-03	0.434	0.35%	17	-29.152	0.08	0.992	0.000	2026-10-03
Model: gradient_boosting (vv1) Model File: zz_sylvain_BTCUSDT_2_20261003_1791012827 Data Hash: 4d2500492b3b40ec Feature Score: 展開 ('[{"feature": "vol_ratio", "importance": 0.5081137115158266}, {"feature": ' '"pct_change", "importance": 0.29697273995419504}, {"feature": "hl_range", ' '"importance": 0.078998575745236}, {"feature": "atr_norm", "importance": ' '0.046546929779017705}, {"feature": "body_size_pct", "importance": ' '0.03800974954628074}, {"feature": "price_position", "importance": ' '0.016561279388241708}, {"feature": "consecutive_shrink", "importance": ' '0.014797014071202194}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "vol_ratio", "importance": ' '0.5081137115158266}, {"feature": "pct_change", ' '"importance": 0.29697273995419504}, {"feature": ' '"hl_range", "importance": 0.078998575745236}, {"feature": ' '"atr_norm", "importance": 0.046546929779017705}, ' '{"feature": "body_size_pct", "importance": ' '0.03800974954628074}, {"feature": "price_position", ' '"importance": 0.016561279388241708}, {"feature": ' '"consecutive_shrink", "importance": 0.014797014071202194}]', '_model_metadata': {'feature_names': ['pct_change', 'hl_range', 'atr_norm', 'vol_ratio', 'price_position', 'consecutive_shrink', 'body_size_pct'], 'git_commit': 'd167aa95', 'metrics': {'accuracy': 0.9924768518518519, 'balanced_accuracy': 0.33317791506391575, 'long_recall': 0.0, 'macro_f1': 0.33207474102042794, 'short_recall': 0.0, 'train_accuracy': 0.9934690851015286}, 'model_version': 'v1', 'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1', 'training_time_sec': 23.745294094085693}, '_run_source': 'llm', 'accuracy': 0.9924768518518519, 'atr_factor': 4.7782143788446225, 'atr_period': 9, 'avg_loss': -0.009646935712246245, 'avg_win': 0.007676652870812075, 'balanced_accuracy': 0.33317791506391575, 'colsample_bytree': 0.8540362888980227, 'expectancy': -0.0035327279770491896, 'k_momentum_pct_change_window': 304, 'learning_rate': 0.021035886311957897, 'long_recall': 0.0, 'losing_trades': 11, 'macro_f1': 0.33207474102042794, 'max_depth': 3, 'max_drawdown': 0.07501635783716808, 'max_hold_bars': 40, 'min_child_weight': 43.44263114297183, 'model_file': 'zz_sylvain_BTCUSDT_2_20261003_1791012827', 'n_estimators': 89, 'optuna_seed': 833, 'profit_factor': 0.43405132232255195, 'reg_alpha': 0.10292247147901223, 'reg_lambda': 4.8495492608099715, 'reversal_abs': 0.0, 'reversal_ticks': 0, 'sharpe_ratio': -29.152473794817766, 'short_recall': 0.0, 'sl_pct': 0.009909423393147931, 'subsample': 0.8005575058716043, 'test_accuracy': 0.0, 'total_pnl': -0.06005637560983623, 'total_trades': 17, 'tp_pct': 0.022809232846471066, 'train_accuracy': 0.9934690851015286, 'trial_num': 0, 'win_rate': 0.35294117647058826, 'winning_trades': 6, 'zz_percent': 1.1247915185359671} ind_param (optuna): 展開 Optuna 參數 {'atr_period': [3, 20], 'atr_factor': [0.5, 5.0], 'zz_percent': [0.1, 1.5], 'reversal_abs': [0.0, 0.0], 'reversal_ticks': [0, 0], 'k_momentum_pct_change_window': [6, 504], 'n_estimators': [50, 300], 'max_depth': [2, 12], 'learning_rate': [0.01, 0.2], 'min_child_weight': [1.0, 50.0], 'subsample': [0.5, 1.0], 'colsample_bytree': [0.5, 1.0], 'reg_alpha': [0.0, 5.0], 'reg_lambda': [0.0, 5.0], 'optuna_seed': [1, 1000], 'tp_pct': [0.002, 0.1], 'sl_pct': [0.001, 0.05], 'max_hold_bars': [6, 192]} Fold Config: 展開 {'method': 'expanding-window-walk-forward', 'min_train_bars': 1000, 'n_splits': 4, 'purge_days': 7, 'test_window_months': 3, 'train_window_months': 6}
2674	BTCUSDT	15	zz_sylvain	2024-01-01 ~ 2026-10-03	0.434	0.35%	17	-29.152	0.08	0.992	0.000	2026-10-03
Model: gradient_boosting (vv1) Model File: zz_sylvain_BTCUSDT_2_20261003_1791012766 Data Hash: 4d2500492b3b40ec Feature Score: 展開 ('[{"feature": "vol_ratio", "importance": 0.5081137115158266}, {"feature": ' '"pct_change", "importance": 0.29697273995419504}, {"feature": "hl_range", ' '"importance": 0.078998575745236}, {"feature": "atr_norm", "importance": ' '0.046546929779017705}, {"feature": "body_size_pct", "importance": ' '0.03800974954628074}, {"feature": "price_position", "importance": ' '0.016561279388241708}, {"feature": "consecutive_shrink", "importance": ' '0.014797014071202194}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "vol_ratio", "importance": ' '0.5081137115158266}, {"feature": "pct_change", ' '"importance": 0.29697273995419504}, {"feature": ' '"hl_range", "importance": 0.078998575745236}, {"feature": ' '"atr_norm", "importance": 0.046546929779017705}, ' '{"feature": "body_size_pct", "importance": ' '0.03800974954628074}, {"feature": "price_position", ' '"importance": 0.016561279388241708}, {"feature": ' '"consecutive_shrink", "importance": 0.014797014071202194}]', '_model_metadata': {'feature_names': ['pct_change', 'hl_range', 'atr_norm', 'vol_ratio', 'price_position', 'consecutive_shrink', 'body_size_pct'], 'git_commit': 'd167aa95', 'metrics': {'accuracy': 0.9924768518518519, 'balanced_accuracy': 0.33317791506391575, 'long_recall': 0.0, 'macro_f1': 0.33207474102042794, 'short_recall': 0.0, 'train_accuracy': 0.9934690851015286}, 'model_version': 'v1', 'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1', 'training_time_sec': 23.76669979095459}, '_run_source': 'llm', 'accuracy': 0.9924768518518519, 'atr_factor': 4.7782143788446225, 'atr_period': 9, 'avg_loss': -0.009646935712246245, 'avg_win': 0.007676652870812075, 'balanced_accuracy': 0.33317791506391575, 'colsample_bytree': 0.8540362888980227, 'expectancy': -0.0035327279770491896, 'k_momentum_pct_change_window': 304, 'learning_rate': 0.021035886311957897, 'long_recall': 0.0, 'losing_trades': 11, 'macro_f1': 0.33207474102042794, 'max_depth': 3, 'max_drawdown': 0.07501635783716808, 'max_hold_bars': 40, 'min_child_weight': 43.44263114297183, 'model_file': 'zz_sylvain_BTCUSDT_2_20261003_1791012766', 'n_estimators': 89, 'optuna_seed': 833, 'profit_factor': 0.43405132232255195, 'reg_alpha': 0.10292247147901223, 'reg_lambda': 4.8495492608099715, 'reversal_abs': 0.0, 'reversal_ticks': 0, 'sharpe_ratio': -29.152473794817766, 'short_recall': 0.0, 'sl_pct': 0.009909423393147931, 'subsample': 0.8005575058716043, 'test_accuracy': 0.0, 'total_pnl': -0.06005637560983623, 'total_trades': 17, 'tp_pct': 0.022809232846471066, 'train_accuracy': 0.9934690851015286, 'trial_num': 0, 'win_rate': 0.35294117647058826, 'winning_trades': 6, 'zz_percent': 1.1247915185359671} ind_param (optuna): 展開 Optuna 參數 {'atr_period': [3, 20], 'atr_factor': [0.5, 5.0], 'zz_percent': [0.1, 1.5], 'reversal_abs': [0.0, 0.0], 'reversal_ticks': [0, 0], 'k_momentum_pct_change_window': [6, 504], 'n_estimators': [50, 300], 'max_depth': [2, 12], 'learning_rate': [0.01, 0.2], 'min_child_weight': [1.0, 50.0], 'subsample': [0.5, 1.0], 'colsample_bytree': [0.5, 1.0], 'reg_alpha': [0.0, 5.0], 'reg_lambda': [0.0, 5.0], 'optuna_seed': [1, 1000], 'tp_pct': [0.002, 0.1], 'sl_pct': [0.001, 0.05], 'max_hold_bars': [6, 192]} Fold Config: 展開 {'method': 'expanding-window-walk-forward', 'min_train_bars': 1000, 'n_splits': 4, 'purge_days': 7, 'test_window_months': 3, 'train_window_months': 6}
2670	BTCUSDT	15	zz_sylvain	2024-01-01 ~ 2026-10-03	0.434	0.35%	17	-29.152	0.08	0.992	0.000	2026-10-03
Model: gradient_boosting (vv1) Model File: zz_sylvain_BTCUSDT_2_20261003_1791005745 Data Hash: 4d2500492b3b40ec Feature Score: 展開 ('[{"feature": "vol_ratio", "importance": 0.5081137115158266}, {"feature": ' '"pct_change", "importance": 0.29697273995419504}, {"feature": "hl_range", ' '"importance": 0.078998575745236}, {"feature": "atr_norm", "importance": ' '0.046546929779017705}, {"feature": "body_size_pct", "importance": ' '0.03800974954628074}, {"feature": "price_position", "importance": ' '0.016561279388241708}, {"feature": "consecutive_shrink", "importance": ' '0.014797014071202194}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "vol_ratio", "importance": ' '0.5081137115158266}, {"feature": "pct_change", ' '"importance": 0.29697273995419504}, {"feature": ' '"hl_range", "importance": 0.078998575745236}, {"feature": ' '"atr_norm", "importance": 0.046546929779017705}, ' '{"feature": "body_size_pct", "importance": ' '0.03800974954628074}, {"feature": "price_position", ' '"importance": 0.016561279388241708}, {"feature": ' '"consecutive_shrink", "importance": 0.014797014071202194}]', '_model_metadata': {'feature_names': ['pct_change', 'hl_range', 'atr_norm', 'vol_ratio', 'price_position', 'consecutive_shrink', 'body_size_pct'], 'git_commit': 'd167aa95', 'metrics': {'accuracy': 0.9924768518518519, 'balanced_accuracy': 0.33317791506391575, 'long_recall': 0.0, 'macro_f1': 0.33207474102042794, 'short_recall': 0.0, 'train_accuracy': 0.9934690851015286}, 'model_version': 'v1', 'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1', 'training_time_sec': 23.936805963516235}, '_run_source': 'llm', 'accuracy': 0.9924768518518519, 'atr_factor': 4.7782143788446225, 'atr_period': 9, 'avg_loss': -0.009646935712246245, 'avg_win': 0.007676652870812075, 'balanced_accuracy': 0.33317791506391575, 'colsample_bytree': 0.8540362888980227, 'expectancy': -0.0035327279770491896, 'k_momentum_pct_change_window': 304, 'learning_rate': 0.021035886311957897, 'long_recall': 0.0, 'losing_trades': 11, 'macro_f1': 0.33207474102042794, 'max_depth': 3, 'max_drawdown': 0.07501635783716808, 'max_hold_bars': 40, 'min_child_weight': 43.44263114297183, 'model_file': 'zz_sylvain_BTCUSDT_2_20261003_1791005745', 'n_estimators': 89, 'optuna_seed': 833, 'profit_factor': 0.43405132232255195, 'reg_alpha': 0.10292247147901223, 'reg_lambda': 4.8495492608099715, 'reversal_abs': 0.0, 'reversal_ticks': 0, 'sharpe_ratio': -29.152473794817766, 'short_recall': 0.0, 'sl_pct': 0.009909423393147931, 'subsample': 0.8005575058716043, 'test_accuracy': 0.0, 'total_pnl': -0.06005637560983623, 'total_trades': 17, 'tp_pct': 0.022809232846471066, 'train_accuracy': 0.9934690851015286, 'trial_num': 0, 'win_rate': 0.35294117647058826, 'winning_trades': 6, 'zz_percent': 1.1247915185359671} ind_param (optuna): 展開 Optuna 參數 {'atr_period': [3, 20], 'atr_factor': [0.5, 5.0], 'zz_percent': [0.1, 1.5], 'reversal_abs': [0.0, 0.0], 'reversal_ticks': [0, 0], 'k_momentum_pct_change_window': [6, 504], 'n_estimators': [50, 300], 'max_depth': [2, 12], 'learning_rate': [0.01, 0.2], 'min_child_weight': [1.0, 50.0], 'subsample': [0.5, 1.0], 'colsample_bytree': [0.5, 1.0], 'reg_alpha': [0.0, 5.0], 'reg_lambda': [0.0, 5.0], 'optuna_seed': [1, 1000], 'tp_pct': [0.002, 0.1], 'sl_pct': [0.001, 0.05], 'max_hold_bars': [6, 192]} Fold Config: 展開 {'method': 'expanding-window-walk-forward', 'min_train_bars': 1000, 'n_splits': 4, 'purge_days': 7, 'test_window_months': 3, 'train_window_months': 6}
2678	BTCUSDT	15	zz_sylvain	2024-01-01 ~ 2026-10-03	0.434	0.35%	17	-29.152	0.08	0.992	0.000	2026-10-03
Model: gradient_boosting (vv1) Model File: zz_sylvain_BTCUSDT_2_20261003_1791012888 Data Hash: 4d2500492b3b40ec Feature Score: 展開 ('[{"feature": "vol_ratio", "importance": 0.5081137115158266}, {"feature": ' '"pct_change", "importance": 0.29697273995419504}, {"feature": "hl_range", ' '"importance": 0.078998575745236}, {"feature": "atr_norm", "importance": ' '0.046546929779017705}, {"feature": "body_size_pct", "importance": ' '0.03800974954628074}, {"feature": "price_position", "importance": ' '0.016561279388241708}, {"feature": "consecutive_shrink", "importance": ' '0.014797014071202194}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "vol_ratio", "importance": ' '0.5081137115158266}, {"feature": "pct_change", ' '"importance": 0.29697273995419504}, {"feature": ' '"hl_range", "importance": 0.078998575745236}, {"feature": ' '"atr_norm", "importance": 0.046546929779017705}, ' '{"feature": "body_size_pct", "importance": ' '0.03800974954628074}, {"feature": "price_position", ' '"importance": 0.016561279388241708}, {"feature": ' '"consecutive_shrink", "importance": 0.014797014071202194}]', '_model_metadata': {'feature_names': ['pct_change', 'hl_range', 'atr_norm', 'vol_ratio', 'price_position', 'consecutive_shrink', 'body_size_pct'], 'git_commit': 'd167aa95', 'metrics': {'accuracy': 0.9924768518518519, 'balanced_accuracy': 0.33317791506391575, 'long_recall': 0.0, 'macro_f1': 0.33207474102042794, 'short_recall': 0.0, 'train_accuracy': 0.9934690851015286}, 'model_version': 'v1', 'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1', 'training_time_sec': 23.763655185699463}, '_run_source': 'llm', 'accuracy': 0.9924768518518519, 'atr_factor': 4.7782143788446225, 'atr_period': 9, 'avg_loss': -0.009646935712246245, 'avg_win': 0.007676652870812075, 'balanced_accuracy': 0.33317791506391575, 'colsample_bytree': 0.8540362888980227, 'expectancy': -0.0035327279770491896, 'k_momentum_pct_change_window': 304, 'learning_rate': 0.021035886311957897, 'long_recall': 0.0, 'losing_trades': 11, 'macro_f1': 0.33207474102042794, 'max_depth': 3, 'max_drawdown': 0.07501635783716808, 'max_hold_bars': 40, 'min_child_weight': 43.44263114297183, 'model_file': 'zz_sylvain_BTCUSDT_2_20261003_1791012888', 'n_estimators': 89, 'optuna_seed': 833, 'profit_factor': 0.43405132232255195, 'reg_alpha': 0.10292247147901223, 'reg_lambda': 4.8495492608099715, 'reversal_abs': 0.0, 'reversal_ticks': 0, 'sharpe_ratio': -29.152473794817766, 'short_recall': 0.0, 'sl_pct': 0.009909423393147931, 'subsample': 0.8005575058716043, 'test_accuracy': 0.0, 'total_pnl': -0.06005637560983623, 'total_trades': 17, 'tp_pct': 0.022809232846471066, 'train_accuracy': 0.9934690851015286, 'trial_num': 0, 'win_rate': 0.35294117647058826, 'winning_trades': 6, 'zz_percent': 1.1247915185359671} ind_param (optuna): 展開 Optuna 參數 {'atr_period': [3, 20], 'atr_factor': [0.5, 5.0], 'zz_percent': [0.1, 1.5], 'reversal_abs': [0.0, 0.0], 'reversal_ticks': [0, 0], 'k_momentum_pct_change_window': [6, 504], 'n_estimators': [50, 300], 'max_depth': [2, 12], 'learning_rate': [0.01, 0.2], 'min_child_weight': [1.0, 50.0], 'subsample': [0.5, 1.0], 'colsample_bytree': [0.5, 1.0], 'reg_alpha': [0.0, 5.0], 'reg_lambda': [0.0, 5.0], 'optuna_seed': [1, 1000], 'tp_pct': [0.002, 0.1], 'sl_pct': [0.001, 0.05], 'max_hold_bars': [6, 192]} Fold Config: 展開 {'method': 'expanding-window-walk-forward', 'min_train_bars': 1000, 'n_splits': 4, 'purge_days': 7, 'test_window_months': 3, 'train_window_months': 6}
1313	BTCUSDT	5	volume_price_pivot_v86_y_C0	2023-09-01 ~ 2026-05-31	0.419	0.55%	760	-27.683	0.93	0.853	0.000	2026-07-07
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783405887 Data Hash: c47fdc72c9c04d73 Feature Score: 展開 ('[{"feature": "K_close_position_in_hl", "importance": 0.403264928117383}, ' '{"feature": "K_consecutive_shrink", "importance": 0.13860697874783667}, ' '{"feature": "O_div_amplitude_12", "importance": 0.1368269122086821}, ' '{"feature": "K_momentum_pct_change_48", "importance": 0.1094159924664886}, ' '{"feature": "O_div_binary_12", "importance": 0.056430010257908926}, ' '{"feature": "O_div_amplitude_48", "importance": 0.054860953680901325}, ' '{"feature": "K_body_size_pct", "importance": 0.043816133865041615}, ' '{"feature": "K_high_pct_change_12", "importance": 0.03456038022540918}, ' '{"feature": "O_pct_change_12", "importance": 0.015522363299502018}, ' '{"feature": "O_div_binary_48", "importance": 0.006695347130846622}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": ' '0.403264928117383}, {"feature": "K_consecutive_shrink", ' '"importance": 0.13860697874783667}, {"feature": ' '"O_div_amplitude_12", "importance": 0.1368269122086821}, ' '{"feature": "K_momentum_pct_change_48", "importance": ' '0.1094159924664886}, {"feature": "O_div_binary_12", ' '"importance": 0.056430010257908926}, {"feature": ' '"O_div_amplitude_48", "importance": 0.054860953680901325}, ' '{"feature": "K_body_size_pct", "importance": ' '0.043816133865041615}, {"feature": "K_high_pct_change_12", ' '"importance": 0.03456038022540918}, {"feature": ' '"O_pct_change_12", "importance": 0.015522363299502018}, ' '{"feature": "O_div_binary_48", "importance": ' '0.006695347130846622}]', '_model_metadata': {'created_at': '2026-07-07T22:31:26.870892', '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': 0.8357421490801895, 'train_accuracy': 0.8527111228953997}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15086, 'tags': {}, 'training_data_hash': 'c47fdc72c9c04d73-374708fff7719dd5', 'training_time_sec': 4.1307213306427}, 'accuracy': 0.8527111228953997, 'avg_loss': -0.004622322597086454, 'avg_win': 0.0015588260517461442, 'expectancy': -0.001198291569246291, 'losing_trades': 339, 'max_drawdown': 0.9301785502897012, 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783405887', 'profit_factor': 0.4188126596411344, 'sharpe_ratio': -27.682829358278056, 'total_pnl': -0.9107015926271813, 'total_trades': 760, 'trial_num': 0, 'win_rate': 0.5539473684210526, 'winning_trades': 421} 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}
1312	BTCUSDT	5	volume_price_pivot_v86_y_C0	2023-08-01 ~ 2026-04-30	0.414	0.56%	761	-28.053	0.94	0.853	0.000	2026-07-07
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783405861 Data Hash: 938ab6efac7e98b1 Feature Score: 展開 ('[{"feature": "K_close_position_in_hl", "importance": 0.40588124100243195}, ' '{"feature": "K_consecutive_shrink", "importance": 0.13286807853701577}, ' '{"feature": "O_div_amplitude_12", "importance": 0.13169447745346982}, ' '{"feature": "K_momentum_pct_change_48", "importance": 0.1183740748366156}, ' '{"feature": "O_div_amplitude_48", "importance": 0.060025115723914946}, ' '{"feature": "O_div_binary_12", "importance": 0.056631214546549076}, ' '{"feature": "K_high_pct_change_12", "importance": 0.037961056557844854}, ' '{"feature": "K_body_size_pct", "importance": 0.037873376709202176}, ' '{"feature": "O_pct_change_12", "importance": 0.014050794038292815}, ' '{"feature": "O_div_binary_48", "importance": 0.004640570594662985}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": ' '0.40588124100243195}, {"feature": "K_consecutive_shrink", ' '"importance": 0.13286807853701577}, {"feature": ' '"O_div_amplitude_12", "importance": 0.13169447745346982}, ' '{"feature": "K_momentum_pct_change_48", "importance": ' '0.1183740748366156}, {"feature": "O_div_amplitude_48", ' '"importance": 0.060025115723914946}, {"feature": ' '"O_div_binary_12", "importance": 0.056631214546549076}, ' '{"feature": "K_high_pct_change_12", "importance": ' '0.037961056557844854}, {"feature": "K_body_size_pct", ' '"importance": 0.037873376709202176}, {"feature": ' '"O_pct_change_12", "importance": 0.014050794038292815}, ' '{"feature": "O_div_binary_48", "importance": ' '0.004640570594662985}]', '_model_metadata': {'created_at': '2026-07-07T22:31:01.490962', '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': 0.829647652167895, 'train_accuracy': 0.8533857114321859}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15019, 'tags': {}, 'training_data_hash': '938ab6efac7e98b1-4cbbd8ca5215b8d1', 'training_time_sec': 4.092428684234619}, 'accuracy': 0.8533857114321859, 'avg_loss': -0.004763520701690178, 'avg_win': 0.001541332663493927, 'expectancy': -0.0012258434521059294, 'losing_trades': 334, 'max_drawdown': 0.9370627298465544, 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783405861', 'profit_factor': 0.41366591079937975, 'sharpe_ratio': -28.052875233683036, 'total_pnl': -0.9328668670526126, 'total_trades': 761, 'trial_num': 0, 'win_rate': 0.5611038107752957, 'winning_trades': 427} 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}
243	BTCUSDT	5	volume_price_pivot_v86_y_C4	2025-01-01 ~ 2025-12-31	0.394	0.52%	2636	-29.593	3.27	0.000	0.000	2026-06-20
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C4_BTCUSDT_20260620_1781895319 Data Hash: - Feature Score: - Training Strategy: - param (JSON): 展開 JSON {'_y_candidate': 'C2', 'avg_loss': -0.0042655514239832324, 'avg_win': 0.0015366287927923862, 'expectancy': -0.0012345946111987, 'learning_rate': 0.0460558866139096, 'losing_trades': 1259, 'max_depth': 4, 'max_drawdown': 3.2690154705769605, 'model_file': 'volume_price_pivot_v86_y_C4_BTCUSDT_20260620_1781895319', 'n_estimators': 234, 'profit_factor': 0.39400523729787457, 'sharpe_ratio': -29.593496744070986, 'sl_mult': 0.9124087199146088, 'top_pct': 7, 'total_pnl': -3.2543913951197743, 'total_trades': 2636, 'tp_mult': 1.0889358043460498, 'trail_stop_1': -0.1280365116750071, 'trail_stop_2': 0.0193116567319366, 'trail_stop_3': 0.29368193254877606, 'trail_stop_4': 0.5858823841313416, 'trail_stop_5': 2.920144787962017, 'trail_thr_1': 0.22034568677162938, 'trail_thr_2': 0.6489350799351911, 'trail_thr_3': 1.0867664679111966, 'trail_thr_4': 1.590625480413378, 'trail_thr_5': 3.165012111381681, 'vp_subset_size': 0, 'win_rate': 0.5223823975720789, 'winning_trades': 1377} 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], 'day_hold': [1, 1], 'tp_mult': [1.0, 2.0], 'sl_mult': [0.5, 1.5], 'atr_period': [14, 14], 'n_bars': [12, 12]} Fold Config: 展開 {'method': 'expanding-window-walk-forward', 'n_splits': 4, 'purge_days': 0, 'test_window_months': 6, 'train_window_months': 6}
1314	BTCUSDT	5	volume_price_pivot_v86_y_C0	2023-10-01 ~ 2026-06-30	0.391	0.54%	758	-29.992	1.01	0.852	0.000	2026-07-07
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783405912 Data Hash: 3c112bae8dd2b04f Feature Score: 展開 ('[{"feature": "K_close_position_in_hl", "importance": 0.39794355237469786}, ' '{"feature": "K_consecutive_shrink", "importance": 0.14323822255256916}, ' '{"feature": "O_div_amplitude_12", "importance": 0.13735930164394156}, ' '{"feature": "K_momentum_pct_change_48", "importance": 0.11123143471118856}, ' '{"feature": "O_div_binary_12", "importance": 0.05750114212851946}, ' '{"feature": "O_div_amplitude_48", "importance": 0.05567392146393581}, ' '{"feature": "K_body_size_pct", "importance": 0.04523306363989987}, ' '{"feature": "K_high_pct_change_12", "importance": 0.03238134728356645}, ' '{"feature": "O_pct_change_12", "importance": 0.014089818366429821}, ' '{"feature": "O_div_binary_48", "importance": 0.005348195835251517}]') Training Strategy: - param (JSON): 展開 JSON {'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": ' '0.39794355237469786}, {"feature": "K_consecutive_shrink", ' '"importance": 0.14323822255256916}, {"feature": ' '"O_div_amplitude_12", "importance": 0.13735930164394156}, ' '{"feature": "K_momentum_pct_change_48", "importance": ' '0.11123143471118856}, {"feature": "O_div_binary_12", ' '"importance": 0.05750114212851946}, {"feature": ' '"O_div_amplitude_48", "importance": 0.05567392146393581}, ' '{"feature": "K_body_size_pct", "importance": ' '0.04523306363989987}, {"feature": "K_high_pct_change_12", ' '"importance": 0.03238134728356645}, {"feature": ' '"O_pct_change_12", "importance": 0.014089818366429821}, ' '{"feature": "O_div_binary_48", "importance": ' '0.005348195835251517}]', '_model_metadata': {'created_at': '2026-07-07T22:31:52.345317', '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': 0.8358326085200471, 'train_accuracy': 0.852271222354655}, 'model_name': 'gradient_boosting', 'model_version': 'v1', 'n_features': 10, 'n_samples': 15102, 'tags': {}, 'training_data_hash': '3c112bae8dd2b04f-9d34149fbd1fe777', 'training_time_sec': 4.1207358837127686}, 'accuracy': 0.852271222354655, 'avg_loss': -0.0047496216699310706, 'avg_win': 0.001549995971534046, 'expectancy': -0.0013172442478663043, 'losing_trades': 345, 'max_drawdown': 1.0084781398826568, 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783405912', 'profit_factor': 0.390663204954029, 'sharpe_ratio': -29.992403088594216, 'total_pnl': -0.9984711398826585, 'total_trades': 758, 'trial_num': 0, 'win_rate': 0.5448548812664907, 'winning_trades': 413} 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}
1519	BTCUSDT	5	volume_price_pivot_v86_y_C6	2023-08-01 ~ 2026-07-31	0.389	0.42%	4553	-24.415	3.63	0.564	0.000	2026-07-11
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C6_BTCUSDT_2_20260710_1783675866 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': '2026-07-11T01:31:05.616328', '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': 20.89871120452881}, 'accuracy': 0.5641520740395499, 'avg_loss': -0.0022444698632348827, 'avg_win': 0.0012061584280450622, 'expectancy': -0.0007954030297344973, 'learning_rate': 0.07659969709057025, 'losing_trades': 2641, 'max_depth': 5, 'max_drawdown': 3.628966146310218, 'model_file': 'volume_price_pivot_v86_y_C6_BTCUSDT_2_20260710_1783675866', 'n_bars': 8, 'n_clusters': 4, 'n_estimators': 214, 'profit_factor': 0.38905416061565845, 'sharpe_ratio': -24.414953862275407, 'top_pct': 8, 'total_pnl': -3.621469994381166, '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': 0.4199428947946409, 'winning_trades': 1912} 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}
1484	BTCUSDT	5	volume_price_pivot_v86_y_C6	2023-08-01 ~ 2026-07-31	0.386	0.41%	3613	-25.062	2.98	0.574	0.000	2026-07-11
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C6_BTCUSDT_2_20260710_1783672720 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': '2026-07-11T00:38:40.316560', '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': 20.998055458068848}, 'accuracy': 0.5742725880551302, 'avg_loss': -0.002266929330630985, 'avg_win': 0.001249859998911676, 'expectancy': -0.0008195266920951597, 'learning_rate': 0.07659969709057025, 'losing_trades': 2126, 'max_depth': 5, 'max_drawdown': 2.9760106663745876, 'model_file': 'volume_price_pivot_v86_y_C6_BTCUSDT_2_20260710_1783672720', 'n_bars': 8, 'n_clusters': 4, 'n_estimators': 214, 'profit_factor': 0.38563025151200486, 'sharpe_ratio': -25.062336907699503, 'top_pct': 8, 'total_pnl': -2.9609499385398124, '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': 0.4115693329642956, 'winning_trades': 1487} 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}
241	BTCUSDT	5	volume_price_pivot_v86_y_C5	2025-01-01 ~ 2025-12-31	0.373	0.49%	2636	-31.246	3.29	0.000	0.000	2026-06-20
Model: gradient_boosting (vv1) Model File: volume_price_pivot_v86_y_C5_BTCUSDT_20260620_1781893334 Data Hash: - Feature Score: - Training Strategy: - param (JSON): 展開 JSON {'_y_candidate': 'C2', 'avg_loss': -0.0039142559317257575, 'avg_win': 0.0015160203788667002, 'expectancy': -0.001248558835403056, 'learning_rate': 0.06724651309448233, 'losing_trades': 1342, 'max_depth': 4, 'max_drawdown': 3.294030822675679, 'model_file': 'volume_price_pivot_v86_y_C5_BTCUSDT_20260620_1781893334', 'n_bars': 9, 'n_estimators': 229, 'profit_factor': 0.3734544006620455, 'sharpe_ratio': -31.245864795291094, 'top_pct': 13, 'total_pnl': -3.291201090122456, 'total_trades': 2636, 'trail_stop_1': -0.046093998073768364, 'trail_stop_2': 0.19765717080973857, 'trail_stop_3': 0.3971444303263326, 'trail_stop_4': 0.44862486929273754, 'trail_stop_5': 2.5457152570189567, 'trail_thr_1': 0.15917843603816578, 'trail_thr_2': 0.6280394366008273, 'trail_thr_3': 1.3811147725749056, 'trail_thr_4': 1.7439658431589762, 'trail_thr_5': 3.426012559866251, 'vp_subset_size': 2, 'win_rate': 0.49089529590288317, 'winning_trades': 1294} 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], 'day_hold': [1, 1], 'n_bars': [6, 24]} Fold Config: 展開 {'method': 'expanding-window-walk-forward', 'n_splits': 4, 'purge_days': 0, 'test_window_months': 6, 'train_window_months': 6}

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