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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 69 | BTCUSDT | 60 | knn_trend_resonance | 2025-01-01 ~ 2025-12-31 | 3.134 | 0.70% | 81 | 36.660 | 0.13 | 0.000 | 0.000 | 2026-05-03 |
|
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON{'3d_confirm_bars': 1.0,
'3d_energy_thresh': 0.4052604569233719,
'3d_flow_thresh': 0.4927478152207241,
'3d_stress_thresh': 0.21229358063877968,
'avg_loss': -0.03204937165394062,
'avg_win': 0.042297507174827734,
'day_hold': 2.0,
'expectancy': 0.02026880233667415,
'knn_window': 183.0,
'lb': 0.9317030786157516,
'losing_trades': 24.0,
'max_drawdown': 0.13203471573388836,
'period_adx': 39.0,
'period_atr': 40.0,
'period_bb': 24.0,
'period_chop': 9.0,
'period_lookback': 132.0,
'period_mfi': 21.0,
'period_rsi': 16.0,
'profit_factor': 3.1344321075906105,
'regime_thresh': 0.05508849744046938,
'sharpe_ratio': 36.65964338773776,
'tb_horizon': 137.0,
'total_pnl': 1.6417729892706059,
'total_trades': 81.0,
'ub': 1.0580044405425872,
'w_ediff': 0.951575546129172,
'w_energy': 0.8602246296783655,
'w_fdiff': 0.1966733697946944,
'w_flow': 1.2401606888296108,
'w_sdiff': 1.1045764678658616,
'w_stress': 0.4561766408250626,
'w_vol': 1.4514733045957515,
'w_vpct': 0.21287731819136974,
'win_rate': 0.7037037037037037,
'winning_trades': 57.0}
ind_param (optuna):
展開 Optuna 參數[365.0, 0.05, 1.0, 2.0, 30.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 120.0, 160.0, 80.0, 200.0, 1.005, 1.15, 0.85, 0.995, 140.0, 190.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0, 0.2, 0.5, 0.2, 0.5, 0.2, 0.5, 1.0, 3.0, 0.05, 0.3] |
||||||||||||
| 81 | BTCUSDT | 60 | knn_trend_resonance | 2025-01-01 ~ 2025-12-31 | 3.127 | 0.80% | 44 | 37.603 | 0.13 | 0.000 | 0.000 | 2026-05-03 |
|
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON{'3d_confirm_bars': 1.0,
'3d_energy_thresh': 0.45119967427193264,
'3d_flow_thresh': 0.43490518671200123,
'3d_stress_thresh': 0.4226816151286735,
'avg_loss': -0.036120120041702716,
'avg_win': 0.02904427117530985,
'day_hold': 2.0,
'expectancy': 0.015715191153648188,
'knn_window': 172.0,
'lb': 0.9209162554483309,
'losing_trades': 9.0,
'max_drawdown': 0.12826381246165297,
'period_adx': 16.0,
'period_atr': 30.0,
'period_bb': 18.0,
'period_chop': 27.0,
'period_lookback': 137.0,
'period_mfi': 14.0,
'period_rsi': 25.0,
'profit_factor': 3.127064454080751,
'regime_thresh': 0.2485626728039596,
'sharpe_ratio': 37.602981539100476,
'tb_horizon': 172.0,
'total_pnl': 0.6914684107605203,
'total_trades': 44.0,
'ub': 1.0229633035452537,
'w_ediff': 1.0954894572345582,
'w_energy': 0.8233871334477336,
'w_fdiff': 0.4890598170007846,
'w_flow': 1.501859495104017,
'w_sdiff': 1.143926058779893,
'w_stress': 1.4888782773600981,
'w_vol': 0.537524809335089,
'w_vpct': 0.578311672520422,
'win_rate': 0.7954545454545454,
'winning_trades': 35.0}
ind_param (optuna):
展開 Optuna 參數[365.0, 0.05, 1.0, 2.0, 30.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 120.0, 160.0, 80.0, 200.0, 1.005, 1.15, 0.85, 0.995, 140.0, 190.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0, 0.2, 0.5, 0.2, 0.5, 0.2, 0.5, 1.0, 3.0, 0.05, 0.3] |
||||||||||||
| 2671 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2026-10-03 | 3.092 | 0.42% | 24 | 36.075 | 0.01 | 0.984 | 0.000 | 2026-10-03 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261003_1791009129
Data Hash: 4d2500492b3b40ec
Feature Score:
展開('[{"feature": "vol_ratio", "importance": 0.2337111989768611}, {"feature": '
'"pct_change", "importance": 0.20723300496584235}, {"feature": '
'"body_size_pct", "importance": 0.15509602211168103}, {"feature": '
'"price_position", "importance": 0.14794146036065747}, {"feature": '
'"atr_norm", "importance": 0.11426879865978626}, {"feature": "hl_range", '
'"importance": 0.11111679253743202}, {"feature": "consecutive_shrink", '
'"importance": 0.030632722387739807}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "vol_ratio", "importance": '
'0.2337111989768611}, {"feature": "pct_change", '
'"importance": 0.20723300496584235}, {"feature": '
'"body_size_pct", "importance": 0.15509602211168103}, '
'{"feature": "price_position", "importance": '
'0.14794146036065747}, {"feature": "atr_norm", '
'"importance": 0.11426879865978626}, {"feature": '
'"hl_range", "importance": 0.11111679253743202}, '
'{"feature": "consecutive_shrink", "importance": '
'0.030632722387739807}]',
'_model_metadata': {'feature_names': ['pct_change',
'hl_range',
'atr_norm',
'vol_ratio',
'price_position',
'consecutive_shrink',
'body_size_pct'],
'git_commit': 'd167aa95',
'metrics': {'accuracy': 0.9842592592592593,
'balanced_accuracy': 0.343238426346455,
'long_recall': 0.0,
'macro_f1': 0.3492069665931976,
'short_recall': 0.030303030303030304,
'train_accuracy': 0.9887206251425964},
'model_version': 'v1',
'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1',
'training_time_sec': 138.13232493400574},
'_run_source': 'llm',
'accuracy': 0.9842592592592593,
'atr_factor': 3.3434601031349587,
'atr_period': 14,
'avg_loss': -0.0019325052725675436,
'avg_win': 0.008365462475980944,
'balanced_accuracy': 0.343238426346455,
'colsample_bytree': 0.6172067919950089,
'expectancy': 0.0023583146226609933,
'k_momentum_pct_change_window': 493,
'learning_rate': 0.016149030056588968,
'long_recall': 0.0,
'losing_trades': 14,
'macro_f1': 0.3492069665931976,
'max_depth': 10,
'max_drawdown': 0.011199670559061377,
'max_hold_bars': 93,
'min_child_weight': 37.52473120269377,
'model_file': 'zz_sylvain_BTCUSDT_2_20261003_1791009129',
'n_estimators': 77,
'optuna_seed': 67,
'profit_factor': 3.092012438365828,
'reg_alpha': 0.02104317564190883,
'reg_lambda': 2.6168450827700447,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 36.07451261245182,
'short_recall': 0.030303030303030304,
'sl_pct': 0.0018749874179410978,
'subsample': 0.956822662843708,
'test_accuracy': 0.0,
'total_pnl': 0.05659955094386383,
'total_trades': 24,
'tp_pct': 0.008287119899960926,
'train_accuracy': 0.9887206251425964,
'trial_num': 13,
'win_rate': 0.4166666666666667,
'winning_trades': 10,
'zz_percent': 0.7166947466382769}
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}
|
||||||||||||
| 2683 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2026-07-01 | 3.090 | 0.73% | 11 | 34.838 | 0.06 | 0.990 | 0.000 | 2026-10-04 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261004_1791057262
Data Hash: 4d2500492b3b40ec
Feature Score:
展開('[{"feature": "k_iter1_k_mom_norm_atr", "importance": 0.7907820813557466}, '
'{"feature": "pct_change", "importance": 0.09336342067370056}, {"feature": '
'"body_size_pct", "importance": 0.05111836451007204}, {"feature": "hl_range", '
'"importance": 0.03821014606860297}, {"feature": "vol_ratio", "importance": '
'0.009102620692902245}, {"feature": "atr_norm", "importance": '
'0.00801117832962476}, {"feature": "price_position", "importance": '
'0.006731308320687109}, {"feature": "consecutive_shrink", "importance": '
'0.00268088004866368}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "k_iter1_k_mom_norm_atr", "importance": '
'0.7907820813557466}, {"feature": "pct_change", '
'"importance": 0.09336342067370056}, {"feature": '
'"body_size_pct", "importance": 0.05111836451007204}, '
'{"feature": "hl_range", "importance": '
'0.03821014606860297}, {"feature": "vol_ratio", '
'"importance": 0.009102620692902245}, {"feature": '
'"atr_norm", "importance": 0.00801117832962476}, '
'{"feature": "price_position", "importance": '
'0.006731308320687109}, {"feature": "consecutive_shrink", '
'"importance": 0.00268088004866368}]',
'_model_metadata': {'feature_names': ['pct_change',
'hl_range',
'atr_norm',
'vol_ratio',
'price_position',
'consecutive_shrink',
'body_size_pct',
'k_iter1_k_mom_norm_atr'],
'git_commit': '851b4b34',
'metrics': {'accuracy': 0.9900462962962963,
'balanced_accuracy': 0.3332943697642704,
'long_recall': 0.0,
'macro_f1': 0.3316660850684347,
'short_recall': 0.0,
'train_accuracy': 0.9900895505361624},
'model_version': 'v1',
'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1',
'training_time_sec': 17.22484517097473},
'_run_source': 'llm',
'accuracy': 0.9900462962962963,
'atr_factor': 3.2743180411475863,
'atr_period': 3,
'avg_loss': -0.019612286905301857,
'avg_win': 0.022722605160521686,
'balanced_accuracy': 0.3332943697642704,
'colsample_bytree': 0.930767622495402,
'expectancy': 0.011176725506206173,
'k_momentum_pct_change_window': 78,
'learning_rate': 0.04103753288944036,
'long_recall': 0.0,
'losing_trades': 3,
'macro_f1': 0.3316660850684347,
'max_depth': 2,
'max_drawdown': 0.05659542424265825,
'max_hold_bars': 137,
'min_child_weight': 29.887122084062963,
'model_file': 'zz_sylvain_BTCUSDT_2_20261004_1791057262',
'n_estimators': 56,
'optuna_seed': 215,
'profit_factor': 3.0895741049459504,
'reg_alpha': 0.8829646410893921,
'reg_lambda': 3.3988420860981505,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 34.83794765089604,
'short_recall': 0.0,
'sl_pct': 0.02883652770120505,
'subsample': 0.8225971365177006,
'test_accuracy': 0.0,
'total_pnl': 0.1229439805682679,
'total_trades': 11,
'tp_pct': 0.0488045944142465,
'train_accuracy': 0.9900895505361624,
'trial_num': 11,
'win_rate': 0.7272727272727273,
'winning_trades': 8,
'zz_percent': 1.091686569903974}
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}
|
||||||||||||
| 52 | BTCUSDT | 60 | knn_resonance | 2025-01-01 ~ 2025-12-31 | 3.058 | 0.73% | 123 | 38.324 | 0.08 | 0.000 | 0.000 | 2026-05-02 |
|
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON{'avg_loss': -0.02772804280750865,
'avg_win': 0.031095538726179987,
'day_hold': 2,
'expectancy': 0.015313602217141571,
'feature_weights': [0.42587138147871706,
1.321208011721522,
0.48333761220358773,
0.5128926800576539,
0.730151734302678,
0.8714803574499393,
1.2952673009736366,
0.9136369005481749],
'knn_window': 153,
'lb': 0.9361773627254946,
'losing_trades': 33,
'max_drawdown': 0.07798787591146406,
'period_adx': 38,
'period_atr': 23,
'period_bb': 26,
'period_chop': 11,
'period_lookback': 139,
'period_mfi': 13,
'period_rsi': 18,
'profit_factor': 3.058492634929085,
'sharpe_ratio': 38.324267852596876,
'tb_horizon': 183,
'total_pnl': 1.8835730727084135,
'total_trades': 123,
'ub': 1.0244393804846534,
'w_ediff': 0.5128926800576539,
'w_energy': 0.42587138147871706,
'w_fdiff': 0.730151734302678,
'w_flow': 1.321208011721522,
'w_sdiff': 0.8714803574499393,
'w_stress': 0.48333761220358773,
'w_vol': 1.2952673009736366,
'w_vpct': 0.9136369005481749,
'win_rate': 0.7317073170731707,
'winning_trades': 90}
ind_param (optuna):
展開 Optuna 參數[365.0, 0.05, 1.0, 2.0, 100.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 120.0, 160.0, 80.0, 200.0, 1.005, 1.15, 0.85, 0.995, 140.0, 190.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0] |
||||||||||||
| 91 | BTCUSDT | 60 | knn_trend_resonance | 2025-01-01 ~ 2025-12-31 | 3.054 | 0.74% | 101 | 35.394 | 0.17 | 0.000 | 0.000 | 2026-05-03 |
|
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON{'3d_confirm_bars': 2.0,
'3d_energy_thresh': 0.24210415066983754,
'3d_flow_thresh': 0.2011820684893324,
'3d_stress_thresh': 0.4656583890264208,
'avg_loss': -0.03620214610779031,
'avg_win': 0.03833367374503762,
'day_hold': 2.0,
'expectancy': 0.01914623497104231,
'knn_window': 172.0,
'lb': 0.9469925930293225,
'losing_trades': 26.0,
'max_drawdown': 0.17018367588236682,
'period_adx': 18.0,
'period_atr': 33.0,
'period_bb': 31.0,
'period_chop': 15.0,
'period_lookback': 156.0,
'period_mfi': 26.0,
'period_rsi': 23.0,
'profit_factor': 3.0544571778844682,
'regime_thresh': 0.051089839744156915,
'sharpe_ratio': 35.394201469608994,
'tb_horizon': 117.0,
'total_pnl': 1.9337697320752734,
'total_trades': 101.0,
'ub': 1.0686044789750262,
'w_ediff': 1.1988097353952887,
'w_energy': 1.5885678253951518,
'w_fdiff': 1.1495859653339622,
'w_flow': 0.8868024023453924,
'w_sdiff': 0.40700853464432407,
'w_stress': 0.7305910960363095,
'w_vol': 1.0017520229895047,
'w_vpct': 0.2994266223771983,
'win_rate': 0.7425742574257426,
'winning_trades': 75.0}
ind_param (optuna):
展開 Optuna 參數[365.0, 0.05, 1.0, 2.0, 30.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 120.0, 160.0, 80.0, 200.0, 1.005, 1.15, 0.85, 0.995, 140.0, 190.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0, 0.2, 0.5, 0.2, 0.5, 0.2, 0.5, 1.0, 3.0, 0.05, 0.3] |
||||||||||||
| 100 | BTCUSDT | 60 | knn_trend_resonance | 2025-01-01 ~ 2025-12-31 | 3.035 | 0.74% | 98 | 38.623 | 0.15 | 0.000 | 0.000 | 2026-05-03 |
|
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON{'3d_confirm_bars': 1.0,
'3d_energy_thresh': 0.4774776627490592,
'3d_flow_thresh': 0.24029911361227219,
'3d_stress_thresh': 0.2687014696266159,
'avg_loss': -0.02859616347620173,
'avg_win': 0.029725762743171662,
'day_hold': 2.0,
'expectancy': 0.014847720340270288,
'knn_window': 174.0,
'lb': 0.9419903890367911,
'losing_trades': 25.0,
'max_drawdown': 0.1535571507637573,
'period_adx': 29.0,
'period_atr': 20.0,
'period_bb': 40.0,
'period_chop': 13.0,
'period_lookback': 129.0,
'period_mfi': 9.0,
'period_rsi': 7.0,
'profit_factor': 3.035345188255663,
'regime_thresh': 0.2769672241271152,
'sharpe_ratio': 38.62339480173527,
'tb_horizon': 189.0,
'total_pnl': 1.4550765933464882,
'total_trades': 98.0,
'ub': 1.0230608061199433,
'w_ediff': 1.1764379244751868,
'w_energy': 1.7594544472881992,
'w_fdiff': 1.2418288089785035,
'w_flow': 1.396236985658746,
'w_sdiff': 0.12627723724583692,
'w_stress': 0.6053546152172967,
'w_vol': 0.3332341282219801,
'w_vpct': 0.16310386208436473,
'win_rate': 0.7448979591836735,
'winning_trades': 73.0}
ind_param (optuna):
展開 Optuna 參數[365.0, 0.05, 1.0, 2.0, 30.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 120.0, 160.0, 80.0, 200.0, 1.005, 1.15, 0.85, 0.995, 140.0, 190.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0, 0.2, 0.5, 0.2, 0.5, 0.2, 0.5, 1.0, 3.0, 0.05, 0.3] |
||||||||||||
| 61 | BTCUSDT | 60 | knn_resonance | 2025-01-01 ~ 2025-12-31 | 3.031 | 0.75% | 128 | 37.988 | 0.07 | 0.000 | 0.000 | 2026-05-02 |
|
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON{'avg_loss': -0.027280792221938802,
'avg_win': 0.027566583263924815,
'day_hold': 2,
'expectancy': 0.01385473939245891,
'feature_weights': [1.4226741742948033,
1.9495498507273312,
0.7354307051456241,
0.647192439404245,
0.4850146172398404,
0.49733367071161616,
0.7049064640905253,
0.9416191624763605],
'knn_window': 159,
'lb': 0.9447106755884672,
'losing_trades': 32,
'max_drawdown': 0.07275583648055317,
'period_adx': 28,
'period_atr': 29,
'period_bb': 39,
'period_chop': 14,
'period_lookback': 142,
'period_mfi': 14,
'period_rsi': 26,
'profit_factor': 3.031427720976099,
'sharpe_ratio': 37.988498012289604,
'tb_horizon': 159,
'total_pnl': 1.7734066422347405,
'total_trades': 128,
'ub': 1.0222388478054676,
'w_ediff': 0.647192439404245,
'w_energy': 1.4226741742948033,
'w_fdiff': 0.4850146172398404,
'w_flow': 1.9495498507273312,
'w_sdiff': 0.49733367071161616,
'w_stress': 0.7354307051456241,
'w_vol': 0.7049064640905253,
'w_vpct': 0.9416191624763605,
'win_rate': 0.75,
'winning_trades': 96}
ind_param (optuna):
展開 Optuna 參數[365.0, 0.05, 1.0, 2.0, 100.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 120.0, 160.0, 80.0, 200.0, 1.005, 1.15, 0.85, 0.995, 140.0, 190.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0] |
||||||||||||
| 54 | BTCUSDT | 60 | knn_resonance | 2025-01-01 ~ 2025-12-31 | 2.988 | 0.61% | 104 | 33.730 | 0.10 | 0.000 | 0.000 | 2026-05-02 |
|
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON{'avg_loss': -0.018414362458969668,
'avg_win': 0.03580675205625203,
'day_hold': 2,
'expectancy': 0.01443112037236655,
'feature_weights': [1.1527948856592778,
1.1934027535553622,
0.3295664280883802,
1.4036780826520077,
1.2099810900066164,
0.5728003601338247,
1.1919719353968201,
0.5981848071985683],
'knn_window': 169,
'lb': 0.9315346756181635,
'losing_trades': 41,
'max_drawdown': 0.10214122001420378,
'period_adx': 27,
'period_atr': 22,
'period_bb': 27,
'period_chop': 16,
'period_lookback': 124,
'period_mfi': 27,
'period_rsi': 27,
'profit_factor': 2.9878922678415543,
'sharpe_ratio': 33.73040639012527,
'tb_horizon': 100,
'total_pnl': 1.5008365187261212,
'total_trades': 104,
'ub': 1.0397812116704483,
'w_ediff': 1.4036780826520077,
'w_energy': 1.1527948856592778,
'w_fdiff': 1.2099810900066164,
'w_flow': 1.1934027535553622,
'w_sdiff': 0.5728003601338247,
'w_stress': 0.3295664280883802,
'w_vol': 1.1919719353968201,
'w_vpct': 0.5981848071985683,
'win_rate': 0.6057692307692307,
'winning_trades': 63}
ind_param (optuna):
展開 Optuna 參數[365.0, 0.05, 1.0, 2.0, 100.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 120.0, 160.0, 80.0, 200.0, 1.005, 1.15, 0.85, 0.995, 140.0, 190.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0] |
||||||||||||
| 80 | BTCUSDT | 60 | knn_trend_resonance | 2025-01-01 ~ 2025-12-31 | 2.984 | 0.71% | 24 | 40.519 | 0.05 | 0.000 | 0.000 | 2026-05-03 |
|
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON{'3d_confirm_bars': 1.0,
'3d_energy_thresh': 0.36947129690031066,
'3d_flow_thresh': 0.37268232762199116,
'3d_stress_thresh': 0.22840973423975075,
'avg_loss': -0.019418521240001412,
'avg_win': 0.023859896280557475,
'day_hold': 2.0,
'expectancy': 0.0112370245037278,
'knn_window': 143.0,
'lb': 0.979569432815067,
'losing_trades': 7.0,
'max_drawdown': 0.053568909711412704,
'period_adx': 34.0,
'period_atr': 29.0,
'period_bb': 35.0,
'period_chop': 8.0,
'period_lookback': 121.0,
'period_mfi': 16.0,
'period_rsi': 10.0,
'profit_factor': 2.9840306416471165,
'regime_thresh': 0.12192553637760915,
'sharpe_ratio': 40.51867272675551,
'tb_horizon': 109.0,
'total_pnl': 0.26968858808946716,
'total_trades': 24.0,
'ub': 1.0272854231712927,
'w_ediff': 0.2511840358372782,
'w_energy': 1.9194985807963378,
'w_fdiff': 0.18503214173084204,
'w_flow': 1.404801755344444,
'w_sdiff': 0.5683911477524035,
'w_stress': 1.3606382172403242,
'w_vol': 0.7048836047400997,
'w_vpct': 0.9456277737560832,
'win_rate': 0.7083333333333334,
'winning_trades': 17.0}
ind_param (optuna):
展開 Optuna 參數[365.0, 0.05, 1.0, 2.0, 30.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 120.0, 160.0, 80.0, 200.0, 1.005, 1.15, 0.85, 0.995, 140.0, 190.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0, 0.2, 0.5, 0.2, 0.5, 0.2, 0.5, 1.0, 3.0, 0.05, 0.3] |
||||||||||||
| 103 | BTCUSDT | 60 | knn_trend_resonance | 2025-01-01 ~ 2025-12-31 | 2.983 | 0.63% | 103 | 35.059 | 0.14 | 0.000 | 0.000 | 2026-05-03 |
|
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON{'3d_confirm_bars': 1.0,
'3d_energy_thresh': 0.3283242429757538,
'3d_flow_thresh': 0.40827691255823595,
'3d_stress_thresh': 0.20879250813892872,
'avg_loss': -0.024179612790449362,
'avg_win': 0.04217202500188264,
'day_hold': 2.0,
'expectancy': 0.017692779991119383,
'knn_window': 153.0,
'lb': 0.9394508385151356,
'losing_trades': 38.0,
'max_drawdown': 0.14453837154400873,
'period_adx': 21.0,
'period_atr': 13.0,
'period_bb': 33.0,
'period_chop': 24.0,
'period_lookback': 158.0,
'period_mfi': 18.0,
'period_rsi': 17.0,
'profit_factor': 2.983354579786523,
'regime_thresh': 0.11004034585695778,
'sharpe_ratio': 35.058729238123625,
'tb_horizon': 80.0,
'total_pnl': 1.8223563390852955,
'total_trades': 103.0,
'ub': 1.0497388576945696,
'w_ediff': 0.18307751297420055,
'w_energy': 1.9037877226299533,
'w_fdiff': 0.674168022347669,
'w_flow': 1.8438892917685072,
'w_sdiff': 1.0629072022227122,
'w_stress': 1.7899730010347434,
'w_vol': 0.820263200654546,
'w_vpct': 0.21031357955224894,
'win_rate': 0.6310679611650486,
'winning_trades': 65.0}
ind_param (optuna):
展開 Optuna 參數[365.0, 0.05, 1.0, 2.0, 30.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 120.0, 160.0, 80.0, 200.0, 1.005, 1.15, 0.85, 0.995, 140.0, 190.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0, 0.2, 0.5, 0.2, 0.5, 0.2, 0.5, 1.0, 3.0, 0.05, 0.3] |
||||||||||||
| 92 | BTCUSDT | 60 | knn_trend_resonance | 2025-01-01 ~ 2025-12-31 | 2.979 | 0.71% | 140 | 35.996 | 0.09 | 0.000 | 0.000 | 2026-05-03 |
|
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON{'3d_confirm_bars': 2.0,
'3d_energy_thresh': 0.3956336879912802,
'3d_flow_thresh': 0.48377244346757325,
'3d_stress_thresh': 0.3351749569917244,
'avg_loss': -0.026239874326237072,
'avg_win': 0.03236964047547673,
'day_hold': 2.0,
'expectancy': 0.015205425426403405,
'knn_window': 152.0,
'lb': 0.9562351557137785,
'losing_trades': 41.0,
'max_drawdown': 0.08838764417490919,
'period_adx': 37.0,
'period_atr': 24.0,
'period_bb': 38.0,
'period_chop': 24.0,
'period_lookback': 157.0,
'period_mfi': 24.0,
'period_rsi': 25.0,
'profit_factor': 2.9787047843720176,
'regime_thresh': 0.09003146815686398,
'sharpe_ratio': 35.99580426531557,
'tb_horizon': 117.0,
'total_pnl': 2.128759559696477,
'total_trades': 140.0,
'ub': 1.0392654699416664,
'w_ediff': 0.805082328376867,
'w_energy': 1.9392231509175186,
'w_fdiff': 0.6101378400052232,
'w_flow': 1.2971190331525249,
'w_sdiff': 0.5452463768346848,
'w_stress': 0.6781893601325728,
'w_vol': 1.1265920605235324,
'w_vpct': 0.744354058529732,
'win_rate': 0.7071428571428572,
'winning_trades': 99.0}
ind_param (optuna):
展開 Optuna 參數[365.0, 0.05, 1.0, 2.0, 30.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 120.0, 160.0, 80.0, 200.0, 1.005, 1.15, 0.85, 0.995, 140.0, 190.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0, 0.2, 0.5, 0.2, 0.5, 0.2, 0.5, 1.0, 3.0, 0.05, 0.3] |
||||||||||||
| 665 | BTCUSDT | 60 | knn_resonance_5db | 2023-08-01 ~ 2026-07-31 | 2.962 | 0.77% | 633 | 38.005 | 0.09 | 0.000 | 0.000 | 2026-06-27 |
|
Model: gradient_boosting (vv1)
Model File: knn_resonance_5db_BTCUSDT_2_20260627_1782510161
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON{'avg_loss': -0.019452095989941128,
'avg_win': 0.016814817959336304,
'expectancy': 0.00862181844156905,
'losing_trades': 143.0,
'max_drawdown': 0.08736602106754265,
'model_file': 'knn_resonance_5db_BTCUSDT_2_20260627_1782510161',
'profit_factor': 2.962005144428951,
'sharpe_ratio': 38.0049927114304,
'total_pnl': 5.457611073513209,
'total_trades': 633.0,
'trial_num': 0.0,
'win_rate': 0.7740916271721959,
'winning_trades': 490.0}
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}
|
||||||||||||
| 664 | BTCUSDT | 60 | knn_resonance_5db | 2023-08-01 ~ 2026-07-31 | 2.962 | 0.77% | 633 | 38.005 | 0.09 | 0.000 | 0.000 | 2026-06-27 |
|
Model: gradient_boosting (vv1)
Model File: knn_resonance_5db_BTCUSDT_2_20260627_1782510070
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON{'avg_loss': -0.019452095989941128,
'avg_win': 0.016814817959336304,
'expectancy': 0.00862181844156905,
'losing_trades': 143.0,
'max_drawdown': 0.08736602106754265,
'model_file': 'knn_resonance_5db_BTCUSDT_2_20260627_1782510070',
'profit_factor': 2.962005144428951,
'sharpe_ratio': 38.0049927114304,
'total_pnl': 5.457611073513209,
'total_trades': 633.0,
'trial_num': 0.0,
'win_rate': 0.7740916271721959,
'winning_trades': 490.0}
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}
|
||||||||||||
| 662 | BTCUSDT | 60 | knn_resonance_5db | 2023-08-01 ~ 2026-07-31 | 2.962 | 0.77% | 633 | 38.005 | 0.09 | 0.000 | 0.000 | 2026-06-27 |
|
Model: gradient_boosting (vv1)
Model File: knn_resonance_5db_BTCUSDT_2_20260627_1782509639
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON{'avg_loss': -0.019452095989941128,
'avg_win': 0.016814817959336304,
'expectancy': 0.00862181844156905,
'losing_trades': 143.0,
'max_drawdown': 0.08736602106754265,
'model_file': 'knn_resonance_5db_BTCUSDT_2_20260627_1782509639',
'profit_factor': 2.962005144428951,
'sharpe_ratio': 38.0049927114304,
'total_pnl': 5.457611073513209,
'total_trades': 633.0,
'trial_num': 0.0,
'win_rate': 0.7740916271721959,
'winning_trades': 490.0}
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}
|
||||||||||||
| 668 | BTCUSDT | 60 | knn_resonance_5db | 2023-08-01 ~ 2026-07-31 | 2.962 | 0.77% | 633 | 38.005 | 0.09 | 0.000 | 0.000 | 2026-06-27 |
|
Model: gradient_boosting (vv1)
Model File: knn_resonance_5db_BTCUSDT_2_20260627_1782526991
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON{'avg_loss': -0.019452095989941128,
'avg_win': 0.016814817959336304,
'expectancy': 0.00862181844156905,
'losing_trades': 143.0,
'max_drawdown': 0.08736602106754265,
'model_file': 'knn_resonance_5db_BTCUSDT_2_20260627_1782526991',
'profit_factor': 2.962005144428951,
'sharpe_ratio': 38.0049927114304,
'total_pnl': 5.457611073513209,
'total_trades': 633.0,
'trial_num': 0.0,
'win_rate': 0.7740916271721959,
'winning_trades': 490.0}
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}
|
||||||||||||
| 59 | BTCUSDT | 60 | knn_resonance | 2025-01-01 ~ 2025-12-31 | 2.955 | 0.72% | 99 | 38.955 | 0.11 | 0.000 | 0.000 | 2026-05-02 |
|
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON{'avg_loss': -0.032621291171672125,
'avg_win': 0.038017605883753185,
'day_hold': 2,
'expectancy': 0.018038927928683397,
'feature_weights': [0.4682497610120183,
1.5446512597148558,
0.9310246656912395,
1.0278236573991746,
0.8027510870717232,
1.4169341594580371,
1.4533100606262526,
0.7243180912026967],
'knn_window': 158,
'lb': 0.9610085692639799,
'losing_trades': 28,
'max_drawdown': 0.10937438444562197,
'period_adx': 40,
'period_atr': 16,
'period_bb': 18,
'period_chop': 11,
'period_lookback': 132,
'period_mfi': 10,
'period_rsi': 30,
'profit_factor': 2.955179972514466,
'sharpe_ratio': 38.95492205367037,
'tb_horizon': 183,
'total_pnl': 1.7858538649396567,
'total_trades': 99,
'ub': 1.0446776079015174,
'w_ediff': 1.0278236573991746,
'w_energy': 0.4682497610120183,
'w_fdiff': 0.8027510870717232,
'w_flow': 1.5446512597148558,
'w_sdiff': 1.4169341594580371,
'w_stress': 0.9310246656912395,
'w_vol': 1.4533100606262526,
'w_vpct': 0.7243180912026967,
'win_rate': 0.7171717171717171,
'winning_trades': 71}
ind_param (optuna):
展開 Optuna 參數[365.0, 0.05, 1.0, 2.0, 100.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 120.0, 160.0, 80.0, 200.0, 1.005, 1.15, 0.85, 0.995, 140.0, 190.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0] |
||||||||||||
| 101 | BTCUSDT | 60 | knn_trend_resonance | 2025-01-01 ~ 2025-12-31 | 2.940 | 0.71% | 90 | 37.730 | 0.11 | 0.000 | 0.000 | 2026-05-03 |
|
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON{'3d_confirm_bars': 3.0,
'3d_energy_thresh': 0.28994274514389085,
'3d_flow_thresh': 0.37071591257844827,
'3d_stress_thresh': 0.31900539588012505,
'avg_loss': -0.03497502480069004,
'avg_win': 0.041777027326250236,
'day_hold': 2.0,
'expectancy': 0.019604212267356383,
'knn_window': 172.0,
'lb': 0.955448968187399,
'losing_trades': 26.0,
'max_drawdown': 0.11426554223702268,
'period_adx': 36.0,
'period_atr': 25.0,
'period_bb': 33.0,
'period_chop': 24.0,
'period_lookback': 126.0,
'period_mfi': 24.0,
'period_rsi': 16.0,
'profit_factor': 2.9402626633814246,
'regime_thresh': 0.22552898945209093,
'sharpe_ratio': 37.72992255850522,
'tb_horizon': 105.0,
'total_pnl': 1.764379104062074,
'total_trades': 90.0,
'ub': 1.0552113780048777,
'w_ediff': 0.7222164600560096,
'w_energy': 0.46839842905155726,
'w_fdiff': 0.7243285588877315,
'w_flow': 0.8011318974690802,
'w_sdiff': 1.1445500328838587,
'w_stress': 0.5643287220650212,
'w_vol': 1.1111692868863179,
'w_vpct': 0.6028304359130374,
'win_rate': 0.7111111111111111,
'winning_trades': 64.0}
ind_param (optuna):
展開 Optuna 參數[365.0, 0.05, 1.0, 2.0, 30.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 120.0, 160.0, 80.0, 200.0, 1.005, 1.15, 0.85, 0.995, 140.0, 190.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0, 0.2, 0.5, 0.2, 0.5, 0.2, 0.5, 1.0, 3.0, 0.05, 0.3] |
||||||||||||
| 66 | BTCUSDT | 60 | knn_trend_resonance | 2025-01-01 ~ 2025-12-31 | 2.939 | 0.68% | 159 | 35.297 | 0.11 | 0.000 | 0.000 | 2026-05-03 |
|
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON{'3d_confirm_bars': 1.0,
'3d_energy_thresh': 0.45024657778530525,
'3d_flow_thresh': 0.6227777301757759,
'3d_stress_thresh': 0.5234294378248762,
'avg_loss': -0.016881521867223748,
'avg_win': 0.023432211346059544,
'day_hold': 2.0,
'expectancy': 0.010501391258779995,
'knn_window': 140.0,
'lb': 0.9584841465868532,
'losing_trades': 51.0,
'max_drawdown': 0.11242922098556607,
'period_adx': 32.0,
'period_atr': 14.0,
'period_bb': 21.0,
'period_chop': 28.0,
'period_lookback': 147.0,
'period_mfi': 23.0,
'period_rsi': 21.0,
'profit_factor': 2.939376783029028,
'regime_thresh': 0.11839578808585134,
'sharpe_ratio': 35.2973205401975,
'tb_horizon': 158.0,
'total_pnl': 1.6697212101460197,
'total_trades': 159.0,
'ub': 1.0148006677735184,
'w_ediff': 0.11611629079786173,
'w_energy': 0.7746814964242945,
'w_fdiff': 0.19051117276031015,
'w_flow': 0.686083560152098,
'w_sdiff': 1.4112815191852497,
'w_stress': 1.1065359280418845,
'w_vol': 1.0944428469403882,
'w_vpct': 0.40319978288887526,
'win_rate': 0.6792452830188679,
'winning_trades': 108.0}
ind_param (optuna):
展開 Optuna 參數[365.0, 0.05, 1.0, 2.0, 30.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 120.0, 160.0, 80.0, 200.0, 1.005, 1.15, 0.85, 0.995, 140.0, 190.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0, 0.45, 0.65, 0.45, 0.65, 0.45, 0.65, 1.0, 3.0, 0.05, 0.3] |
||||||||||||
| 102 | BTCUSDT | 60 | knn_trend_resonance | 2025-01-01 ~ 2025-12-31 | 2.937 | 0.70% | 127 | 37.682 | 0.07 | 0.000 | 0.000 | 2026-05-03 |
|
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON{'3d_confirm_bars': 3.0,
'3d_energy_thresh': 0.3024236361307039,
'3d_flow_thresh': 0.27779797481119567,
'3d_stress_thresh': 0.49710823316802943,
'avg_loss': -0.024535466150250478,
'avg_win': 0.03077003729096973,
'day_hold': 2.0,
'expectancy': 0.014221933899108564,
'knn_window': 160.0,
'lb': 0.9500832512934108,
'losing_trades': 38.0,
'max_drawdown': 0.06978423947551493,
'period_adx': 39.0,
'period_atr': 19.0,
'period_bb': 36.0,
'period_chop': 27.0,
'period_lookback': 135.0,
'period_mfi': 28.0,
'period_rsi': 12.0,
'profit_factor': 2.937244633764954,
'regime_thresh': 0.2611790423878809,
'sharpe_ratio': 37.682199875158304,
'tb_horizon': 163.0,
'total_pnl': 1.806185605186788,
'total_trades': 127.0,
'ub': 1.0216063919302676,
'w_ediff': 0.18363560659891318,
'w_energy': 1.0760113586662117,
'w_fdiff': 0.6021258317791096,
'w_flow': 1.0239014521251102,
'w_sdiff': 0.7676356093415564,
'w_stress': 1.4904397485304344,
'w_vol': 1.2363370057063252,
'w_vpct': 0.4421419776122423,
'win_rate': 0.7007874015748031,
'winning_trades': 89.0}
ind_param (optuna):
展開 Optuna 參數[365.0, 0.05, 1.0, 2.0, 30.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 120.0, 160.0, 80.0, 200.0, 1.005, 1.15, 0.85, 0.995, 140.0, 190.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0, 0.2, 0.5, 0.2, 0.5, 0.2, 0.5, 1.0, 3.0, 0.05, 0.3] |
||||||||||||
| 2604 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2024-06-29 | 2.920 | 0.72% | 36 | 36.589 | 0.09 | 0.989 | 0.000 | 2026-10-01 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261001_1790829231
Data Hash: a36fc12de337d9fc
Feature Score:
展開('[{"feature": "zz_dist_high", "importance": 0.26771272403250285}, {"feature": '
'"body_size_pct", "importance": 0.16256253285604752}, {"feature": '
'"vol_ratio", "importance": 0.11988369786063063}, {"feature": "zz_dist_low", '
'"importance": 0.11886345025032369}, {"feature": "pct_change", "importance": '
'0.11142164437209875}, {"feature": "hl_range", "importance": '
'0.08720529028421237}, {"feature": "price_position", "importance": '
'0.08066020082552088}, {"feature": "atr_norm", "importance": '
'0.03462565364124759}, {"feature": "consecutive_shrink", "importance": '
'0.017064805877415785}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "zz_dist_high", "importance": '
'0.26771272403250285}, {"feature": "body_size_pct", '
'"importance": 0.16256253285604752}, {"feature": '
'"vol_ratio", "importance": 0.11988369786063063}, '
'{"feature": "zz_dist_low", "importance": '
'0.11886345025032369}, {"feature": "pct_change", '
'"importance": 0.11142164437209875}, {"feature": '
'"hl_range", "importance": 0.08720529028421237}, '
'{"feature": "price_position", "importance": '
'0.08066020082552088}, {"feature": "atr_norm", '
'"importance": 0.03462565364124759}, {"feature": '
'"consecutive_shrink", "importance": 0.017064805877415785}]',
'_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': 0.9888790820829656,
'balanced_accuracy': 0.3877613593654185,
'long_recall': 0.041666666666666664,
'macro_f1': 0.4096180790614717,
'short_recall': 0.125,
'train_accuracy': 1.0},
'model_version': 'v1',
'training_data_hash': 'a36fc12de337d9fc-9d34149fbd1fe777',
'training_time_sec': 9.059691905975342},
'_run_source': 'llm',
'accuracy': 0.9888790820829656,
'atr_factor': 4.846477210149296,
'atr_period': 6,
'avg_loss': -0.022708252591862134,
'avg_win': 0.025505517463400885,
'balanced_accuracy': 0.3877613593654185,
'colsample_bytree': 0.9428062792847136,
'expectancy': 0.012112803559161157,
'k_momentum_pct_change_window': 113,
'learning_rate': 0.23931774050561133,
'long_recall': 0.041666666666666664,
'losing_trades': 10,
'macro_f1': 0.4096180790614717,
'max_depth': 3,
'max_drawdown': 0.09471927807491855,
'max_hold_bars': 170,
'min_child_weight': 17.08831566270591,
'model_file': 'zz_sylvain_BTCUSDT_2_20261001_1790829231',
'n_estimators': 65,
'optuna_seed': 908,
'profit_factor': 2.9202751350672886,
'reg_alpha': 1.3170130153643993,
'reg_lambda': 0.2053569593272364,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 36.5894605052302,
'short_recall': 0.125,
'sl_pct': 0.03439422037722479,
'subsample': 0.9075492154587688,
'test_accuracy': 0.0,
'total_pnl': 0.4360609281298017,
'total_trades': 36,
'tp_pct': 0.03798717508393858,
'train_accuracy': 1.0,
'trial_num': 2,
'win_rate': 0.7222222222222222,
'winning_trades': 26,
'zz_percent': 0.7304597692964739}
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, 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]}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 2,
'purge_days': 0,
'test_window_months': 2,
'train_window_months': 2}
|
||||||||||||
| 95 | BTCUSDT | 60 | knn_trend_resonance | 2025-01-01 ~ 2025-12-31 | 2.909 | 0.65% | 153 | 33.558 | 0.14 | 0.000 | 0.000 | 2026-05-03 |
|
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON{'3d_confirm_bars': 3.0,
'3d_energy_thresh': 0.5471988880199304,
'3d_flow_thresh': 0.40744149498292326,
'3d_stress_thresh': 0.5438757594195395,
'avg_loss': -0.02083855813738013,
'avg_win': 0.03213209705076881,
'day_hold': 2.0,
'expectancy': 0.013782785122847935,
'knn_window': 158.0,
'lb': 0.9560527629854029,
'losing_trades': 53.0,
'max_drawdown': 0.1396551790018501,
'period_adx': 29.0,
'period_atr': 14.0,
'period_bb': 30.0,
'period_chop': 26.0,
'period_lookback': 128.0,
'period_mfi': 8.0,
'period_rsi': 7.0,
'profit_factor': 2.9093470771495453,
'regime_thresh': 0.07236715373228271,
'sharpe_ratio': 33.557903413022764,
'tb_horizon': 152.0,
'total_pnl': 2.108766123795734,
'total_trades': 153.0,
'ub': 1.038388680296064,
'w_ediff': 0.48600494289841445,
'w_energy': 1.2632544703000887,
'w_fdiff': 0.8020469872994815,
'w_flow': 1.968899659851774,
'w_sdiff': 0.9220509791522065,
'w_stress': 1.3254350393076455,
'w_vol': 1.1861448722659276,
'w_vpct': 0.7892608751665985,
'win_rate': 0.6535947712418301,
'winning_trades': 100.0}
ind_param (optuna):
展開 Optuna 參數[365.0, 0.05, 1.0, 2.0, 30.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 120.0, 160.0, 80.0, 200.0, 1.005, 1.15, 0.85, 0.995, 140.0, 190.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0, 0.25, 0.55, 0.25, 0.55, 0.25, 0.55, 1.0, 3.0, 0.05, 0.3] |
||||||||||||
| 78 | BTCUSDT | 60 | knn_trend_resonance | 2025-01-01 ~ 2025-12-31 | 2.828 | 0.69% | 126 | 33.812 | 0.13 | 0.000 | 0.000 | 2026-05-03 |
|
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON{'3d_confirm_bars': 2.0,
'3d_energy_thresh': 0.254097441494291,
'3d_flow_thresh': 0.29661681043882104,
'3d_stress_thresh': 0.3670344375881053,
'avg_loss': -0.026295629207365608,
'avg_win': 0.033339011968345364,
'day_hold': 2.0,
'expectancy': 0.014880670652053871,
'knn_window': 153.0,
'lb': 0.9612232408979152,
'losing_trades': 39.0,
'max_drawdown': 0.12818278832652497,
'period_adx': 19.0,
'period_atr': 33.0,
'period_bb': 28.0,
'period_chop': 24.0,
'period_lookback': 159.0,
'period_mfi': 18.0,
'period_rsi': 19.0,
'profit_factor': 2.828289123517147,
'regime_thresh': 0.07073195493009533,
'sharpe_ratio': 33.81181316444797,
'tb_horizon': 107.0,
'total_pnl': 1.8749645021587877,
'total_trades': 126.0,
'ub': 1.0527139859365073,
'w_ediff': 1.4838270669187434,
'w_energy': 1.970281871032418,
'w_fdiff': 1.3538417009848123,
'w_flow': 1.5363154459587853,
'w_sdiff': 1.4083348959035966,
'w_stress': 0.7061761872626786,
'w_vol': 0.6223275107596993,
'w_vpct': 0.26252892577253817,
'win_rate': 0.6904761904761905,
'winning_trades': 87.0}
ind_param (optuna):
展開 Optuna 參數[365.0, 0.05, 1.0, 2.0, 30.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 120.0, 160.0, 80.0, 200.0, 1.005, 1.15, 0.85, 0.995, 140.0, 190.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0, 0.2, 0.5, 0.2, 0.5, 0.2, 0.5, 1.0, 3.0, 0.05, 0.3] |
||||||||||||
| 129 | BTCUSDT | 60 | knn_resonance_5db | 2025-01-01 ~ 2025-12-31 | 2.783 | 0.72% | 167 | 32.922 | 0.08 | 0.000 | 0.000 | 2026-05-03 |
|
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON{'avg_loss': -0.01895072401390146,
'avg_win': 0.020655815662530098,
'expectancy': 0.009509064975151157,
'knn_window': 155.0,
'lb': 0.9004783733560212,
'losing_trades': 47.0,
'max_drawdown': 0.08272670726722176,
'max_hold_bars': 35.0,
'period_adx': 17.0,
'period_atr': 16.0,
'period_bb': 17.0,
'period_chop': 30.0,
'period_lookback': 155.0,
'period_mfi': 8.0,
'period_rsi': 24.0,
'profit_factor': 2.7829149280370196,
'sharpe_ratio': 32.9224392824756,
'sl_mult': 3.594620701892354,
'sl_mult_short': 5.174130159344179,
'tb_horizon': 199.0,
'total_pnl': 1.588013850850243,
'total_trades': 167.0,
'tp_mult': 3.1232952086445485,
'tp_mult_short': 5.327469661979787,
'tsl_activate_mult': 4.9076911277668405,
'tsl_trail_mult': 2.197684260515654,
'ub': 1.0816630621355074,
'w_bbw': 0.35666497275827225,
'w_chop': 0.6412551308915444,
'w_energy': 0.8108790431220234,
'w_flow': 1.9260227647807464,
'w_stress': 0.8655507595561112,
'win_rate': 0.718562874251497,
'winning_trades': 120.0}
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': [1.005, 1.15], 'lb': [0.85, 0.995], '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]}
|
||||||||||||
| 64 | BTCUSDT | 60 | knn_trend_resonance | 2025-01-01 ~ 2025-12-31 | 2.725 | 0.73% | 112 | 33.247 | 0.11 | 0.000 | 0.000 | 2026-05-03 |
|
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON{'3d_confirm_bars': 1.0,
'3d_energy_thresh': 0.5293543008243751,
'3d_flow_thresh': 0.6261059379905747,
'3d_stress_thresh': 0.5425160381076379,
'avg_loss': -0.029432844947812446,
'avg_win': 0.02934583207228216,
'day_hold': 2.0,
'expectancy': 0.013601543584756818,
'knn_window': 163.0,
'lb': 0.9389914231245736,
'losing_trades': 30.0,
'max_drawdown': 0.11031944944466054,
'period_adx': 34.0,
'period_atr': 34.0,
'period_bb': 14.0,
'period_chop': 14.0,
'period_lookback': 131.0,
'period_mfi': 19.0,
'period_rsi': 23.0,
'profit_factor': 2.7252527283650467,
'regime_thresh': 0.07419993073346672,
'sharpe_ratio': 33.247171591852904,
'tb_horizon': 191.0,
'total_pnl': 1.523372881492764,
'total_trades': 112.0,
'ub': 1.022004645391134,
'w_ediff': 0.7260710276331869,
'w_energy': 0.4745650968256396,
'w_fdiff': 1.480629915886476,
'w_flow': 1.457252895012452,
'w_sdiff': 0.174139471672679,
'w_stress': 1.3929629889487418,
'w_vol': 0.4189369463445778,
'w_vpct': 0.7391695090034633,
'win_rate': 0.7321428571428571,
'winning_trades': 82.0}
ind_param (optuna):
展開 Optuna 參數[365.0, 0.05, 1.0, 2.0, 30.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 120.0, 160.0, 80.0, 200.0, 1.005, 1.15, 0.85, 0.995, 140.0, 190.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0, 0.45, 0.65, 0.45, 0.65, 0.45, 0.65, 1.0, 3.0, 0.05, 0.3] |
||||||||||||
| 77 | BTCUSDT | 60 | knn_trend_resonance | 2025-01-01 ~ 2025-12-31 | 2.713 | 0.68% | 128 | 32.300 | 0.12 | 0.000 | 0.000 | 2026-05-03 |
|
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON{'3d_confirm_bars': 1.0,
'3d_energy_thresh': 0.33380720838606415,
'3d_flow_thresh': 0.20840891208147722,
'3d_stress_thresh': 0.4680630204334225,
'avg_loss': -0.02806286412012073,
'avg_win': 0.035876174289009494,
'day_hold': 2.0,
'expectancy': 0.015395701048584967,
'knn_window': 148.0,
'lb': 0.9537863565216302,
'losing_trades': 41.0,
'max_drawdown': 0.12368765993350705,
'period_adx': 25.0,
'period_atr': 13.0,
'period_bb': 22.0,
'period_chop': 23.0,
'period_lookback': 147.0,
'period_mfi': 29.0,
'period_rsi': 30.0,
'profit_factor': 2.7127484727908895,
'regime_thresh': 0.06043659553051488,
'sharpe_ratio': 32.29988008581285,
'tb_horizon': 89.0,
'total_pnl': 1.9706497342188767,
'total_trades': 128.0,
'ub': 1.0527803240123492,
'w_ediff': 1.3875929157746936,
'w_energy': 0.3318568627005991,
'w_fdiff': 0.7405299096930897,
'w_flow': 1.5495601385929103,
'w_sdiff': 0.5968070414204648,
'w_stress': 1.5257611934092625,
'w_vol': 0.5538274361193409,
'w_vpct': 0.6243018926034629,
'win_rate': 0.6796875,
'winning_trades': 87.0}
ind_param (optuna):
展開 Optuna 參數[365.0, 0.05, 1.0, 2.0, 30.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 120.0, 160.0, 80.0, 200.0, 1.005, 1.15, 0.85, 0.995, 140.0, 190.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0, 0.2, 0.5, 0.2, 0.5, 0.2, 0.5, 1.0, 3.0, 0.05, 0.3] |
||||||||||||
| 2645 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2026-10-03 | 2.669 | 0.69% | 13 | 29.988 | 0.04 | 0.993 | 0.000 | 2026-10-03 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261003_1790991353
Data Hash: 4d2500492b3b40ec
Feature Score:
展開('[{"feature": "pct_change", "importance": 0.3093833951482174}, {"feature": '
'"vol_ratio", "importance": 0.1692273147913171}, {"feature": "atr_norm", '
'"importance": 0.15269674723597593}, {"feature": "body_size_pct", '
'"importance": 0.12925601577585866}, {"feature": "price_position", '
'"importance": 0.11483009783753578}, {"feature": "hl_range", "importance": '
'0.10866513873991275}, {"feature": "consecutive_shrink", "importance": '
'0.015941290471182427}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "pct_change", "importance": '
'0.3093833951482174}, {"feature": "vol_ratio", '
'"importance": 0.1692273147913171}, {"feature": "atr_norm", '
'"importance": 0.15269674723597593}, {"feature": '
'"body_size_pct", "importance": 0.12925601577585866}, '
'{"feature": "price_position", "importance": '
'0.11483009783753578}, {"feature": "hl_range", '
'"importance": 0.10866513873991275}, {"feature": '
'"consecutive_shrink", "importance": 0.015941290471182427}]',
'_model_metadata': {'feature_names': ['pct_change',
'hl_range',
'atr_norm',
'vol_ratio',
'price_position',
'consecutive_shrink',
'body_size_pct'],
'git_commit': 'ee4c39f9',
'metrics': {'accuracy': 0.992824074074074,
'balanced_accuracy': 0.33321679679912986,
'long_recall': 0.0,
'macro_f1': 0.3321330390676424,
'short_recall': 0.0,
'train_accuracy': 0.995308578599133},
'model_version': 'v1',
'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1',
'training_time_sec': 178.33289909362793},
'_run_source': 'llm',
'accuracy': 0.992824074074074,
'atr_factor': 4.50060655726224,
'atr_period': 4,
'avg_loss': -0.019306562291961774,
'avg_win': 0.022900771971103507,
'balanced_accuracy': 0.33321679679912986,
'colsample_bytree': 0.9730528571127384,
'expectancy': 0.009913899890160343,
'k_momentum_pct_change_window': 398,
'learning_rate': 0.019287366101930655,
'long_recall': 0.0,
'losing_trades': 4,
'macro_f1': 0.3321330390676424,
'max_depth': 7,
'max_drawdown': 0.04269447476191821,
'max_hold_bars': 181,
'min_child_weight': 17.216557302967654,
'model_file': 'zz_sylvain_BTCUSDT_2_20261003_1790991353',
'n_estimators': 181,
'optuna_seed': 981,
'profit_factor': 2.668871659064643,
'reg_alpha': 3.216111758946139,
'reg_lambda': 3.260083736955357,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 29.987730020562573,
'short_recall': 0.0,
'sl_pct': 0.04288589758240168,
'subsample': 0.80506451762096,
'test_accuracy': 0.0,
'total_pnl': 0.1288806985720845,
'total_trades': 13,
'tp_pct': 0.04134395106551724,
'train_accuracy': 0.995308578599133,
'trial_num': 8,
'win_rate': 0.6923076923076923,
'winning_trades': 9,
'zz_percent': 1.3782600914262961}
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}
|
||||||||||||
| 2626 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2026-01-01 | 2.639 | 0.62% | 45 | 27.187 | 0.03 | 0.000 | 0.000 | 2026-10-02 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261002_1790901683
Data Hash: -
Feature Score:
展開('[{"feature": "pct_change", "importance": 0.24665780417957603}, {"feature": '
'"vol_ratio", "importance": 0.207422215250498}, {"feature": "price_position", '
'"importance": 0.14160841785830233}, {"feature": "atr_norm", "importance": '
'0.13167938108991886}, {"feature": "body_size_pct", "importance": '
'0.12615549008524865}, {"feature": "hl_range", "importance": '
'0.1114041941109206}, {"feature": "consecutive_shrink", "importance": '
'0.035072497425535615}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "pct_change", "importance": '
'0.24665780417957603}, {"feature": "vol_ratio", '
'"importance": 0.207422215250498}, {"feature": '
'"price_position", "importance": 0.14160841785830233}, '
'{"feature": "atr_norm", "importance": '
'0.13167938108991886}, {"feature": "body_size_pct", '
'"importance": 0.12615549008524865}, {"feature": '
'"hl_range", "importance": 0.1114041941109206}, {"feature": '
'"consecutive_shrink", "importance": 0.035072497425535615}]',
'_model_metadata': {'feature_names': ['pct_change',
'hl_range',
'atr_norm',
'vol_ratio',
'price_position',
'consecutive_shrink',
'body_size_pct'],
'git_commit': '',
'metrics': {},
'model_version': 'v1',
'training_data_hash': '',
'training_time_sec': 0.0},
'_run_source': 'llm',
'accuracy': 0.0,
'atr_factor': 4.9584314039279125,
'atr_period': 19,
'avg_loss': -0.009453894330332379,
'avg_win': 0.015149771343126601,
'balanced_accuracy': 0.0,
'colsample_bytree': 0.9506574327587389,
'expectancy': 0.005855053199819875,
'k_momentum_pct_change_window': 290,
'learning_rate': 0.03840718815298496,
'long_recall': 0.0,
'losing_trades': 17,
'macro_f1': 0.0,
'max_depth': 12,
'max_drawdown': 0.03466332936294867,
'max_hold_bars': 34,
'min_child_weight': 20.062742279397913,
'model_file': 'zz_sylvain_BTCUSDT_2_20261002_1790901683',
'n_estimators': 152,
'optuna_seed': 593,
'profit_factor': 2.6393953320475094,
'reg_alpha': 2.8308596379433153,
'reg_lambda': 3.3928935533053477,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 27.186877600394553,
'short_recall': 0.0,
'sl_pct': 0.04171821798396043,
'subsample': 0.9660183214287044,
'test_accuracy': 0.0,
'total_pnl': 0.2634773939918943,
'total_trades': 45,
'tp_pct': 0.07079497263045281,
'train_accuracy': 0.0,
'trial_num': 15,
'win_rate': 0.6222222222222222,
'winning_trades': 28,
'zz_percent': 1.2173244160409615}
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}
|
||||||||||||
| 2599 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2026-10-01 | 2.625 | 0.67% | 9 | 36.686 | 0.06 | 0.990 | 0.000 | 2026-10-01 |
|
Model: xgboost (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261001_1790824152
Data Hash: 847c7f74ccd347c9
Feature Score:
展開('[{"feature": "zz_dist_low", "importance": 0.22517140209674835}, {"feature": '
'"zz_dist_high", "importance": 0.21798986196517944}, {"feature": "atr_norm", '
'"importance": 0.11337445676326752}, {"feature": "price_position", '
'"importance": 0.09575525671243668}, {"feature": "pct_change", "importance": '
'0.08847936242818832}, {"feature": "hl_range", "importance": '
'0.07370596379041672}, {"feature": "vol_ratio", "importance": '
'0.06765209883451462}, {"feature": "body_size_pct", "importance": '
'0.06033826246857643}, {"feature": "consecutive_shrink", "importance": '
'0.05753333866596222}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "zz_dist_low", "importance": '
'0.22517140209674835}, {"feature": "zz_dist_high", '
'"importance": 0.21798986196517944}, {"feature": '
'"atr_norm", "importance": 0.11337445676326752}, '
'{"feature": "price_position", "importance": '
'0.09575525671243668}, {"feature": "pct_change", '
'"importance": 0.08847936242818832}, {"feature": '
'"hl_range", "importance": 0.07370596379041672}, '
'{"feature": "vol_ratio", "importance": '
'0.06765209883451462}, {"feature": "body_size_pct", '
'"importance": 0.06033826246857643}, {"feature": '
'"consecutive_shrink", "importance": 0.05753333866596222}]',
'_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': 'ac9e4b0b',
'metrics': {'accuracy': 0.9902777777777778,
'balanced_accuracy': 0.341191932345374,
'long_recall': 0.023809523809523808,
'macro_f1': 0.34685637343541265,
'short_recall': 0.0,
'train_accuracy': 0.9911553739319292},
'model_version': 'v1',
'training_data_hash': '847c7f74ccd347c9-9d34149fbd1fe777',
'training_time_sec': 6.886613130569458},
'_run_source': 'llm',
'accuracy': 0.9902777777777778,
'atr_factor': 3.6420105190007823,
'atr_period': 3,
'avg_loss': -0.028487157383661196,
'avg_win': 0.03739474445922363,
'balanced_accuracy': 0.341191932345374,
'colsample_bytree': 0.6002228866908756,
'expectancy': 0.015434110511595352,
'k_momentum_pct_change_window': 137,
'learning_rate': 0.1130146951907434,
'long_recall': 0.023809523809523808,
'losing_trades': 3,
'macro_f1': 0.34685637343541265,
'max_depth': 10,
'max_drawdown': 0.055669375681599464,
'max_hold_bars': 182,
'min_child_weight': 43.02009018938367,
'model_file': 'zz_sylvain_BTCUSDT_2_20261001_1790824152',
'n_estimators': 297,
'optuna_seed': 204,
'profit_factor': 2.6253756354553914,
'reg_alpha': 0.3349707611500313,
'reg_lambda': 2.7948211449387133,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 36.6856828663678,
'short_recall': 0.0,
'sl_pct': 0.04312892391075418,
'subsample': 0.5324466761203441,
'test_accuracy': 0.0,
'total_pnl': 0.13890699460435818,
'total_trades': 9,
'tp_pct': 0.04117894701359985,
'train_accuracy': 0.9911553739319292,
'trial_num': 3,
'win_rate': 0.6666666666666666,
'winning_trades': 6,
'zz_percent': 0.9963108431714246}
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}
|
||||||||||||
| 96 | BTCUSDT | 60 | knn_trend_resonance | 2025-01-01 ~ 2025-12-31 | 2.618 | 0.75% | 110 | 32.317 | 0.11 | 0.000 | 0.000 | 2026-05-03 |
|
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON{'3d_confirm_bars': 2.0,
'3d_energy_thresh': 0.2542684656470805,
'3d_flow_thresh': 0.5023849249045453,
'3d_stress_thresh': 0.37349730774760304,
'avg_loss': -0.030858535772255193,
'avg_win': 0.0275828429197418,
'day_hold': 2.0,
'expectancy': 0.012706855616324385,
'knn_window': 179.0,
'lb': 0.9368307727005852,
'losing_trades': 28.0,
'max_drawdown': 0.11483379242583303,
'period_adx': 17.0,
'period_atr': 29.0,
'period_bb': 25.0,
'period_chop': 22.0,
'period_lookback': 154.0,
'period_mfi': 21.0,
'period_rsi': 27.0,
'profit_factor': 2.617697945544036,
'regime_thresh': 0.1703960712441563,
'sharpe_ratio': 32.316508320393915,
'tb_horizon': 148.0,
'total_pnl': 1.3977541177956825,
'total_trades': 110.0,
'ub': 1.0243366680166657,
'w_ediff': 0.7135421957676515,
'w_energy': 1.36047314402132,
'w_fdiff': 0.38468713995530834,
'w_flow': 0.33444640876393733,
'w_sdiff': 1.3975107822761321,
'w_stress': 1.1480659129135593,
'w_vol': 1.3037273270512468,
'w_vpct': 0.14003660036499743,
'win_rate': 0.7454545454545455,
'winning_trades': 82.0}
ind_param (optuna):
展開 Optuna 參數[365.0, 0.05, 1.0, 2.0, 30.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 120.0, 160.0, 80.0, 200.0, 1.005, 1.15, 0.85, 0.995, 140.0, 190.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0, 0.25, 0.55, 0.25, 0.55, 0.25, 0.55, 1.0, 3.0, 0.05, 0.3] |
||||||||||||
| 108 | BTCUSDT | 60 | knn_trend_resonance | 2025-01-01 ~ 2025-12-31 | 2.609 | 0.69% | 32 | 35.706 | 0.07 | 0.000 | 0.000 | 2026-05-03 |
|
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON{'3d_confirm_bars': 2.0,
'3d_energy_thresh': 0.47173637476499725,
'3d_flow_thresh': 0.334698601002946,
'3d_stress_thresh': 0.44141611949038717,
'avg_loss': -0.03162396820769122,
'avg_win': 0.037507230673305095,
'day_hold': 2.0,
'expectancy': 0.015903731022993747,
'knn_window': 160.0,
'lb': 0.9628092126577068,
'losing_trades': 10.0,
'max_drawdown': 0.07473702503501212,
'period_adx': 18.0,
'period_atr': 34.0,
'period_bb': 37.0,
'period_chop': 13.0,
'period_lookback': 121.0,
'period_mfi': 19.0,
'period_rsi': 11.0,
'profit_factor': 2.609283785619372,
'regime_thresh': 0.09484643716726775,
'sharpe_ratio': 35.706110749785246,
'tb_horizon': 197.0,
'total_pnl': 0.5089193927357999,
'total_trades': 32.0,
'ub': 1.1457546638279432,
'w_ediff': 0.28826856721676636,
'w_energy': 1.4911896290643814,
'w_fdiff': 1.1881393796158095,
'w_flow': 1.2021810958213488,
'w_sdiff': 0.8687233341558048,
'w_stress': 0.7114290855327589,
'w_vol': 1.4013811119544717,
'w_vpct': 0.1221862333882317,
'win_rate': 0.6875,
'winning_trades': 22.0}
ind_param (optuna):
展開 Optuna 參數[365.0, 0.05, 1.0, 2.0, 30.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 120.0, 160.0, 80.0, 200.0, 1.005, 1.15, 0.85, 0.995, 140.0, 190.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0, 0.2, 0.5, 0.2, 0.5, 0.2, 0.5, 1.0, 3.0, 0.05, 0.3] |
||||||||||||
| 5 | BTCUSDT | 15 | knn_resonance | 2026-01-01 ~ 2026-12-31 | 2.576 | 0.61% | 28 | 27.087 | 0.05 | 0.000 | 0.000 | 2026-05-02 |
|
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON{'day_hold': 2.0,
'knn_window': 96.0,
'lb': 0.8868964564261881,
'period_adx': 14.0,
'period_atr': 9.0,
'period_bb': 16.0,
'period_chop': 20.0,
'period_lookback': 95.0,
'period_mfi': 30.0,
'period_rsi': 10.0,
'tb_horizon': 24.0,
'ub': 1.0433925400500603,
'w_ediff': 1.1381276423353233,
'w_energy': 1.6747324381056714,
'w_fdiff': 0.2953132730479311,
'w_flow': 0.41913866273948586,
'w_sdiff': 0.13492360166150769,
'w_stress': 1.9958032505657164,
'w_vol': 0.4103053223911569,
'w_vpct': 0.143990488221306}
|
||||||||||||
| 146 | BTCUSDT | 60 | knn_resonance_5dc | 2025-01-01 ~ 2025-12-31 | 2.312 | 0.77% | 35 | 24.641 | 0.15 | 0.000 | 0.000 | 2026-05-04 |
|
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON{'avg_loss': -0.04460442301822123,
'avg_win': 0.030552266597576216,
'expectancy': 0.013373594685393946,
'knn_window': 141.0,
'lb': 0.9053492285905393,
'losing_trades': 8.0,
'max_drawdown': 0.1453903284615342,
'max_hold_bars': 274.0,
'period_adx': 26.0,
'period_atr': 26.0,
'period_bb': 31.0,
'period_chop': 19.0,
'period_lookback': 132.0,
'period_mfi': 7.0,
'period_rsi': 22.0,
'profit_factor': 2.3117415894988027,
'sharpe_ratio': 24.640960403371164,
'sl_mult': 5.806112475886397,
'sl_mult_short': 5.9979627340721,
'tb_horizon': 186.0,
'total_pnl': 0.4680758139887881,
'total_trades': 35.0,
'tp_mult': 4.350379752056588,
'tp_mult_short': 3.219338234933019,
'tsl_activate_mult': 1.5616687721659117,
'tsl_trail_mult': 2.1443789456436777,
'ub': 1.099360913638365,
'w_bbw': 0.6137097366216829,
'w_chop': 0.8034697686390501,
'w_energy': 1.644664745500197,
'w_flow': 1.2830075985588527,
'w_stress': 1.4904343141507574,
'win_rate': 0.7714285714285715,
'winning_trades': 27.0}
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': [1.005, 1.15], 'lb': [0.85, 0.995], '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]}
|
||||||||||||
| 2695 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2026-07-01 | 2.268 | 0.44% | 18 | 24.145 | 0.02 | 0.000 | 0.000 | 2026-10-05 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261004_1791100869
Data Hash: -
Feature Score:
展開('[{"feature": "vol_ratio", "importance": 0.1929160206728273}, {"feature": '
'"body_size_pct", "importance": 0.1684884004313528}, {"feature": '
'"pct_change", "importance": 0.16425774109748018}, {"feature": "hl_range", '
'"importance": 0.15626715153954832}, {"feature": "price_position", '
'"importance": 0.15511113653866201}, {"feature": "atr_norm", "importance": '
'0.12506641251251252}, {"feature": "consecutive_shrink", "importance": '
'0.03789313720761693}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "vol_ratio", "importance": '
'0.1929160206728273}, {"feature": "body_size_pct", '
'"importance": 0.1684884004313528}, {"feature": '
'"pct_change", "importance": 0.16425774109748018}, '
'{"feature": "hl_range", "importance": '
'0.15626715153954832}, {"feature": "price_position", '
'"importance": 0.15511113653866201}, {"feature": '
'"atr_norm", "importance": 0.12506641251251252}, '
'{"feature": "consecutive_shrink", "importance": '
'0.03789313720761693}]',
'_model_metadata': {'feature_names': ['pct_change',
'hl_range',
'atr_norm',
'vol_ratio',
'price_position',
'consecutive_shrink',
'body_size_pct'],
'git_commit': '',
'metrics': {},
'model_version': 'v1',
'training_data_hash': '',
'training_time_sec': 0.0},
'_run_source': 'llm',
'accuracy': 0.0,
'atr_factor': 2.1869176078566683,
'atr_period': 20,
'avg_loss': -0.010846985579419198,
'avg_win': 0.03074626714488086,
'balanced_accuracy': 0.0,
'colsample_bytree': 0.9455715568490355,
'expectancy': 0.0076389045202697155,
'k_momentum_pct_change_window': 439,
'learning_rate': 0.012309350191065105,
'long_recall': 0.0,
'losing_trades': 10,
'macro_f1': 0.0,
'max_depth': 12,
'max_drawdown': 0.02280306865928744,
'max_hold_bars': 103,
'min_child_weight': 48.52406250867431,
'model_file': 'zz_sylvain_BTCUSDT_2_20261004_1791100869',
'n_estimators': 106,
'optuna_seed': 74,
'profit_factor': 2.2676358824127556,
'reg_alpha': 2.6385055454314994,
'reg_lambda': 4.964823980596502,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 24.14527403246559,
'short_recall': 0.0,
'sl_pct': 0.04849582424533585,
'subsample': 0.5215799559752881,
'test_accuracy': 0.0,
'total_pnl': 0.13750028136485493,
'total_trades': 18,
'tp_pct': 0.05627771987132944,
'train_accuracy': 0.0,
'trial_num': 29,
'win_rate': 0.4444444444444444,
'winning_trades': 8,
'zz_percent': 0.499996920794605}
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}
|
||||||||||||
| 2736 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2026-07-01 | 2.268 | 0.44% | 18 | 24.145 | 0.02 | 0.000 | 0.000 | 2026-10-05 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261005_1791146775
Data Hash: -
Feature Score:
展開('[{"feature": "vol_ratio", "importance": 0.1929160206728273}, {"feature": '
'"body_size_pct", "importance": 0.1684884004313528}, {"feature": '
'"pct_change", "importance": 0.16425774109748018}, {"feature": "hl_range", '
'"importance": 0.15626715153954832}, {"feature": "price_position", '
'"importance": 0.15511113653866201}, {"feature": "atr_norm", "importance": '
'0.12506641251251252}, {"feature": "consecutive_shrink", "importance": '
'0.03789313720761693}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "vol_ratio", "importance": '
'0.1929160206728273}, {"feature": "body_size_pct", '
'"importance": 0.1684884004313528}, {"feature": '
'"pct_change", "importance": 0.16425774109748018}, '
'{"feature": "hl_range", "importance": '
'0.15626715153954832}, {"feature": "price_position", '
'"importance": 0.15511113653866201}, {"feature": '
'"atr_norm", "importance": 0.12506641251251252}, '
'{"feature": "consecutive_shrink", "importance": '
'0.03789313720761693}]',
'_model_metadata': {'feature_names': ['pct_change',
'hl_range',
'atr_norm',
'vol_ratio',
'price_position',
'consecutive_shrink',
'body_size_pct'],
'git_commit': '',
'metrics': {},
'model_version': 'v1',
'training_data_hash': '',
'training_time_sec': 0.0},
'_run_source': 'llm',
'accuracy': 0.0,
'atr_factor': 2.1869176078566683,
'atr_period': 20,
'avg_loss': -0.010846985579419198,
'avg_win': 0.03074626714488086,
'balanced_accuracy': 0.0,
'colsample_bytree': 0.9455715568490355,
'expectancy': 0.0076389045202697155,
'k_momentum_pct_change_window': 439,
'learning_rate': 0.012309350191065105,
'long_recall': 0.0,
'losing_trades': 10,
'macro_f1': 0.0,
'max_depth': 12,
'max_drawdown': 0.02280306865928744,
'max_hold_bars': 103,
'min_child_weight': 48.52406250867431,
'model_file': 'zz_sylvain_BTCUSDT_2_20261005_1791146775',
'n_estimators': 106,
'optuna_seed': 74,
'profit_factor': 2.2676358824127556,
'reg_alpha': 2.6385055454314994,
'reg_lambda': 4.964823980596502,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 24.14527403246559,
'short_recall': 0.0,
'sl_pct': 0.04849582424533585,
'subsample': 0.5215799559752881,
'test_accuracy': 0.0,
'total_pnl': 0.13750028136485493,
'total_trades': 18,
'tp_pct': 0.05627771987132944,
'train_accuracy': 0.0,
'trial_num': 29,
'win_rate': 0.4444444444444444,
'winning_trades': 8,
'zz_percent': 0.499996920794605}
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}
|
||||||||||||
| 2681 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2026-10-04 | 2.249 | 0.63% | 93 | 27.504 | 0.07 | 0.983 | 0.000 | 2026-10-04 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261003_1791018072
Data Hash: 4d2500492b3b40ec
Feature Score:
展開('[{"feature": "k_iter3_k_obv_zscore_atr_gate_v3", "importance": '
'0.2537639698579299}, {"feature": "vol_ratio", "importance": '
'0.20473379206668668}, {"feature": "pct_change", "importance": '
'0.1414638848222015}, {"feature": "body_size_pct", "importance": '
'0.13328494577022962}, {"feature": "hl_range", "importance": '
'0.10318199951079919}, {"feature": "atr_norm", "importance": '
'0.0739052158574667}, {"feature": "price_position", "importance": '
'0.06929773507087207}, {"feature": "consecutive_shrink", "importance": '
'0.020368457043814202}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "k_iter3_k_obv_zscore_atr_gate_v3", '
'"importance": 0.2537639698579299}, {"feature": '
'"vol_ratio", "importance": 0.20473379206668668}, '
'{"feature": "pct_change", "importance": '
'0.1414638848222015}, {"feature": "body_size_pct", '
'"importance": 0.13328494577022962}, {"feature": '
'"hl_range", "importance": 0.10318199951079919}, '
'{"feature": "atr_norm", "importance": 0.0739052158574667}, '
'{"feature": "price_position", "importance": '
'0.06929773507087207}, {"feature": "consecutive_shrink", '
'"importance": 0.020368457043814202}]',
'_model_metadata': {'feature_names': ['pct_change',
'hl_range',
'atr_norm',
'vol_ratio',
'price_position',
'consecutive_shrink',
'body_size_pct',
'k_iter3_k_obv_zscore_atr_gate_v3'],
'git_commit': '300465a6',
'metrics': {'accuracy': 0.9834490740740741,
'balanced_accuracy': 0.37373772892696927,
'long_recall': 0.07692307692307693,
'macro_f1': 0.39734251705904455,
'short_recall': 0.046875,
'train_accuracy': 0.9895049053159937},
'model_version': 'v1',
'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1',
'training_time_sec': 170.26128935813904},
'_run_source': 'llm',
'accuracy': 0.9834490740740741,
'atr_factor': 3.69449502883562,
'atr_period': 20,
'avg_loss': -0.011838553375032033,
'avg_win': 0.015345827875807775,
'balanced_accuracy': 0.37373772892696927,
'colsample_bytree': 0.6123487639518528,
'expectancy': 0.005407451934640532,
'k_iter3_k_obv_zscore_atr_gate_v3_length': 56,
'k_momentum_pct_change_window': 494,
'learning_rate': 0.04632206773799429,
'long_recall': 0.07692307692307693,
'losing_trades': 34,
'macro_f1': 0.39734251705904455,
'max_depth': 5,
'max_drawdown': 0.06875228162806621,
'max_hold_bars': 52,
'min_child_weight': 17.275130881120596,
'model_file': 'zz_sylvain_BTCUSDT_2_20261003_1791018072',
'n_estimators': 219,
'optuna_seed': 546,
'profit_factor': 2.2493901070274505,
'reg_alpha': 0.4305257476640295,
'reg_lambda': 1.6292262185673,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 27.504190615211535,
'short_recall': 0.046875,
'sl_pct': 0.0382835494420526,
'subsample': 0.8495769774722288,
'test_accuracy': 0.0,
'total_pnl': 0.5028930299215696,
'total_trades': 93,
'tp_pct': 0.018333023838708107,
'train_accuracy': 0.9895049053159937,
'trial_num': 16,
'win_rate': 0.6344086021505376,
'winning_trades': 59,
'zz_percent': 0.6047592172417574}
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], 'k_iter3_k_obv_zscore_atr_gate_v3_length': [6, 60]}
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}
|
||||||||||||
| 126 | BTCUSDT | 60 | knn_resonance_5db | 2025-01-01 ~ 2025-12-31 | 2.245 | 0.86% | 228 | 24.262 | 0.10 | 0.000 | 0.000 | 2026-05-03 |
|
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON{'avg_loss': -0.03284839191395781,
'avg_win': 0.011602215415426156,
'day_hold': 2.0,
'expectancy': 0.005558492489062547,
'knn_window': 189.0,
'lb': 0.9279567548189447,
'losing_trades': 31.0,
'max_drawdown': 0.10366506159431299,
'max_hold_bars': 231.0,
'period_adx': 28.0,
'period_atr': 19.0,
'period_bb': 39.0,
'period_chop': 8.0,
'period_lookback': 155.0,
'period_mfi': 24.0,
'period_rsi': 11.0,
'profit_factor': 2.2445606419057933,
'sharpe_ratio': 24.262241152476612,
'sl_mult': 5.441687445995018,
'sl_mult_short': 3.2141589746853207,
'tb_horizon': 157.0,
'total_pnl': 1.26733628750626,
'total_trades': 228.0,
'tp_mult': 1.0678004531626626,
'tp_mult_short': 2.3661189444965887,
'tsl_activate_mult': 4.948759211001688,
'tsl_trail_mult': 1.8502173093926195,
'ub': 1.0664707990944975,
'w_bbw': 0.6825854414741368,
'w_chop': 1.3929860286760192,
'w_energy': 1.6986505718672198,
'w_flow': 1.6945067678402226,
'w_stress': 1.2655032008716025,
'win_rate': 0.8640350877192983,
'winning_trades': 197.0}
ind_param (optuna):
展開 Optuna 參數config/knn_resonance_5db.yaml |
||||||||||||
| 144 | BTCUSDT | 60 | knn_resonance_5dc | 2025-01-01 ~ 2025-12-31 | 2.236 | 0.66% | 29 | 23.659 | 0.15 | 0.000 | 0.000 | 2026-05-04 |
|
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON{'avg_loss': -0.02945641449226591,
'avg_win': 0.0346641087473965,
'expectancy': 0.012553583492340493,
'knn_window': 145.0,
'lb': 0.8981041023843603,
'losing_trades': 10.0,
'max_drawdown': 0.14751332400619685,
'max_hold_bars': 245.0,
'period_adx': 31.0,
'period_atr': 35.0,
'period_bb': 27.0,
'period_chop': 20.0,
'period_lookback': 147.0,
'period_mfi': 22.0,
'period_rsi': 13.0,
'profit_factor': 2.235907110736307,
'sharpe_ratio': 23.658579463337176,
'sl_mult': 2.8219995242788123,
'sl_mult_short': 5.847974897278063,
'tb_horizon': 180.0,
'total_pnl': 0.3640539212778742,
'total_trades': 29.0,
'tp_mult': 3.873815031968169,
'tp_mult_short': 5.284201743037238,
'tsl_activate_mult': 1.7766505173399412,
'tsl_trail_mult': 2.0390721122363518,
'ub': 1.1250345000875228,
'w_bbw': 0.43670950714877366,
'w_chop': 0.7442599572057044,
'w_energy': 0.3944089887846419,
'w_flow': 1.7855730239792609,
'w_stress': 1.3941663689599255,
'win_rate': 0.6551724137931034,
'winning_trades': 19.0}
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': [1.005, 1.15], 'lb': [0.85, 0.995], '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]}
|
||||||||||||
| 107 | BTCUSDT | 60 | knn_trend_resonance | 2025-01-01 ~ 2025-12-31 | 2.224 | 0.80% | 40 | 26.312 | 0.13 | 0.000 | 0.000 | 2026-05-03 |
|
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON{'3d_confirm_bars': 1.0,
'3d_energy_thresh': 0.23229343355100585,
'3d_flow_thresh': 0.37932918977935487,
'3d_stress_thresh': 0.40944232976460326,
'avg_loss': -0.03975211816428317,
'avg_win': 0.022098569236447176,
'day_hold': 2.0,
'expectancy': 0.009728431756301108,
'knn_window': 170.0,
'lb': 0.9833768932527395,
'losing_trades': 8.0,
'max_drawdown': 0.12945976103424628,
'period_adx': 33.0,
'period_atr': 12.0,
'period_bb': 23.0,
'period_chop': 18.0,
'period_lookback': 132.0,
'period_mfi': 22.0,
'period_rsi': 21.0,
'profit_factor': 2.2236369035854286,
'regime_thresh': 0.12046127242264258,
'sharpe_ratio': 26.312484704510855,
'tb_horizon': 118.0,
'total_pnl': 0.38913727025204425,
'total_trades': 40.0,
'ub': 1.1132469072415256,
'w_ediff': 0.42053909463925787,
'w_energy': 0.3854725665880176,
'w_fdiff': 1.0070382095207904,
'w_flow': 0.5689494227167213,
'w_sdiff': 0.8487590239360929,
'w_stress': 1.237891406715794,
'w_vol': 0.23146776424586538,
'w_vpct': 0.4841167440429943,
'win_rate': 0.8,
'winning_trades': 32.0}
ind_param (optuna):
展開 Optuna 參數[365.0, 0.05, 1.0, 2.0, 30.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 120.0, 160.0, 80.0, 200.0, 1.005, 1.15, 0.85, 0.995, 140.0, 190.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0, 0.2, 0.5, 0.2, 0.5, 0.2, 0.5, 1.0, 3.0, 0.05, 0.3] |
||||||||||||
| 214 | BTCUSDT | 60 | knn_resonance_5da | 2025-01-01 ~ 2025-12-31 | 2.221 | 0.67% | 133 | 26.836 | 0.09 | 0.000 | 0.000 | 2026-06-19 |
|
Model: gradient_boosting (vv1)
Model File: knn_resonance_5da_BTCUSDT_20260619_1781804438
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON{'avg_loss': -0.019657776744674088,
'avg_win': 0.021587214349280594,
'expectancy': 0.007942254889626415,
'knn_window': 151.0,
'lb': 0.9060652936263626,
'losing_trades': 44.0,
'max_drawdown': 0.0945359355679879,
'max_hold_bars': 213.0,
'model_file': 'knn_resonance_5da_BTCUSDT_20260619_1781804438',
'period_adx': 22.0,
'period_atr': 15.0,
'period_bb': 13.0,
'period_chop': 12.0,
'period_lookback': 120.0,
'period_mfi': 20.0,
'period_rsi': 25.0,
'profit_factor': 2.2212607139477063,
'sharpe_ratio': 26.83554516519055,
'sl_mult': 2.025562651646687,
'sl_mult_short': 5.228460598036392,
'tb_horizon': 119.0,
'total_pnl': 1.0563199003203128,
'total_trades': 133.0,
'tp_mult': 3.74326516629503,
'tp_mult_short': 4.508165335962512,
'tsl_activate_mult': 3.0510069655066676,
'tsl_trail_mult': 1.9211822620493841,
'ub': 1.0711189899994762,
'w_bbw': 1.151460522262643,
'w_chop': 0.23941709946344686,
'w_energy': 1.6339856545388247,
'w_flow': 0.9739023449864117,
'w_stress': 0.7920420215809986,
'win_rate': 0.6691729323308271,
'winning_trades': 89.0}
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': [1.005, 1.15], 'lb': [0.85, 0.995], '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]}
|
||||||||||||
| 2602 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2024-06-29 | 2.174 | 0.57% | 74 | 22.311 | 0.08 | 0.984 | 0.000 | 2026-10-01 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261001_1790828467
Data Hash: 44e7ff3d9852cd8d
Feature Score:
展開('[{"feature": "vol_ratio", "importance": 0.2507640380039144}, {"feature": '
'"zz_dist_low", "importance": 0.1521451625942714}, {"feature": "hl_range", '
'"importance": 0.14685776209561194}, {"feature": "zz_dist_high", '
'"importance": 0.1349738173033819}, {"feature": "atr_norm", "importance": '
'0.09077866476798058}, {"feature": "pct_change", "importance": '
'0.07573023071019384}, {"feature": "body_size_pct", "importance": '
'0.07422689053257057}, {"feature": "price_position", "importance": '
'0.06275643055270463}, {"feature": "consecutive_shrink", "importance": '
'0.011767003439370607}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "vol_ratio", "importance": '
'0.2507640380039144}, {"feature": "zz_dist_low", '
'"importance": 0.1521451625942714}, {"feature": "hl_range", '
'"importance": 0.14685776209561194}, {"feature": '
'"zz_dist_high", "importance": 0.1349738173033819}, '
'{"feature": "atr_norm", "importance": '
'0.09077866476798058}, {"feature": "pct_change", '
'"importance": 0.07573023071019384}, {"feature": '
'"body_size_pct", "importance": 0.07422689053257057}, '
'{"feature": "price_position", "importance": '
'0.06275643055270463}, {"feature": "consecutive_shrink", '
'"importance": 0.011767003439370607}]',
'_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': 'd85e53f4',
'metrics': {'accuracy': 0.9839364518976169,
'balanced_accuracy': 0.4358677727571918,
'long_recall': 0.14285714285714285,
'macro_f1': 0.44114219800138893,
'short_recall': 0.1724137931034483,
'train_accuracy': 0.9993008826356725},
'model_version': 'v1',
'training_data_hash': '44e7ff3d9852cd8d-9d34149fbd1fe777',
'training_time_sec': 3.6528496742248535},
'_run_source': 'llm',
'accuracy': 0.9839364518976169,
'atr_factor': 2.5010926956529262,
'atr_period': 8,
'avg_loss': -0.016565219017711345,
'avg_win': 0.027444395910752633,
'balanced_accuracy': 0.4358677727571918,
'colsample_bytree': 0.9200251957799143,
'expectancy': 0.008413211076822264,
'k_momentum_pct_change_window': 90,
'learning_rate': 0.2568012944331708,
'long_recall': 0.14285714285714285,
'losing_trades': 32,
'macro_f1': 0.44114219800138893,
'max_depth': 3,
'max_drawdown': 0.07559674768443563,
'max_hold_bars': 125,
'min_child_weight': 16.80729891935183,
'model_file': 'zz_sylvain_BTCUSDT_2_20261001_1790828467',
'n_estimators': 91,
'optuna_seed': 280,
'profit_factor': 2.17448194281946,
'reg_alpha': 3.450409430573709,
'reg_lambda': 0.6110973403265274,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 22.310716072974554,
'short_recall': 0.1724137931034483,
'sl_pct': 0.04384320711389895,
'subsample': 0.6086271640100469,
'test_accuracy': 0.0,
'total_pnl': 0.6225776196848474,
'total_trades': 74,
'tp_pct': 0.06517513413332103,
'train_accuracy': 0.9993008826356725,
'trial_num': 3,
'win_rate': 0.5675675675675675,
'winning_trades': 42,
'zz_percent': 1.1976013667016787}
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, 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]}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 2,
'purge_days': 0,
'test_window_months': 2,
'train_window_months': 2}
|
||||||||||||
| 2696 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2026-07-01 | 2.164 | 0.58% | 38 | 22.265 | 0.05 | 0.000 | 0.000 | 2026-10-05 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261004_1791104677
Data Hash: -
Feature Score:
展開('[{"feature": "vol_ratio", "importance": 0.17358249533539125}, {"feature": '
'"k_fixed_fast = ta", "importance": 0.16749013009337504}, {"feature": '
'"pct_change", "importance": 0.148038276698609}, {"feature": "body_size_pct", '
'"importance": 0.12631858454076464}, {"feature": "hl_range", "importance": '
'0.12320420269278129}, {"feature": "price_position", "importance": '
'0.12212308275018985}, {"feature": "atr_norm", "importance": '
'0.10082790344748703}, {"feature": "consecutive_shrink", "importance": '
'0.03841532444140187}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "vol_ratio", "importance": '
'0.17358249533539125}, {"feature": "k_fixed_fast = ta", '
'"importance": 0.16749013009337504}, {"feature": '
'"pct_change", "importance": 0.148038276698609}, '
'{"feature": "body_size_pct", "importance": '
'0.12631858454076464}, {"feature": "hl_range", '
'"importance": 0.12320420269278129}, {"feature": '
'"price_position", "importance": 0.12212308275018985}, '
'{"feature": "atr_norm", "importance": '
'0.10082790344748703}, {"feature": "consecutive_shrink", '
'"importance": 0.03841532444140187}]',
'_model_metadata': {'feature_names': ['pct_change',
'hl_range',
'atr_norm',
'vol_ratio',
'price_position',
'consecutive_shrink',
'body_size_pct',
'k_fixed_fast = ta'],
'git_commit': '',
'metrics': {},
'model_version': 'v1',
'training_data_hash': '',
'training_time_sec': 0.0},
'_run_source': 'llm',
'accuracy': 0.0,
'atr_factor': 2.1869176078566683,
'atr_period': 20,
'avg_loss': -0.013893254493511517,
'avg_win': 0.02186840997365042,
'balanced_accuracy': 0.0,
'colsample_bytree': 0.9455715568490355,
'expectancy': 0.006810867040108551,
'k_momentum_pct_change_window': 439,
'learning_rate': 0.012309350191065105,
'long_recall': 0.0,
'losing_trades': 16,
'macro_f1': 0.0,
'max_depth': 12,
'max_drawdown': 0.054815260631081844,
'max_hold_bars': 103,
'min_child_weight': 48.52406250867431,
'model_file': 'zz_sylvain_BTCUSDT_2_20261004_1791104677',
'n_estimators': 106,
'optuna_seed': 74,
'profit_factor': 2.164292299389772,
'reg_alpha': 2.6385055454314994,
'reg_lambda': 4.964823980596502,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 22.265179162027405,
'short_recall': 0.0,
'sl_pct': 0.04849582424533585,
'subsample': 0.5215799559752881,
'test_accuracy': 0.0,
'total_pnl': 0.2588129475241249,
'total_trades': 38,
'tp_pct': 0.05627771987132944,
'train_accuracy': 0.0,
'trial_num': 29,
'win_rate': 0.5789473684210527,
'winning_trades': 22,
'zz_percent': 0.499996920794605}
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}
|
||||||||||||
| 2737 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2026-07-01 | 2.164 | 0.58% | 38 | 22.265 | 0.05 | 0.000 | 0.000 | 2026-10-05 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261005_1791150632
Data Hash: -
Feature Score:
展開('[{"feature": "vol_ratio", "importance": 0.17358249533539125}, {"feature": '
'"k_fixed_fast = ta", "importance": 0.16749013009337504}, {"feature": '
'"pct_change", "importance": 0.148038276698609}, {"feature": "body_size_pct", '
'"importance": 0.12631858454076464}, {"feature": "hl_range", "importance": '
'0.12320420269278129}, {"feature": "price_position", "importance": '
'0.12212308275018985}, {"feature": "atr_norm", "importance": '
'0.10082790344748703}, {"feature": "consecutive_shrink", "importance": '
'0.03841532444140187}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "vol_ratio", "importance": '
'0.17358249533539125}, {"feature": "k_fixed_fast = ta", '
'"importance": 0.16749013009337504}, {"feature": '
'"pct_change", "importance": 0.148038276698609}, '
'{"feature": "body_size_pct", "importance": '
'0.12631858454076464}, {"feature": "hl_range", '
'"importance": 0.12320420269278129}, {"feature": '
'"price_position", "importance": 0.12212308275018985}, '
'{"feature": "atr_norm", "importance": '
'0.10082790344748703}, {"feature": "consecutive_shrink", '
'"importance": 0.03841532444140187}]',
'_model_metadata': {'feature_names': ['pct_change',
'hl_range',
'atr_norm',
'vol_ratio',
'price_position',
'consecutive_shrink',
'body_size_pct',
'k_fixed_fast = ta'],
'git_commit': '',
'metrics': {},
'model_version': 'v1',
'training_data_hash': '',
'training_time_sec': 0.0},
'_run_source': 'llm',
'accuracy': 0.0,
'atr_factor': 2.1869176078566683,
'atr_period': 20,
'avg_loss': -0.013893254493511517,
'avg_win': 0.02186840997365042,
'balanced_accuracy': 0.0,
'colsample_bytree': 0.9455715568490355,
'expectancy': 0.006810867040108551,
'k_momentum_pct_change_window': 439,
'learning_rate': 0.012309350191065105,
'long_recall': 0.0,
'losing_trades': 16,
'macro_f1': 0.0,
'max_depth': 12,
'max_drawdown': 0.054815260631081844,
'max_hold_bars': 103,
'min_child_weight': 48.52406250867431,
'model_file': 'zz_sylvain_BTCUSDT_2_20261005_1791150632',
'n_estimators': 106,
'optuna_seed': 74,
'profit_factor': 2.164292299389772,
'reg_alpha': 2.6385055454314994,
'reg_lambda': 4.964823980596502,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 22.265179162027405,
'short_recall': 0.0,
'sl_pct': 0.04849582424533585,
'subsample': 0.5215799559752881,
'test_accuracy': 0.0,
'total_pnl': 0.2588129475241249,
'total_trades': 38,
'tp_pct': 0.05627771987132944,
'train_accuracy': 0.0,
'trial_num': 29,
'win_rate': 0.5789473684210527,
'winning_trades': 22,
'zz_percent': 0.499996920794605}
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}
|
||||||||||||
| 248 | BTCUSDT | 5 | volume_price_pivot_v85_trail | 2024-01-01 ~ 2026-07-01 | 2.140 | 0.49% | 756 | 18.253 | 0.02 | 0.000 | 0.000 | 2026-06-23 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v85_trail_BTCUSDT_20260623_1782154828
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON{'avg_loss': -0.0008673369776995599,
'avg_win': 0.0019466408541570755,
'expectancy': 0.0005061522021352265,
'learning_rate': 0.0835739035722173,
'losing_trades': 387,
'max_depth': 5,
'max_drawdown': 0.02390545700473745,
'model_file': 'volume_price_pivot_v85_trail_BTCUSDT_20260623_1782154828',
'n_estimators': 174,
'period_lookback': 11,
'profit_factor': 2.139998024761886,
'sharpe_ratio': 18.25342354046531,
'top_pct': 10,
'total_pnl': 0.38265106481423117,
'total_trades': 756,
'trail_stop_1': -0.10581375517929414,
'trail_stop_2': 0.19514963439203045,
'trail_stop_3': 0.3110244394229946,
'trail_stop_4': 0.4252720633631921,
'trail_stop_5': 1.6553464291173943,
'trail_thr_1': 0.3287857912389546,
'trail_thr_2': 0.6643807122251656,
'trail_thr_3': 1.3302626993202915,
'trail_thr_4': 1.551674157753522,
'trail_thr_5': 3.8744851403582716,
'vp_subset_size': 0,
'win_rate': 0.4880952380952381,
'winning_trades': 369}
ind_param (optuna):
展開 Optuna 參數{'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]}
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}
|
||||||||||||
| 2615 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2024-06-29 | 2.137 | 0.55% | 55 | 25.615 | 0.08 | 0.987 | 0.000 | 2026-10-01 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261001_1790831546
Data Hash: 4d2500492b3b40ec
Feature Score:
展開('[{"feature": "vol_ratio", "importance": 0.20033829745149545}, {"feature": '
'"zz_dist_high", "importance": 0.18204503211075376}, {"feature": '
'"zz_dist_low", "importance": 0.13171247480473586}, {"feature": "hl_range", '
'"importance": 0.10914097861379955}, {"feature": "body_size_pct", '
'"importance": 0.10488861358602286}, {"feature": "price_position", '
'"importance": 0.10027779410471752}, {"feature": "pct_change", "importance": '
'0.08568664625625186}, {"feature": "atr_norm", "importance": '
'0.07203203415957514}, {"feature": "consecutive_shrink", "importance": '
'0.01387812891264795}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "vol_ratio", "importance": '
'0.20033829745149545}, {"feature": "zz_dist_high", '
'"importance": 0.18204503211075376}, {"feature": '
'"zz_dist_low", "importance": 0.13171247480473586}, '
'{"feature": "hl_range", "importance": '
'0.10914097861379955}, {"feature": "body_size_pct", '
'"importance": 0.10488861358602286}, {"feature": '
'"price_position", "importance": 0.10027779410471752}, '
'{"feature": "pct_change", "importance": '
'0.08568664625625186}, {"feature": "atr_norm", '
'"importance": 0.07203203415957514}, {"feature": '
'"consecutive_shrink", "importance": 0.01387812891264795}]',
'_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': 0.9869373345101501,
'balanced_accuracy': 0.4876342403279826,
'long_recall': 0.15789473684210525,
'macro_f1': 0.5469574534998917,
'short_recall': 0.3076923076923077,
'train_accuracy': 1.0},
'model_version': 'v1',
'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1',
'training_time_sec': 11.283267974853516},
'_run_source': 'llm',
'accuracy': 0.9869373345101501,
'atr_factor': 2.914742066907138,
'atr_period': 17,
'avg_loss': -0.020108841074261485,
'avg_win': 0.03581768397143074,
'balanced_accuracy': 0.4876342403279826,
'colsample_bytree': 0.596619425480352,
'expectancy': 0.010396536223388816,
'k_momentum_pct_change_window': 106,
'learning_rate': 0.10058256883466109,
'long_recall': 0.15789473684210525,
'losing_trades': 25,
'macro_f1': 0.5469574534998917,
'max_depth': 5,
'max_drawdown': 0.08401146110815783,
'max_hold_bars': 143,
'min_child_weight': 9.433157707158145,
'model_file': 'zz_sylvain_BTCUSDT_2_20261001_1790831546',
'n_estimators': 110,
'optuna_seed': 664,
'profit_factor': 2.137429034671279,
'reg_alpha': 3.766276839899425,
'reg_lambda': 4.301687736136691,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 25.615258062013204,
'short_recall': 0.3076923076923077,
'sl_pct': 0.037196404344329734,
'subsample': 0.9461415325749002,
'test_accuracy': 0.0,
'total_pnl': 0.571809492286385,
'total_trades': 55,
'tp_pct': 0.0480001230817986,
'train_accuracy': 1.0,
'trial_num': 7,
'win_rate': 0.5454545454545454,
'winning_trades': 30,
'zz_percent': 0.9122883554611843}
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, 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]}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 2,
'purge_days': 0,
'test_window_months': 2,
'train_window_months': 2}
|
||||||||||||
| 2687 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2024-06-29 | 2.137 | 0.50% | 36 | 22.495 | 0.03 | 0.984 | 0.000 | 2026-10-04 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261004_1791078908
Data Hash: 4d2500492b3b40ec
Feature Score:
展開('[{"feature": "hl_range", "importance": 0.20077113597398166}, {"feature": '
'"k_iter1_k_macd_hist_atr_norm", "importance": 0.17770771940794583}, '
'{"feature": "vol_ratio", "importance": 0.1531895191324016}, {"feature": '
'"pct_change", "importance": 0.13290235165217798}, {"feature": "atr_norm", '
'"importance": 0.11917006623733803}, {"feature": "body_size_pct", '
'"importance": 0.10558765918094813}, {"feature": "price_position", '
'"importance": 0.09139310826679475}, {"feature": "consecutive_shrink", '
'"importance": 0.01927844014841191}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "hl_range", "importance": '
'0.20077113597398166}, {"feature": '
'"k_iter1_k_macd_hist_atr_norm", "importance": '
'0.17770771940794583}, {"feature": "vol_ratio", '
'"importance": 0.1531895191324016}, {"feature": '
'"pct_change", "importance": 0.13290235165217798}, '
'{"feature": "atr_norm", "importance": '
'0.11917006623733803}, {"feature": "body_size_pct", '
'"importance": 0.10558765918094813}, {"feature": '
'"price_position", "importance": 0.09139310826679475}, '
'{"feature": "consecutive_shrink", "importance": '
'0.01927844014841191}]',
'_model_metadata': {'feature_names': ['pct_change',
'hl_range',
'atr_norm',
'vol_ratio',
'price_position',
'consecutive_shrink',
'body_size_pct',
'k_iter1_k_macd_hist_atr_norm'],
'git_commit': 'e3bed46e',
'metrics': {'accuracy': 0.9837599293909973,
'balanced_accuracy': 0.36870921277459057,
'long_recall': 0.021739130434782608,
'macro_f1': 0.3932713119108832,
'short_recall': 0.0851063829787234,
'train_accuracy': 0.983661825726141},
'model_version': 'v1',
'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1',
'training_time_sec': 3.6846086978912354},
'_run_source': 'llm',
'accuracy': 0.9837599293909973,
'atr_factor': 1.0587423181567388,
'atr_period': 6,
'avg_loss': -0.0086388871871632,
'avg_win': 0.01845893035800719,
'balanced_accuracy': 0.36870921277459057,
'colsample_bytree': 0.7791898823077081,
'expectancy': 0.004910021585421996,
'k_iter1_k_macd_hist_atr_norm_length': 20,
'k_momentum_pct_change_window': 94,
'learning_rate': 0.05840556387174424,
'long_recall': 0.021739130434782608,
'losing_trades': 18,
'macro_f1': 0.3932713119108832,
'max_depth': 5,
'max_drawdown': 0.03488629717952269,
'max_hold_bars': 31,
'min_child_weight': 29.370366921546346,
'model_file': 'zz_sylvain_BTCUSDT_2_20261004_1791078908',
'n_estimators': 51,
'optuna_seed': 724,
'profit_factor': 2.1367254784199416,
'reg_alpha': 2.424839858842943,
'reg_lambda': 2.063819476849817,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 22.494983071306507,
'short_recall': 0.0851063829787234,
'sl_pct': 0.008481635304546792,
'subsample': 0.7888874316826138,
'test_accuracy': 0.0,
'total_pnl': 0.17676077707519186,
'total_trades': 36,
'tp_pct': 0.08629474770023907,
'train_accuracy': 0.983661825726141,
'trial_num': 0,
'win_rate': 0.5,
'winning_trades': 18,
'zz_percent': 1.371900860288906}
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, 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], 'k_iter1_k_macd_hist_atr_norm_length': [3, 27]}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 2,
'purge_days': 0,
'test_window_months': 2,
'train_window_months': 2}
|
||||||||||||
| 226 | BTCUSDT | 5 | volume_price_pivot_v85_trail | 2024-01-01 ~ 2026-07-01 | 2.066 | 0.51% | 752 | 18.190 | 0.02 | 0.000 | 0.000 | 2026-06-19 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v85_trail_BTCUSDT_20260619_1781816155
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON{'avg_loss': -0.0009187498364184676,
'avg_win': 0.0018385226227547887,
'expectancy': 0.0004818859074700748,
'learning_rate': 0.08229516589928627,
'losing_trades': 370,
'max_depth': 5,
'max_drawdown': 0.016223378324878857,
'model_file': 'volume_price_pivot_v85_trail_BTCUSDT_20260619_1781816155',
'n_estimators': 180,
'period_lookback': 12,
'profit_factor': 2.066014390698865,
'sharpe_ratio': 18.18984655946828,
'top_pct': 10,
'total_pnl': 0.3623782024174964,
'total_trades': 752,
'trail_stop_1': -0.13644703389581334,
'trail_stop_2': 0.16289698369647163,
'trail_stop_3': 0.3570204197214593,
'trail_stop_4': 0.3980129754785295,
'trail_stop_5': 1.6731728265972854,
'trail_thr_1': 0.30288492656156146,
'trail_thr_2': 0.6657348603647999,
'trail_thr_3': 1.3163618893258207,
'trail_thr_4': 1.5224524157736692,
'trail_thr_5': 3.8851392400346274,
'vp_subset_size': 0,
'win_rate': 0.5079787234042553,
'winning_trades': 382}
ind_param (optuna):
展開 Optuna 參數{'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]}
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}
|
||||||||||||
| 2691 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2026-07-01 | 2.049 | 0.55% | 22 | 20.771 | 0.04 | 0.988 | 0.000 | 2026-10-04 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261004_1791088629
Data Hash: 4d2500492b3b40ec
Feature Score:
展開('[{"feature": "vol_ratio", "importance": 0.33961486798269014}, {"feature": '
'"pct_change", "importance": 0.21991666701666063}, {"feature": '
'"body_size_pct", "importance": 0.12435049868946518}, {"feature": '
'"price_position", "importance": 0.11624554765044523}, {"feature": '
'"hl_range", "importance": 0.08559487034158395}, {"feature": "atr_norm", '
'"importance": 0.0844196989983852}, {"feature": "consecutive_shrink", '
'"importance": 0.029857849320769604}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "vol_ratio", "importance": '
'0.33961486798269014}, {"feature": "pct_change", '
'"importance": 0.21991666701666063}, {"feature": '
'"body_size_pct", "importance": 0.12435049868946518}, '
'{"feature": "price_position", "importance": '
'0.11624554765044523}, {"feature": "hl_range", '
'"importance": 0.08559487034158395}, {"feature": '
'"atr_norm", "importance": 0.0844196989983852}, {"feature": '
'"consecutive_shrink", "importance": 0.029857849320769604}]',
'_model_metadata': {'feature_names': ['pct_change',
'hl_range',
'atr_norm',
'vol_ratio',
'price_position',
'consecutive_shrink',
'body_size_pct'],
'git_commit': '39858dc6',
'metrics': {'accuracy': 0.9875,
'balanced_accuracy': 0.339635006710505,
'long_recall': 0.0,
'macro_f1': 0.34293255950982093,
'short_recall': 0.0196078431372549,
'train_accuracy': 0.9888917408167921},
'model_version': 'v1',
'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1',
'training_time_sec': 84.5599946975708},
'_run_source': 'llm',
'accuracy': 0.9875,
'atr_factor': 4.294528634130582,
'atr_period': 15,
'avg_loss': -0.013861899131646793,
'avg_win': 0.02366925697279521,
'balanced_accuracy': 0.339635006710505,
'colsample_bytree': 0.8877829032593914,
'expectancy': 0.006609640561685207,
'k_momentum_pct_change_window': 67,
'learning_rate': 0.017020262457455238,
'long_recall': 0.0,
'losing_trades': 10,
'macro_f1': 0.34293255950982093,
'max_depth': 6,
'max_drawdown': 0.04479329332093098,
'max_hold_bars': 84,
'min_child_weight': 24.503407725954958,
'model_file': 'zz_sylvain_BTCUSDT_2_20261004_1791088629',
'n_estimators': 148,
'optuna_seed': 739,
'profit_factor': 2.049005558156876,
'reg_alpha': 4.62329176400874,
'reg_lambda': 3.067670176854497,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 20.770856672590877,
'short_recall': 0.0196078431372549,
'sl_pct': 0.020394430466062572,
'subsample': 0.5342874623536914,
'test_accuracy': 0.0,
'total_pnl': 0.14541209235707453,
'total_trades': 22,
'tp_pct': 0.06461452776733893,
'train_accuracy': 0.9888917408167921,
'trial_num': 25,
'win_rate': 0.5454545454545454,
'winning_trades': 12,
'zz_percent': 0.6409728171900333}
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}
|
||||||||||||
| 232 | BTCUSDT | 5 | volume_price_pivot_v85_trail | 2024-01-01 ~ 2026-07-01 | 2.043 | 0.49% | 752 | 16.935 | 0.02 | 0.000 | 0.000 | 2026-06-19 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v85_trail_BTCUSDT_20260619_1781817203
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON{'avg_loss': -0.0008504609735845135,
'avg_win': 0.0017845568642549776,
'expectancy': 0.0004495278799240652,
'learning_rate': 0.08453430723117003,
'losing_trades': 381,
'max_depth': 5,
'max_drawdown': 0.022313932897950417,
'model_file': 'volume_price_pivot_v85_trail_BTCUSDT_20260619_1781817203',
'n_estimators': 166,
'period_lookback': 11,
'profit_factor': 2.0432661290611898,
'sharpe_ratio': 16.93479686832873,
'top_pct': 10,
'total_pnl': 0.33804496570289705,
'total_trades': 752,
'trail_stop_1': -0.11826488479067032,
'trail_stop_2': 0.15313197998788242,
'trail_stop_3': 0.3414499637102885,
'trail_stop_4': 0.44360204144177884,
'trail_stop_5': 1.7477065939545655,
'trail_thr_1': 0.30020146246293067,
'trail_thr_2': 0.6715221428608468,
'trail_thr_3': 1.250014104334715,
'trail_thr_4': 1.5932915654662663,
'trail_thr_5': 3.9689977582975167,
'vp_subset_size': 0,
'win_rate': 0.4933510638297872,
'winning_trades': 371}
ind_param (optuna):
展開 Optuna 參數{'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]}
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}
|
||||||||||||
| 2672 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2026-10-03 | 2.032 | 0.54% | 28 | 22.705 | 0.05 | 0.990 | 0.000 | 2026-10-03 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261003_1791010716
Data Hash: 4d2500492b3b40ec
Feature Score:
展開('[{"feature": "k_iter1_k_mom10_atr14_vol20", "importance": '
'0.3893785681404463}, {"feature": "vol_ratio", "importance": '
'0.22630864556117758}, {"feature": "pct_change", "importance": '
'0.224253189708807}, {"feature": "body_size_pct", "importance": '
'0.05766627301077537}, {"feature": "atr_norm", "importance": '
'0.03416621773454788}, {"feature": "hl_range", "importance": '
'0.031874538082426414}, {"feature": "price_position", "importance": '
'0.02802890563183606}, {"feature": "consecutive_shrink", "importance": '
'0.008323662129983556}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "k_iter1_k_mom10_atr14_vol20", "importance": '
'0.3893785681404463}, {"feature": "vol_ratio", '
'"importance": 0.22630864556117758}, {"feature": '
'"pct_change", "importance": 0.224253189708807}, '
'{"feature": "body_size_pct", "importance": '
'0.05766627301077537}, {"feature": "atr_norm", '
'"importance": 0.03416621773454788}, {"feature": '
'"hl_range", "importance": 0.031874538082426414}, '
'{"feature": "price_position", "importance": '
'0.02802890563183606}, {"feature": "consecutive_shrink", '
'"importance": 0.008323662129983556}]',
'_model_metadata': {'feature_names': ['pct_change',
'hl_range',
'atr_norm',
'vol_ratio',
'price_position',
'consecutive_shrink',
'body_size_pct',
'k_iter1_k_mom10_atr14_vol20'],
'git_commit': 'd167aa95',
'metrics': {'accuracy': 0.9898148148148148,
'balanced_accuracy': 0.3562570761574783,
'long_recall': 0.022727272727272728,
'macro_f1': 0.3736522168767685,
'short_recall': 0.046511627906976744,
'train_accuracy': 0.9910306867442391},
'model_version': 'v1',
'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1',
'training_time_sec': 110.9218099117279},
'_run_source': 'llm',
'accuracy': 0.9898148148148148,
'atr_factor': 4.995680438436852,
'atr_period': 19,
'avg_loss': -0.013766102363036475,
'avg_win': 0.02424085993946948,
'balanced_accuracy': 0.3562570761574783,
'colsample_bytree': 0.584249915317238,
'expectancy': 0.0065947702990202875,
'k_momentum_pct_change_window': 29,
'learning_rate': 0.17268908026304788,
'long_recall': 0.022727272727272728,
'losing_trades': 13,
'macro_f1': 0.3736522168767685,
'max_depth': 6,
'max_drawdown': 0.04757130009574953,
'max_hold_bars': 148,
'min_child_weight': 29.77692432821745,
'model_file': 'zz_sylvain_BTCUSDT_2_20261003_1791010716',
'n_estimators': 77,
'optuna_seed': 235,
'profit_factor': 2.031818612811085,
'reg_alpha': 2.4064122180120266,
'reg_lambda': 2.214025219046648,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 22.705342710607763,
'short_recall': 0.046511627906976744,
'sl_pct': 0.01591222897923135,
'subsample': 0.5389766587238327,
'test_accuracy': 0.0,
'total_pnl': 0.18465356837256805,
'total_trades': 28,
'tp_pct': 0.0708965216403084,
'train_accuracy': 0.9910306867442391,
'trial_num': 0,
'win_rate': 0.5357142857142857,
'winning_trades': 15,
'zz_percent': 0.7264353931147164}
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}
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