Indicator Params Viewer
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共 1373 筆結果
📊 Indicator Params
| ID | Symbol | Interval | Indicator | Date Range | PF ↓ | WR | Trades | Sharpe | DD | Acc | AUC | Created |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 242 | BTCUSDT | 5 | volume_price_pivot_v86_y_C3 | 2025-01-01 ~ 2025-12-31 | 0.335 | 0.45% | 2636 | -34.511 | 3.53 | 0.000 | 0.000 | 2026-06-20 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C3_BTCUSDT_20260620_1781895064
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON{'_y_candidate': 'C5',
'avg_loss': -0.0036586210739377226,
'avg_win': 0.0014949827203378015,
'expectancy': -0.0013379352985943814,
'learning_rate': 0.07379131328282953,
'losing_trades': 1449,
'max_depth': 5,
'max_drawdown': 3.526714822299717,
'model_file': 'volume_price_pivot_v86_y_C3_BTCUSDT_20260620_1781895064',
'n_bars': 6,
'n_estimators': 171,
'profit_factor': 0.33473496152833837,
'sharpe_ratio': -34.510966581214156,
'theta': 0.013288548747188076,
'top_pct': 11,
'total_pnl': -3.526797447094789,
'total_trades': 2636,
'trail_stop_1': -0.08162175141902565,
'trail_stop_2': 0.04111822163502304,
'trail_stop_3': 0.36413199432479454,
'trail_stop_4': 0.7760295396760578,
'trail_stop_5': 2.798792964848063,
'trail_thr_1': 0.23988221224579348,
'trail_thr_2': 0.5848680839509548,
'trail_thr_3': 1.0035379356031553,
'trail_thr_4': 1.6981014040271756,
'trail_thr_5': 3.931374484173201,
'vp_subset_size': 1,
'win_rate': 0.45030349013657056,
'window': 22,
'winning_trades': 1187}
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], 'window': [6, 24], 'n_bars': [3, 12], 'theta': [0.005, 0.02]}
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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| 2749 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2024-01-01 | 0.000 | 0.00% | 0 | 0.000 | 0.00 | 0.000 | 0.000 | 2026-10-11 |
|
Model: race_lineage (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
ind_param (optuna):
展開 Optuna 參數{"lineage_record": {"artifact_paths": ["/mnt/apischip.com/.openclaw/workspace/qv_w75e_fix/data/race_exam_kits/sandbox/exam_kits/zz_sylvain_fs1748_2026-05-01_2026-05-30/exam_kit.json"], "created_at": "2026-10-11T15:57:35Z", "file_fingerprints": [{"exists": true, "path": "/mnt/apischip.com/.openclaw/workspace/qv_w75e_fix/data/race_exam_kits/sandbox/exam_kits/zz_sylvain_fs1748_2026-05-01_2026-05-30/exam_kit.json", "sha16": "16353fe813d0dfb9", "size": 343}], "generation": 6, "git_commit": "193aa992", "head_key": "BTCUSDT.BINANCE.PERPETUAL×15×zz_sylvain", "ohlcv_fingerprint": "", "params": {"config_hash": "c6e2991756a59f35", "fs_id": 1748, "gap_bars": 672, "indicator": "zz_sylvain", "segment": {"end": "2026-05-30", "start": "2026-05-01"}}, "params_hash": "c6e2991756a59f35", "parent_params_hash": "", "production_status": "", "recipe": {}, "role": "challenger", "schema_version": 1, "snapshot_id": "pickle_2_1_20240101_000000_20260701_000000.pkl__size_84050153__mtime_1791733600__hash_4a98766b361c57b6__until_202605300000__bars_1267202", "stage": "A", "verdict": {"segment": {"end": "2026-05-30", "start": "2026-05-01"}}}, "schema_version": 1}
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| 2750 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2024-01-01 | 0.000 | 0.00% | 0 | 0.000 | 0.00 | 0.000 | 0.000 | 2026-10-11 |
|
Model: race_lineage (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
ind_param (optuna):
展開 Optuna 參數{"lineage_record": {"artifact_paths": ["/mnt/apischip.com/.openclaw/workspace/qv_w75e_fix/data/race_models/qualifier/champion_ad0dc50c3410ca7a.json", "/mnt/apischip.com/.openclaw/workspace/qv_w75e_fix/data/race_models/qualifier/model_a75579c1dbcefe60.job"], "created_at": "2026-10-11T15:57:48Z", "file_fingerprints": [{"exists": true, "path": "/mnt/apischip.com/.openclaw/workspace/qv_w75e_fix/data/race_models/qualifier/champion_ad0dc50c3410ca7a.json", "sha16": "c9108d4d9a0482a2", "size": 718}, {"exists": true, "path": "/mnt/apischip.com/.openclaw/workspace/qv_w75e_fix/data/race_models/qualifier/model_a75579c1dbcefe60.job", "sha16": "add2d7da6ea6e822", "size": 308649}], "generation": 7, "git_commit": "193aa992", "head_key": "BTCUSDT.BINANCE.PERPETUAL×15×zz_sylvain", "ohlcv_fingerprint": "", "params": {"atr_factor": 1.5, "atr_period": 5, "colsample_bytree": 0.5175295833854573, "learning_rate": 0.0718028460914049, "max_depth": 12, "min_child_weight": 19.27725730665275, "n_estimators": 291, "optuna_seed": 762, "reg_alpha": 0.7697279930737794, "reg_lambda": 2.30549112558964, "reversal_abs": 0.0, "reversal_ticks": 0, "subsample": 0.9800215197137001, "zz_percent": 0.5}, "params_hash": "ad0dc50c3410ca7a", "parent_params_hash": "", "production_status": "", "recipe": {"data_end": "2026-07-01", "qualifier": "ad0dc50c3410ca7a", "qualifier_months": 12, "window_start": "2025-07-01"}, "role": "challenger", "schema_version": 1, "snapshot_id": "", "stage": "C", "verdict": {"stage": "qualifier", "window_months": 12}}, "schema_version": 1}
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| 2751 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2024-01-01 | 0.000 | 0.00% | 0 | 0.000 | 0.00 | 0.000 | 0.000 | 2026-10-11 |
|
Model: race_lineage (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
ind_param (optuna):
展開 Optuna 參數{"lineage_record": {"artifact_paths": [], "created_at": "2026-10-11T15:57:48Z", "file_fingerprints": [], "generation": 8, "git_commit": "193aa992", "head_key": "BTCUSDT.BINANCE.PERPETUAL×15×zz_sylvain", "ohlcv_fingerprint": "", "params": {}, "params_hash": "ad0dc50c3410ca7a", "parent_params_hash": "", "production_status": "", "recipe": {}, "role": "challenger", "schema_version": 1, "snapshot_id": "", "stage": "E", "verdict": {"ci_high": null, "ci_low": null, "economic_gate": null, "mean_delta": 0.0, "reason": "qualifier: mean_delta<=0", "stage": "qualifier", "verdict": "REJECTED"}}, "schema_version": 1}
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| 2752 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2024-01-01 | 0.000 | 0.00% | 0 | 0.000 | 0.00 | 0.000 | 0.000 | 2026-10-12 |
|
Model: race_lineage (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
ind_param (optuna):
展開 Optuna 參數{"lineage_record": {"artifact_paths": ["/mnt/apischip.com/.openclaw/workspace/qv_w75e_fix/data/race_exam_kits/sandbox/exam_kits/zz_sylvain_fs1748_2026-05-01_2026-05-30/exam_kit.json"], "created_at": "2026-10-12T02:51:22Z", "file_fingerprints": [{"exists": true, "path": "/mnt/apischip.com/.openclaw/workspace/qv_w75e_fix/data/race_exam_kits/sandbox/exam_kits/zz_sylvain_fs1748_2026-05-01_2026-05-30/exam_kit.json", "sha16": "16353fe813d0dfb9", "size": 343}], "generation": 9, "git_commit": "52b49e0f", "head_key": "BTCUSDT.BINANCE.PERPETUAL×15×zz_sylvain", "ohlcv_fingerprint": "", "params": {"config_hash": "c6e2991756a59f35", "fs_id": 1748, "gap_bars": 672, "indicator": "zz_sylvain", "segment": {"end": "2026-05-30", "start": "2026-05-01"}}, "params_hash": "c6e2991756a59f35", "parent_params_hash": "", "production_status": "", "recipe": {}, "role": "challenger", "schema_version": 1, "snapshot_id": "pickle_2_1_20240101_000000_20260701_000000.pkl__size_84050153__mtime_1791733600__hash_4a98766b361c57b6__until_202605300000__bars_1267202", "stage": "A", "verdict": {"segment": {"end": "2026-05-30", "start": "2026-05-01"}}}, "schema_version": 1}
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| 2753 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2024-01-01 | 0.000 | 0.00% | 0 | 0.000 | 0.00 | 0.000 | 0.000 | 2026-10-12 |
|
Model: race_lineage (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
ind_param (optuna):
展開 Optuna 參數{"lineage_record": {"artifact_paths": ["/mnt/apischip.com/.openclaw/workspace/qv_w75e_fix/data/race_models/qualifier/champion_ad0dc50c3410ca7a.json", "/mnt/apischip.com/.openclaw/workspace/qv_w75e_fix/data/race_models/qualifier/model_a75579c1dbcefe60.job"], "created_at": "2026-10-12T02:51:34Z", "file_fingerprints": [{"exists": true, "path": "/mnt/apischip.com/.openclaw/workspace/qv_w75e_fix/data/race_models/qualifier/champion_ad0dc50c3410ca7a.json", "sha16": "c9108d4d9a0482a2", "size": 718}, {"exists": true, "path": "/mnt/apischip.com/.openclaw/workspace/qv_w75e_fix/data/race_models/qualifier/model_a75579c1dbcefe60.job", "sha16": "1f74b231adaac24c", "size": 308649}], "generation": 10, "git_commit": "52b49e0f", "head_key": "BTCUSDT.BINANCE.PERPETUAL×15×zz_sylvain", "ohlcv_fingerprint": "", "params": {"atr_factor": 1.5, "atr_period": 5, "colsample_bytree": 0.5175295833854573, "learning_rate": 0.0718028460914049, "max_depth": 12, "min_child_weight": 19.27725730665275, "n_estimators": 291, "optuna_seed": 762, "reg_alpha": 0.7697279930737794, "reg_lambda": 2.30549112558964, "reversal_abs": 0.0, "reversal_ticks": 0, "subsample": 0.9800215197137001, "zz_percent": 0.5}, "params_hash": "ad0dc50c3410ca7a", "parent_params_hash": "", "production_status": "", "recipe": {"data_end": "2026-07-01", "qualifier": "ad0dc50c3410ca7a", "qualifier_months": 12, "window_start": "2025-07-01"}, "role": "challenger", "schema_version": 1, "snapshot_id": "", "stage": "C", "verdict": {"stage": "qualifier", "window_months": 12}}, "schema_version": 1}
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| 2755 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2024-01-01 | 0.000 | 0.00% | 0 | 0.000 | 0.00 | 0.000 | 0.000 | 2026-10-12 |
|
Model: race_lineage (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
ind_param (optuna):
展開 Optuna 參數{"lineage_record": {"artifact_paths": ["/mnt/apischip.com/.openclaw/workspace/qv_w75e_fix/data/race_exam_kits/sandbox/exam_kits/zz_sylvain_fs1748_2026-05-01_2026-05-30/exam_kit.json"], "created_at": "2026-10-12T05:32:13Z", "file_fingerprints": [{"exists": true, "path": "/mnt/apischip.com/.openclaw/workspace/qv_w75e_fix/data/race_exam_kits/sandbox/exam_kits/zz_sylvain_fs1748_2026-05-01_2026-05-30/exam_kit.json", "sha16": "16353fe813d0dfb9", "size": 343}], "generation": 12, "git_commit": "a7716902", "head_key": "BTCUSDT.BINANCE.PERPETUAL×15×zz_sylvain", "ohlcv_fingerprint": "", "params": {"config_hash": "c6e2991756a59f35", "fs_id": 1748, "gap_bars": 672, "indicator": "zz_sylvain", "segment": {"end": "2026-05-30", "start": "2026-05-01"}}, "params_hash": "c6e2991756a59f35", "parent_params_hash": "", "production_status": "", "recipe": {}, "role": "challenger", "schema_version": 1, "snapshot_id": "pickle_2_1_20240101_000000_20260701_000000.pkl__size_84050153__mtime_1791733600__hash_4a98766b361c57b6__until_202605300000__bars_1267202", "stage": "A", "verdict": {"segment": {"end": "2026-05-30", "start": "2026-05-01"}}}, "schema_version": 1}
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| 2756 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2024-01-01 | 0.000 | 0.00% | 0 | 0.000 | 0.00 | 0.000 | 0.000 | 2026-10-12 |
|
Model: race_lineage (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
ind_param (optuna):
展開 Optuna 參數{"lineage_record": {"artifact_paths": ["/mnt/apischip.com/.openclaw/workspace/qv_w75e_fix/data/race_models/qualifier/champion_ad0dc50c3410ca7a.json", "/mnt/apischip.com/.openclaw/workspace/qv_w75e_fix/data/race_models/qualifier/model_a75579c1dbcefe60.job"], "created_at": "2026-10-12T05:32:25Z", "file_fingerprints": [{"exists": true, "path": "/mnt/apischip.com/.openclaw/workspace/qv_w75e_fix/data/race_models/qualifier/champion_ad0dc50c3410ca7a.json", "sha16": "c9108d4d9a0482a2", "size": 718}, {"exists": true, "path": "/mnt/apischip.com/.openclaw/workspace/qv_w75e_fix/data/race_models/qualifier/model_a75579c1dbcefe60.job", "sha16": "46cb9610efa95b16", "size": 308649}], "generation": 13, "git_commit": "a7716902", "head_key": "BTCUSDT.BINANCE.PERPETUAL×15×zz_sylvain", "ohlcv_fingerprint": "", "params": {"atr_factor": 1.5, "atr_period": 5, "colsample_bytree": 0.5175295833854573, "learning_rate": 0.0718028460914049, "max_depth": 12, "min_child_weight": 19.27725730665275, "n_estimators": 291, "optuna_seed": 762, "reg_alpha": 0.7697279930737794, "reg_lambda": 2.30549112558964, "reversal_abs": 0.0, "reversal_ticks": 0, "subsample": 0.9800215197137001, "zz_percent": 0.5}, "params_hash": "ad0dc50c3410ca7a", "parent_params_hash": "", "production_status": "", "recipe": {"data_end": "2026-07-01", "qualifier": "ad0dc50c3410ca7a", "qualifier_months": 12, "window_start": "2025-07-01"}, "role": "challenger", "schema_version": 1, "snapshot_id": "", "stage": "C", "verdict": {"stage": "qualifier", "window_months": 12}}, "schema_version": 1}
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| 2757 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2024-01-01 | 0.000 | 0.00% | 0 | 0.000 | 0.00 | 0.000 | 0.000 | 2026-10-12 |
|
Model: race_lineage (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
ind_param (optuna):
展開 Optuna 參數{"lineage_record": {"artifact_paths": [], "created_at": "2026-10-12T05:32:25Z", "file_fingerprints": [], "generation": 14, "git_commit": "a7716902", "head_key": "BTCUSDT.BINANCE.PERPETUAL×15×zz_sylvain", "ohlcv_fingerprint": "", "params": {}, "params_hash": "ad0dc50c3410ca7a", "parent_params_hash": "", "production_status": "", "recipe": {}, "role": "challenger", "schema_version": 1, "snapshot_id": "", "stage": "E", "verdict": {"ci_high": null, "ci_low": null, "economic_gate": null, "mean_delta": 0.0, "reason": "qualifier: mean_delta<=0", "stage": "qualifier", "verdict": "REJECTED"}}, "schema_version": 1}
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| 2746 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2024-01-01 | 0.000 | 0.00% | 0 | 0.000 | 0.00 | 0.000 | 0.000 | 2026-10-11 |
|
Model: race_lineage (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
ind_param (optuna):
展開 Optuna 參數{"lineage_record": {"artifact_paths": ["/mnt/apischip.com/.openclaw/workspace/qv_w75e_fix/data/race/sandbox/results/exam_result_06bb18e2e4b0a03a_2026-05-01_2026-05-30_pickle_2_1_20240101_000000_20260701_000000.pkl__size_84050153__mtime_1791733600__hash_4a98766b361c57b6__until_202605300000__bars_1267202_c6e29917_b1914e25.json"], "created_at": "2026-10-11T15:53:43Z", "file_fingerprints": [{"exists": true, "path": "/mnt/apischip.com/.openclaw/workspace/qv_w75e_fix/data/race/sandbox/results/exam_result_06bb18e2e4b0a03a_2026-05-01_2026-05-30_pickle_2_1_20240101_000000_20260701_000000.pkl__size_84050153__mtime_1791733600__hash_4a98766b361c57b6__until_202605300000__bars_1267202_c6e29917_b1914e25.json", "sha16": "f26509194c7ae7ee", "size": 1420}], "generation": 3, "git_commit": "7848ec42", "head_key": "BTCUSDT.BINANCE.PERPETUAL×15×zz_sylvain", "ohlcv_fingerprint": "", "params": {"atr_factor": 1.5, "atr_period": 5, "colsample_bytree": 0.5175295833854573, "learning_rate": 0.0718028460914049, "max_depth": 12, "min_child_weight": 19.27725730665275, "n_estimators": 291, "optuna_seed": 761, "reg_alpha": 0.7697279930737794, "reg_lambda": 2.30549112558964, "reversal_abs": 0.0, "reversal_ticks": 0, "subsample": 0.9800215197137001, "zz_percent": 0.5}, "params_hash": "06bb18e2e4b0a03a", "parent_params_hash": "", "production_status": "", "recipe": {}, "role": "champion", "schema_version": 1, "snapshot_id": "pickle_2_1_20240101_000000_20260701_000000.pkl__size_84050153__mtime_1791733600__hash_4a98766b361c57b6__until_202605300000__bars_1267202", "stage": "D", "verdict": {"exam_id": "2026-05-01_2026-05-30_pickle_2_1_20240101_000000_20260701_000000.pkl__size_84050153__mtime_1791733600__hash_4a98766b361c57b6__until_202605300000__bars_1267202_c6e29917_b1914e25", "note": "RM 污染撤回 (W-74 教訓 133); 未登基 (production_status=candidate)", "pf": 0.557925, "rm_used": "signal_only", "trades": 14}}, "schema_version": 1}
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| 2763 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2024-01-01 | 0.000 | 0.00% | 0 | 0.000 | 0.00 | 0.000 | 0.000 | 2026-10-12 |
|
Model: race_lineage (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
ind_param (optuna):
展開 Optuna 參數{"lineage_record": {"artifact_paths": [], "champion_doc": {}, "created_at": "2026-10-12T10:32:03Z", "file_fingerprints": [], "generation": 20, "git_commit": "aa51fe94", "head_key": "BTCUSDT.BINANCE.PERPETUAL×15×zz_sylvain", "ohlcv_fingerprint": "", "params": {}, "params_hash": "ad0dc50c3410ca7a", "parent_params_hash": "", "production_status": "", "recipe": {}, "role": "challenger", "schema_version": 1, "snapshot_id": "", "stage": "E", "verdict": {"ci_high": null, "ci_low": null, "economic_gate": null, "mean_delta": 0.0, "reason": "qualifier: mean_delta<=0", "stage": "qualifier", "verdict": "REJECTED"}}, "schema_version": 1}
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| 2762 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2024-01-01 | 0.000 | 0.00% | 0 | 0.000 | 0.00 | 0.000 | 0.000 | 2026-10-12 |
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Model: race_lineage (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
ind_param (optuna):
展開 Optuna 參數{"lineage_record": {"artifact_paths": ["/mnt/apischip.com/.openclaw/workspace/qv_w75e_fix/data/race_models/qualifier/champion_ad0dc50c3410ca7a.json", "/mnt/apischip.com/.openclaw/workspace/qv_w75e_fix/data/race_models/qualifier/model_a75579c1dbcefe60.job"], "champion_doc": {}, "created_at": "2026-10-12T10:32:02Z", "file_fingerprints": [{"exists": true, "path": "/mnt/apischip.com/.openclaw/workspace/qv_w75e_fix/data/race_models/qualifier/champion_ad0dc50c3410ca7a.json", "sha16": "c9108d4d9a0482a2", "size": 718}, {"exists": true, "path": "/mnt/apischip.com/.openclaw/workspace/qv_w75e_fix/data/race_models/qualifier/model_a75579c1dbcefe60.job", "sha16": "a7b4e0366275931d", "size": 308649}], "generation": 19, "git_commit": "aa51fe94", "head_key": "BTCUSDT.BINANCE.PERPETUAL×15×zz_sylvain", "ohlcv_fingerprint": "", "params": {"atr_factor": 1.5, "atr_period": 5, "colsample_bytree": 0.5175295833854573, "learning_rate": 0.0718028460914049, "max_depth": 12, "min_child_weight": 19.27725730665275, "n_estimators": 291, "optuna_seed": 762, "reg_alpha": 0.7697279930737794, "reg_lambda": 2.30549112558964, "reversal_abs": 0.0, "reversal_ticks": 0, "subsample": 0.9800215197137001, "zz_percent": 0.5}, "params_hash": "ad0dc50c3410ca7a", "parent_params_hash": "", "production_status": "", "recipe": {"data_end": "2026-07-01", "qualifier": "ad0dc50c3410ca7a", "qualifier_months": 12, "window_start": "2025-07-01"}, "role": "challenger", "schema_version": 1, "snapshot_id": "", "stage": "C", "verdict": {"stage": "qualifier", "window_months": 12}}, "schema_version": 1}
|
||||||||||||
| 2779 | BTCUSDT | 15 | zz_sylvain_1 | 2024-01-01 ~ 2026-07-01 | 0.000 | 0.00% | 0 | 0.000 | 0.00 | 0.000 | 0.000 | 2026-10-23 |
|
Model: xgboost (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
ind_param (optuna):
展開 Optuna 參數{"champion_select": {"cost_model": {"basis": "commission_only", "commission_rate": 0.001, "cost_bps": 20.0, "engine_embedded": "exit_slippage_one_side_0.0002", "sensitivity_grid_bps": [0.0, 10.0, 20.0, 30.0], "slippage_rate": 0.0005, "source": "config/config.yaml backtest"}, "device": "cpu", "economic_gate": {"safety_multiplier": 3}, "filters": {"ci_lower_min": 1.0, "max_dd_pct": 15.0}, "fs_id": 1748, "indicator": "zz_sylvain_1", "n_jobs": 1, "random_state": 761, "replay": {"first_pool_months": 1, "racing_seeds": [41, 47, 53], "segment_months": 1}, "segments": null, "tree_method": "hist", "universe": {"asset_id": 2, "data_start": "2024-01-01", "exchange": "BINANCE", "interval": "15", "market_type": "PERPETUAL", "symbol": "BTCUSDT"}}, "optuna_factor": {"atr_norm_atr_period": [3, 300], "consecutive_shrink_length_long": [10, 100], "consecutive_shrink_length_short": [5, 50], "max_hold_bars": [6, 192], "optuna_seed": [1, 1000], "pct_change_length": [3, 300], "sl_pct": [0.001, 0.05], "tp_pct": [0.002, 0.1], "vol_ratio_length": [5, 300]}, "optuna_model": {"model_name": "xgboost", "n_trials": 80, "sampler": "nsga3", "seed": 761, "space": {"colsample_bytree": [0.5, 1.0], "gamma": [0.0, 5.0], "learning_rate": [0.01, 0.2], "max_depth": [2, 6], "min_child_weight": [1, 20], "n_estimators": [100, 500], "reg_alpha": [0.0, 1.0], "reg_lambda": [0.0, 5.0], "subsample": [0.5, 1.0]}}, "source_yaml": "config/indicators/zz_sylvain_1.yaml"}
|
||||||||||||
| 2764 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2024-01-01 | 0.000 | 0.00% | 0 | 0.000 | 0.00 | 0.000 | 0.000 | 2026-10-12 |
|
Model: race_lineage (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
ind_param (optuna):
展開 Optuna 參數{"lineage_record": {"artifact_paths": [], "champion_doc": {"metadata": {"feature_names": ["pct_change", "hl_range", "atr_norm", "vol_ratio", "price_position", "consecutive_shrink", "body_size_pct"], "source": "run4 log _model_metadata.feature_names (W20 創始; v5 = FS7 minus zz_dist_high/low)"}}, "created_at": "2026-10-12T13:51:58Z", "file_fingerprints": [], "generation": 21, "git_commit": "a16bfb98", "head_key": "BTCUSDT.BINANCE.PERPETUAL×15×zz_sylvain", "ohlcv_fingerprint": "", "params": {"atr_factor": 3.304841570724011, "atr_period": 18, "colsample_bytree": 0.7361074625809747, "k_momentum_pct_change_window": 37, "learning_rate": 0.1486251738842322, "max_depth": 5, "max_hold_bars": 98, "min_child_weight": 32.240316096405444, "n_estimators": 128, "optuna_seed": 761, "reg_alpha": 0.5979712296915085, "reg_lambda": 3.566223936114975, "sl_pct": 0.03877739181777349, "subsample": 0.9436063712881633, "tp_pct": 0.057005165361810634, "zz_percent": 0.5632572347937088}, "params_hash": "aefebaea4c3d44ad", "parent_params_hash": "", "production_status": "retired", "recipe": {}, "role": "champion", "schema_version": 1, "snapshot_id": "", "stage": "legacy", "verdict": {"in_window_pf": 1.7161, "in_window_trades": 226, "legacy": true, "note": "C9 gen0 legacy champion 入戶 (code 常數除役 → ip); 舊 RM 口徑參數 (tp/sl/hold), production_status=retired 永不登基, 僅血統回溯", "optuna_seed": 761, "source": "bcase30 run4 trial-5 (log line 56) == DB IP 2753 (舊 RM 口徑 BTC×15m 世代; 2026-10-06 W20 創始)"}}, "schema_version": 1}
|
||||||||||||
| 2759 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2024-01-01 | 0.000 | 0.00% | 0 | 0.000 | 0.00 | 0.000 | 0.000 | 2026-10-12 |
|
Model: race_lineage (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
ind_param (optuna):
展開 Optuna 參數{"lineage_record": {"artifact_paths": ["/mnt/apischip.com/.openclaw/workspace/qv_w75e_fix/data/race_models/qualifier/champion_ad0dc50c3410ca7a.json", "/mnt/apischip.com/.openclaw/workspace/qv_w75e_fix/data/race_models/qualifier/model_a75579c1dbcefe60.job"], "champion_doc": {}, "created_at": "2026-10-12T08:22:43Z", "file_fingerprints": [{"exists": true, "path": "/mnt/apischip.com/.openclaw/workspace/qv_w75e_fix/data/race_models/qualifier/champion_ad0dc50c3410ca7a.json", "sha16": "c9108d4d9a0482a2", "size": 718}, {"exists": true, "path": "/mnt/apischip.com/.openclaw/workspace/qv_w75e_fix/data/race_models/qualifier/model_a75579c1dbcefe60.job", "sha16": "ea846de749e0398d", "size": 308649}], "generation": 16, "git_commit": "683355b8", "head_key": "BTCUSDT.BINANCE.PERPETUAL×15×zz_sylvain", "ohlcv_fingerprint": "", "params": {"atr_factor": 1.5, "atr_period": 5, "colsample_bytree": 0.5175295833854573, "learning_rate": 0.0718028460914049, "max_depth": 12, "min_child_weight": 19.27725730665275, "n_estimators": 291, "optuna_seed": 762, "reg_alpha": 0.7697279930737794, "reg_lambda": 2.30549112558964, "reversal_abs": 0.0, "reversal_ticks": 0, "subsample": 0.9800215197137001, "zz_percent": 0.5}, "params_hash": "ad0dc50c3410ca7a", "parent_params_hash": "", "production_status": "", "recipe": {"data_end": "2026-07-01", "qualifier": "ad0dc50c3410ca7a", "qualifier_months": 12, "window_start": "2025-07-01"}, "role": "challenger", "schema_version": 1, "snapshot_id": "", "stage": "C", "verdict": {"stage": "qualifier", "window_months": 12}}, "schema_version": 1}
|
||||||||||||
| 2760 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2024-01-01 | 0.000 | 0.00% | 0 | 0.000 | 0.00 | 0.000 | 0.000 | 2026-10-12 |
|
Model: race_lineage (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
ind_param (optuna):
展開 Optuna 參數{"lineage_record": {"artifact_paths": [], "champion_doc": {}, "created_at": "2026-10-12T08:22:43Z", "file_fingerprints": [], "generation": 17, "git_commit": "683355b8", "head_key": "BTCUSDT.BINANCE.PERPETUAL×15×zz_sylvain", "ohlcv_fingerprint": "", "params": {}, "params_hash": "ad0dc50c3410ca7a", "parent_params_hash": "", "production_status": "", "recipe": {}, "role": "challenger", "schema_version": 1, "snapshot_id": "", "stage": "E", "verdict": {"ci_high": null, "ci_low": null, "economic_gate": null, "mean_delta": 0.0, "reason": "qualifier: mean_delta<=0", "stage": "qualifier", "verdict": "REJECTED"}}, "schema_version": 1}
|
||||||||||||
| 2758 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2024-01-01 | 0.000 | 0.00% | 0 | 0.000 | 0.00 | 0.000 | 0.000 | 2026-10-12 |
|
Model: race_lineage (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
ind_param (optuna):
展開 Optuna 參數{"lineage_record": {"artifact_paths": ["/mnt/apischip.com/.openclaw/workspace/qv_w75e_fix/data/race_exam_kits/sandbox/exam_kits/zz_sylvain_fs1748_2026-05-01_2026-05-30/exam_kit.json"], "champion_doc": {}, "created_at": "2026-10-12T08:22:30Z", "file_fingerprints": [{"exists": true, "path": "/mnt/apischip.com/.openclaw/workspace/qv_w75e_fix/data/race_exam_kits/sandbox/exam_kits/zz_sylvain_fs1748_2026-05-01_2026-05-30/exam_kit.json", "sha16": "16353fe813d0dfb9", "size": 343}], "generation": 15, "git_commit": "683355b8", "head_key": "BTCUSDT.BINANCE.PERPETUAL×15×zz_sylvain", "ohlcv_fingerprint": "", "params": {"config_hash": "c6e2991756a59f35", "fs_id": 1748, "gap_bars": 672, "indicator": "zz_sylvain", "segment": {"end": "2026-05-30", "start": "2026-05-01"}}, "params_hash": "c6e2991756a59f35", "parent_params_hash": "", "production_status": "", "recipe": {}, "role": "challenger", "schema_version": 1, "snapshot_id": "pickle_2_1_20240101_000000_20260701_000000.pkl__size_84050153__mtime_1791733600__hash_4a98766b361c57b6__until_202605300000__bars_1267202", "stage": "A", "verdict": {"segment": {"end": "2026-05-30", "start": "2026-05-01"}}}, "schema_version": 1}
|
||||||||||||
| 2761 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2024-01-01 | 0.000 | 0.00% | 0 | 0.000 | 0.00 | 0.000 | 0.000 | 2026-10-12 |
|
Model: race_lineage (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
ind_param (optuna):
展開 Optuna 參數{"lineage_record": {"artifact_paths": ["/mnt/apischip.com/.openclaw/workspace/qv_w75e_fix/data/race_exam_kits/sandbox/exam_kits/zz_sylvain_fs1748_2026-05-01_2026-05-30/exam_kit.json"], "champion_doc": {}, "created_at": "2026-10-12T10:31:50Z", "file_fingerprints": [{"exists": true, "path": "/mnt/apischip.com/.openclaw/workspace/qv_w75e_fix/data/race_exam_kits/sandbox/exam_kits/zz_sylvain_fs1748_2026-05-01_2026-05-30/exam_kit.json", "sha16": "16353fe813d0dfb9", "size": 343}], "generation": 18, "git_commit": "aa51fe94", "head_key": "BTCUSDT.BINANCE.PERPETUAL×15×zz_sylvain", "ohlcv_fingerprint": "", "params": {"config_hash": "c6e2991756a59f35", "fs_id": 1748, "gap_bars": 672, "indicator": "zz_sylvain", "segment": {"end": "2026-05-30", "start": "2026-05-01"}}, "params_hash": "c6e2991756a59f35", "parent_params_hash": "", "production_status": "", "recipe": {}, "role": "challenger", "schema_version": 1, "snapshot_id": "pickle_2_1_20240101_000000_20260701_000000.pkl__size_84050153__mtime_1791733600__hash_4a98766b361c57b6__until_202605300000__bars_1267202", "stage": "A", "verdict": {"segment": {"end": "2026-05-30", "start": "2026-05-01"}}}, "schema_version": 1}
|
||||||||||||
| 2748 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2024-01-01 | 0.000 | 0.00% | 0 | 0.000 | 0.00 | 0.000 | 0.000 | 2026-10-11 |
|
Model: race_lineage (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
ind_param (optuna):
展開 Optuna 參數{"lineage_record": {"artifact_paths": [], "created_at": "2026-10-11T15:53:50Z", "file_fingerprints": [], "generation": 5, "git_commit": "7848ec42", "head_key": "BTCUSDT.BINANCE.PERPETUAL×15×zz_sylvain", "ohlcv_fingerprint": "", "params": {}, "params_hash": "ad0dc50c3410ca7a", "parent_params_hash": "", "production_status": "", "recipe": {}, "role": "challenger", "schema_version": 1, "snapshot_id": "", "stage": "E", "verdict": {"ci_high": null, "ci_low": null, "economic_gate": null, "mean_delta": 0.0, "reason": "qualifier: mean_delta<=0", "stage": "qualifier", "verdict": "REJECTED"}}, "schema_version": 1}
|
||||||||||||
| 2754 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2024-01-01 | 0.000 | 0.00% | 0 | 0.000 | 0.00 | 0.000 | 0.000 | 2026-10-12 |
|
Model: race_lineage (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
ind_param (optuna):
展開 Optuna 參數{"lineage_record": {"artifact_paths": [], "created_at": "2026-10-12T02:51:34Z", "file_fingerprints": [], "generation": 11, "git_commit": "52b49e0f", "head_key": "BTCUSDT.BINANCE.PERPETUAL×15×zz_sylvain", "ohlcv_fingerprint": "", "params": {}, "params_hash": "ad0dc50c3410ca7a", "parent_params_hash": "", "production_status": "", "recipe": {}, "role": "challenger", "schema_version": 1, "snapshot_id": "", "stage": "E", "verdict": {"ci_high": null, "ci_low": null, "economic_gate": null, "mean_delta": 0.0, "reason": "qualifier: mean_delta<=0", "stage": "qualifier", "verdict": "REJECTED"}}, "schema_version": 1}
|
||||||||||||
| 2745 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2024-01-01 | 0.000 | 0.00% | 0 | 0.000 | 0.00 | 0.000 | 0.000 | 2026-10-11 |
|
Model: race_lineage (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
ind_param (optuna):
展開 Optuna 參數{"lineage_record": {"artifact_paths": ["/mnt/apischip.com/.openclaw/workspace/qv_w75e_fix/data/race_models/qualifier/champion_ad0dc50c3410ca7a.json", "/mnt/apischip.com/.openclaw/workspace/qv_w75e_fix/data/race_models/qualifier/model_a75579c1dbcefe60.job"], "created_at": "2026-10-11T15:53:35Z", "file_fingerprints": [{"exists": true, "path": "/mnt/apischip.com/.openclaw/workspace/qv_w75e_fix/data/race_models/qualifier/champion_ad0dc50c3410ca7a.json", "sha16": "c9108d4d9a0482a2", "size": 718}, {"exists": true, "path": "/mnt/apischip.com/.openclaw/workspace/qv_w75e_fix/data/race_models/qualifier/model_a75579c1dbcefe60.job", "sha16": "3df6aa196986d0f1", "size": 308649}], "generation": 2, "git_commit": "7848ec42", "head_key": "BTCUSDT.BINANCE.PERPETUAL×15×zz_sylvain", "ohlcv_fingerprint": "", "params": {"atr_factor": 1.5, "atr_period": 5, "colsample_bytree": 0.5175295833854573, "learning_rate": 0.0718028460914049, "max_depth": 12, "min_child_weight": 19.27725730665275, "n_estimators": 291, "optuna_seed": 762, "reg_alpha": 0.7697279930737794, "reg_lambda": 2.30549112558964, "reversal_abs": 0.0, "reversal_ticks": 0, "subsample": 0.9800215197137001, "zz_percent": 0.5}, "params_hash": "ad0dc50c3410ca7a", "parent_params_hash": "", "production_status": "", "recipe": {"data_end": "2026-07-01", "qualifier": "ad0dc50c3410ca7a", "qualifier_months": 12, "window_start": "2025-07-01"}, "role": "challenger", "schema_version": 1, "snapshot_id": "", "stage": "C", "verdict": {"stage": "qualifier", "window_months": 12}}, "schema_version": 1}
|
||||||||||||
| 2744 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2024-01-01 | 0.000 | 0.00% | 0 | 0.000 | 0.00 | 0.000 | 0.000 | 2026-10-11 |
|
Model: race_lineage (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
ind_param (optuna):
展開 Optuna 參數{"lineage_record": {"artifact_paths": ["/mnt/apischip.com/.openclaw/workspace/qv_w75e_fix/data/race_exam_kits/sandbox/exam_kits/zz_sylvain_fs1748_2026-05-01_2026-05-30/exam_kit.json"], "created_at": "2026-10-11T15:53:21Z", "file_fingerprints": [{"exists": true, "path": "/mnt/apischip.com/.openclaw/workspace/qv_w75e_fix/data/race_exam_kits/sandbox/exam_kits/zz_sylvain_fs1748_2026-05-01_2026-05-30/exam_kit.json", "sha16": "16353fe813d0dfb9", "size": 343}], "generation": 1, "git_commit": "7848ec42", "head_key": "BTCUSDT.BINANCE.PERPETUAL×15×zz_sylvain", "ohlcv_fingerprint": "", "params": {"config_hash": "c6e2991756a59f35", "fs_id": 1748, "gap_bars": 672, "indicator": "zz_sylvain", "segment": {"end": "2026-05-30", "start": "2026-05-01"}}, "params_hash": "c6e2991756a59f35", "parent_params_hash": "", "production_status": "", "recipe": {}, "role": "challenger", "schema_version": 1, "snapshot_id": "pickle_2_1_20240101_000000_20260701_000000.pkl__size_84050153__mtime_1791733600__hash_4a98766b361c57b6__until_202605300000__bars_1267202", "stage": "A", "verdict": {"segment": {"end": "2026-05-30", "start": "2026-05-01"}}}, "schema_version": 1}
|
||||||||||||
| 2747 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2024-01-01 | 0.000 | 0.00% | 0 | 0.000 | 0.00 | 0.000 | 0.000 | 2026-10-11 |
|
Model: race_lineage (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
ind_param (optuna):
展開 Optuna 參數{"lineage_record": {"artifact_paths": ["/mnt/apischip.com/.openclaw/workspace/qv_w75e_fix/data/race/sandbox/results/exam_result_ad0dc50c3410ca7a_2026-05-01_2026-05-30_pickle_2_1_20240101_000000_20260701_000000.pkl__size_84050153__mtime_1791733600__hash_4a98766b361c57b6__until_202605300000__bars_1267202_c6e29917_b1914e25.json"], "created_at": "2026-10-11T15:53:50Z", "file_fingerprints": [{"exists": true, "path": "/mnt/apischip.com/.openclaw/workspace/qv_w75e_fix/data/race/sandbox/results/exam_result_ad0dc50c3410ca7a_2026-05-01_2026-05-30_pickle_2_1_20240101_000000_20260701_000000.pkl__size_84050153__mtime_1791733600__hash_4a98766b361c57b6__until_202605300000__bars_1267202_c6e29917_b1914e25.json", "sha16": "cef80110b21326fe", "size": 1420}], "generation": 4, "git_commit": "7848ec42", "head_key": "BTCUSDT.BINANCE.PERPETUAL×15×zz_sylvain", "ohlcv_fingerprint": "", "params": {"atr_factor": 1.5, "atr_period": 5, "colsample_bytree": 0.5175295833854573, "learning_rate": 0.0718028460914049, "max_depth": 12, "min_child_weight": 19.27725730665275, "n_estimators": 291, "optuna_seed": 762, "reg_alpha": 0.7697279930737794, "reg_lambda": 2.30549112558964, "reversal_abs": 0.0, "reversal_ticks": 0, "subsample": 0.9800215197137001, "zz_percent": 0.5}, "params_hash": "ad0dc50c3410ca7a", "parent_params_hash": "", "production_status": "", "recipe": {}, "role": "challenger", "schema_version": 1, "snapshot_id": "pickle_2_1_20240101_000000_20260701_000000.pkl__size_84050153__mtime_1791733600__hash_4a98766b361c57b6__until_202605300000__bars_1267202", "stage": "D", "verdict": {"exam_id": "2026-05-01_2026-05-30_pickle_2_1_20240101_000000_20260701_000000.pkl__size_84050153__mtime_1791733600__hash_4a98766b361c57b6__until_202605300000__bars_1267202_c6e29917_b1914e25", "pf": 0.557925, "rm_used": "signal_only", "trades": 14}}, "schema_version": 1}
|
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