Indicator Params Viewer

{'avg_loss': -0.022694972026041146,
 'avg_win': 0.03495203079438567,
 'day_hold': 2.0,
 'expectancy': 0.020405590830352736,
 'knn_window': 178.0,
 'lb': 0.9459789158895919,
 'losing_trades': 27.0,
 'max_drawdown': 0.07585113925725495,
 'period_adx': 22.0,
 'period_atr': 30.0,
 'period_bb': 22.0,
 'period_chop': 25.0,
 'period_lookback': 152.0,
 'period_mfi': 16.0,
 'period_rsi': 12.0,
 'profit_factor': 4.563194552752692,
 'sharpe_ratio': 51.734503604897455,
 'tb_horizon': 192.0,
 'total_pnl': 2.183398218847743,
 'total_trades': 107.0,
 'ub': 1.0319158773198442,
 'w_bbw': 0.34512810965733287,
 'w_chop': 0.579943924837377,
 'w_energy': 1.2034550269319875,
 'w_flow': 1.7684017406824244,
 'w_stress': 1.3612558249716051,
 'win_rate': 0.7476635514018691,
 'winning_trades': 80.0}

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{'3d_confirm_bars': 1.0,
 '3d_energy_thresh': 0.5446750657376553,
 '3d_flow_thresh': 0.5086474365101445,
 '3d_stress_thresh': 0.43845489491691736,
 'avg_loss': -0.016696223720914522,
 'avg_win': 0.03590531332088678,
 'day_hold': 2.0,
 'expectancy': 0.01895109890245495,
 'knn_window': 152.0,
 'lb': 0.9324675326901571,
 'losing_trades': 39.0,
 'max_drawdown': 0.08842773089671097,
 'period_adx': 35.0,
 'period_atr': 40.0,
 'period_bb': 22.0,
 'period_chop': 14.0,
 'period_lookback': 142.0,
 'period_mfi': 12.0,
 'period_rsi': 13.0,
 'profit_factor': 4.521574707054665,
 'regime_thresh': 0.06687772246746888,
 'sharpe_ratio': 44.70276296591688,
 'tb_horizon': 187.0,
 'total_pnl': 2.293082967197049,
 'total_trades': 121.0,
 'ub': 1.043319185673058,
 'w_ediff': 0.30811133183163114,
 'w_energy': 1.806616938237457,
 'w_fdiff': 0.7521271378511202,
 'w_flow': 1.6526893473720592,
 'w_sdiff': 0.2652074024578801,
 'w_stress': 1.7615031870220452,
 'w_vol': 0.495722144061041,
 'w_vpct': 0.34968936909683557,
 'win_rate': 0.6776859504132231,
 'winning_trades': 82.0}

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{'avg_loss': -0.028727349501834434,
 'avg_win': 0.051764546814242654,
 'day_hold': 2,
 'expectancy': 0.028766862152506345,
 'feature_weights': [1.3690185374244652,
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                     1.8371460896560114,
                     0.38093140889094035,
                     0.3884698166663956,
                     0.804501654535708,
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 'knn_window': 198,
 'lb': 0.8800036913694766,
 'losing_trades': 8,
 'max_drawdown': 0.13049733917182038,
 'period_adx': 29,
 'period_atr': 19,
 'period_bb': 27,
 'period_chop': 20,
 'period_lookback': 108,
 'period_mfi': 13,
 'period_rsi': 29,
 'profit_factor': 4.504814028434571,
 'sharpe_ratio': 46.213900248039614,
 'tb_horizon': 71,
 'total_pnl': 0.8054721402701776,
 'total_trades': 28,
 'ub': 1.08282699526234,
 'w_ediff': 0.38093140889094035,
 'w_energy': 1.3690185374244652,
 'w_fdiff': 0.3884698166663956,
 'w_flow': 1.1354740535601107,
 'w_sdiff': 0.804501654535708,
 'w_stress': 1.8371460896560114,
 'w_vol': 0.9973751311740737,
 'w_vpct': 0.6361454992535017,
 'win_rate': 0.7142857142857143,
 'winning_trades': 20}

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('[{"feature": "zz_dist_high", "importance": 0.20108715003457378}, {"feature": '
 '"zz_dist_low", "importance": 0.18243442092616644}, {"feature": "vol_ratio", '
 '"importance": 0.14117489647887985}, {"feature": "pct_change", "importance": '
 '0.10742580050922243}, {"feature": "price_position", "importance": '
 '0.09889455117643323}, {"feature": "atr_norm", "importance": '
 '0.09805100284066884}, {"feature": "body_size_pct", "importance": '
 '0.08026067179637221}, {"feature": "hl_range", "importance": '
 '0.07943548773017754}, {"feature": "consecutive_shrink", "importance": '
 '0.011236018507505562}]')

{'_feature_score': '[{"feature": "zz_dist_high", "importance": '
                   '0.20108715003457378}, {"feature": "zz_dist_low", '
                   '"importance": 0.18243442092616644}, {"feature": '
                   '"vol_ratio", "importance": 0.14117489647887985}, '
                   '{"feature": "pct_change", "importance": '
                   '0.10742580050922243}, {"feature": "price_position", '
                   '"importance": 0.09889455117643323}, {"feature": '
                   '"atr_norm", "importance": 0.09805100284066884}, '
                   '{"feature": "body_size_pct", "importance": '
                   '0.08026067179637221}, {"feature": "hl_range", '
                   '"importance": 0.07943548773017754}, {"feature": '
                   '"consecutive_shrink", "importance": 0.011236018507505562}]',
 '_model_metadata': {'feature_names': ['pct_change',
                                       'hl_range',
                                       'atr_norm',
                                       'vol_ratio',
                                       'zz_dist_high',
                                       'zz_dist_low',
                                       'price_position',
                                       'consecutive_shrink',
                                       'body_size_pct'],
                     'git_commit': 'unknown',
                     'metrics': {'accuracy': 0.9909973521624007,
                                 'balanced_accuracy': 0.3731552072200451,
                                 'long_recall': 0.12,
                                 'macro_f1': 0.40079082254313275,
                                 'short_recall': 0.0,
                                 'train_accuracy': 0.9918677859391396},
                     'model_version': 'v1',
                     'training_data_hash': 'fa5546d0fdb2029b-9d34149fbd1fe777',
                     'training_time_sec': 5.616853713989258},
 '_run_source': 'llm',
 'accuracy': 0.9909973521624007,
 'atr_factor': 2.487469475656597,
 'atr_period': 3,
 'avg_loss': -0.013213619991989778,
 'avg_win': 0.025357575497068303,
 'balanced_accuracy': 0.3731552072200451,
 'colsample_bytree': 0.6247339300324848,
 'expectancy': 0.013786216850350877,
 'k_momentum_pct_change_window': 141,
 'learning_rate': 0.10137806743270704,
 'long_recall': 0.12,
 'losing_trades': 6,
 'macro_f1': 0.40079082254313275,
 'max_depth': 2,
 'max_drawdown': 0.021383727591103314,
 'max_hold_bars': 68,
 'min_child_weight': 43.823807202490805,
 'model_file': 'zz_sylvain_BTCUSDT_2_20261001_1790829547',
 'n_estimators': 130,
 'optuna_seed': 988,
 'profit_factor': 4.4777794575365455,
 'reg_alpha': 0.9997600267160883,
 'reg_lambda': 0.5022441932772054,
 'reversal_abs': 0.0,
 'reversal_ticks': 0,
 'sharpe_ratio': 38.249824125847226,
 'short_recall': 0.0,
 'sl_pct': 0.021159202418444684,
 'subsample': 0.860506133324186,
 'test_accuracy': 0.0,
 'total_pnl': 0.27572433700701765,
 'total_trades': 20,
 'tp_pct': 0.08789686550412319,
 'train_accuracy': 0.9918677859391396,
 'trial_num': 4,
 'win_rate': 0.7,
 'winning_trades': 14,
 'zz_percent': 1.2774493216755327}

{'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, 150], 'max_depth': [2, 5], 'learning_rate': [0.05, 0.3], '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]}

{'method': 'expanding-window-walk-forward',
 'min_train_bars': 500,
 'n_splits': 2,
 'purge_days': 0,
 'test_window_months': 2,
 'train_window_months': 2}

{'3d_confirm_bars': 3.0,
 '3d_energy_thresh': 0.3457641791975486,
 '3d_flow_thresh': 0.26830918692347594,
 '3d_stress_thresh': 0.2910905195692943,
 'avg_loss': -0.020258852060664963,
 'avg_win': 0.054619631926243487,
 'day_hold': 2.0,
 'expectancy': 0.026144715480517736,
 'knn_window': 174.0,
 'lb': 0.9271617010133493,
 'losing_trades': 27.0,
 'max_drawdown': 0.07723400402633729,
 'period_adx': 39.0,
 'period_atr': 40.0,
 'period_bb': 21.0,
 'period_chop': 12.0,
 'period_lookback': 144.0,
 'period_mfi': 23.0,
 'period_rsi': 10.0,
 'profit_factor': 4.393623601176012,
 'regime_thresh': 0.0893845325967874,
 'sharpe_ratio': 46.00944063823464,
 'tb_horizon': 156.0,
 'total_pnl': 1.8562747991167599,
 'total_trades': 71.0,
 'ub': 1.0624419685705275,
 'w_ediff': 0.3909338146927135,
 'w_energy': 1.9951840372996092,
 'w_fdiff': 1.1122979623137916,
 'w_flow': 0.842322707472511,
 'w_sdiff': 0.9666818185586509,
 'w_stress': 0.8747123922363236,
 'w_vol': 1.3625534626044526,
 'w_vpct': 0.34250931133264395,
 'win_rate': 0.6197183098591549,
 'winning_trades': 44.0}

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{'avg_loss': -0.027510290417851566,
 'avg_win': 0.03693361406639897,
 'day_hold': 2.0,
 'expectancy': 0.021803306057053197,
 'knn_window': 142.0,
 'lb': 0.9559552368075261,
 'losing_trades': 27.0,
 'max_drawdown': 0.07835613191137414,
 'period_adx': 26.0,
 'period_atr': 23.0,
 'period_bb': 28.0,
 'period_chop': 19.0,
 'period_lookback': 124.0,
 'period_mfi': 21.0,
 'period_rsi': 8.0,
 'profit_factor': 4.375679856353175,
 'sharpe_ratio': 52.790535700754525,
 'tb_horizon': 189.0,
 'total_pnl': 2.507380196561117,
 'total_trades': 115.0,
 'ub': 1.0396206943564168,
 'w_bbw': 0.1708532734632934,
 'w_chop': 0.9150433916824042,
 'w_energy': 1.1796805530617605,
 'w_flow': 1.4695772644834002,
 'w_stress': 0.6741833034821987,
 'win_rate': 0.7652173913043478,
 'winning_trades': 88.0}

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{'3d_confirm_bars': 1.0,
 '3d_energy_thresh': 0.44977470831397887,
 '3d_flow_thresh': 0.33396821244843294,
 '3d_stress_thresh': 0.38892863833707353,
 'avg_loss': -0.02356152892939551,
 'avg_win': 0.042658780130968785,
 'day_hold': 2.0,
 'expectancy': 0.023182218642626345,
 'knn_window': 140.0,
 'lb': 0.9383023884255239,
 'losing_trades': 30.0,
 'max_drawdown': 0.07874963153266767,
 'period_adx': 27.0,
 'period_atr': 38.0,
 'period_bb': 29.0,
 'period_chop': 24.0,
 'period_lookback': 153.0,
 'period_mfi': 25.0,
 'period_rsi': 22.0,
 'profit_factor': 4.3452643765657255,
 'regime_thresh': 0.07737330856557377,
 'sharpe_ratio': 47.38460093857565,
 'tb_horizon': 182.0,
 'total_pnl': 2.364586301547887,
 'total_trades': 102.0,
 'ub': 1.053008315723173,
 'w_ediff': 0.4398223856075223,
 'w_energy': 0.7016666995944016,
 'w_fdiff': 0.10147804118239419,
 'w_flow': 1.3521356010764793,
 'w_sdiff': 0.7454808871912434,
 'w_stress': 1.8121260366122658,
 'w_vol': 0.13139399904905166,
 'w_vpct': 0.47359697290416447,
 'win_rate': 0.7058823529411765,
 'winning_trades': 72.0}

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{'avg_loss': -0.0008670940809570414,
 'avg_win': 0.004372398705200404,
 'expectancy': 0.0015490450794989822,
 'learning_rate': 0.08258924070647683,
 'losing_trades': 104.0,
 'max_drawdown': 0.01088524876939476,
 'n_estimators': 181.0,
 'period_lookback': 13.0,
 'profit_factor': 4.315292145041305,
 'sharpe_ratio': 15.051935340827562,
 'total_pnl': 0.2989657003433036,
 'total_trades': 193.0,
 'trail_stop_1': -0.09591784012003052,
 'trail_stop_2': 0.1552381665082566,
 'trail_stop_3': 0.3347212771205579,
 'trail_stop_4': 0.3811993917741845,
 'trail_stop_5': 1.8473556030192377,
 'trail_thr_1': 0.32386173102301774,
 'trail_thr_2': 0.6771616421020279,
 'trail_thr_3': 1.336452506782375,
 'trail_thr_4': 1.5527719518508927,
 'trail_thr_5': 4.094974644438329,
 'win_rate': 0.46113989637305697,
 'winning_trades': 89.0}

{'n_estimators': [165, 185], 'max_depth': [5, 5], 'learning_rate': [0.075, 0.085], 'trail_thr_1': [0.29, 0.34], 'trail_stop_1': [-0.15, -0.09], 'trail_thr_2': [0.65, 0.73], 'trail_stop_2': [0.14, 0.2], 'trail_thr_3': [1.25, 1.4], 'trail_stop_3': [0.3, 0.38], 'trail_thr_4': [1.5, 1.65], 'trail_stop_4': [0.38, 0.46], 'trail_thr_5': [3.7, 4.1], 'trail_stop_5': [1.65, 1.95], 'vp_subset_size': [0, 0], 'top_pct': [10, 10], 'period_lookback': [11, 13], 'day_hold': [1, 1]}

{'avg_loss': -0.020815853426523714,
 'avg_win': 0.03517419069586268,
 'day_hold': 2.0,
 'expectancy': 0.019410003515773308,
 'knn_window': 157.0,
 'lb': 0.935663257381693,
 'losing_trades': 29.0,
 'max_drawdown': 0.08357834680585086,
 'period_adx': 31.0,
 'period_atr': 34.0,
 'period_bb': 13.0,
 'period_chop': 12.0,
 'period_lookback': 146.0,
 'period_mfi': 21.0,
 'period_rsi': 7.0,
 'profit_factor': 4.311849703767406,
 'sharpe_ratio': 48.96192587925904,
 'tb_horizon': 147.0,
 'total_pnl': 1.9992303621246517,
 'total_trades': 103.0,
 'ub': 1.0337163760868657,
 'w_bbw': 1.0003313465241148,
 'w_chop': 1.0615699521511057,
 'w_energy': 1.1763615631820055,
 'w_flow': 1.0758442968141335,
 'w_stress': 1.9865427078700948,
 'win_rate': 0.7184466019417476,
 'winning_trades': 74.0}

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{'day_hold': 2.0,
 'knn_window': 57.0,
 'lb': 0.9276646639586431,
 'period_adx': 24.0,
 'period_atr': 13.0,
 'period_bb': 27.0,
 'period_chop': 14.0,
 'period_lookback': 68.0,
 'period_mfi': 19.0,
 'period_rsi': 10.0,
 'tb_horizon': 60.0,
 'ub': 1.0946696983362183,
 'w_ediff': 0.15147022281844807,
 'w_energy': 0.6561416838479981,
 'w_fdiff': 1.4340584928297386,
 'w_flow': 1.7191041393905964,
 'w_sdiff': 0.16204528787562913,
 'w_stress': 0.31066921732529523,
 'w_vol': 0.7104952792294537,
 'w_vpct': 0.1967048962205894}

{'avg_loss': -0.015249725834776474,
 'avg_win': 0.04094206575018009,
 'day_hold': 2,
 'expectancy': 0.01895397339084926,
 'feature_weights': [0.5322966842858012,
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                     0.6862382120786548,
                     0.5934332178991357,
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 'knn_window': 159,
 'lb': 0.8852666282302191,
 'losing_trades': 9,
 'max_drawdown': 0.043663994627706204,
 'period_adx': 39,
 'period_atr': 33,
 'period_bb': 19,
 'period_chop': 26,
 'period_lookback': 61,
 'period_mfi': 20,
 'period_rsi': 19,
 'profit_factor': 4.176314939929999,
 'sharpe_ratio': 36.1654877763289,
 'tb_horizon': 73,
 'total_pnl': 0.43594138798953297,
 'total_trades': 23,
 'ub': 1.053260916973558,
 'w_ediff': 0.5934332178991357,
 'w_energy': 0.5322966842858012,
 'w_fdiff': 0.33056125369660017,
 'w_flow': 0.8409122395366151,
 'w_sdiff': 0.42585661812321574,
 'w_stress': 0.6862382120786548,
 'w_vol': 0.3255304414465131,
 'w_vpct': 0.5199388015786419,
 'win_rate': 0.6086956521739131,
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