Indicator Params Viewer
檢視每次最佳化的參數結果（L0 Audit）— 返回 Dashboard 入口
🔍 篩選
共 1373 筆結果
📊 Indicator Params
| ID | Symbol | Interval | Indicator | Date Range | PF ↓ | WR | Trades | Sharpe | DD | Acc | AUC | Created |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2624 | BTCUSDT | 15 | zz_sylvain | 2023-01-01 ~ 2024-06-01 | 1.994 | 0.33% | 6 | 19.520 | 0.02 | 0.988 | 0.000 | 2026-10-02 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261002_1790875675
Data Hash: 653f3979aa70e7e7
Feature Score:
展開('[{"feature": "vol_ratio", "importance": 0.4508986456401201}, {"feature": '
'"body_size_pct", "importance": 0.14755822061713342}, {"feature": '
'"pct_change", "importance": 0.14539063097235175}, {"feature": '
'"price_position", "importance": 0.08282248909165546}, {"feature": '
'"hl_range", "importance": 0.07982362025814128}, {"feature": "atr_norm", '
'"importance": 0.05998073416488244}, {"feature": "consecutive_shrink", '
'"importance": 0.03352565925571555}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "vol_ratio", "importance": '
'0.4508986456401201}, {"feature": "body_size_pct", '
'"importance": 0.14755822061713342}, {"feature": '
'"pct_change", "importance": 0.14539063097235175}, '
'{"feature": "price_position", "importance": '
'0.08282248909165546}, {"feature": "hl_range", '
'"importance": 0.07982362025814128}, {"feature": '
'"atr_norm", "importance": 0.05998073416488244}, '
'{"feature": "consecutive_shrink", "importance": '
'0.03352565925571555}]',
'_model_metadata': {'feature_names': ['pct_change',
'hl_range',
'atr_norm',
'vol_ratio',
'price_position',
'consecutive_shrink',
'body_size_pct'],
'git_commit': 'ce6626c9',
'metrics': {'accuracy': 0.9875228937728938,
'balanced_accuracy': 0.3332174584781769,
'long_recall': 0.0,
'macro_f1': 0.33124076100520267,
'short_recall': 0.0,
'train_accuracy': 0.9910836762688614},
'model_version': 'v1',
'training_data_hash': '653f3979aa70e7e7-814dd7b9784d57c1',
'training_time_sec': 29.511719465255737},
'_run_source': 'llm',
'accuracy': 0.9875228937728938,
'atr_factor': 4.868979388566338,
'atr_period': 10,
'avg_loss': -0.015647559569854915,
'avg_win': 0.062410416664456375,
'balanced_accuracy': 0.3332174584781769,
'colsample_bytree': 0.5949263974276963,
'expectancy': 0.01037176584158218,
'k_momentum_pct_change_window': 309,
'learning_rate': 0.020724028701938898,
'long_recall': 0.0,
'losing_trades': 4,
'macro_f1': 0.33124076100520267,
'max_depth': 3,
'max_drawdown': 0.023570726053089255,
'max_hold_bars': 104,
'min_child_weight': 17.29125190903732,
'model_file': 'zz_sylvain_BTCUSDT_2_20261002_1790875675',
'n_estimators': 183,
'optuna_seed': 61,
'profit_factor': 1.9942540044611905,
'reg_alpha': 1.7230549880243229,
'reg_lambda': 4.743670685883125,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 19.52004712772408,
'short_recall': 0.0,
'sl_pct': 0.019262125294551093,
'subsample': 0.8937462789234886,
'test_accuracy': 0.0,
'total_pnl': 0.06223059504949309,
'total_trades': 6,
'tp_pct': 0.093489966048869,
'train_accuracy': 0.9910836762688614,
'trial_num': 17,
'win_rate': 0.3333333333333333,
'winning_trades': 2,
'zz_percent': 0.6229392545497372}
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}
|
||||||||||||
| 234 | BTCUSDT | 5 | volume_price_pivot_v85_trail | 2024-01-01 ~ 2026-07-01 | 1.989 | 0.49% | 752 | 17.140 | 0.03 | 0.000 | 0.000 | 2026-06-19 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v85_trail_BTCUSDT_20260619_1781819209
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON{'avg_loss': -0.000869361330789932,
'avg_win': 0.0017949259107355614,
'expectancy': 0.00043798174384159335,
'learning_rate': 0.08443671116079786,
'losing_trades': 383,
'max_depth': 5,
'max_drawdown': 0.027476097606171285,
'model_file': 'volume_price_pivot_v85_trail_BTCUSDT_20260619_1781819209',
'n_estimators': 168,
'period_lookback': 11,
'profit_factor': 1.989178700143601,
'sharpe_ratio': 17.139802754706754,
'top_pct': 10,
'total_pnl': 0.3293622713688781,
'total_trades': 752,
'trail_stop_1': -0.11263564371607623,
'trail_stop_2': 0.17048011325704016,
'trail_stop_3': 0.3229571338151149,
'trail_stop_4': 0.3925020998465597,
'trail_stop_5': 1.6638723565368452,
'trail_thr_1': 0.335109276557242,
'trail_thr_2': 0.6626654468251111,
'trail_thr_3': 1.3186986953671704,
'trail_thr_4': 1.5615507010774017,
'trail_thr_5': 3.9764172892160374,
'vp_subset_size': 0,
'win_rate': 0.49069148936170215,
'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}
|
||||||||||||
| 244 | BTCUSDT | 5 | volume_price_pivot_v85_trail | 2024-01-01 ~ 2026-07-01 | 1.979 | 0.48% | 754 | 16.365 | 0.02 | 0.000 | 0.000 | 2026-06-21 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v85_trail_BTCUSDT_20260621_1781977315
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON{'avg_loss': -0.0008371670106180456,
'avg_win': 0.0018032984420268455,
'expectancy': 0.00042703461856604687,
'learning_rate': 0.04800457752285431,
'losing_trades': 393,
'max_depth': 4,
'max_drawdown': 0.021070163597566888,
'model_file': 'volume_price_pivot_v85_trail_BTCUSDT_20260621_1781977315',
'n_estimators': 188,
'profit_factor': 1.9786553460528167,
'sharpe_ratio': 16.364859408556203,
'top_pct': 8,
'total_pnl': 0.3219841023987993,
'total_trades': 754,
'trail_stop_1': 0.039845701076905465,
'trail_stop_2': 0.07144033008543942,
'trail_stop_3': 0.25377241503425824,
'trail_stop_4': 0.7242782510872081,
'trail_stop_5': 2.302703507090954,
'trail_thr_1': 0.32640393534761714,
'trail_thr_2': 0.4860999635255169,
'trail_thr_3': 1.1883695446817526,
'trail_thr_4': 1.4805389530558977,
'trail_thr_5': 3.4529182594988597,
'vp_subset_size': 3,
'win_rate': 0.47877984084880637,
'winning_trades': 361}
ind_param (optuna):
展開 Optuna 參數{'n_estimators': [165, 295], 'max_depth': [3, 5], 'learning_rate': [0.04, 0.09], 'trail_thr_1': [0.15, 0.35], 'trail_stop_1': [-0.15, 0.05], 'trail_thr_2': [0.35, 0.7], 'trail_stop_2': [0.0, 0.2], 'trail_thr_3': [0.8, 1.4], 'trail_stop_3': [0.2, 0.65], 'trail_thr_4': [1.45, 1.8], 'trail_stop_4': [0.4, 1.0], 'trail_thr_5': [2.5, 4.0], 'trail_stop_5': [1.5, 3.0], 'vp_subset_size': [0, 3], 'top_pct': [7, 16], 'day_hold': [1, 1]}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 2618 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2024-06-29 | 1.976 | 0.56% | 85 | 19.626 | 0.08 | 0.983 | 0.000 | 2026-10-01 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261001_1790832424
Data Hash: 4d2500492b3b40ec
Feature Score:
展開('[{"feature": "vol_ratio", "importance": 0.19168681378409877}, {"feature": '
'"zz_dist_high", "importance": 0.1861409044231208}, {"feature": '
'"zz_dist_low", "importance": 0.1646665405152337}, {"feature": '
'"body_size_pct", "importance": 0.10097732166745078}, {"feature": "hl_range", '
'"importance": 0.09407417136083528}, {"feature": "price_position", '
'"importance": 0.0927361135430459}, {"feature": "pct_change", "importance": '
'0.07923282179507575}, {"feature": "atr_norm", "importance": '
'0.07786707173866979}, {"feature": "consecutive_shrink", "importance": '
'0.01261824117246916}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "vol_ratio", "importance": '
'0.19168681378409877}, {"feature": "zz_dist_high", '
'"importance": 0.1861409044231208}, {"feature": '
'"zz_dist_low", "importance": 0.1646665405152337}, '
'{"feature": "body_size_pct", "importance": '
'0.10097732166745078}, {"feature": "hl_range", '
'"importance": 0.09407417136083528}, {"feature": '
'"price_position", "importance": 0.0927361135430459}, '
'{"feature": "pct_change", "importance": '
'0.07923282179507575}, {"feature": "atr_norm", '
'"importance": 0.07786707173866979}, {"feature": '
'"consecutive_shrink", "importance": 0.01261824117246916}]',
'_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': 0.9834068843777581,
'balanced_accuracy': 0.5144613366948063,
'long_recall': 0.2978723404255319,
'macro_f1': 0.5672798255479781,
'short_recall': 0.25,
'train_accuracy': 0.9998271092669433},
'model_version': 'v1',
'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1',
'training_time_sec': 6.9210052490234375},
'_run_source': 'llm',
'accuracy': 0.9834068843777581,
'atr_factor': 2.9480919048271375,
'atr_period': 12,
'avg_loss': -0.012268947008787764,
'avg_win': 0.01868899963160864,
'balanced_accuracy': 0.5144613366948063,
'colsample_bytree': 0.9234214646113377,
'expectancy': 0.005213187564612559,
'k_momentum_pct_change_window': 219,
'learning_rate': 0.09080519902893962,
'long_recall': 0.2978723404255319,
'losing_trades': 37,
'macro_f1': 0.5672798255479781,
'max_depth': 5,
'max_drawdown': 0.07641139240535653,
'max_hold_bars': 67,
'min_child_weight': 25.098100574353154,
'model_file': 'zz_sylvain_BTCUSDT_2_20261001_1790832424',
'n_estimators': 96,
'optuna_seed': 750,
'profit_factor': 1.9761425894096862,
'reg_alpha': 2.811152817113807,
'reg_lambda': 1.342285024486904,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 19.62602688006044,
'short_recall': 0.25,
'sl_pct': 0.03698620104176993,
'subsample': 0.6794550228992166,
'test_accuracy': 0.0,
'total_pnl': 0.4431209429920676,
'total_trades': 85,
'tp_pct': 0.08469625799618892,
'train_accuracy': 0.9998271092669433,
'trial_num': 2,
'win_rate': 0.5647058823529412,
'winning_trades': 48,
'zz_percent': 0.6745385063759949}
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}
|
||||||||||||
| 233 | BTCUSDT | 5 | volume_price_pivot_v85_trail | 2024-01-01 ~ 2026-07-01 | 1.963 | 0.49% | 752 | 16.484 | 0.02 | 0.000 | 0.000 | 2026-06-19 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v85_trail_BTCUSDT_20260619_1781818820
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON{'avg_loss': -0.0008836201115863357,
'avg_win': 0.001790697046327858,
'expectancy': 0.00043220083047250954,
'learning_rate': 0.07564396226952272,
'losing_trades': 382,
'max_depth': 5,
'max_drawdown': 0.023546593802055732,
'model_file': 'volume_price_pivot_v85_trail_BTCUSDT_20260619_1781818820',
'n_estimators': 180,
'period_lookback': 12,
'profit_factor': 1.9628851362138344,
'sharpe_ratio': 16.48423438300389,
'top_pct': 10,
'total_pnl': 0.3250150245153273,
'total_trades': 752,
'trail_stop_1': -0.10078257759258294,
'trail_stop_2': 0.1608332596267523,
'trail_stop_3': 0.36297395164364643,
'trail_stop_4': 0.3801526829112197,
'trail_stop_5': 1.7525740943329426,
'trail_thr_1': 0.3008099677836874,
'trail_thr_2': 0.72541393545832,
'trail_thr_3': 1.2944832873759795,
'trail_thr_4': 1.6120460895841078,
'trail_thr_5': 4.012722538942259,
'vp_subset_size': 0,
'win_rate': 0.4920212765957447,
'winning_trades': 370}
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}
|
||||||||||||
| 2650 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2026-10-03 | 1.932 | 0.57% | 67 | 19.722 | 0.07 | 0.000 | 0.000 | 2026-10-03 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261003_1791000975
Data Hash: -
Feature Score:
展開('[{"feature": "k_iter3_k_atr_ratio_trend_dist", "importance": '
'0.2050082140766649}, {"feature": "vol_ratio", "importance": '
'0.19848104747960293}, {"feature": "pct_change", "importance": '
'0.15722341492987682}, {"feature": "price_position", "importance": '
'0.11342461820092152}, {"feature": "body_size_pct", "importance": '
'0.10851639697549761}, {"feature": "hl_range", "importance": '
'0.0958544716675417}, {"feature": "atr_norm", "importance": '
'0.09405095191069573}, {"feature": "consecutive_shrink", "importance": '
'0.027440884759198744}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "k_iter3_k_atr_ratio_trend_dist", '
'"importance": 0.2050082140766649}, {"feature": '
'"vol_ratio", "importance": 0.19848104747960293}, '
'{"feature": "pct_change", "importance": '
'0.15722341492987682}, {"feature": "price_position", '
'"importance": 0.11342461820092152}, {"feature": '
'"body_size_pct", "importance": 0.10851639697549761}, '
'{"feature": "hl_range", "importance": 0.0958544716675417}, '
'{"feature": "atr_norm", "importance": '
'0.09405095191069573}, {"feature": "consecutive_shrink", '
'"importance": 0.027440884759198744}]',
'_model_metadata': {'feature_names': ['pct_change',
'hl_range',
'atr_norm',
'vol_ratio',
'price_position',
'consecutive_shrink',
'body_size_pct',
'k_iter3_k_atr_ratio_trend_dist'],
'git_commit': '',
'metrics': {},
'model_version': 'v1',
'training_data_hash': '',
'training_time_sec': 0.0},
'_run_source': 'llm',
'accuracy': 0.0,
'atr_factor': 4.285286485159661,
'atr_period': 12,
'avg_loss': -0.013156734670694777,
'avg_win': 0.019397512546830302,
'balanced_accuracy': 0.0,
'colsample_bytree': 0.902533305327671,
'expectancy': 0.005306868228797058,
'k_momentum_pct_change_window': 153,
'learning_rate': 0.027572719451855063,
'long_recall': 0.0,
'losing_trades': 29,
'macro_f1': 0.0,
'max_depth': 11,
'max_drawdown': 0.06662140395312019,
'max_hold_bars': 75,
'min_child_weight': 45.61265699649317,
'model_file': 'zz_sylvain_BTCUSDT_2_20261003_1791000975',
'n_estimators': 67,
'optuna_seed': 86,
'profit_factor': 1.9318950233443752,
'reg_alpha': 3.2252943874505475,
'reg_lambda': 4.307174363798956,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 19.72153269893754,
'short_recall': 0.0,
'sl_pct': 0.04840296490451785,
'subsample': 0.5297249404963544,
'test_accuracy': 0.0,
'total_pnl': 0.3555601713294029,
'total_trades': 67,
'tp_pct': 0.036781878138881154,
'train_accuracy': 0.0,
'trial_num': 4,
'win_rate': 0.5671641791044776,
'winning_trades': 38,
'zz_percent': 1.402014186341762}
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}
|
||||||||||||
| 230 | BTCUSDT | 5 | volume_price_pivot_v85_trail | 2024-01-01 ~ 2026-07-01 | 1.911 | 0.49% | 752 | 16.132 | 0.02 | 0.000 | 0.000 | 2026-06-19 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v85_trail_BTCUSDT_20260619_1781816534
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON{'avg_loss': -0.0008881807174669672,
'avg_win': 0.001770926472266307,
'expectancy': 0.00041308450304080517,
'learning_rate': 0.07833944567630699,
'losing_trades': 384,
'max_depth': 5,
'max_drawdown': 0.021440988085458995,
'model_file': 'volume_price_pivot_v85_trail_BTCUSDT_20260619_1781816534',
'n_estimators': 170,
'period_lookback': 13,
'profit_factor': 1.9108024255416578,
'sharpe_ratio': 16.13215666639748,
'top_pct': 10,
'total_pnl': 0.31063954628668566,
'total_trades': 752,
'trail_stop_1': -0.1065349265864009,
'trail_stop_2': 0.1509741398262934,
'trail_stop_3': 0.35444635585818457,
'trail_stop_4': 0.4185188836666325,
'trail_stop_5': 1.8897750474307986,
'trail_thr_1': 0.3067208944636993,
'trail_thr_2': 0.6755660903401696,
'trail_thr_3': 1.3207321056841141,
'trail_thr_4': 1.6248009715636302,
'trail_thr_5': 3.7883423718761073,
'vp_subset_size': 0,
'win_rate': 0.48936170212765956,
'winning_trades': 368}
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}
|
||||||||||||
| 235 | BTCUSDT | 5 | volume_price_pivot_v85_trail | 2024-01-01 ~ 2026-07-01 | 1.901 | 0.49% | 752 | 15.980 | 0.02 | 0.000 | 0.000 | 2026-06-19 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v85_trail_BTCUSDT_20260619_1781819304
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON{'avg_loss': -0.0008806497887227301,
'avg_win': 0.001775239700577845,
'expectancy': 0.00040844550861066065,
'learning_rate': 0.08062365026738326,
'losing_trades': 387,
'max_depth': 5,
'max_drawdown': 0.022074731667003078,
'model_file': 'volume_price_pivot_v85_trail_BTCUSDT_20260619_1781819304',
'n_estimators': 166,
'period_lookback': 13,
'profit_factor': 1.9012344099371652,
'sharpe_ratio': 15.980268196393578,
'top_pct': 10,
'total_pnl': 0.30715102247521686,
'total_trades': 752,
'trail_stop_1': -0.12373707827438657,
'trail_stop_2': 0.15919433499873697,
'trail_stop_3': 0.37889933347228055,
'trail_stop_4': 0.4597622358505041,
'trail_stop_5': 1.770963909345089,
'trail_thr_1': 0.337668744118708,
'trail_thr_2': 0.6816114630584731,
'trail_thr_3': 1.2814534955612515,
'trail_thr_4': 1.5716346105447896,
'trail_thr_5': 3.7829213128629178,
'vp_subset_size': 0,
'win_rate': 0.4853723404255319,
'winning_trades': 365}
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}
|
||||||||||||
| 2644 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2024-06-29 | 1.898 | 0.74% | 57 | 22.057 | 0.12 | 0.990 | 0.000 | 2026-10-03 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261003_1790984790
Data Hash: 4d2500492b3b40ec
Feature Score:
展開('[{"feature": "vol_ratio", "importance": 0.23681815442680276}, {"feature": '
'"atr_norm", "importance": 0.18105030710987702}, {"feature": "pct_change", '
'"importance": 0.15741447791843557}, {"feature": "consecutive_shrink", '
'"importance": 0.10461938418334896}, {"feature": "hl_range", "importance": '
'0.08724993741355536}, {"feature": "price_position", "importance": '
'0.0865838413163017}, {"feature": "body_size_pct", "importance": '
'0.08228364928026681}, {"feature": "k_iter1_ta_5ba8", "importance": '
'0.0639802483514118}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "vol_ratio", "importance": '
'0.23681815442680276}, {"feature": "atr_norm", '
'"importance": 0.18105030710987702}, {"feature": '
'"pct_change", "importance": 0.15741447791843557}, '
'{"feature": "consecutive_shrink", "importance": '
'0.10461938418334896}, {"feature": "hl_range", '
'"importance": 0.08724993741355536}, {"feature": '
'"price_position", "importance": 0.0865838413163017}, '
'{"feature": "body_size_pct", "importance": '
'0.08228364928026681}, {"feature": "k_iter1_ta_5ba8", '
'"importance": 0.0639802483514118}]',
'_model_metadata': {'feature_names': ['pct_change',
'hl_range',
'atr_norm',
'vol_ratio',
'price_position',
'consecutive_shrink',
'body_size_pct',
'k_iter1_ta_5ba8'],
'git_commit': '29e8b0d7',
'metrics': {'accuracy': 0.9904677846425419,
'balanced_accuracy': 0.36571851851851855,
'long_recall': 0.0,
'macro_f1': 0.37474720880362034,
'short_recall': 0.1,
'train_accuracy': 0.9935165975103735},
'model_version': 'v1',
'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1',
'training_time_sec': 4.971136808395386},
'_run_source': 'llm',
'accuracy': 0.9904677846425419,
'atr_factor': 3.416866074131259,
'atr_period': 13,
'avg_loss': -0.025615534465320375,
'avg_win': 0.017363142757997954,
'balanced_accuracy': 0.36571851851851855,
'colsample_bytree': 0.691518068712742,
'expectancy': 0.0060529645413352345,
'k_iter1_ta_5ba8_length': 24,
'k_momentum_pct_change_window': 27,
'learning_rate': 0.12867149852774978,
'long_recall': 0.0,
'losing_trades': 15,
'macro_f1': 0.37474720880362034,
'max_depth': 5,
'max_drawdown': 0.1161725157692044,
'max_hold_bars': 141,
'min_child_weight': 32.75162349809651,
'model_file': 'zz_sylvain_BTCUSDT_2_20261003_1790984790',
'n_estimators': 53,
'optuna_seed': 213,
'profit_factor': 1.8979420393595219,
'reg_alpha': 3.235338596402279,
'reg_lambda': 4.233929735929702,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 22.05694079219496,
'short_recall': 0.1,
'sl_pct': 0.040394809915151736,
'subsample': 0.6537888409784829,
'test_accuracy': 0.0,
'total_pnl': 0.34501897885610844,
'total_trades': 57,
'tp_pct': 0.020989859675922554,
'train_accuracy': 0.9935165975103735,
'trial_num': 5,
'win_rate': 0.7368421052631579,
'winning_trades': 42,
'zz_percent': 1.445443721010394}
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_ta_5ba8_length': [4, 36]}
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}
|
||||||||||||
| 105 | BTCUSDT | 60 | knn_trend_resonance | 2025-01-01 ~ 2025-12-31 | 1.896 | 0.75% | 73 | 20.489 | 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': 0.42887702591704596,
'3d_flow_thresh': 0.4720510138460872,
'3d_stress_thresh': 0.39480305725533876,
'avg_loss': -0.03153971396780783,
'avg_win': 0.01957199113939989,
'day_hold': 2.0,
'expectancy': 0.00696910494858155,
'knn_window': 172.0,
'lb': 0.98390146982347,
'losing_trades': 18.0,
'max_drawdown': 0.129517645791007,
'period_adx': 20.0,
'period_atr': 20.0,
'period_bb': 35.0,
'period_chop': 11.0,
'period_lookback': 139.0,
'period_mfi': 25.0,
'period_rsi': 23.0,
'profit_factor': 1.8961270961530559,
'regime_thresh': 0.26016129927304393,
'sharpe_ratio': 20.488640806497063,
'tb_horizon': 104.0,
'total_pnl': 0.508744661246453,
'total_trades': 73.0,
'ub': 1.116300391117777,
'w_ediff': 0.7822432883403694,
'w_energy': 0.905386285246301,
'w_fdiff': 0.5401560397572277,
'w_flow': 0.6758271653306349,
'w_sdiff': 1.2240851677862754,
'w_stress': 1.3359550298502685,
'w_vol': 1.2370070962488624,
'w_vpct': 0.3577152277435002,
'win_rate': 0.7534246575342466,
'winning_trades': 55.0}
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] |
||||||||||||
| 2657 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2024-06-29 | 1.893 | 0.49% | 80 | 22.680 | 0.05 | 0.984 | 0.000 | 2026-10-03 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261003_1791004370
Data Hash: 4d2500492b3b40ec
Feature Score:
展開('[{"feature": "vol_ratio", "importance": 0.5767857305364209}, {"feature": '
'"pct_change", "importance": 0.12400565553974716}, {"feature": "hl_range", '
'"importance": 0.09107343595555858}, {"feature": "body_size_pct", '
'"importance": 0.06021399060162595}, {"feature": "consecutive_shrink", '
'"importance": 0.05031048830552713}, {"feature": "atr_norm", "importance": '
'0.04962806672589182}, {"feature": "price_position", "importance": '
'0.04798263233522837}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "vol_ratio", "importance": '
'0.5767857305364209}, {"feature": "pct_change", '
'"importance": 0.12400565553974716}, {"feature": '
'"hl_range", "importance": 0.09107343595555858}, '
'{"feature": "body_size_pct", "importance": '
'0.06021399060162595}, {"feature": "consecutive_shrink", '
'"importance": 0.05031048830552713}, {"feature": '
'"atr_norm", "importance": 0.04962806672589182}, '
'{"feature": "price_position", "importance": '
'0.04798263233522837}]',
'_model_metadata': {'feature_names': ['pct_change',
'hl_range',
'atr_norm',
'vol_ratio',
'price_position',
'consecutive_shrink',
'body_size_pct'],
'git_commit': '2d0df290',
'metrics': {'accuracy': 0.9842894969108561,
'balanced_accuracy': 0.33031218529707956,
'long_recall': 0.0,
'macro_f1': 0.3306941849776117,
'short_recall': 0.0,
'train_accuracy': 0.9998271092669433},
'model_version': 'v1',
'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1',
'training_time_sec': 9.436394214630127},
'_run_source': 'llm',
'accuracy': 0.9842894969108561,
'atr_factor': 3.5567713969680153,
'atr_period': 8,
'avg_loss': -0.00806936295804044,
'avg_win': 0.016054426579362013,
'balanced_accuracy': 0.33031218529707956,
'colsample_bytree': 0.5134936807308284,
'expectancy': 0.0036909844414432557,
'k_momentum_pct_change_window': 382,
'learning_rate': 0.1621625850849986,
'long_recall': 0.0,
'losing_trades': 41,
'macro_f1': 0.3306941849776117,
'max_depth': 5,
'max_drawdown': 0.05185900422255709,
'max_hold_bars': 162,
'min_child_weight': 17.662894990608404,
'model_file': 'zz_sylvain_BTCUSDT_2_20261003_1791004370',
'n_estimators': 89,
'optuna_seed': 89,
'profit_factor': 1.892501787167299,
'reg_alpha': 4.463076973037053,
'reg_lambda': 1.1689851623878882,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 22.680175201119493,
'short_recall': 0.0,
'sl_pct': 0.008834286381103729,
'subsample': 0.8567038470531607,
'test_accuracy': 0.0,
'total_pnl': 0.29527875531546044,
'total_trades': 80,
'tp_pct': 0.018034732978244643,
'train_accuracy': 0.9998271092669433,
'trial_num': 8,
'win_rate': 0.4875,
'winning_trades': 39,
'zz_percent': 1.4525032191201621}
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}
|
||||||||||||
| 227 | BTCUSDT | 5 | volume_price_pivot_v85_trail | 2024-01-01 ~ 2026-07-01 | 1.884 | 0.50% | 752 | 16.022 | 0.03 | 0.000 | 0.000 | 2026-06-19 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v85_trail_BTCUSDT_20260619_1781816301
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON{'avg_loss': -0.0009109164233959417,
'avg_win': 0.0017074926635129847,
'expectancy': 0.00040177004703579396,
'learning_rate': 0.07528806607263065,
'losing_trades': 375,
'max_depth': 5,
'max_drawdown': 0.03178082937498264,
'model_file': 'volume_price_pivot_v85_trail_BTCUSDT_20260619_1781816301',
'n_estimators': 171,
'period_lookback': 11,
'profit_factor': 1.8844750703386741,
'sharpe_ratio': 16.022397535335188,
'top_pct': 10,
'total_pnl': 0.3021310753709171,
'total_trades': 752,
'trail_stop_1': -0.1453726363262018,
'trail_stop_2': 0.16219377141654667,
'trail_stop_3': 0.311248113377301,
'trail_stop_4': 0.45906825780984406,
'trail_stop_5': 1.795138609280115,
'trail_thr_1': 0.3155669352335708,
'trail_thr_2': 0.6988380784451922,
'trail_thr_3': 1.3632159802227242,
'trail_thr_4': 1.6328162845868022,
'trail_thr_5': 3.7910194395053547,
'vp_subset_size': 0,
'win_rate': 0.5013297872340425,
'winning_trades': 377}
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}
|
||||||||||||
| 224 | BTCUSDT | 5 | volume_price_pivot_v85_trail | 2024-01-01 ~ 2026-07-01 | 1.881 | 0.48% | 752 | 15.562 | 0.02 | 0.000 | 0.000 | 2026-06-19 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v85_trail_BTCUSDT_20260619_1781815879
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON{'avg_loss': -0.0008698121122755987,
'avg_win': 0.0017438146333915588,
'expectancy': 0.0003952944507866956,
'learning_rate': 0.08405227788462186,
'losing_trades': 388,
'max_depth': 5,
'max_drawdown': 0.020020008480409468,
'model_file': 'volume_price_pivot_v85_trail_BTCUSDT_20260619_1781815879',
'n_estimators': 183,
'period_lookback': 12,
'profit_factor': 1.8808082660835568,
'sharpe_ratio': 15.561952960173285,
'top_pct': 10,
'total_pnl': 0.29726142699159497,
'total_trades': 752,
'trail_stop_1': -0.09987520860144672,
'trail_stop_2': 0.16619388987549924,
'trail_stop_3': 0.34477654772936733,
'trail_stop_4': 0.3839697842195795,
'trail_stop_5': 1.7163519768440063,
'trail_thr_1': 0.3091461257329233,
'trail_thr_2': 0.6967862613626842,
'trail_thr_3': 1.3294961855827956,
'trail_thr_4': 1.557905476621269,
'trail_thr_5': 4.096999979147559,
'vp_subset_size': 0,
'win_rate': 0.48404255319148937,
'winning_trades': 364}
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}
|
||||||||||||
| 231 | BTCUSDT | 5 | volume_price_pivot_v85_trail | 2024-01-01 ~ 2026-07-01 | 1.876 | 0.49% | 752 | 16.177 | 0.03 | 0.000 | 0.000 | 2026-06-19 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v85_trail_BTCUSDT_20260619_1781816592
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON{'avg_loss': -0.0009019060612762268,
'avg_win': 0.001765783032683708,
'expectancy': 0.0004035588144914008,
'learning_rate': 0.07514475683360688,
'losing_trades': 384,
'max_depth': 5,
'max_drawdown': 0.025545159138372686,
'model_file': 'volume_price_pivot_v85_trail_BTCUSDT_20260619_1781816592',
'n_estimators': 180,
'period_lookback': 11,
'profit_factor': 1.8762583070577097,
'sharpe_ratio': 16.17727800852596,
'top_pct': 10,
'total_pnl': 0.3034762284975334,
'total_trades': 752,
'trail_stop_1': -0.14043119494005812,
'trail_stop_2': 0.19732484997019523,
'trail_stop_3': 0.3426261170085604,
'trail_stop_4': 0.42723865461562643,
'trail_stop_5': 1.7368906653329355,
'trail_thr_1': 0.3082881629461442,
'trail_thr_2': 0.6814380703872057,
'trail_thr_3': 1.350560517233591,
'trail_thr_4': 1.5015425854468045,
'trail_thr_5': 4.032244150504439,
'vp_subset_size': 0,
'win_rate': 0.48936170212765956,
'winning_trades': 368}
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}
|
||||||||||||
| 667 | BTCUSDT | 60 | knn_resonance_5db | 2026-06-27 ~ 2026-06-27 | 1.872 | 0.52% | 189 | 1.400 | 0.11 | 0.000 | 0.000 | 2026-06-27 |
|
Model: knn_resonance_5db (vv1.0)
Model File: models/knn_resonance_5db.py
Data Hash: quant_vault_rand
Feature Score: -
Training Strategy: optuna_100_trials
param (JSON):
展開 JSON{'_ohlcv_row_count': 0, 'seed': 42}
ind_param (optuna):
展開 Optuna 參數{}
|
||||||||||||
| 104 | BTCUSDT | 60 | knn_trend_resonance | 2025-01-01 ~ 2025-12-31 | 1.872 | 0.87% | 67 | 17.695 | 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': 0.46088940420807867,
'3d_flow_thresh': 0.4812536652428477,
'3d_stress_thresh': 0.39075523690103897,
'avg_loss': -0.04391474810051808,
'avg_win': 0.012754480284724442,
'day_hold': 2.0,
'expectancy': 0.005142195874766487,
'knn_window': 148.0,
'lb': 0.9918401133255457,
'losing_trades': 9.0,
'max_drawdown': 0.12945747129939267,
'period_adx': 25.0,
'period_atr': 26.0,
'period_bb': 26.0,
'period_chop': 11.0,
'period_lookback': 133.0,
'period_mfi': 9.0,
'period_rsi': 24.0,
'profit_factor': 1.8717069587767696,
'regime_thresh': 0.18514461441882785,
'sharpe_ratio': 17.69497297692641,
'tb_horizon': 167.0,
'total_pnl': 0.3445271236093549,
'total_trades': 67.0,
'ub': 1.1152845670853118,
'w_ediff': 0.4480291552826251,
'w_energy': 0.9710627598053374,
'w_fdiff': 1.4207896321673001,
'w_flow': 1.6227182786392635,
'w_sdiff': 1.1547710703504328,
'w_stress': 0.4466476596415303,
'w_vol': 0.3392239993438487,
'w_vpct': 0.4642154584835021,
'win_rate': 0.8656716417910447,
'winning_trades': 58.0}
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] |
||||||||||||
| 2742 | BTCUSDT | 15 | zz_sylvain | 2024-03-08 ~ 2025-05-31 | 1.868 | 0.54% | 65 | 0.000 | 0.00 | 0.000 | 0.000 | 2026-10-10 |
|
Model: xgboost (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: R1 signal-only champion selection (W-73, Optuna NSGAIII 80 trials multi-obj)
param (JSON):
展開 JSON{'atr_factor': 1.5,
'atr_period': 5,
'colsample_bytree': 0.5175295833854573,
'learning_rate': 0.0718028460914049,
'max_depth': 12,
'min_child_weight': 19.27725730665275,
'n_estimators': 291,
'optuna_seed': 761,
'reg_alpha': 0.7697279930737794,
'reg_lambda': 2.30549112558964,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'subsample': 0.9800215197137001,
'zz_percent': 0.5}
ind_param (optuna):
展開 Optuna 參數{"champion_select": {"cost_model": {"basis": "commission_only", "commission_rate": 0.001, "cost_bps": 20.0, "engine_embedded": "exit_slippage_one_side_0.0002", "slippage_rate": 0.0005, "source": "config/config.yaml backtest"}, "device": "cpu", "economic_gate": {"safety_multiplier": 3}, "filters": {"ci_lower_min": 1.0, "max_dd_pct": 15.0}, "fs_id": 1748, "indicator": "zz_sylvain", "n_jobs": 1, "random_state": 761, "replay": {"first_pool_months": 1, "racing_seeds": [41, 47, 53], "segment_months": 1}, "segments": null, "tree_method": "hist", "universe": {"asset_id": 2, "data_start": "2024-01-01", "exchange": "BINANCE", "interval": "15", "market_type": "PERPETUAL", "symbol": "BTCUSDT"}}, "optuna_factor": {"atr_norm_atr_period": [5, 300], "consecutive_shrink_length_long": [20, 100], "consecutive_shrink_length_short": [5, 50], "max_hold_bars": [6, 192], "optuna_seed": [1, 1000], "pct_change_length": [5, 500], "sl_pct": [0.001, 0.05], "tp_pct": [0.002, 0.1], "vol_ratio_length": [5, 300]}, "optuna_model": {"model_name": "xgboost", "n_trials": 80, "sampler": "nsga3", "seed": 761, "space": {"colsample_bytree": [0.5, 1.0], "gamma": [0.0, 5.0], "learning_rate": [0.01, 0.2], "max_depth": [2, 6], "min_child_weight": [1, 50], "n_estimators": [50, 150], "reg_alpha": [0.0, 5.0], "reg_lambda": [0.0, 5.0], "subsample": [0.5, 1.0]}}, "source_yaml": "config/indicators/zz_sylvain.yaml"}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 1000,
'n_splits': 4,
'purge_days': 7,
'scheme': 'end_anchored_v1',
'test_window_months': 3,
'train_window_months': 6}
|
||||||||||||
| 225 | BTCUSDT | 5 | volume_price_pivot_v85_trail | 2024-01-01 ~ 2026-07-01 | 1.862 | 0.49% | 752 | 15.867 | 0.03 | 0.000 | 0.000 | 2026-06-19 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v85_trail_BTCUSDT_20260619_1781815976
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON{'avg_loss': -0.0008920193757633468,
'avg_win': 0.0016964631090242205,
'expectancy': 0.00038845334277518397,
'learning_rate': 0.07574405106103071,
'losing_trades': 380,
'max_depth': 5,
'max_drawdown': 0.03321716548586834,
'model_file': 'volume_price_pivot_v85_trail_BTCUSDT_20260619_1781815976',
'n_estimators': 175,
'period_lookback': 11,
'profit_factor': 1.8617847788132076,
'sharpe_ratio': 15.866909661079427,
'top_pct': 10,
'total_pnl': 0.29211691376693816,
'total_trades': 752,
'trail_stop_1': -0.11543538087668735,
'trail_stop_2': 0.19226444607844473,
'trail_stop_3': 0.348718945088643,
'trail_stop_4': 0.3962175229709271,
'trail_stop_5': 1.756902646964445,
'trail_thr_1': 0.3227327985536617,
'trail_thr_2': 0.7175767324367508,
'trail_thr_3': 1.3827404139416235,
'trail_thr_4': 1.6242109879033166,
'trail_thr_5': 3.822870954131171,
'vp_subset_size': 0,
'win_rate': 0.4946808510638298,
'winning_trades': 372}
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}
|
||||||||||||
| 2689 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2026-07-01 | 1.836 | 0.57% | 53 | 20.850 | 0.13 | 0.992 | 0.000 | 2026-10-04 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261004_1791082425
Data Hash: 4d2500492b3b40ec
Feature Score:
展開('[{"feature": "vol_ratio", "importance": 0.4555350745080741}, {"feature": '
'"pct_change", "importance": 0.2430574661506258}, {"feature": "hl_range", '
'"importance": 0.09683317461084973}, {"feature": "body_size_pct", '
'"importance": 0.09410514858974597}, {"feature": "price_position", '
'"importance": 0.06631995177271356}, {"feature": "atr_norm", "importance": '
'0.03271513555800122}, {"feature": "consecutive_shrink", "importance": '
'0.011434048809989425}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "vol_ratio", "importance": '
'0.4555350745080741}, {"feature": "pct_change", '
'"importance": 0.2430574661506258}, {"feature": "hl_range", '
'"importance": 0.09683317461084973}, {"feature": '
'"body_size_pct", "importance": 0.09410514858974597}, '
'{"feature": "price_position", "importance": '
'0.06631995177271356}, {"feature": "atr_norm", '
'"importance": 0.03271513555800122}, {"feature": '
'"consecutive_shrink", "importance": 0.011434048809989425}]',
'_model_metadata': {'feature_names': ['pct_change',
'hl_range',
'atr_norm',
'vol_ratio',
'price_position',
'consecutive_shrink',
'body_size_pct'],
'git_commit': 'd5c70e44',
'metrics': {'accuracy': 0.9920138888888889,
'balanced_accuracy': 0.34440028558148383,
'long_recall': 0.0,
'macro_f1': 0.35104444241523675,
'short_recall': 0.034482758620689655,
'train_accuracy': 0.9944102213096053},
'model_version': 'v1',
'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1',
'training_time_sec': 31.566982984542847},
'_run_source': 'llm',
'accuracy': 0.9920138888888889,
'atr_factor': 4.4510393177686645,
'atr_period': 16,
'avg_loss': -0.021586372893760763,
'avg_win': 0.03038416803571922,
'balanced_accuracy': 0.34440028558148383,
'colsample_bytree': 0.9062442401524903,
'expectancy': 0.007830914424812811,
'k_momentum_pct_change_window': 420,
'learning_rate': 0.06517959998888506,
'long_recall': 0.0,
'losing_trades': 23,
'macro_f1': 0.35104444241523675,
'max_depth': 2,
'max_drawdown': 0.12850438710557108,
'max_hold_bars': 137,
'min_child_weight': 42.33159616740532,
'model_file': 'zz_sylvain_BTCUSDT_2_20261004_1791082425',
'n_estimators': 114,
'optuna_seed': 692,
'profit_factor': 1.8359510289153809,
'reg_alpha': 3.0334891275143905,
'reg_lambda': 1.9949800902440662,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 20.84999715549062,
'short_recall': 0.034482758620689655,
'sl_pct': 0.02938851182843698,
'subsample': 0.7611093625549692,
'test_accuracy': 0.0,
'total_pnl': 0.41503846451507925,
'total_trades': 53,
'tp_pct': 0.0461507230364577,
'train_accuracy': 0.9944102213096053,
'trial_num': 24,
'win_rate': 0.5660377358490566,
'winning_trades': 30,
'zz_percent': 1.3954241851641576}
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}
|
||||||||||||
| 229 | BTCUSDT | 5 | volume_price_pivot_v85_trail | 2024-01-01 ~ 2026-07-01 | 1.818 | 0.49% | 752 | 15.618 | 0.02 | 0.000 | 0.000 | 2026-06-19 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v85_trail_BTCUSDT_20260619_1781816477
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON{'avg_loss': -0.0008737988245528591,
'avg_win': 0.0016576581373226355,
'expectancy': 0.00036499926317344665,
'learning_rate': 0.07818121896718663,
'losing_trades': 384,
'max_depth': 5,
'max_drawdown': 0.02430915895935301,
'model_file': 'volume_price_pivot_v85_trail_BTCUSDT_20260619_1781816477',
'n_estimators': 171,
'period_lookback': 12,
'profit_factor': 1.8180260760598292,
'sharpe_ratio': 15.618316313168261,
'top_pct': 10,
'total_pnl': 0.2744794459064318,
'total_trades': 752,
'trail_stop_1': -0.11834898552378678,
'trail_stop_2': 0.1601430861288831,
'trail_stop_3': 0.3022902926178013,
'trail_stop_4': 0.43820206568558645,
'trail_stop_5': 1.899470533218505,
'trail_thr_1': 0.30898582991070056,
'trail_thr_2': 0.7088445904775815,
'trail_thr_3': 1.300595414482476,
'trail_thr_4': 1.5302941231755374,
'trail_thr_5': 3.907943762460393,
'vp_subset_size': 0,
'win_rate': 0.48936170212765956,
'winning_trades': 368}
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}
|
||||||||||||
| 2642 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2024-06-29 | 1.788 | 0.73% | 67 | 20.267 | 0.06 | 0.986 | 0.000 | 2026-10-03 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261003_1790984756
Data Hash: 4d2500492b3b40ec
Feature Score:
展開('[{"feature": "vol_ratio", "importance": 0.32059682907371334}, {"feature": '
'"pct_change", "importance": 0.19854582566569798}, {"feature": '
'"body_size_pct", "importance": 0.14003155090009622}, {"feature": "hl_range", '
'"importance": 0.13370817281126396}, {"feature": "price_position", '
'"importance": 0.1009020195246177}, {"feature": "atr_norm", "importance": '
'0.08760161673877141}, {"feature": "consecutive_shrink", "importance": '
'0.018613985285839383}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "vol_ratio", "importance": '
'0.32059682907371334}, {"feature": "pct_change", '
'"importance": 0.19854582566569798}, {"feature": '
'"body_size_pct", "importance": 0.14003155090009622}, '
'{"feature": "hl_range", "importance": '
'0.13370817281126396}, {"feature": "price_position", '
'"importance": 0.1009020195246177}, {"feature": "atr_norm", '
'"importance": 0.08760161673877141}, {"feature": '
'"consecutive_shrink", "importance": 0.018613985285839383}]',
'_model_metadata': {'feature_names': ['pct_change',
'hl_range',
'atr_norm',
'vol_ratio',
'price_position',
'consecutive_shrink',
'body_size_pct'],
'git_commit': '29e8b0d7',
'metrics': {'accuracy': 0.9860547219770521,
'balanced_accuracy': 0.34575016762081595,
'long_recall': 0.0,
'macro_f1': 0.3462027584460233,
'short_recall': 0.043478260869565216,
'train_accuracy': 0.9999135546334716},
'model_version': 'v1',
'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1',
'training_time_sec': 6.9638285636901855},
'_run_source': 'llm',
'accuracy': 0.9860547219770521,
'atr_factor': 3.5352299961594116,
'atr_period': 6,
'avg_loss': -0.01675846503784161,
'avg_win': 0.011009926966839343,
'balanced_accuracy': 0.34575016762081595,
'colsample_bytree': 0.5293307821120061,
'expectancy': 0.0035497619506564,
'k_momentum_pct_change_window': 214,
'learning_rate': 0.09691627622218053,
'long_recall': 0.0,
'losing_trades': 18,
'macro_f1': 0.3462027584460233,
'max_depth': 4,
'max_drawdown': 0.057469866827005514,
'max_hold_bars': 115,
'min_child_weight': 6.350607220486183,
'model_file': 'zz_sylvain_BTCUSDT_2_20261003_1790984756',
'n_estimators': 87,
'optuna_seed': 524,
'profit_factor': 1.7884375321066943,
'reg_alpha': 4.555862628288551,
'reg_lambda': 0.6189414848330332,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 20.26725799928548,
'short_recall': 0.043478260869565216,
'sl_pct': 0.024747443078761727,
'subsample': 0.9977423813702669,
'test_accuracy': 0.0,
'total_pnl': 0.2378340506939788,
'total_trades': 67,
'tp_pct': 0.011969252923621759,
'train_accuracy': 0.9999135546334716,
'trial_num': 8,
'win_rate': 0.7313432835820896,
'winning_trades': 49,
'zz_percent': 1.2711524490342678}
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}
|
||||||||||||
| 145 | BTCUSDT | 60 | knn_resonance_5dc | 2025-01-01 ~ 2025-12-31 | 1.782 | 0.66% | 32 | 19.207 | 0.18 | 0.000 | 0.000 | 2026-05-04 |
|
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON{'avg_loss': -0.03320586298807342,
'avg_win': 0.031003354015437818,
'expectancy': 0.008931435670480832,
'knn_window': 165.0,
'lb': 0.8896777160843744,
'losing_trades': 11.0,
'max_drawdown': 0.17854786955350738,
'max_hold_bars': 163.0,
'period_adx': 34.0,
'period_atr': 25.0,
'period_bb': 34.0,
'period_chop': 8.0,
'period_lookback': 141.0,
'period_mfi': 22.0,
'period_rsi': 19.0,
'profit_factor': 1.782462974187967,
'sharpe_ratio': 19.20728325161841,
'sl_mult': 4.173657745394554,
'sl_mult_short': 3.680739179197506,
'tb_horizon': 170.0,
'total_pnl': 0.28580594145538674,
'total_trades': 32.0,
'tp_mult': 1.0756372190878507,
'tp_mult_short': 1.3474057766625176,
'tsl_activate_mult': 1.3722046586416643,
'tsl_trail_mult': 2.3605897368443234,
'ub': 1.0881125026718517,
'w_bbw': 0.4685100684201783,
'w_chop': 0.166223144005115,
'w_energy': 0.7744207341421616,
'w_flow': 0.8150915511773484,
'w_stress': 1.9225710001551741,
'win_rate': 0.65625,
'winning_trades': 21.0}
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]}
|
||||||||||||
| 2692 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2026-07-01 | 1.769 | 0.56% | 43 | 17.383 | 0.04 | 0.949 | 0.000 | 2026-10-04 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261004_1791090493
Data Hash: 4d2500492b3b40ec
Feature Score:
展開('[{"feature": "hl_range", "importance": 0.5303936073344314}, {"feature": '
'"k_rsi_atr_macd_momentum", "importance": 0.15911859061604822}, {"feature": '
'"vol_ratio", "importance": 0.1128304140762089}, {"feature": '
'"price_position", "importance": 0.09549012238020807}, {"feature": '
'"body_size_pct", "importance": 0.050744251376205245}, {"feature": '
'"pct_change", "importance": 0.02744305487981483}, {"feature": "atr_norm", '
'"importance": 0.01700488854564151}, {"feature": "consecutive_shrink", '
'"importance": 0.006975070791441876}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "hl_range", "importance": '
'0.5303936073344314}, {"feature": '
'"k_rsi_atr_macd_momentum", "importance": '
'0.15911859061604822}, {"feature": "vol_ratio", '
'"importance": 0.1128304140762089}, {"feature": '
'"price_position", "importance": 0.09549012238020807}, '
'{"feature": "body_size_pct", "importance": '
'0.050744251376205245}, {"feature": "pct_change", '
'"importance": 0.02744305487981483}, {"feature": '
'"atr_norm", "importance": 0.01700488854564151}, '
'{"feature": "consecutive_shrink", "importance": '
'0.006975070791441876}]',
'_model_metadata': {'feature_names': ['pct_change',
'hl_range',
'atr_norm',
'vol_ratio',
'price_position',
'consecutive_shrink',
'body_size_pct',
'k_rsi_atr_macd_momentum'],
'git_commit': '39858dc6',
'metrics': {'accuracy': 0.9493055555555555,
'balanced_accuracy': 0.3407138341154718,
'long_recall': 0.0136986301369863,
'macro_f1': 0.3395031341517052,
'short_recall': 0.009174311926605505,
'train_accuracy': 0.9598876340406115},
'model_version': 'v1',
'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1',
'training_time_sec': 50.13910722732544},
'_run_source': 'llm',
'accuracy': 0.9493055555555555,
'atr_factor': 0.7020712806524779,
'atr_period': 17,
'avg_loss': -0.010022298070685694,
'avg_win': 0.014036196917281946,
'balanced_accuracy': 0.3407138341154718,
'colsample_bytree': 0.8432495058624006,
'expectancy': 0.0034056991319008946,
'k_momentum_pct_change_window': 236,
'k_rsi_atr_macd_momentum_length': 74,
'learning_rate': 0.06483244257274189,
'long_recall': 0.0136986301369863,
'losing_trades': 19,
'macro_f1': 0.3395031341517052,
'max_depth': 2,
'max_drawdown': 0.04033831293513443,
'max_hold_bars': 6,
'min_child_weight': 45.340678208774804,
'model_file': 'zz_sylvain_BTCUSDT_2_20261004_1791090493',
'n_estimators': 111,
'optuna_seed': 156,
'profit_factor': 1.7690486576131725,
'reg_alpha': 3.129487372692515,
'reg_lambda': 4.2758767250658165,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 17.38320983602542,
'short_recall': 0.009174311926605505,
'sl_pct': 0.0401302868777588,
'subsample': 0.8385924397847258,
'test_accuracy': 0.0,
'total_pnl': 0.14644506267173854,
'total_trades': 43,
'tp_pct': 0.022046318503217102,
'train_accuracy': 0.9598876340406115,
'trial_num': 6,
'win_rate': 0.5581395348837209,
'winning_trades': 24,
'zz_percent': 0.9440584640397359}
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_rsi_atr_macd_momentum_length': [8, 78]}
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}
|
||||||||||||
| 140 | BTCUSDT | 60 | knn_resonance_5dc | 2025-01-01 ~ 2025-12-31 | 1.761 | 0.80% | 30 | 16.975 | 0.12 | 0.000 | 0.000 | 2026-05-04 |
|
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON{'avg_loss': -0.06249749906463358,
'avg_win': 0.027519435000215697,
'expectancy': 0.009516048187245846,
'knn_window': 154.0,
'lb': 0.8991604899977008,
'losing_trades': 6.0,
'max_drawdown': 0.12359065375207384,
'max_hold_bars': 198.0,
'period_adx': 35.0,
'period_atr': 29.0,
'period_bb': 40.0,
'period_chop': 14.0,
'period_lookback': 131.0,
'period_mfi': 27.0,
'period_rsi': 11.0,
'profit_factor': 1.7613143189461509,
'sharpe_ratio': 16.975381916955957,
'sl_mult': 5.537638311132682,
'sl_mult_short': 4.104434207535993,
'tb_horizon': 167.0,
'total_pnl': 0.2854814456173753,
'total_trades': 30.0,
'tp_mult': 3.804822883036446,
'tp_mult_short': 5.549898193437133,
'tsl_activate_mult': 3.920527249035049,
'tsl_trail_mult': 1.9871245753609705,
'ub': 1.1259283593990685,
'w_bbw': 0.7825186193000856,
'w_chop': 0.6901660474737044,
'w_energy': 1.313052314648896,
'w_flow': 0.4784642701364085,
'w_stress': 1.4050204311848982,
'win_rate': 0.8,
'winning_trades': 24.0}
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]}
|
||||||||||||
| 2732 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2026-07-01 | 1.748 | 0.56% | 225 | 16.065 | 0.15 | 0.976 | 0.000 | 2026-10-05 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261005_1791140705
Data Hash: 4d2500492b3b40ec
Feature Score:
展開('[{"feature": "vol_ratio", "importance": 0.2894204550197711}, {"feature": '
'"pct_change", "importance": 0.16855250221951978}, {"feature": '
'"body_size_pct", "importance": 0.16381291388322106}, {"feature": '
'"price_position", "importance": 0.14621282999000784}, {"feature": '
'"hl_range", "importance": 0.12955070881652214}, {"feature": "atr_norm", '
'"importance": 0.08137429215217114}, {"feature": "consecutive_shrink", '
'"importance": 0.02107629791878696}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "vol_ratio", "importance": '
'0.2894204550197711}, {"feature": "pct_change", '
'"importance": 0.16855250221951978}, {"feature": '
'"body_size_pct", "importance": 0.16381291388322106}, '
'{"feature": "price_position", "importance": '
'0.14621282999000784}, {"feature": "hl_range", '
'"importance": 0.12955070881652214}, {"feature": '
'"atr_norm", "importance": 0.08137429215217114}, '
'{"feature": "consecutive_shrink", "importance": '
'0.02107629791878696}]',
'_model_metadata': {'feature_names': ['pct_change',
'hl_range',
'atr_norm',
'vol_ratio',
'price_position',
'consecutive_shrink',
'body_size_pct'],
'git_commit': 'bb4e4af8',
'metrics': {'accuracy': 0.9755787037037037,
'balanced_accuracy': 0.3737530655032128,
'long_recall': 0.0641025641025641,
'macro_f1': 0.38680551923374323,
'short_recall': 0.06493506493506493,
'train_accuracy': 0.9930127766370066},
'model_version': 'v1',
'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1',
'training_time_sec': 67.19486093521118},
'_run_source': 'llm',
'accuracy': 0.9755787037037037,
'atr_factor': 3.304841570724011,
'atr_period': 18,
'avg_loss': -0.015078458409493794,
'avg_win': 0.021083333916363765,
'balanced_accuracy': 0.3737530655032128,
'colsample_bytree': 0.7361074625809747,
'expectancy': 0.005011426215982629,
'k_momentum_pct_change_window': 37,
'learning_rate': 0.1486251738842322,
'long_recall': 0.0641025641025641,
'losing_trades': 100,
'macro_f1': 0.38680551923374323,
'max_depth': 5,
'max_drawdown': 0.14810714484250012,
'max_hold_bars': 98,
'min_child_weight': 32.240316096405444,
'model_file': 'zz_sylvain_BTCUSDT_2_20261005_1791140705',
'n_estimators': 128,
'optuna_seed': 761,
'profit_factor': 1.7478025060480606,
'reg_alpha': 0.5979712296915085,
'reg_lambda': 3.566223936114975,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 16.065265655085852,
'short_recall': 0.06493506493506493,
'sl_pct': 0.03877739181777349,
'subsample': 0.9436063712881633,
'test_accuracy': 0.0,
'total_pnl': 1.127570898596091,
'total_trades': 225,
'tp_pct': 0.057005165361810634,
'train_accuracy': 0.9930127766370066,
'trial_num': 5,
'win_rate': 0.5555555555555556,
'winning_trades': 125,
'zz_percent': 0.5632572347937088}
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}
|
||||||||||||
| 2734 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2026-07-01 | 1.748 | 0.56% | 225 | 16.065 | 0.15 | 0.976 | 0.000 | 2026-10-05 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261005_1791142390
Data Hash: 4d2500492b3b40ec
Feature Score:
展開('[{"feature": "vol_ratio", "importance": 0.2894204550197711}, {"feature": '
'"pct_change", "importance": 0.16855250221951978}, {"feature": '
'"body_size_pct", "importance": 0.16381291388322106}, {"feature": '
'"price_position", "importance": 0.14621282999000784}, {"feature": '
'"hl_range", "importance": 0.12955070881652214}, {"feature": "atr_norm", '
'"importance": 0.08137429215217114}, {"feature": "consecutive_shrink", '
'"importance": 0.02107629791878696}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "vol_ratio", "importance": '
'0.2894204550197711}, {"feature": "pct_change", '
'"importance": 0.16855250221951978}, {"feature": '
'"body_size_pct", "importance": 0.16381291388322106}, '
'{"feature": "price_position", "importance": '
'0.14621282999000784}, {"feature": "hl_range", '
'"importance": 0.12955070881652214}, {"feature": '
'"atr_norm", "importance": 0.08137429215217114}, '
'{"feature": "consecutive_shrink", "importance": '
'0.02107629791878696}]',
'_model_metadata': {'feature_names': ['pct_change',
'hl_range',
'atr_norm',
'vol_ratio',
'price_position',
'consecutive_shrink',
'body_size_pct'],
'git_commit': '462b0f8a',
'metrics': {'accuracy': 0.9755787037037037,
'balanced_accuracy': 0.3737530655032128,
'long_recall': 0.0641025641025641,
'macro_f1': 0.38680551923374323,
'short_recall': 0.06493506493506493,
'train_accuracy': 0.9930127766370066},
'model_version': 'v1',
'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1',
'training_time_sec': 71.03793358802795},
'_run_source': 'llm',
'accuracy': 0.9755787037037037,
'atr_factor': 3.304841570724011,
'atr_period': 18,
'avg_loss': -0.015078458409493794,
'avg_win': 0.021083333916363765,
'balanced_accuracy': 0.3737530655032128,
'colsample_bytree': 0.7361074625809747,
'expectancy': 0.005011426215982629,
'k_momentum_pct_change_window': 37,
'learning_rate': 0.1486251738842322,
'long_recall': 0.0641025641025641,
'losing_trades': 100,
'macro_f1': 0.38680551923374323,
'max_depth': 5,
'max_drawdown': 0.14810714484250012,
'max_hold_bars': 98,
'min_child_weight': 32.240316096405444,
'model_file': 'zz_sylvain_BTCUSDT_2_20261005_1791142390',
'n_estimators': 128,
'optuna_seed': 761,
'profit_factor': 1.7478025060480606,
'reg_alpha': 0.5979712296915085,
'reg_lambda': 3.566223936114975,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 16.065265655085852,
'short_recall': 0.06493506493506493,
'sl_pct': 0.03877739181777349,
'subsample': 0.9436063712881633,
'test_accuracy': 0.0,
'total_pnl': 1.127570898596091,
'total_trades': 225,
'tp_pct': 0.057005165361810634,
'train_accuracy': 0.9930127766370066,
'trial_num': 5,
'win_rate': 0.5555555555555556,
'winning_trades': 125,
'zz_percent': 0.5632572347937088}
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}
|
||||||||||||
| 1341 | BTCUSDT | 60 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 1.719 | 0.87% | 67 | 17.348 | 0.03 | 0.917 | 0.000 | 2026-07-09 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260709_1783557715
Data Hash: 86bf06aca27b3872
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.36852318662883615}, '
'{"feature": "O_div_amplitude_12", "importance": 0.1842348984849713}, '
'{"feature": "K_body_size_pct", "importance": 0.16574778236338586}, '
'{"feature": "K_high_pct_change_12", "importance": 0.09887488529882317}, '
'{"feature": "O_div_amplitude_48", "importance": 0.05539474222733261}, '
'{"feature": "O_pct_change_12", "importance": 0.045986309439548984}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.03584954885242293}, '
'{"feature": "O_div_binary_12", "importance": 0.035255709107542825}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00948368567331948}, '
'{"feature": "O_div_binary_48", "importance": 0.0006492519238167066}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.36852318662883615}, {"feature": "O_div_amplitude_12", '
'"importance": 0.1842348984849713}, {"feature": '
'"K_body_size_pct", "importance": 0.16574778236338586}, '
'{"feature": "K_high_pct_change_12", "importance": '
'0.09887488529882317}, {"feature": "O_div_amplitude_48", '
'"importance": 0.05539474222733261}, {"feature": '
'"O_pct_change_12", "importance": 0.045986309439548984}, '
'{"feature": "K_momentum_pct_change_48", "importance": '
'0.03584954885242293}, {"feature": "O_div_binary_12", '
'"importance": 0.035255709107542825}, {"feature": '
'"K_consecutive_shrink", "importance": '
'0.00948368567331948}, {"feature": "O_div_binary_48", '
'"importance": 0.0006492519238167066}]',
'_model_metadata': {'created_at': '2026-07-09T16:40:56.106073',
'feature_names': ['K_momentum_pct_change_48',
'K_high_pct_change_12',
'K_close_position_in_hl',
'K_body_size_pct',
'K_consecutive_shrink',
'O_pct_change_12',
'O_div_binary_12',
'O_div_binary_48',
'O_div_amplitude_12',
'O_div_amplitude_48'],
'git_commit': 'unknown',
'hyperparameters': {'learning_rate': 0.05,
'max_depth': 3,
'n_estimators': 200,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9233600346395324,
'train_accuracy': 0.917246713070379},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 1293,
'tags': {},
'training_data_hash': '86bf06aca27b3872-4cbbd8ca5215b8d1',
'training_time_sec': 0.4110579490661621},
'accuracy': 0.917246713070379,
'avg_loss': -0.00599899999999989,
'avg_win': 0.001600600000000037,
'expectancy': 0.0005797582089552704,
'losing_trades': 9,
'max_drawdown': 0.03119219999999914,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260709_1783557715',
'profit_factor': 1.719449537886015,
'sharpe_ratio': 17.348473259462452,
'total_pnl': 0.038843800000003134,
'total_trades': 67,
'trial_num': 0,
'win_rate': 0.8656716417910447,
'winning_trades': 58}
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}
|
||||||||||||
| 2635 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2024-06-29 | 1.716 | 0.60% | 103 | 14.588 | 0.09 | 0.979 | 0.000 | 2026-10-03 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261003_1790980031
Data Hash: 4d2500492b3b40ec
Feature Score:
展開('[{"feature": "vol_ratio", "importance": 0.29958452435780847}, {"feature": '
'"hl_range", "importance": 0.23426971769920793}, {"feature": "atr_norm", '
'"importance": 0.18456877507504243}, {"feature": "body_size_pct", '
'"importance": 0.13121034694466296}, {"feature": "pct_change", "importance": '
'0.09379952920070136}, {"feature": "price_position", "importance": '
'0.029728237706922178}, {"feature": "consecutive_shrink", "importance": '
'0.026838869015654868}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "vol_ratio", "importance": '
'0.29958452435780847}, {"feature": "hl_range", '
'"importance": 0.23426971769920793}, {"feature": '
'"atr_norm", "importance": 0.18456877507504243}, '
'{"feature": "body_size_pct", "importance": '
'0.13121034694466296}, {"feature": "pct_change", '
'"importance": 0.09379952920070136}, {"feature": '
'"price_position", "importance": 0.029728237706922178}, '
'{"feature": "consecutive_shrink", "importance": '
'0.026838869015654868}]',
'_model_metadata': {'feature_names': ['pct_change',
'hl_range',
'atr_norm',
'vol_ratio',
'price_position',
'consecutive_shrink',
'body_size_pct'],
'git_commit': '699da837',
'metrics': {'accuracy': 0.9788172992056487,
'balanced_accuracy': 0.3413752557539329,
'long_recall': 0.0,
'macro_f1': 0.34090498993684504,
'short_recall': 0.03571428571428571,
'train_accuracy': 0.9897994467496543},
'model_version': 'v1',
'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1',
'training_time_sec': 6.500014066696167},
'_run_source': 'llm',
'accuracy': 0.9788172992056487,
'atr_factor': 3.879523036426796,
'atr_period': 15,
'avg_loss': -0.012398485427640066,
'avg_win': 0.014067265327052004,
'balanced_accuracy': 0.3413752557539329,
'colsample_bytree': 0.8781212332148928,
'expectancy': 0.003532354832465839,
'k_momentum_pct_change_window': 399,
'learning_rate': 0.26907045766370613,
'long_recall': 0.0,
'losing_trades': 41,
'macro_f1': 0.34090498993684504,
'max_depth': 5,
'max_drawdown': 0.08728056674697357,
'max_hold_bars': 34,
'min_child_weight': 15.648175039466988,
'model_file': 'zz_sylvain_BTCUSDT_2_20261003_1790980031',
'n_estimators': 107,
'optuna_seed': 197,
'profit_factor': 1.7157297260953086,
'reg_alpha': 4.451369338663576,
'reg_lambda': 4.457994367506437,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 14.587962172041374,
'short_recall': 0.03571428571428571,
'sl_pct': 0.03822508139309763,
'subsample': 0.9039367352452334,
'test_accuracy': 0.0,
'total_pnl': 0.3638325477439816,
'total_trades': 103,
'tp_pct': 0.06316291959737724,
'train_accuracy': 0.9897994467496543,
'trial_num': 3,
'win_rate': 0.6019417475728155,
'winning_trades': 62,
'zz_percent': 0.8502316754989413}
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}
|
||||||||||||
| 2638 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2024-06-29 | 1.712 | 0.54% | 98 | 16.479 | 0.16 | 0.973 | 0.000 | 2026-10-03 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261003_1790983646
Data Hash: 4d2500492b3b40ec
Feature Score:
展開('[{"feature": "vol_ratio", "importance": 0.3256941680320426}, {"feature": '
'"hl_range", "importance": 0.16012948796764667}, {"feature": "pct_change", '
'"importance": 0.1590848367040654}, {"feature": "body_size_pct", '
'"importance": 0.12878364299564715}, {"feature": "price_position", '
'"importance": 0.10785991723407992}, {"feature": "atr_norm", "importance": '
'0.08893943066317407}, {"feature": "consecutive_shrink", "importance": '
'0.029508516403344284}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "vol_ratio", "importance": '
'0.3256941680320426}, {"feature": "hl_range", "importance": '
'0.16012948796764667}, {"feature": "pct_change", '
'"importance": 0.1590848367040654}, {"feature": '
'"body_size_pct", "importance": 0.12878364299564715}, '
'{"feature": "price_position", "importance": '
'0.10785991723407992}, {"feature": "atr_norm", '
'"importance": 0.08893943066317407}, {"feature": '
'"consecutive_shrink", "importance": 0.029508516403344284}]',
'_model_metadata': {'feature_names': ['pct_change',
'hl_range',
'atr_norm',
'vol_ratio',
'price_position',
'consecutive_shrink',
'body_size_pct'],
'git_commit': '29e8b0d7',
'metrics': {'accuracy': 0.9728155339805825,
'balanced_accuracy': 0.3367165106179326,
'long_recall': 0.0,
'macro_f1': 0.3373157665648492,
'short_recall': 0.02127659574468085,
'train_accuracy': 0.9939488243430152},
'model_version': 'v1',
'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1',
'training_time_sec': 9.749477863311768},
'_run_source': 'llm',
'accuracy': 0.9728155339805825,
'atr_factor': 4.203049300555984,
'atr_period': 14,
'avg_loss': -0.01470687686100727,
'avg_win': 0.02137327054597767,
'balanced_accuracy': 0.3367165106179326,
'colsample_bytree': 0.5795009275600835,
'expectancy': 0.00480585592032132,
'k_momentum_pct_change_window': 130,
'learning_rate': 0.17821514036528707,
'long_recall': 0.0,
'losing_trades': 45,
'macro_f1': 0.3373157665648492,
'max_depth': 2,
'max_drawdown': 0.1551993710034409,
'max_hold_bars': 134,
'min_child_weight': 28.604661048386255,
'model_file': 'zz_sylvain_BTCUSDT_2_20261003_1790983646',
'n_estimators': 80,
'optuna_seed': 804,
'profit_factor': 1.7116457372555114,
'reg_alpha': 2.290998404211079,
'reg_lambda': 1.3941724095277108,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 16.47932580242613,
'short_recall': 0.02127659574468085,
'sl_pct': 0.021166839204554564,
'subsample': 0.8773549781701322,
'test_accuracy': 0.0,
'total_pnl': 0.4709738801914892,
'total_trades': 98,
'tp_pct': 0.04830049062859985,
'train_accuracy': 0.9939488243430152,
'trial_num': 0,
'win_rate': 0.5408163265306123,
'winning_trades': 53,
'zz_percent': 0.3467060026456866}
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}
|
||||||||||||
| 228 | BTCUSDT | 5 | volume_price_pivot_v85_trail | 2024-01-01 ~ 2026-07-01 | 1.708 | 0.48% | 752 | 13.500 | 0.02 | 0.000 | 0.000 | 2026-06-19 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v85_trail_BTCUSDT_20260619_1781816382
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON{'avg_loss': -0.0008979211359420339,
'avg_win': 0.0016613791281412185,
'expectancy': 0.00033067912381069776,
'learning_rate': 0.07711259191027385,
'losing_trades': 391,
'max_depth': 5,
'max_drawdown': 0.01992559319121648,
'model_file': 'volume_price_pivot_v85_trail_BTCUSDT_20260619_1781816382',
'n_estimators': 185,
'period_lookback': 13,
'profit_factor': 1.7082876461898766,
'sharpe_ratio': 13.49971269649684,
'top_pct': 10,
'total_pnl': 0.2486707011056446,
'total_trades': 752,
'trail_stop_1': -0.10517638844775219,
'trail_stop_2': 0.19728443361953246,
'trail_stop_3': 0.3425050679404676,
'trail_stop_4': 0.4390739763993106,
'trail_stop_5': 1.840381058728441,
'trail_thr_1': 0.2935346488340281,
'trail_thr_2': 0.7106857343706949,
'trail_thr_3': 1.291614760329138,
'trail_thr_4': 1.5680511365477046,
'trail_thr_5': 3.7279582328529512,
'vp_subset_size': 0,
'win_rate': 0.4800531914893617,
'winning_trades': 361}
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}
|
||||||||||||
| 2653 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2024-06-29 | 1.697 | 0.54% | 56 | 17.798 | 0.12 | 0.988 | 0.000 | 2026-10-03 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261003_1791003380
Data Hash: 4d2500492b3b40ec
Feature Score:
展開('[{"feature": "vol_ratio", "importance": 0.41309567936415004}, {"feature": '
'"body_size_pct", "importance": 0.24868558000752763}, {"feature": "atr_norm", '
'"importance": 0.07099711560178852}, {"feature": "pct_change", "importance": '
'0.0674238980786484}, {"feature": "hl_range", "importance": '
'0.06574393110048202}, {"feature": "k_iter1_ta_5ba8", "importance": '
'0.06186615676074811}, {"feature": "price_position", "importance": '
'0.03929068612956502}, {"feature": "consecutive_shrink", "importance": '
'0.0328969529570903}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "vol_ratio", "importance": '
'0.41309567936415004}, {"feature": "body_size_pct", '
'"importance": 0.24868558000752763}, {"feature": '
'"atr_norm", "importance": 0.07099711560178852}, '
'{"feature": "pct_change", "importance": '
'0.0674238980786484}, {"feature": "hl_range", "importance": '
'0.06574393110048202}, {"feature": "k_iter1_ta_5ba8", '
'"importance": 0.06186615676074811}, {"feature": '
'"price_position", "importance": 0.03929068612956502}, '
'{"feature": "consecutive_shrink", "importance": '
'0.0328969529570903}]',
'_model_metadata': {'feature_names': ['pct_change',
'hl_range',
'atr_norm',
'vol_ratio',
'price_position',
'consecutive_shrink',
'body_size_pct',
'k_iter1_ta_5ba8'],
'git_commit': '2d0df290',
'metrics': {'accuracy': 0.9879964695498676,
'balanced_accuracy': 0.3470023127557374,
'long_recall': 0.0,
'macro_f1': 0.3521536412078152,
'short_recall': 0.045454545454545456,
'train_accuracy': 0.9997406639004149},
'model_version': 'v1',
'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1',
'training_time_sec': 14.046269416809082},
'_run_source': 'llm',
'accuracy': 0.9879964695498676,
'atr_factor': 3.405323609428472,
'atr_period': 18,
'avg_loss': -0.01844948330081177,
'avg_win': 0.027137833841767454,
'balanced_accuracy': 0.3470023127557374,
'colsample_bytree': 0.8950264527119799,
'expectancy': 0.00597229373985567,
'k_iter1_ta_5ba8_length': 17,
'k_momentum_pct_change_window': 93,
'learning_rate': 0.15216926776924233,
'long_recall': 0.0,
'losing_trades': 26,
'macro_f1': 0.3521536412078152,
'max_depth': 3,
'max_drawdown': 0.1153674783888534,
'max_hold_bars': 144,
'min_child_weight': 28.859416486195972,
'model_file': 'zz_sylvain_BTCUSDT_2_20261003_1791003380',
'n_estimators': 66,
'optuna_seed': 562,
'profit_factor': 1.697222881069066,
'reg_alpha': 4.268614025650723,
'reg_lambda': 1.7341767668130155,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 17.797995274981318,
'short_recall': 0.045454545454545456,
'sl_pct': 0.031040598526109197,
'subsample': 0.9743855618236057,
'test_accuracy': 0.0,
'total_pnl': 0.33444844943191776,
'total_trades': 56,
'tp_pct': 0.03863249942759938,
'train_accuracy': 0.9997406639004149,
'trial_num': 8,
'win_rate': 0.5357142857142857,
'winning_trades': 30,
'zz_percent': 1.435200952764082}
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_ta_5ba8_length': [4, 36]}
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}
|
||||||||||||
| 2605 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2024-06-29 | 1.691 | 0.49% | 99 | 14.900 | 0.12 | 0.978 | 0.000 | 2026-10-01 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261001_1790829391
Data Hash: 4d2500492b3b40ec
Feature Score:
展開('[{"feature": "zz_dist_high", "importance": 0.2086684389229292}, {"feature": '
'"zz_dist_low", "importance": 0.17387614144443653}, {"feature": "vol_ratio", '
'"importance": 0.1571003605965517}, {"feature": "price_position", '
'"importance": 0.11295593401310906}, {"feature": "hl_range", "importance": '
'0.09128122862963504}, {"feature": "body_size_pct", "importance": '
'0.09091246441278951}, {"feature": "atr_norm", "importance": '
'0.08384780987426639}, {"feature": "pct_change", "importance": '
'0.06507922372565139}, {"feature": "consecutive_shrink", "importance": '
'0.016278398380631182}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "zz_dist_high", "importance": '
'0.2086684389229292}, {"feature": "zz_dist_low", '
'"importance": 0.17387614144443653}, {"feature": '
'"vol_ratio", "importance": 0.1571003605965517}, '
'{"feature": "price_position", "importance": '
'0.11295593401310906}, {"feature": "hl_range", '
'"importance": 0.09128122862963504}, {"feature": '
'"body_size_pct", "importance": 0.09091246441278951}, '
'{"feature": "atr_norm", "importance": '
'0.08384780987426639}, {"feature": "pct_change", '
'"importance": 0.06507922372565139}, {"feature": '
'"consecutive_shrink", "importance": 0.016278398380631182}]',
'_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': 0.9775816416593116,
'balanced_accuracy': 0.47150203741276453,
'long_recall': 0.2037037037037037,
'macro_f1': 0.5048854438760001,
'short_recall': 0.21818181818181817,
'train_accuracy': 1.0},
'model_version': 'v1',
'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1',
'training_time_sec': 7.172959089279175},
'_run_source': 'llm',
'accuracy': 0.9775816416593116,
'atr_factor': 2.700886093280087,
'atr_period': 13,
'avg_loss': -0.015221416336986425,
'avg_win': 0.026271658594356047,
'balanced_accuracy': 0.47150203741276453,
'colsample_bytree': 0.906430484361376,
'expectancy': 0.0053155601441830826,
'k_momentum_pct_change_window': 272,
'learning_rate': 0.160126761446174,
'long_recall': 0.2037037037037037,
'losing_trades': 50,
'macro_f1': 0.5048854438760001,
'max_depth': 5,
'max_drawdown': 0.12052013075572528,
'max_hold_bars': 183,
'min_child_weight': 26.666635196069564,
'model_file': 'zz_sylvain_BTCUSDT_2_20261001_1790829391',
'n_estimators': 70,
'optuna_seed': 341,
'profit_factor': 1.6914474220055549,
'reg_alpha': 2.957528167269761,
'reg_lambda': 2.879358871567926,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 14.899507839636632,
'short_recall': 0.21818181818181817,
'sl_pct': 0.027712155867053067,
'subsample': 0.8446692992367459,
'test_accuracy': 0.0,
'total_pnl': 0.5262404542741252,
'total_trades': 99,
'tp_pct': 0.09376114533359384,
'train_accuracy': 1.0,
'trial_num': 7,
'win_rate': 0.494949494949495,
'winning_trades': 49,
'zz_percent': 0.6740609425904672}
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}
|
||||||||||||
| 2651 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2024-06-29 | 1.663 | 0.50% | 230 | 18.472 | 0.08 | 0.971 | 0.000 | 2026-10-03 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261003_1791003342
Data Hash: 4d2500492b3b40ec
Feature Score:
展開('[{"feature": "body_size_pct", "importance": 0.4257202002247112}, {"feature": '
'"hl_range", "importance": 0.20486986615930403}, {"feature": "vol_ratio", '
'"importance": 0.18026089743429086}, {"feature": "atr_norm", "importance": '
'0.07477185812523734}, {"feature": "price_position", "importance": '
'0.057964512671031664}, {"feature": "pct_change", "importance": '
'0.047035061625699114}, {"feature": "consecutive_shrink", "importance": '
'0.009377603759725905}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "body_size_pct", "importance": '
'0.4257202002247112}, {"feature": "hl_range", "importance": '
'0.20486986615930403}, {"feature": "vol_ratio", '
'"importance": 0.18026089743429086}, {"feature": '
'"atr_norm", "importance": 0.07477185812523734}, '
'{"feature": "price_position", "importance": '
'0.057964512671031664}, {"feature": "pct_change", '
'"importance": 0.047035061625699114}, {"feature": '
'"consecutive_shrink", "importance": 0.009377603759725905}]',
'_model_metadata': {'feature_names': ['pct_change',
'hl_range',
'atr_norm',
'vol_ratio',
'price_position',
'consecutive_shrink',
'body_size_pct'],
'git_commit': '2d0df290',
'metrics': {'accuracy': 0.9710503089143866,
'balanced_accuracy': 0.35689022371621015,
'long_recall': 0.02127659574468085,
'macro_f1': 0.35921501145114737,
'short_recall': 0.0625,
'train_accuracy': 0.9936894882434302},
'model_version': 'v1',
'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1',
'training_time_sec': 6.147847890853882},
'_run_source': 'llm',
'accuracy': 0.9710503089143866,
'atr_factor': 2.9503847367293474,
'atr_period': 10,
'avg_loss': -0.008168213195530367,
'avg_win': 0.013587176578066646,
'balanced_accuracy': 0.35689022371621015,
'colsample_bytree': 0.7726043372264514,
'expectancy': 0.0027094816912681396,
'k_momentum_pct_change_window': 298,
'learning_rate': 0.2938372931208778,
'long_recall': 0.02127659574468085,
'losing_trades': 115,
'macro_f1': 0.35921501145114737,
'max_depth': 3,
'max_drawdown': 0.08114229838612219,
'max_hold_bars': 118,
'min_child_weight': 11.498095861816166,
'model_file': 'zz_sylvain_BTCUSDT_2_20261003_1791003342',
'n_estimators': 116,
'optuna_seed': 207,
'profit_factor': 1.6634209040358454,
'reg_alpha': 3.3458268174646237,
'reg_lambda': 3.8803920828624183,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 18.471715712954722,
'short_recall': 0.0625,
'sl_pct': 0.009073997404185546,
'subsample': 0.6157764183489265,
'test_accuracy': 0.0,
'total_pnl': 0.6231807889916723,
'total_trades': 230,
'tp_pct': 0.015575513987528475,
'train_accuracy': 0.9936894882434302,
'trial_num': 8,
'win_rate': 0.5,
'winning_trades': 115,
'zz_percent': 0.6608240513490801}
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}
|
||||||||||||
| 2625 | BTCUSDT | 15 | zz_sylvain | 2022-10-01 ~ 2025-06-01 | 1.654 | 0.64% | 116 | 15.298 | 0.10 | 0.000 | 0.000 | 2026-10-02 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261002_1790878077
Data Hash: -
Feature Score:
展開('[{"feature": "vol_ratio", "importance": 0.20051023870254614}, {"feature": '
'"body_size_pct", "importance": 0.16663738985960247}, {"feature": '
'"pct_change", "importance": 0.1613945128312145}, {"feature": '
'"price_position", "importance": 0.1551624176470045}, {"feature": "hl_range", '
'"importance": 0.1479504460925619}, {"feature": "atr_norm", "importance": '
'0.1331268347610542}, {"feature": "consecutive_shrink", "importance": '
'0.035218160106016264}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "vol_ratio", "importance": '
'0.20051023870254614}, {"feature": "body_size_pct", '
'"importance": 0.16663738985960247}, {"feature": '
'"pct_change", "importance": 0.1613945128312145}, '
'{"feature": "price_position", "importance": '
'0.1551624176470045}, {"feature": "hl_range", "importance": '
'0.1479504460925619}, {"feature": "atr_norm", "importance": '
'0.1331268347610542}, {"feature": "consecutive_shrink", '
'"importance": 0.035218160106016264}]',
'_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': 2.0025388045203676,
'atr_period': 13,
'avg_loss': -0.01026883637583329,
'avg_win': 0.009641729239609223,
'balanced_accuracy': 0.0,
'colsample_bytree': 0.7966374711335542,
'expectancy': 0.002432731344362797,
'k_momentum_pct_change_window': 319,
'learning_rate': 0.04366794264519403,
'long_recall': 0.0,
'losing_trades': 42,
'macro_f1': 0.0,
'max_depth': 12,
'max_drawdown': 0.10045345464449339,
'max_hold_bars': 24,
'min_child_weight': 11.641467417839598,
'model_file': 'zz_sylvain_BTCUSDT_2_20261002_1790878077',
'n_estimators': 99,
'optuna_seed': 864,
'profit_factor': 1.6543070741922647,
'reg_alpha': 0.616679464539025,
'reg_lambda': 0.5088796044287375,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 15.298191256609412,
'short_recall': 0.0,
'sl_pct': 0.044690512413868254,
'subsample': 0.5378040399119572,
'test_accuracy': 0.0,
'total_pnl': 0.28219683594608425,
'total_trades': 116,
'tp_pct': 0.012729797500349145,
'train_accuracy': 0.0,
'trial_num': 15,
'win_rate': 0.6379310344827587,
'winning_trades': 74,
'zz_percent': 0.5002265542741545}
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}
|
||||||||||||
| 2694 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2026-07-01 | 1.649 | 0.51% | 61 | 14.084 | 0.08 | 0.972 | 0.000 | 2026-10-04 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261004_1791094289
Data Hash: 4d2500492b3b40ec
Feature Score:
展開('[{"feature": "vol_ratio", "importance": 0.23553634398866322}, {"feature": '
'"body_size_pct", "importance": 0.15706491306794843}, {"feature": '
'"pct_change", "importance": 0.1549195640549138}, {"feature": "hl_range", '
'"importance": 0.13896166910419927}, {"feature": "k_vol_price_pos", '
'"importance": 0.10427112573640214}, {"feature": "price_position", '
'"importance": 0.09670621576689709}, {"feature": "atr_norm", "importance": '
'0.08633428329936281}, {"feature": "consecutive_shrink", "importance": '
'0.026205884981613217}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "vol_ratio", "importance": '
'0.23553634398866322}, {"feature": "body_size_pct", '
'"importance": 0.15706491306794843}, {"feature": '
'"pct_change", "importance": 0.1549195640549138}, '
'{"feature": "hl_range", "importance": '
'0.13896166910419927}, {"feature": "k_vol_price_pos", '
'"importance": 0.10427112573640214}, {"feature": '
'"price_position", "importance": 0.09670621576689709}, '
'{"feature": "atr_norm", "importance": '
'0.08633428329936281}, {"feature": "consecutive_shrink", '
'"importance": 0.026205884981613217}]',
'_model_metadata': {'feature_names': ['pct_change',
'hl_range',
'atr_norm',
'vol_ratio',
'price_position',
'consecutive_shrink',
'body_size_pct',
'k_vol_price_pos'],
'git_commit': '39858dc6',
'metrics': {'accuracy': 0.9722222222222222,
'balanced_accuracy': 0.35523183102278016,
'long_recall': 0.01652892561983471,
'macro_f1': 0.37014052481505905,
'short_recall': 0.05,
'train_accuracy': 0.9776979237964865},
'model_version': 'v1',
'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1',
'training_time_sec': 65.51346468925476},
'_run_source': 'llm',
'accuracy': 0.9722222222222222,
'atr_factor': 2.1950229420368927,
'atr_period': 13,
'avg_loss': -0.010698018336847154,
'avg_win': 0.017068988011808943,
'balanced_accuracy': 0.35523183102278016,
'colsample_bytree': 0.5005479223835314,
'expectancy': 0.0034130832501747966,
'k_momentum_pct_change_window': 109,
'k_vol_price_pos_length': 38,
'learning_rate': 0.036009575464823244,
'long_recall': 0.01652892561983471,
'losing_trades': 30,
'macro_f1': 0.37014052481505905,
'max_depth': 5,
'max_drawdown': 0.0825246333508641,
'max_hold_bars': 16,
'min_child_weight': 18.68379142054363,
'model_file': 'zz_sylvain_BTCUSDT_2_20261004_1791094289',
'n_estimators': 116,
'optuna_seed': 598,
'profit_factor': 1.6487122870334674,
'reg_alpha': 1.3743041342298556,
'reg_lambda': 4.6343323030666514,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 14.083947959560557,
'short_recall': 0.05,
'sl_pct': 0.038492522047623455,
'subsample': 0.6062929285518914,
'test_accuracy': 0.0,
'total_pnl': 0.20819807826066256,
'total_trades': 61,
'tp_pct': 0.04513044131715532,
'train_accuracy': 0.9776979237964865,
'trial_num': 18,
'win_rate': 0.5081967213114754,
'winning_trades': 31,
'zz_percent': 0.7004880002985645}
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_vol_price_pos_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}
|
||||||||||||
| 139 | BTCUSDT | 60 | knn_resonance_5dc | 2025-01-01 ~ 2025-12-31 | 1.646 | 0.59% | 41 | 16.075 | 0.10 | 0.000 | 0.000 | 2026-05-04 |
|
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON{'avg_loss': -0.02257728874759309,
'avg_win': 0.02632350517650861,
'expectancy': 0.00604756623236888,
'knn_window': 165.0,
'lb': 0.9243751633973534,
'losing_trades': 17.0,
'max_drawdown': 0.10130435596547874,
'max_hold_bars': 234.0,
'period_adx': 18.0,
'period_atr': 38.0,
'period_bb': 38.0,
'period_chop': 15.0,
'period_lookback': 136.0,
'period_mfi': 16.0,
'period_rsi': 10.0,
'profit_factor': 1.6460167542158086,
'sharpe_ratio': 16.07494502679623,
'sl_mult': 3.5532206360696814,
'sl_mult_short': 3.5675493880104816,
'tb_horizon': 109.0,
'total_pnl': 0.24795021552712423,
'total_trades': 41.0,
'tp_mult': 3.774892845745969,
'tp_mult_short': 4.034765910314928,
'tsl_activate_mult': 2.706133893431577,
'tsl_trail_mult': 1.4328660057137241,
'ub': 1.1178812098307847,
'w_bbw': 1.36275056047467,
'w_chop': 0.8024292381546102,
'w_energy': 1.1483737164428791,
'w_flow': 1.7222505684231566,
'w_stress': 1.2421630884741792,
'win_rate': 0.5853658536585366,
'winning_trades': 24.0}
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]}
|
||||||||||||
| 2621 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2024-06-29 | 1.642 | 0.67% | 48 | 15.193 | 0.10 | 0.990 | 0.000 | 2026-10-01 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261001_1790833066
Data Hash: fa5546d0fdb2029b
Feature Score:
展開('[{"feature": "vol_ratio", "importance": 0.611798927866098}, {"feature": '
'"body_size_pct", "importance": 0.09555689046120948}, {"feature": '
'"zz_dist_high", "importance": 0.09528059562138212}, {"feature": '
'"zz_dist_low", "importance": 0.0496208750423749}, {"feature": "pct_change", '
'"importance": 0.0493398588999034}, {"feature": "price_position", '
'"importance": 0.04830585943469028}, {"feature": "hl_range", "importance": '
'0.04303782488681826}, {"feature": "atr_norm", "importance": '
'0.006906339060456838}, {"feature": "consecutive_shrink", "importance": '
'0.00015282872706676263}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "vol_ratio", "importance": '
'0.611798927866098}, {"feature": "body_size_pct", '
'"importance": 0.09555689046120948}, {"feature": '
'"zz_dist_high", "importance": 0.09528059562138212}, '
'{"feature": "zz_dist_low", "importance": '
'0.0496208750423749}, {"feature": "pct_change", '
'"importance": 0.0493398588999034}, {"feature": '
'"price_position", "importance": 0.04830585943469028}, '
'{"feature": "hl_range", "importance": '
'0.04303782488681826}, {"feature": "atr_norm", '
'"importance": 0.006906339060456838}, {"feature": '
'"consecutive_shrink", "importance": '
'0.00015282872706676263}]',
'_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': 0.989585172109444,
'balanced_accuracy': 0.3614881772356968,
'long_recall': 0.08695652173913043,
'macro_f1': 0.37920687046452556,
'short_recall': 0.0,
'train_accuracy': 0.9929171038824763},
'model_version': 'v1',
'training_data_hash': 'fa5546d0fdb2029b-9d34149fbd1fe777',
'training_time_sec': 3.8478128910064697},
'_run_source': 'llm',
'accuracy': 0.989585172109444,
'atr_factor': 2.782544437291229,
'atr_period': 5,
'avg_loss': -0.01644031168207215,
'avg_win': 0.013497283052282944,
'balanced_accuracy': 0.3614881772356968,
'colsample_bytree': 0.6259037158356505,
'expectancy': 0.0035180848074979117,
'k_momentum_pct_change_window': 404,
'learning_rate': 0.1175747231113045,
'long_recall': 0.08695652173913043,
'losing_trades': 16,
'macro_f1': 0.37920687046452556,
'max_depth': 4,
'max_drawdown': 0.09552520531477568,
'max_hold_bars': 35,
'min_child_weight': 41.64649924829486,
'model_file': 'zz_sylvain_BTCUSDT_2_20261001_1790833066',
'n_estimators': 79,
'optuna_seed': 399,
'profit_factor': 1.6419741077052057,
'reg_alpha': 3.7518030614876094,
'reg_lambda': 3.932907347850951,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 15.19283493128951,
'short_recall': 0.0,
'sl_pct': 0.048663759675143525,
'subsample': 0.7677453013688342,
'test_accuracy': 0.0,
'total_pnl': 0.1688680707598998,
'total_trades': 48,
'tp_pct': 0.02084646622031909,
'train_accuracy': 0.9929171038824763,
'trial_num': 8,
'win_rate': 0.6666666666666666,
'winning_trades': 32,
'zz_percent': 1.3200850455118287}
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}
|
||||||||||||
| 2627 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2024-06-29 | 1.619 | 0.46% | 79 | 14.102 | 0.11 | 0.977 | 0.000 | 2026-10-03 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261003_1790974626
Data Hash: 4d2500492b3b40ec
Feature Score:
展開('[{"feature": "vol_ratio", "importance": 0.28978601989947494}, {"feature": '
'"hl_range", "importance": 0.16554929101379234}, {"feature": "pct_change", '
'"importance": 0.14252113511184192}, {"feature": "body_size_pct", '
'"importance": 0.14244199496695897}, {"feature": "atr_norm", "importance": '
'0.12528133288812204}, {"feature": "price_position", "importance": '
'0.12188753315603378}, {"feature": "consecutive_shrink", "importance": '
'0.012532692963776095}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "vol_ratio", "importance": '
'0.28978601989947494}, {"feature": "hl_range", '
'"importance": 0.16554929101379234}, {"feature": '
'"pct_change", "importance": 0.14252113511184192}, '
'{"feature": "body_size_pct", "importance": '
'0.14244199496695897}, {"feature": "atr_norm", '
'"importance": 0.12528133288812204}, {"feature": '
'"price_position", "importance": 0.12188753315603378}, '
'{"feature": "consecutive_shrink", "importance": '
'0.012532692963776095}]',
'_model_metadata': {'feature_names': ['pct_change',
'hl_range',
'atr_norm',
'vol_ratio',
'price_position',
'consecutive_shrink',
'body_size_pct'],
'git_commit': '1b8dc90a',
'metrics': {'accuracy': 0.9770520741394528,
'balanced_accuracy': 0.3691061654302465,
'long_recall': 0.0,
'macro_f1': 0.3733204772431526,
'short_recall': 0.11627906976744186,
'train_accuracy': 0.9945539419087137},
'model_version': 'v1',
'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1',
'training_time_sec': 4.979706764221191},
'_run_source': 'llm',
'accuracy': 0.9770520741394528,
'atr_factor': 1.7594724137376843,
'atr_period': 10,
'avg_loss': -0.01395537254511456,
'avg_win': 0.02698927758297549,
'balanced_accuracy': 0.3691061654302465,
'colsample_bytree': 0.8677258517423982,
'expectancy': 0.00470294903224293,
'k_momentum_pct_change_window': 171,
'learning_rate': 0.2829602224535084,
'long_recall': 0.0,
'losing_trades': 43,
'macro_f1': 0.3733204772431526,
'max_depth': 3,
'max_drawdown': 0.11143507642624233,
'max_hold_bars': 115,
'min_child_weight': 40.608520300925996,
'model_file': 'zz_sylvain_BTCUSDT_2_20261003_1790974626',
'n_estimators': 101,
'optuna_seed': 899,
'profit_factor': 1.6191380188861073,
'reg_alpha': 0.20483746554142535,
'reg_lambda': 1.4548152837826067,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 14.101550011348847,
'short_recall': 0.11627906976744186,
'sl_pct': 0.042440492308833073,
'subsample': 0.8468951420208968,
'test_accuracy': 0.0,
'total_pnl': 0.37153297354719156,
'total_trades': 79,
'tp_pct': 0.0556209707369136,
'train_accuracy': 0.9945539419087137,
'trial_num': 9,
'win_rate': 0.45569620253164556,
'winning_trades': 36,
'zz_percent': 1.2199544969120177}
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}
|
||||||||||||
| 2612 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2024-06-29 | 1.616 | 0.46% | 113 | 13.504 | 0.14 | 0.981 | 0.000 | 2026-10-01 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261001_1790831418
Data Hash: 4d2500492b3b40ec
Feature Score:
展開('[{"feature": "zz_dist_low", "importance": 0.2659268621552607}, {"feature": '
'"zz_dist_high", "importance": 0.20581360190445006}, {"feature": "vol_ratio", '
'"importance": 0.15184426176220983}, {"feature": "hl_range", "importance": '
'0.13589811864574372}, {"feature": "body_size_pct", "importance": '
'0.10008261087244684}, {"feature": "price_position", "importance": '
'0.07961208338762908}, {"feature": "atr_norm", "importance": '
'0.030730069427991853}, {"feature": "pct_change", "importance": '
'0.02328518949953015}, {"feature": "consecutive_shrink", "importance": '
'0.006807202344737725}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "zz_dist_low", "importance": '
'0.2659268621552607}, {"feature": "zz_dist_high", '
'"importance": 0.20581360190445006}, {"feature": '
'"vol_ratio", "importance": 0.15184426176220983}, '
'{"feature": "hl_range", "importance": '
'0.13589811864574372}, {"feature": "body_size_pct", '
'"importance": 0.10008261087244684}, {"feature": '
'"price_position", "importance": 0.07961208338762908}, '
'{"feature": "atr_norm", "importance": '
'0.030730069427991853}, {"feature": "pct_change", '
'"importance": 0.02328518949953015}, {"feature": '
'"consecutive_shrink", "importance": 0.006807202344737725}]',
'_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': 0.9811120917917034,
'balanced_accuracy': 0.48429498489269934,
'long_recall': 0.21311475409836064,
'macro_f1': 0.5588975687585562,
'short_recall': 0.24193548387096775,
'train_accuracy': 0.9835753803596127},
'model_version': 'v1',
'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1',
'training_time_sec': 2.381373882293701},
'_run_source': 'llm',
'accuracy': 0.9811120917917034,
'atr_factor': 1.8586220107481453,
'atr_period': 19,
'avg_loss': -0.011941113271823942,
'avg_win': 0.022639273984363738,
'balanced_accuracy': 0.48429498489269934,
'colsample_bytree': 0.912989596534125,
'expectancy': 0.003971985288545611,
'k_momentum_pct_change_window': 483,
'learning_rate': 0.11486858260268683,
'long_recall': 0.21311475409836064,
'losing_trades': 61,
'macro_f1': 0.5588975687585562,
'max_depth': 3,
'max_drawdown': 0.13510883395267373,
'max_hold_bars': 54,
'min_child_weight': 43.57245596884527,
'model_file': 'zz_sylvain_BTCUSDT_2_20261001_1790831418',
'n_estimators': 56,
'optuna_seed': 41,
'profit_factor': 1.6161854253665027,
'reg_alpha': 4.90601778914158,
'reg_lambda': 1.001487870079179,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 13.503935851188965,
'short_recall': 0.24193548387096775,
'sl_pct': 0.021340204910920778,
'subsample': 0.6720422971020655,
'test_accuracy': 0.0,
'total_pnl': 0.44883433760565405,
'total_trades': 113,
'tp_pct': 0.09088580270433695,
'train_accuracy': 0.9835753803596127,
'trial_num': 7,
'win_rate': 0.46017699115044247,
'winning_trades': 52,
'zz_percent': 0.8855689101892704}
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}
|
||||||||||||
| 2648 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2026-10-03 | 1.614 | 0.51% | 87 | 14.927 | 0.24 | 0.982 | 0.000 | 2026-10-03 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261003_1790997898
Data Hash: 4d2500492b3b40ec
Feature Score:
展開('[{"feature": "vol_ratio", "importance": 0.20797303952574267}, {"feature": '
'"pct_change", "importance": 0.18343766842812737}, {"feature": '
'"k_iter1_k_mom_volreg_rsi_atr", "importance": 0.1756762917911426}, '
'{"feature": "body_size_pct", "importance": 0.1371725302958904}, {"feature": '
'"price_position", "importance": 0.09460934726789308}, {"feature": '
'"hl_range", "importance": 0.09209362064392251}, {"feature": "atr_norm", '
'"importance": 0.08137935604102521}, {"feature": "consecutive_shrink", '
'"importance": 0.027658146006256205}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "vol_ratio", "importance": '
'0.20797303952574267}, {"feature": "pct_change", '
'"importance": 0.18343766842812737}, {"feature": '
'"k_iter1_k_mom_volreg_rsi_atr", "importance": '
'0.1756762917911426}, {"feature": "body_size_pct", '
'"importance": 0.1371725302958904}, {"feature": '
'"price_position", "importance": 0.09460934726789308}, '
'{"feature": "hl_range", "importance": '
'0.09209362064392251}, {"feature": "atr_norm", '
'"importance": 0.08137935604102521}, {"feature": '
'"consecutive_shrink", "importance": 0.027658146006256205}]',
'_model_metadata': {'feature_names': ['pct_change',
'hl_range',
'atr_norm',
'vol_ratio',
'price_position',
'consecutive_shrink',
'body_size_pct',
'k_iter1_k_mom_volreg_rsi_atr'],
'git_commit': '2d0df290',
'metrics': {'accuracy': 0.981712962962963,
'balanced_accuracy': 0.36093562591377576,
'long_recall': 0.014084507042253521,
'macro_f1': 0.37626408055696303,
'short_recall': 0.07142857142857142,
'train_accuracy': 0.9892624914442163},
'model_version': 'v1',
'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1',
'training_time_sec': 125.32984280586243},
'_run_source': 'llm',
'accuracy': 0.981712962962963,
'atr_factor': 4.623357559437628,
'atr_period': 19,
'avg_loss': -0.01985190485739299,
'avg_win': 0.03131608660817828,
'balanced_accuracy': 0.36093562591377576,
'colsample_bytree': 0.8955341981383993,
'expectancy': 0.006026159791861448,
'k_momentum_pct_change_window': 105,
'learning_rate': 0.032654793605779074,
'long_recall': 0.014084507042253521,
'losing_trades': 43,
'macro_f1': 0.37626408055696303,
'max_depth': 8,
'max_drawdown': 0.24115685667736578,
'max_hold_bars': 177,
'min_child_weight': 44.93387703017457,
'model_file': 'zz_sylvain_BTCUSDT_2_20261003_1790997898',
'n_estimators': 86,
'optuna_seed': 136,
'profit_factor': 1.61417092829537,
'reg_alpha': 0.43802117430504217,
'reg_lambda': 2.973079343206602,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 14.927226447809312,
'short_recall': 0.07142857142857142,
'sl_pct': 0.02891750757436354,
'subsample': 0.9683808480333909,
'test_accuracy': 0.0,
'total_pnl': 0.5242759018919458,
'total_trades': 87,
'tp_pct': 0.07581667830654801,
'train_accuracy': 0.9892624914442163,
'trial_num': 21,
'win_rate': 0.5057471264367817,
'winning_trades': 44,
'zz_percent': 0.22659946081431254}
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}
|
||||||||||||
| 2656 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2024-06-29 | 1.612 | 0.60% | 91 | 16.039 | 0.11 | 0.986 | 0.000 | 2026-10-03 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261003_1791004323
Data Hash: 4d2500492b3b40ec
Feature Score:
展開('[{"feature": "vol_ratio", "importance": 0.26990035858492667}, {"feature": '
'"pct_change", "importance": 0.24440380565866093}, {"feature": '
'"price_position", "importance": 0.16819098120991846}, {"feature": '
'"atr_norm", "importance": 0.1561538676629052}, {"feature": "hl_range", '
'"importance": 0.08079502996652159}, {"feature": "body_size_pct", '
'"importance": 0.07393473990857839}, {"feature": "consecutive_shrink", '
'"importance": 0.006621217008488584}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "vol_ratio", "importance": '
'0.26990035858492667}, {"feature": "pct_change", '
'"importance": 0.24440380565866093}, {"feature": '
'"price_position", "importance": 0.16819098120991846}, '
'{"feature": "atr_norm", "importance": 0.1561538676629052}, '
'{"feature": "hl_range", "importance": '
'0.08079502996652159}, {"feature": "body_size_pct", '
'"importance": 0.07393473990857839}, {"feature": '
'"consecutive_shrink", "importance": 0.006621217008488584}]',
'_model_metadata': {'feature_names': ['pct_change',
'hl_range',
'atr_norm',
'vol_ratio',
'price_position',
'consecutive_shrink',
'body_size_pct'],
'git_commit': '2d0df290',
'metrics': {'accuracy': 0.9855251544571932,
'balanced_accuracy': 0.3455722316777554,
'long_recall': 0.0,
'macro_f1': 0.3494507847109003,
'short_recall': 0.043478260869565216,
'train_accuracy': 0.9957641770401107},
'model_version': 'v1',
'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1',
'training_time_sec': 4.774688482284546},
'_run_source': 'llm',
'accuracy': 0.9855251544571932,
'atr_factor': 3.05074560683976,
'atr_period': 3,
'avg_loss': -0.010731078188241773,
'avg_win': 0.011319280129037037,
'balanced_accuracy': 0.3455722316777554,
'colsample_bytree': 0.7334117624378333,
'expectancy': 0.0025960614540695955,
'k_momentum_pct_change_window': 138,
'learning_rate': 0.224313295309868,
'long_recall': 0.0,
'losing_trades': 36,
'macro_f1': 0.3494507847109003,
'max_depth': 5,
'max_drawdown': 0.10505951288746641,
'max_hold_bars': 27,
'min_child_weight': 26.39388140349197,
'model_file': 'zz_sylvain_BTCUSDT_2_20261003_1791004323',
'n_estimators': 89,
'optuna_seed': 638,
'profit_factor': 1.611519768864696,
'reg_alpha': 3.7315251559544578,
'reg_lambda': 0.7718367124769537,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 16.039086378194963,
'short_recall': 0.043478260869565216,
'sl_pct': 0.048485437528356164,
'subsample': 0.9725190965649971,
'test_accuracy': 0.0,
'total_pnl': 0.23624159232033326,
'total_trades': 91,
'tp_pct': 0.01599083927942265,
'train_accuracy': 0.9957641770401107,
'trial_num': 6,
'win_rate': 0.6043956043956044,
'winning_trades': 55,
'zz_percent': 1.2498229980368705}
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}
|
||||||||||||
| 2632 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2024-06-29 | 1.600 | 0.55% | 84 | 14.634 | 0.11 | 0.971 | 0.000 | 2026-10-03 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261003_1790976523
Data Hash: 4d2500492b3b40ec
Feature Score:
展開('[{"feature": "vol_ratio", "importance": 0.2531659769266759}, {"feature": '
'"hl_range", "importance": 0.1747981493715753}, {"feature": "body_size_pct", '
'"importance": 0.16040225189841592}, {"feature": "price_position", '
'"importance": 0.1539855898916431}, {"feature": "pct_change", "importance": '
'0.11736480769842}, {"feature": "atr_norm", "importance": '
'0.11390323771466195}, {"feature": "consecutive_shrink", "importance": '
'0.0263799864986077}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "vol_ratio", "importance": '
'0.2531659769266759}, {"feature": "hl_range", "importance": '
'0.1747981493715753}, {"feature": "body_size_pct", '
'"importance": 0.16040225189841592}, {"feature": '
'"price_position", "importance": 0.1539855898916431}, '
'{"feature": "pct_change", "importance": 0.11736480769842}, '
'{"feature": "atr_norm", "importance": '
'0.11390323771466195}, {"feature": "consecutive_shrink", '
'"importance": 0.0263799864986077}]',
'_model_metadata': {'feature_names': ['pct_change',
'hl_range',
'atr_norm',
'vol_ratio',
'price_position',
'consecutive_shrink',
'body_size_pct'],
'git_commit': '1b8dc90a',
'metrics': {'accuracy': 0.9706972639011474,
'balanced_accuracy': 0.3783709012462417,
'long_recall': 0.04285714285714286,
'macro_f1': 0.39829051124949216,
'short_recall': 0.09859154929577464,
'train_accuracy': 0.9894536652835408},
'model_version': 'v1',
'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1',
'training_time_sec': 4.687591552734375},
'_run_source': 'llm',
'accuracy': 0.9706972639011474,
'atr_factor': 2.4632335917524837,
'atr_period': 19,
'avg_loss': -0.01894131612990758,
'avg_win': 0.02503588294356282,
'balanced_accuracy': 0.3783709012462417,
'colsample_bytree': 0.6676428992393111,
'expectancy': 0.005141435743659545,
'k_momentum_pct_change_window': 496,
'learning_rate': 0.10451299457072706,
'long_recall': 0.04285714285714286,
'losing_trades': 38,
'macro_f1': 0.39829051124949216,
'max_depth': 5,
'max_drawdown': 0.11016837919533999,
'max_hold_bars': 164,
'min_child_weight': 22.697738570678215,
'model_file': 'zz_sylvain_BTCUSDT_2_20261003_1790976523',
'n_estimators': 65,
'optuna_seed': 897,
'profit_factor': 1.6000258342320108,
'reg_alpha': 2.2364812137516283,
'reg_lambda': 2.740308936080225,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 14.633722604080601,
'short_recall': 0.09859154929577464,
'sl_pct': 0.03478360256475842,
'subsample': 0.6856969365140138,
'test_accuracy': 0.0,
'total_pnl': 0.43188060246740173,
'total_trades': 84,
'tp_pct': 0.053948536561731125,
'train_accuracy': 0.9894536652835408,
'trial_num': 9,
'win_rate': 0.5476190476190477,
'winning_trades': 46,
'zz_percent': 0.5797111873855253}
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}
|
||||||||||||
| 2630 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2024-06-29 | 1.586 | 0.80% | 59 | 14.060 | 0.08 | 0.978 | 0.000 | 2026-10-03 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261003_1790975915
Data Hash: 4d2500492b3b40ec
Feature Score:
展開('[{"feature": "vol_ratio", "importance": 0.32862762571943954}, {"feature": '
'"hl_range", "importance": 0.29501279022298865}, {"feature": "body_size_pct", '
'"importance": 0.10657780169641637}, {"feature": "price_position", '
'"importance": 0.0986496074943924}, {"feature": "atr_norm", "importance": '
'0.07747145801240392}, {"feature": "pct_change", "importance": '
'0.07228658852975767}, {"feature": "consecutive_shrink", "importance": '
'0.021374128324601477}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "vol_ratio", "importance": '
'0.32862762571943954}, {"feature": "hl_range", '
'"importance": 0.29501279022298865}, {"feature": '
'"body_size_pct", "importance": 0.10657780169641637}, '
'{"feature": "price_position", "importance": '
'0.0986496074943924}, {"feature": "atr_norm", "importance": '
'0.07747145801240392}, {"feature": "pct_change", '
'"importance": 0.07228658852975767}, {"feature": '
'"consecutive_shrink", "importance": 0.021374128324601477}]',
'_model_metadata': {'feature_names': ['pct_change',
'hl_range',
'atr_norm',
'vol_ratio',
'price_position',
'consecutive_shrink',
'body_size_pct'],
'git_commit': '1b8dc90a',
'metrics': {'accuracy': 0.9775816416593116,
'balanced_accuracy': 0.33824532772752836,
'long_recall': 0.0,
'macro_f1': 0.3401359194591942,
'short_recall': 0.019230769230769232,
'train_accuracy': 0.9782157676348547},
'model_version': 'v1',
'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1',
'training_time_sec': 5.118420839309692},
'_run_source': 'llm',
'accuracy': 0.9775816416593116,
'atr_factor': 1.6241444032914238,
'atr_period': 15,
'avg_loss': -0.022505720369016696,
'avg_win': 0.009111915235593022,
'balanced_accuracy': 0.33824532772752836,
'colsample_bytree': 0.8577356454766516,
'expectancy': 0.00268120968889274,
'k_momentum_pct_change_window': 165,
'learning_rate': 0.12759736383421694,
'long_recall': 0.0,
'losing_trades': 12,
'macro_f1': 0.3401359194591942,
'max_depth': 2,
'max_drawdown': 0.08341189905476061,
'max_hold_bars': 166,
'min_child_weight': 19.802336774441343,
'model_file': 'zz_sylvain_BTCUSDT_2_20261003_1790975915',
'n_estimators': 79,
'optuna_seed': 878,
'profit_factor': 1.5857450500394097,
'reg_alpha': 3.083294413645646,
'reg_lambda': 2.183004249965923,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 14.06015035904831,
'short_recall': 0.019230769230769232,
'sl_pct': 0.040491855804649535,
'subsample': 0.7930418813976187,
'test_accuracy': 0.0,
'total_pnl': 0.15819137164467167,
'total_trades': 59,
'tp_pct': 0.009500614476713054,
'train_accuracy': 0.9782157676348547,
'trial_num': 4,
'win_rate': 0.7966101694915254,
'winning_trades': 47,
'zz_percent': 1.091760273531414}
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}
|
||||||||||||
| 141 | BTCUSDT | 60 | knn_resonance_5dc | 2025-01-01 ~ 2025-12-31 | 1.582 | 0.57% | 79 | 12.867 | 0.14 | 0.000 | 0.000 | 2026-05-04 |
|
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON{'avg_loss': -0.018813070291512596,
'avg_win': 0.02248051539930076,
'expectancy': 0.004708592443760836,
'knn_window': 170.0,
'lb': 0.9105696982219924,
'losing_trades': 34.0,
'max_drawdown': 0.1366571343776547,
'max_hold_bars': 33.0,
'period_adx': 20.0,
'period_atr': 31.0,
'period_bb': 32.0,
'period_chop': 23.0,
'period_lookback': 131.0,
'period_mfi': 15.0,
'period_rsi': 10.0,
'profit_factor': 1.5815400071102226,
'sharpe_ratio': 12.867248210869139,
'sl_mult': 5.727639428783289,
'sl_mult_short': 4.413464072707676,
'tb_horizon': 157.0,
'total_pnl': 0.37197880305710634,
'total_trades': 79.0,
'tp_mult': 3.6642971019533803,
'tp_mult_short': 3.2917422406976606,
'tsl_activate_mult': 4.34512459975382,
'tsl_trail_mult': 1.3607864809767432,
'ub': 1.1135300192954323,
'w_bbw': 1.4005210486338624,
'w_chop': 0.7948319987127067,
'w_energy': 0.864575963770893,
'w_flow': 0.9534069011979025,
'w_stress': 1.824002355876637,
'win_rate': 0.569620253164557,
'winning_trades': 45.0}
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]}
|
||||||||||||
| 149 | BTCUSDT | 60 | knn_resonance_5dd | 2025-01-01 ~ 2025-12-31 | 1.581 | 0.59% | 78 | 13.894 | 0.12 | 0.000 | 0.000 | 2026-05-04 |
|
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON{'avg_loss': -0.013305626033652176,
'avg_win': 0.01463259530584002,
'bar_predict': 2.0,
'expectancy': 0.0031707609101509137,
'knn_window': 160.0,
'losing_trades': 32.0,
'max_drawdown': 0.11941013762159713,
'max_hold_bars': 35.0,
'period_adx': 37.0,
'period_atr': 27.0,
'period_bb': 28.0,
'period_chop': 7.0,
'period_lookback': 156.0,
'period_mfi': 29.0,
'period_rsi': 15.0,
'profit_factor': 1.5808617872579305,
'sharpe_ratio': 13.893665389527506,
'sl_mult': 4.8670075583881545,
'sl_mult_short': 5.514966316809284,
'total_pnl': 0.2473193509917712,
'total_trades': 78.0,
'tp_mult': 2.6850702810023583,
'tp_mult_short': 4.485857428317162,
'tsl_activate_mult': 2.9688305051683797,
'tsl_trail_mult': 1.5860784574965796,
'w_bbw': 0.6305596297444267,
'w_chop': 0.12942178833528944,
'w_energy': 0.44722450467611463,
'w_flow': 0.9629538408199732,
'w_stress': 1.8517768907148617,
'win_rate': 0.5897435897435898,
'winning_trades': 46.0}
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], 'bar_predict': [2, 20], '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]}
|
||||||||||||
| 666 | BTCUSDT | 60 | knn_resonance_5db | 2026-06-27 ~ 2026-06-27 | 1.567 | 0.55% | 120 | 0.948 | 0.07 | 0.000 | 0.000 | 2026-06-27 |
|
Model: knn_resonance_5db (vv1.0)
Model File: models/knn_resonance_5db.py
Data Hash: quant_vault_rand
Feature Score: -
Training Strategy: optuna_100_trials
param (JSON):
展開 JSON{'_ohlcv_row_count': 0, 'seed': 42}
ind_param (optuna):
展開 Optuna 參數{}
|
||||||||||||
| 2654 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2024-06-29 | 1.564 | 0.82% | 94 | 13.630 | 0.04 | 0.981 | 0.000 | 2026-10-03 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261003_1791003911
Data Hash: 4d2500492b3b40ec
Feature Score:
展開('[{"feature": "vol_ratio", "importance": 0.31177037938146646}, {"feature": '
'"pct_change", "importance": 0.1689661208476723}, {"feature": "hl_range", '
'"importance": 0.14686898338684276}, {"feature": "price_position", '
'"importance": 0.1453764773730494}, {"feature": "body_size_pct", '
'"importance": 0.11676277038898857}, {"feature": "atr_norm", "importance": '
'0.09310764360033309}, {"feature": "consecutive_shrink", "importance": '
'0.017147625021647458}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "vol_ratio", "importance": '
'0.31177037938146646}, {"feature": "pct_change", '
'"importance": 0.1689661208476723}, {"feature": "hl_range", '
'"importance": 0.14686898338684276}, {"feature": '
'"price_position", "importance": 0.1453764773730494}, '
'{"feature": "body_size_pct", "importance": '
'0.11676277038898857}, {"feature": "atr_norm", '
'"importance": 0.09310764360033309}, {"feature": '
'"consecutive_shrink", "importance": 0.017147625021647458}]',
'_model_metadata': {'feature_names': ['pct_change',
'hl_range',
'atr_norm',
'vol_ratio',
'price_position',
'consecutive_shrink',
'body_size_pct'],
'git_commit': '2d0df290',
'metrics': {'accuracy': 0.981288614298323,
'balanced_accuracy': 0.3418556413661928,
'long_recall': 0.0,
'macro_f1': 0.3421189436473279,
'short_recall': 0.034482758620689655,
'train_accuracy': 0.9997406639004149},
'model_version': 'v1',
'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1',
'training_time_sec': 12.49280071258545},
'_run_source': 'llm',
'accuracy': 0.981288614298323,
'atr_factor': 2.3462913543208677,
'atr_period': 3,
'avg_loss': -0.010239712564236347,
'avg_win': 0.0035359537009869574,
'balanced_accuracy': 0.3418556413661928,
'colsample_bytree': 0.9406272190235454,
'expectancy': 0.001044609801957211,
'k_momentum_pct_change_window': 326,
'learning_rate': 0.14777077615602818,
'long_recall': 0.0,
'losing_trades': 17,
'macro_f1': 0.3421189436473279,
'max_depth': 3,
'max_drawdown': 0.043244229363475925,
'max_hold_bars': 111,
'min_child_weight': 43.81941547278897,
'model_file': 'zz_sylvain_BTCUSDT_2_20261003_1791003911',
'n_estimators': 143,
'optuna_seed': 609,
'profit_factor': 1.5640859245056409,
'reg_alpha': 2.519233677813264,
'reg_lambda': 2.188487212170818,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 13.629777605768583,
'short_recall': 0.034482758620689655,
'sl_pct': 0.015091089898116694,
'subsample': 0.9860655546933704,
'test_accuracy': 0.0,
'total_pnl': 0.0981933213839778,
'total_trades': 94,
'tp_pct': 0.0035886798380401225,
'train_accuracy': 0.9997406639004149,
'trial_num': 4,
'win_rate': 0.8191489361702128,
'winning_trades': 77,
'zz_percent': 1.2795316619400328}
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}
|
||||||||||||
| 2690 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2026-07-01 | 1.542 | 0.54% | 156 | 12.818 | 0.11 | 0.972 | 0.000 | 2026-10-04 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261004_1791084328
Data Hash: 4d2500492b3b40ec
Feature Score:
展開('[{"feature": "vol_ratio", "importance": 0.1980504229935947}, {"feature": '
'"k_iter3_rsi_centered", "importance": 0.18653746658288145}, {"feature": '
'"hl_range", "importance": 0.1700113787456338}, {"feature": "pct_change", '
'"importance": 0.1487952992239947}, {"feature": "body_size_pct", '
'"importance": 0.1276110458299075}, {"feature": "atr_norm", "importance": '
'0.0815966015771242}, {"feature": "price_position", "importance": '
'0.07201033345378867}, {"feature": "consecutive_shrink", "importance": '
'0.015387451593075021}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "vol_ratio", "importance": '
'0.1980504229935947}, {"feature": "k_iter3_rsi_centered", '
'"importance": 0.18653746658288145}, {"feature": '
'"hl_range", "importance": 0.1700113787456338}, {"feature": '
'"pct_change", "importance": 0.1487952992239947}, '
'{"feature": "body_size_pct", "importance": '
'0.1276110458299075}, {"feature": "atr_norm", "importance": '
'0.0815966015771242}, {"feature": "price_position", '
'"importance": 0.07201033345378867}, {"feature": '
'"consecutive_shrink", "importance": 0.015387451593075021}]',
'_model_metadata': {'feature_names': ['pct_change',
'hl_range',
'atr_norm',
'vol_ratio',
'price_position',
'consecutive_shrink',
'body_size_pct',
'k_iter3_rsi_centered'],
'git_commit': '8cbcc467',
'metrics': {'accuracy': 0.9722222222222222,
'balanced_accuracy': 0.40255922812590544,
'long_recall': 0.10084033613445378,
'macro_f1': 0.44371159908883007,
'short_recall': 0.11016949152542373,
'train_accuracy': 0.9843571754506046},
'model_version': 'v1',
'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1',
'training_time_sec': 236.18373703956604},
'_run_source': 'llm',
'accuracy': 0.9722222222222222,
'atr_factor': 1.5185514402942395,
'atr_period': 13,
'avg_loss': -0.014094455786281494,
'avg_win': 0.018627122187269703,
'balanced_accuracy': 0.40255922812590544,
'colsample_bytree': 0.9160342768293291,
'expectancy': 0.0035248554302460726,
'k_iter3_rsi_centered_length': 16,
'k_momentum_pct_change_window': 330,
'learning_rate': 0.0752863220794455,
'long_recall': 0.10084033613445378,
'losing_trades': 72,
'macro_f1': 0.44371159908883007,
'max_depth': 4,
'max_drawdown': 0.10502453223707918,
'max_hold_bars': 38,
'min_child_weight': 18.561266425133333,
'model_file': 'zz_sylvain_BTCUSDT_2_20261004_1791084328',
'n_estimators': 299,
'optuna_seed': 31,
'profit_factor': 1.5418575134320998,
'reg_alpha': 4.901048658028104,
'reg_lambda': 1.7439533385386978,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 12.81832370224531,
'short_recall': 0.11016949152542373,
'sl_pct': 0.03342926442408623,
'subsample': 0.9423838599700545,
'test_accuracy': 0.0,
'total_pnl': 0.5498774471183875,
'total_trades': 156,
'tp_pct': 0.05123093317422774,
'train_accuracy': 0.9843571754506046,
'trial_num': 19,
'win_rate': 0.5384615384615384,
'winning_trades': 84,
'zz_percent': 0.996360882779385}
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_rsi_centered_length': [4, 42]}
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}
|
||||||||||||
| 2603 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2024-06-29 | 1.529 | 0.58% | 72 | 12.341 | 0.13 | 0.988 | 0.000 | 2026-10-01 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261001_1790828903
Data Hash: 4d2500492b3b40ec
Feature Score:
展開('[{"feature": "hl_range", "importance": 0.4346733687258283}, {"feature": '
'"zz_dist_low", "importance": 0.1677891874693983}, {"feature": "vol_ratio", '
'"importance": 0.13031435549640485}, {"feature": "zz_dist_high", '
'"importance": 0.08708946857282271}, {"feature": "pct_change", "importance": '
'0.07470213815368254}, {"feature": "body_size_pct", "importance": '
'0.04817182590127769}, {"feature": "atr_norm", "importance": '
'0.027264310845762318}, {"feature": "price_position", "importance": '
'0.02595985631373462}, {"feature": "consecutive_shrink", "importance": '
'0.004035488521088712}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "hl_range", "importance": '
'0.4346733687258283}, {"feature": "zz_dist_low", '
'"importance": 0.1677891874693983}, {"feature": '
'"vol_ratio", "importance": 0.13031435549640485}, '
'{"feature": "zz_dist_high", "importance": '
'0.08708946857282271}, {"feature": "pct_change", '
'"importance": 0.07470213815368254}, {"feature": '
'"body_size_pct", "importance": 0.04817182590127769}, '
'{"feature": "atr_norm", "importance": '
'0.027264310845762318}, {"feature": "price_position", '
'"importance": 0.02595985631373462}, {"feature": '
'"consecutive_shrink", "importance": 0.004035488521088712}]',
'_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': 0.9881729920564872,
'balanced_accuracy': 0.46297829169107474,
'long_recall': 0.17857142857142858,
'macro_f1': 0.49599302337492895,
'short_recall': 0.21428571428571427,
'train_accuracy': 0.9999135546334716},
'model_version': 'v1',
'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1',
'training_time_sec': 9.517143726348877},
'_run_source': 'llm',
'accuracy': 0.9881729920564872,
'atr_factor': 4.457927080192393,
'atr_period': 13,
'avg_loss': -0.0195118173922441,
'avg_win': 0.021306328542076244,
'balanced_accuracy': 0.46297829169107474,
'colsample_bytree': 0.6931572302822786,
'expectancy': 0.004298767736109436,
'k_momentum_pct_change_window': 428,
'learning_rate': 0.2223947944347372,
'long_recall': 0.17857142857142858,
'losing_trades': 30,
'macro_f1': 0.49599302337492895,
'max_depth': 5,
'max_drawdown': 0.12519983256944198,
'max_hold_bars': 77,
'min_child_weight': 12.750516692205782,
'model_file': 'zz_sylvain_BTCUSDT_2_20261001_1790828903',
'n_estimators': 141,
'optuna_seed': 464,
'profit_factor': 1.5287586675941138,
'reg_alpha': 4.014114804253149,
'reg_lambda': 0.023595275136618632,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 12.341490936539895,
'short_recall': 0.21428571428571427,
'sl_pct': 0.04455911461115288,
'subsample': 0.5108263566366317,
'test_accuracy': 0.0,
'total_pnl': 0.30951127699987924,
'total_trades': 72,
'tp_pct': 0.0863358512152235,
'train_accuracy': 0.9999135546334716,
'trial_num': 8,
'win_rate': 0.5833333333333334,
'winning_trades': 42,
'zz_percent': 0.6532304418875817}
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}
|
||||||||||||
| 2662 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2024-06-29 | 1.527 | 0.62% | 76 | 12.228 | 0.14 | 0.984 | 0.000 | 2026-10-03 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261003_1791004708
Data Hash: 4d2500492b3b40ec
Feature Score:
展開('[{"feature": "vol_ratio", "importance": 0.318946364177027}, {"feature": '
'"hl_range", "importance": 0.1462035340900846}, {"feature": "pct_change", '
'"importance": 0.13756888101587889}, {"feature": "atr_norm", "importance": '
'0.11384202719325304}, {"feature": "price_position", "importance": '
'0.09567708758518978}, {"feature": "body_size_pct", "importance": '
'0.08627244978977233}, {"feature": "k_iter1_ta_5ba8", "importance": '
'0.06980908469521013}, {"feature": "consecutive_shrink", "importance": '
'0.03168057145358419}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "vol_ratio", "importance": '
'0.318946364177027}, {"feature": "hl_range", "importance": '
'0.1462035340900846}, {"feature": "pct_change", '
'"importance": 0.13756888101587889}, {"feature": '
'"atr_norm", "importance": 0.11384202719325304}, '
'{"feature": "price_position", "importance": '
'0.09567708758518978}, {"feature": "body_size_pct", '
'"importance": 0.08627244978977233}, {"feature": '
'"k_iter1_ta_5ba8", "importance": 0.06980908469521013}, '
'{"feature": "consecutive_shrink", "importance": '
'0.03168057145358419}]',
'_model_metadata': {'feature_names': ['pct_change',
'hl_range',
'atr_norm',
'vol_ratio',
'price_position',
'consecutive_shrink',
'body_size_pct',
'k_iter1_ta_5ba8'],
'git_commit': '2d0df290',
'metrics': {'accuracy': 0.9837599293909973,
'balanced_accuracy': 0.34405508072174734,
'long_recall': 0.0,
'macro_f1': 0.3472706775839563,
'short_recall': 0.04,
'train_accuracy': 0.9950726141078838},
'model_version': 'v1',
'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1',
'training_time_sec': 3.7111353874206543},
'_run_source': 'llm',
'accuracy': 0.9837599293909973,
'atr_factor': 4.017227211214288,
'atr_period': 7,
'avg_loss': -0.013538184957452758,
'avg_win': 0.01275919595244873,
'balanced_accuracy': 0.34405508072174734,
'colsample_bytree': 0.7715065961008052,
'expectancy': 0.0027246690263021114,
'k_iter1_ta_5ba8_length': 35,
'k_momentum_pct_change_window': 495,
'learning_rate': 0.07520960562272329,
'long_recall': 0.0,
'losing_trades': 29,
'macro_f1': 0.3472706775839563,
'max_depth': 3,
'max_drawdown': 0.1392189095653837,
'max_hold_bars': 52,
'min_child_weight': 28.094865538144106,
'model_file': 'zz_sylvain_BTCUSDT_2_20261003_1791004708',
'n_estimators': 70,
'optuna_seed': 675,
'profit_factor': 1.5274349518373058,
'reg_alpha': 4.2986790336405365,
'reg_lambda': 2.295969568439733,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 12.22782326580962,
'short_recall': 0.04,
'sl_pct': 0.03319709966944483,
'subsample': 0.7152889088633221,
'test_accuracy': 0.0,
'total_pnl': 0.2070748459989603,
'total_trades': 76,
'tp_pct': 0.08970802255706736,
'train_accuracy': 0.9950726141078838,
'trial_num': 9,
'win_rate': 0.618421052631579,
'winning_trades': 47,
'zz_percent': 0.9288592487348738}
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_ta_5ba8_length': [4, 36]}
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}
|
||||||||||||