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共 1373 筆結果
📊 Indicator Params
| ID | Symbol | Interval | Indicator | Date Range | PF ↓ | WR | Trades | Sharpe | DD | Acc | AUC | Created |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2614 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2026-10-01 | 1.524 | 0.60% | 63 | 14.741 | 0.11 | 0.991 | 0.000 | 2026-10-01 |
|
Model: xgboost (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261001_1790831515
Data Hash: a167d5e094d65331
Feature Score:
展開('[{"feature": "vol_ratio", "importance": 0.20608019828796387}, {"feature": '
'"zz_dist_high", "importance": 0.19695906341075897}, {"feature": '
'"zz_dist_low", "importance": 0.17665527760982513}, {"feature": "pct_change", '
'"importance": 0.12293536216020584}, {"feature": "body_size_pct", '
'"importance": 0.08150184899568558}, {"feature": "hl_range", "importance": '
'0.08104196935892105}, {"feature": "price_position", "importance": '
'0.0639154464006424}, {"feature": "atr_norm", "importance": '
'0.04183955118060112}, {"feature": "consecutive_shrink", "importance": '
'0.02907124161720276}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "vol_ratio", "importance": '
'0.20608019828796387}, {"feature": "zz_dist_high", '
'"importance": 0.19695906341075897}, {"feature": '
'"zz_dist_low", "importance": 0.17665527760982513}, '
'{"feature": "pct_change", "importance": '
'0.12293536216020584}, {"feature": "body_size_pct", '
'"importance": 0.08150184899568558}, {"feature": '
'"hl_range", "importance": 0.08104196935892105}, '
'{"feature": "price_position", "importance": '
'0.0639154464006424}, {"feature": "atr_norm", "importance": '
'0.04183955118060112}, {"feature": "consecutive_shrink", '
'"importance": 0.02907124161720276}]',
'_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': 'fddf56fe',
'metrics': {'accuracy': 0.9907407407407407,
'balanced_accuracy': 0.4538492324771994,
'long_recall': 0.11904761904761904,
'macro_f1': 0.5101340642538831,
'short_recall': 0.24390243902439024,
'train_accuracy': 0.9920375109001758},
'model_version': 'v1',
'training_data_hash': 'a167d5e094d65331-9d34149fbd1fe777',
'training_time_sec': 5.553171396255493},
'_run_source': 'llm',
'accuracy': 0.9907407407407407,
'atr_factor': 4.266570691367528,
'atr_period': 11,
'avg_loss': -0.01894929329089566,
'avg_win': 0.019001578889720077,
'balanced_accuracy': 0.4538492324771994,
'colsample_bytree': 0.8255288000336902,
'expectancy': 0.003941708976777322,
'k_momentum_pct_change_window': 406,
'learning_rate': 0.16890619150967703,
'long_recall': 0.11904761904761904,
'losing_trades': 25,
'macro_f1': 0.5101340642538831,
'max_depth': 7,
'max_drawdown': 0.11033962060403744,
'max_hold_bars': 167,
'min_child_weight': 29.751855660182894,
'model_file': 'zz_sylvain_BTCUSDT_2_20261001_1790831515',
'n_estimators': 282,
'optuna_seed': 135,
'profit_factor': 1.5241940408538244,
'reg_alpha': 1.3348775763823477,
'reg_lambda': 1.6934854386685672,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 14.740730496022712,
'short_recall': 0.24390243902439024,
'sl_pct': 0.04169584837326749,
'subsample': 0.9006360028790814,
'test_accuracy': 0.0,
'total_pnl': 0.24832766553697141,
'total_trades': 63,
'tp_pct': 0.01980526390045414,
'train_accuracy': 0.9920375109001758,
'trial_num': 6,
'win_rate': 0.6031746031746031,
'winning_trades': 38,
'zz_percent': 0.9385397669634008}
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}
|
||||||||||||
| 2595 | BTCUSDT | 15 | vp_v86_y_C1 | 2024-01-01 ~ 2024-02-01 | 1.500 | 0.50% | 100 | 1.000 | -0.10 | 0.000 | 0.000 | 2026-09-26 |
|
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
|
||||||||||||
| 2593 | BTCUSDT | 15 | vp_v86_y_C1 | 2024-01-01 ~ 2024-02-01 | 1.500 | 0.50% | 100 | 1.000 | -0.10 | 0.000 | 0.000 | 2026-09-26 |
|
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
|
||||||||||||
| 2617 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2024-06-29 | 1.491 | 0.60% | 35 | 12.473 | 0.09 | 0.982 | 0.000 | 2026-10-01 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261001_1790831577
Data Hash: 4d2500492b3b40ec
Feature Score:
展開('[{"feature": "zz_dist_high", "importance": 0.2406498179313646}, {"feature": '
'"zz_dist_low", "importance": 0.22121473810625994}, {"feature": "vol_ratio", '
'"importance": 0.21206402069230174}, {"feature": "hl_range", "importance": '
'0.12858825580281047}, {"feature": "body_size_pct", "importance": '
'0.060196069307601845}, {"feature": "price_position", "importance": '
'0.05043673216551307}, {"feature": "pct_change", "importance": '
'0.0337573476853914}, {"feature": "atr_norm", "importance": '
'0.032628507440775334}, {"feature": "k_iter1_ta_5ba8", "importance": '
'0.0202479683611687}, {"feature": "consecutive_shrink", "importance": '
'0.00021654250681306072}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "zz_dist_high", "importance": '
'0.2406498179313646}, {"feature": "zz_dist_low", '
'"importance": 0.22121473810625994}, {"feature": '
'"vol_ratio", "importance": 0.21206402069230174}, '
'{"feature": "hl_range", "importance": '
'0.12858825580281047}, {"feature": "body_size_pct", '
'"importance": 0.060196069307601845}, {"feature": '
'"price_position", "importance": 0.05043673216551307}, '
'{"feature": "pct_change", "importance": '
'0.0337573476853914}, {"feature": "atr_norm", "importance": '
'0.032628507440775334}, {"feature": "k_iter1_ta_5ba8", '
'"importance": 0.0202479683611687}, {"feature": '
'"consecutive_shrink", "importance": '
'0.00021654250681306072}]',
'_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',
'k_iter1_ta_5ba8'],
'git_commit': 'unknown',
'metrics': {'accuracy': 0.9823477493380406,
'balanced_accuracy': 0.38993919523307335,
'long_recall': 0.038461538461538464,
'macro_f1': 0.4302548733256988,
'short_recall': 0.1320754716981132,
'train_accuracy': 0.9796853388658368},
'model_version': 'v1',
'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1',
'training_time_sec': 1.947464942932129},
'_run_source': 'llm',
'accuracy': 0.9823477493380406,
'atr_factor': 2.372647742951708,
'atr_period': 11,
'avg_loss': -0.02619085765278444,
'avg_win': 0.026028101561831624,
'balanced_accuracy': 0.38993919523307335,
'colsample_bytree': 0.9815814185333591,
'expectancy': 0.005140517875985198,
'k_iter1_ta_5ba8_length': 17,
'k_momentum_pct_change_window': 43,
'learning_rate': 0.18992886463726094,
'long_recall': 0.038461538461538464,
'losing_trades': 14,
'macro_f1': 0.4302548733256988,
'max_depth': 2,
'max_drawdown': 0.09192428872453882,
'max_hold_bars': 142,
'min_child_weight': 12.422726689192226,
'model_file': 'zz_sylvain_BTCUSDT_2_20261001_1790831577',
'n_estimators': 78,
'optuna_seed': 485,
'profit_factor': 1.4906786505556353,
'reg_alpha': 4.939766337458434,
'reg_lambda': 2.6353282012476393,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 12.473472196053107,
'short_recall': 0.1320754716981132,
'sl_pct': 0.04706050060309291,
'subsample': 0.5086991851596947,
'test_accuracy': 0.0,
'total_pnl': 0.17991812565948204,
'total_trades': 35,
'tp_pct': 0.05517653979705899,
'train_accuracy': 0.9796853388658368,
'trial_num': 2,
'win_rate': 0.6,
'winning_trades': 21,
'zz_percent': 0.7763035780621548}
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}
|
||||||||||||
| 2647 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2026-10-03 | 1.490 | 0.42% | 33 | 13.157 | 0.07 | 0.000 | 0.000 | 2026-10-03 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261003_1790996555
Data Hash: -
Feature Score:
展開('[{"feature": "vol_ratio", "importance": 0.2105039319715493}, {"feature": '
'"pct_change", "importance": 0.2009725193887859}, {"feature": '
'"body_size_pct", "importance": 0.14463199626870274}, {"feature": "atr_norm", '
'"importance": 0.14144038952811866}, {"feature": "hl_range", "importance": '
'0.13821622778736337}, {"feature": "price_position", "importance": '
'0.13461698804044261}, {"feature": "consecutive_shrink", "importance": '
'0.029617947015037466}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "vol_ratio", "importance": '
'0.2105039319715493}, {"feature": "pct_change", '
'"importance": 0.2009725193887859}, {"feature": '
'"body_size_pct", "importance": 0.14463199626870274}, '
'{"feature": "atr_norm", "importance": '
'0.14144038952811866}, {"feature": "hl_range", '
'"importance": 0.13821622778736337}, {"feature": '
'"price_position", "importance": 0.13461698804044261}, '
'{"feature": "consecutive_shrink", "importance": '
'0.029617947015037466}]',
'_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': 2.578751295784487,
'atr_period': 18,
'avg_loss': -0.011795685324273202,
'avg_win': 0.023850904868163835,
'balanced_accuracy': 0.0,
'colsample_bytree': 0.97268663036687,
'expectancy': 0.0033271105149425117,
'k_momentum_pct_change_window': 105,
'learning_rate': 0.018356323390590214,
'long_recall': 0.0,
'losing_trades': 19,
'macro_f1': 0.0,
'max_depth': 12,
'max_drawdown': 0.0684013739326393,
'max_hold_bars': 137,
'min_child_weight': 29.477819517868696,
'model_file': 'zz_sylvain_BTCUSDT_2_20261003_1790996555',
'n_estimators': 117,
'optuna_seed': 245,
'profit_factor': 1.4898965572881622,
'reg_alpha': 1.6468264123222642,
'reg_lambda': 1.5481397131022268,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 13.156746682118467,
'short_recall': 0.0,
'sl_pct': 0.01238411010045265,
'subsample': 0.8996172037088287,
'test_accuracy': 0.0,
'total_pnl': 0.1097946469931029,
'total_trades': 33,
'tp_pct': 0.0345049923176242,
'train_accuracy': 0.0,
'trial_num': 11,
'win_rate': 0.42424242424242425,
'winning_trades': 14,
'zz_percent': 1.225942802871872}
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}
|
||||||||||||
| 2600 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2026-01-01 | 1.482 | 0.53% | 116 | 11.704 | 0.14 | 0.992 | 0.000 | 2026-10-01 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261001_1790826234
Data Hash: 556b9ee384589e4e
Feature Score:
展開('[{"feature": "vol_ratio", "importance": 0.18299410773841732}, {"feature": '
'"zz_dist_high", "importance": 0.16249581779267977}, {"feature": '
'"zz_dist_low", "importance": 0.14214682351126764}, {"feature": '
'"body_size_pct", "importance": 0.12472467092180083}, {"feature": '
'"pct_change", "importance": 0.12224777270310046}, {"feature": '
'"price_position", "importance": 0.09909103303262537}, {"feature": '
'"hl_range", "importance": 0.07810846798416263}, {"feature": "atr_norm", '
'"importance": 0.06973863368620514}, {"feature": "consecutive_shrink", '
'"importance": 0.018452672629740912}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "vol_ratio", "importance": '
'0.18299410773841732}, {"feature": "zz_dist_high", '
'"importance": 0.16249581779267977}, {"feature": '
'"zz_dist_low", "importance": 0.14214682351126764}, '
'{"feature": "body_size_pct", "importance": '
'0.12472467092180083}, {"feature": "pct_change", '
'"importance": 0.12224777270310046}, {"feature": '
'"price_position", "importance": 0.09909103303262537}, '
'{"feature": "hl_range", "importance": '
'0.07810846798416263}, {"feature": "atr_norm", '
'"importance": 0.06973863368620514}, {"feature": '
'"consecutive_shrink", "importance": 0.018452672629740912}]',
'_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': 'fddf56fe',
'metrics': {'accuracy': 0.9918478260869565,
'balanced_accuracy': 0.43736067675254553,
'long_recall': 0.2,
'macro_f1': 0.45393165921582046,
'short_recall': 0.11538461538461539,
'train_accuracy': 0.999923481587757},
'model_version': 'v1',
'training_data_hash': '556b9ee384589e4e-9d34149fbd1fe777',
'training_time_sec': 42.34887146949768},
'_run_source': 'llm',
'accuracy': 0.9918478260869565,
'atr_factor': 4.645275728581797,
'atr_period': 15,
'avg_loss': -0.016542288574622137,
'avg_win': 0.022109381385068724,
'balanced_accuracy': 0.43736067675254553,
'colsample_bytree': 0.9445019410567348,
'expectancy': 0.0037831585593532304,
'k_momentum_pct_change_window': 101,
'learning_rate': 0.07811225113717558,
'long_recall': 0.2,
'losing_trades': 55,
'macro_f1': 0.45393165921582046,
'max_depth': 9,
'max_drawdown': 0.14031413544515692,
'max_hold_bars': 108,
'min_child_weight': 15.13317882578275,
'model_file': 'zz_sylvain_BTCUSDT_2_20261001_1790826234',
'n_estimators': 63,
'optuna_seed': 671,
'profit_factor': 1.4823410793003662,
'reg_alpha': 0.4846243016992041,
'reg_lambda': 1.239980217342529,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 11.703649381170605,
'short_recall': 0.11538461538461539,
'sl_pct': 0.035128645354208794,
'subsample': 0.6281788959556287,
'test_accuracy': 0.0,
'total_pnl': 0.43884639288497457,
'total_trades': 116,
'tp_pct': 0.09454644881635345,
'train_accuracy': 0.999923481587757,
'trial_num': 27,
'win_rate': 0.5258620689655172,
'winning_trades': 61,
'zz_percent': 1.0082887436029815}
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}
|
||||||||||||
| 208 | BTCUSDT | 60 | knn_resonance_5da | 2025-01-01 ~ 2025-12-31 | 1.473 | 0.77% | 64 | 13.120 | 0.18 | 0.000 | 0.000 | 2026-06-19 |
|
Model: gradient_boosting (vv1)
Model File: knn_resonance_5da_BTCUSDT_20260619_1781804026
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON{'avg_loss': -0.05143601497151132,
'avg_win': 0.02319591520737,
'expectancy': 0.005704056571694692,
'knn_window': 156.0,
'lb': 0.91888243628979,
'losing_trades': 15.0,
'max_drawdown': 0.17888576825474348,
'max_hold_bars': 140.0,
'model_file': 'knn_resonance_5da_BTCUSDT_20260619_1781804026',
'period_adx': 40.0,
'period_atr': 32.0,
'period_bb': 38.0,
'period_chop': 29.0,
'period_lookback': 160.0,
'period_mfi': 7.0,
'period_rsi': 26.0,
'profit_factor': 1.4731569514611562,
'sharpe_ratio': 13.120105228491424,
'sl_mult': 3.6420385225024035,
'sl_mult_short': 4.711216088187399,
'tb_horizon': 130.0,
'total_pnl': 0.3650596205884603,
'total_trades': 64.0,
'tp_mult': 1.2477465557773812,
'tp_mult_short': 3.610710733866818,
'tsl_activate_mult': 2.8665086996858067,
'tsl_trail_mult': 2.6357207465311703,
'ub': 1.1211844458150262,
'w_bbw': 0.35793631359444,
'w_chop': 0.9217599885876799,
'w_energy': 1.1575852795978767,
'w_flow': 0.7127987506499727,
'w_stress': 1.100487985699956,
'win_rate': 0.765625,
'winning_trades': 49.0}
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]}
|
||||||||||||
| 2606 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2024-06-29 | 1.472 | 0.58% | 33 | 12.362 | 0.16 | 0.988 | 0.000 | 2026-10-01 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261001_1790829495
Data Hash: 847c7f74ccd347c9
Feature Score:
展開('[{"feature": "zz_dist_high", "importance": 0.19109208505919886}, {"feature": '
'"zz_dist_low", "importance": 0.18730386399831703}, {"feature": "pct_change", '
'"importance": 0.18174665290529465}, {"feature": "vol_ratio", "importance": '
'0.1337640211468135}, {"feature": "price_position", "importance": '
'0.10299517175269907}, {"feature": "atr_norm", "importance": '
'0.0899007618471588}, {"feature": "body_size_pct", "importance": '
'0.053155904342822406}, {"feature": "hl_range", "importance": '
'0.0436441808245327}, {"feature": "consecutive_shrink", "importance": '
'0.016397358123162956}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "zz_dist_high", "importance": '
'0.19109208505919886}, {"feature": "zz_dist_low", '
'"importance": 0.18730386399831703}, {"feature": '
'"pct_change", "importance": 0.18174665290529465}, '
'{"feature": "vol_ratio", "importance": '
'0.1337640211468135}, {"feature": "price_position", '
'"importance": 0.10299517175269907}, {"feature": '
'"atr_norm", "importance": 0.0899007618471588}, {"feature": '
'"body_size_pct", "importance": 0.053155904342822406}, '
'{"feature": "hl_range", "importance": 0.0436441808245327}, '
'{"feature": "consecutive_shrink", "importance": '
'0.016397358123162956}]',
'_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': 0.38758309591642925,
'long_recall': 0.16666666666666666,
'macro_f1': 0.3906377320985461,
'short_recall': 0.0,
'train_accuracy': 0.998599684929109},
'model_version': 'v1',
'training_data_hash': '847c7f74ccd347c9-9d34149fbd1fe777',
'training_time_sec': 5.152001857757568},
'_run_source': 'llm',
'accuracy': 0.9881729920564872,
'atr_factor': 3.4123755822045228,
'atr_period': 3,
'avg_loss': -0.0241700398130865,
'avg_win': 0.026209855046982665,
'balanced_accuracy': 0.38758309591642925,
'colsample_bytree': 0.924443754098315,
'expectancy': 0.004836566318468476,
'k_momentum_pct_change_window': 453,
'learning_rate': 0.0878790843577656,
'long_recall': 0.16666666666666666,
'losing_trades': 14,
'macro_f1': 0.3906377320985461,
'max_depth': 2,
'max_drawdown': 0.16007448559546145,
'max_hold_bars': 180,
'min_child_weight': 40.799065622403845,
'model_file': 'zz_sylvain_BTCUSDT_2_20261001_1790829495',
'n_estimators': 105,
'optuna_seed': 496,
'profit_factor': 1.4716780708198531,
'reg_alpha': 1.5880599725930984,
'reg_lambda': 0.47297467176793895,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 12.362243616321988,
'short_recall': 0.0,
'sl_pct': 0.04002318878524543,
'subsample': 0.5086970623977298,
'test_accuracy': 0.0,
'total_pnl': 0.15960668850945944,
'total_trades': 33,
'tp_pct': 0.06639161603300724,
'train_accuracy': 0.998599684929109,
'trial_num': 6,
'win_rate': 0.5757575757575758,
'winning_trades': 19,
'zz_percent': 1.0226501023560273}
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}
|
||||||||||||
| 2610 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2024-06-29 | 1.468 | 0.58% | 53 | 14.172 | 0.04 | 0.988 | 0.000 | 2026-10-01 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261001_1790831271
Data Hash: fa5546d0fdb2029b
Feature Score:
展開('[{"feature": "vol_ratio", "importance": 0.6294147065863348}, {"feature": '
'"zz_dist_high", "importance": 0.0877187884749636}, {"feature": "hl_range", '
'"importance": 0.0674108268052665}, {"feature": "body_size_pct", '
'"importance": 0.05888985782041131}, {"feature": "zz_dist_low", "importance": '
'0.05031764271590488}, {"feature": "pct_change", "importance": '
'0.04019496431524907}, {"feature": "price_position", "importance": '
'0.03507075335374656}, {"feature": "atr_norm", "importance": '
'0.026040148485552337}, {"feature": "consecutive_shrink", "importance": '
'0.00494231144257097}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "vol_ratio", "importance": '
'0.6294147065863348}, {"feature": "zz_dist_high", '
'"importance": 0.0877187884749636}, {"feature": "hl_range", '
'"importance": 0.0674108268052665}, {"feature": '
'"body_size_pct", "importance": 0.05888985782041131}, '
'{"feature": "zz_dist_low", "importance": '
'0.05031764271590488}, {"feature": "pct_change", '
'"importance": 0.04019496431524907}, {"feature": '
'"price_position", "importance": 0.03507075335374656}, '
'{"feature": "atr_norm", "importance": '
'0.026040148485552337}, {"feature": "consecutive_shrink", '
'"importance": 0.00494231144257097}]',
'_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': 0.43729430628072957,
'long_recall': 0.14285714285714285,
'macro_f1': 0.47286378196782825,
'short_recall': 0.1724137931034483,
'train_accuracy': 0.9944036376355369},
'model_version': 'v1',
'training_data_hash': 'fa5546d0fdb2029b-9d34149fbd1fe777',
'training_time_sec': 3.7578818798065186},
'_run_source': 'llm',
'accuracy': 0.9881729920564872,
'atr_factor': 4.000702514984235,
'atr_period': 12,
'avg_loss': -0.017733841300681428,
'avg_win': 0.0184796460786346,
'balanced_accuracy': 0.43729430628072957,
'colsample_bytree': 0.6703360827698561,
'expectancy': 0.003447632449484551,
'k_momentum_pct_change_window': 413,
'learning_rate': 0.1511688781556469,
'long_recall': 0.14285714285714285,
'losing_trades': 22,
'macro_f1': 0.47286378196782825,
'max_depth': 2,
'max_drawdown': 0.04154916354869171,
'max_hold_bars': 187,
'min_child_weight': 33.41637601587849,
'model_file': 'zz_sylvain_BTCUSDT_2_20261001_1790831271',
'n_estimators': 134,
'optuna_seed': 454,
'profit_factor': 1.468350869454375,
'reg_alpha': 2.670689925131453,
'reg_lambda': 3.82406177339903,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 14.171811101604407,
'short_recall': 0.1724137931034483,
'sl_pct': 0.020790818125409272,
'subsample': 0.649099509527038,
'test_accuracy': 0.0,
'total_pnl': 0.1827245198226812,
'total_trades': 53,
'tp_pct': 0.021520476379508442,
'train_accuracy': 0.9944036376355369,
'trial_num': 7,
'win_rate': 0.5849056603773585,
'winning_trades': 31,
'zz_percent': 0.7484856584476169}
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}
|
||||||||||||
| 1783 | BTCUSDT | 5 | zz_sylvain | 2024-01-01 ~ 2026-01-01 | 1.463 | 0.47% | 530 | 49.164 | 0.05 | 0.000 | 0.000 | 2026-07-14 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20260714_1784004326
Data Hash: -
Feature Score:
展開('[{"feature": "return_20", "importance": 0.22315935483535923}, {"feature": '
'"dist_to_high", "importance": 0.16397030638685992}, {"feature": '
'"dist_to_low", "importance": 0.15448844131712988}, {"feature": '
'"bars_since_rev", "importance": 0.12258505964486832}, {"feature": '
'"atr_norm", "importance": 0.11553793954706207}, {"feature": "return_1", '
'"importance": 0.07217591618427999}, {"feature": "return_5", "importance": '
'0.05492320929068627}, {"feature": "vol_ratio", "importance": '
'0.03786474892025593}, {"feature": "hl_range", "importance": '
'0.032581735493406726}, {"feature": "price_position", "importance": '
'0.02234635406489907}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "return_20", "importance": '
'0.22315935483535923}, {"feature": "dist_to_high", '
'"importance": 0.16397030638685992}, {"feature": '
'"dist_to_low", "importance": 0.15448844131712988}, '
'{"feature": "bars_since_rev", "importance": '
'0.12258505964486832}, {"feature": "atr_norm", '
'"importance": 0.11553793954706207}, {"feature": '
'"return_1", "importance": 0.07217591618427999}, '
'{"feature": "return_5", "importance": '
'0.05492320929068627}, {"feature": "vol_ratio", '
'"importance": 0.03786474892025593}, {"feature": '
'"hl_range", "importance": 0.032581735493406726}, '
'{"feature": "price_position", "importance": '
'0.02234635406489907}]',
'_model_metadata': {'feature_names': ['return_1',
'return_5',
'return_20',
'hl_range',
'atr_norm',
'vol_ratio',
'price_position',
'zz_direction',
'bars_since_rev',
'dist_to_high',
'dist_to_low'],
'git_commit': '',
'model_version': 'v1',
'training_data_hash': '',
'training_time_sec': 0.0},
'accuracy': 0.0,
'atr_factor': 1.2123391106782762,
'atr_period': 9,
'avg_loss': -0.0027912869036112536,
'avg_win': 0.004574858268693296,
'expectancy': 0.0006833098757776847,
'losing_trades': 280,
'max_drawdown': 0.04967721366027689,
'model_file': 'zz_sylvain_BTCUSDT_2_20260714_1784004326',
'profit_factor': 1.4633733556651805,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 49.16415293246439,
'total_pnl': 0.36215423416217307,
'total_trades': 530,
'trial_num': 4,
'win_rate': 0.4716981132075472,
'winning_trades': 250,
'zz_percent': 0.609102444252071}
ind_param (optuna):
展開 Optuna 參數{'atr_period': [5, 10], 'atr_factor': [1.0, 2.0], 'zz_percent': [0.3, 2.0], 'reversal_abs': [0.0, 0.0], 'reversal_ticks': [0, 0]}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 1,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 1782 | BTCUSDT | 5 | zz_sylvain | 2024-01-01 ~ 2026-01-01 | 1.463 | 0.47% | 530 | 49.164 | 0.05 | 0.000 | 0.000 | 2026-07-14 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20260714_1784003738
Data Hash: -
Feature Score:
展開('[{"feature": "Z_close_pct_change_20", "importance": 0.22315935483535923}, '
'{"feature": "Z_zigzag_dist_to_high", "importance": 0.16397030638685992}, '
'{"feature": "Z_zigzag_dist_to_low", "importance": 0.15448844131712988}, '
'{"feature": "Z_zigzag_bars_since_rev", "importance": 0.12258505964486832}, '
'{"feature": "Z_atr_normalized", "importance": 0.11553793954706207}, '
'{"feature": "Z_close_pct_change_1", "importance": 0.07217591618427999}, '
'{"feature": "Z_close_pct_change_5", "importance": 0.05492320929068627}, '
'{"feature": "Z_vol_sma_ratio_20", "importance": 0.03786474892025593}, '
'{"feature": "Z_hl_range", "importance": 0.032581735493406726}, {"feature": '
'"Z_close_position_in_range", "importance": 0.02234635406489907}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "Z_close_pct_change_20", "importance": '
'0.22315935483535923}, {"feature": "Z_zigzag_dist_to_high", '
'"importance": 0.16397030638685992}, {"feature": '
'"Z_zigzag_dist_to_low", "importance": '
'0.15448844131712988}, {"feature": '
'"Z_zigzag_bars_since_rev", "importance": '
'0.12258505964486832}, {"feature": "Z_atr_normalized", '
'"importance": 0.11553793954706207}, {"feature": '
'"Z_close_pct_change_1", "importance": '
'0.07217591618427999}, {"feature": "Z_close_pct_change_5", '
'"importance": 0.05492320929068627}, {"feature": '
'"Z_vol_sma_ratio_20", "importance": 0.03786474892025593}, '
'{"feature": "Z_hl_range", "importance": '
'0.032581735493406726}, {"feature": '
'"Z_close_position_in_range", "importance": '
'0.02234635406489907}]',
'_model_metadata': {'feature_names': ['Z_close_pct_change_1',
'Z_close_pct_change_5',
'Z_close_pct_change_20',
'Z_hl_range',
'Z_atr_normalized',
'Z_vol_sma_ratio_20',
'Z_close_position_in_range',
'Z_zigzag_direction',
'Z_zigzag_bars_since_rev',
'Z_zigzag_dist_to_high',
'Z_zigzag_dist_to_low'],
'git_commit': '',
'model_version': 'v1',
'training_data_hash': '',
'training_time_sec': 0.0},
'accuracy': 0.0,
'atr_factor': 1.2123391106782762,
'atr_period': 9,
'avg_loss': -0.0027912869036112536,
'avg_win': 0.004574858268693296,
'expectancy': 0.0006833098757776847,
'losing_trades': 280,
'max_drawdown': 0.04967721366027689,
'model_file': 'zz_sylvain_BTCUSDT_2_20260714_1784003738',
'profit_factor': 1.4633733556651805,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 49.16415293246439,
'total_pnl': 0.36215423416217307,
'total_trades': 530,
'trial_num': 4,
'win_rate': 0.4716981132075472,
'winning_trades': 250,
'zz_percent': 0.609102444252071}
ind_param (optuna):
展開 Optuna 參數{'atr_period': [5, 10], 'atr_factor': [1.0, 2.0], 'zz_percent': [0.3, 2.0], 'reversal_abs': [0.0, 0.0], 'reversal_ticks': [0, 0]}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 1,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 1784 | BTCUSDT | 5 | zz_sylvain | 2024-01-01 ~ 2026-01-01 | 1.463 | 0.47% | 530 | 49.164 | 0.05 | 0.000 | 0.000 | 2026-07-14 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20260714_1784006317
Data Hash: -
Feature Score:
展開('[{"feature": "return_20", "importance": 0.22315935483535923}, {"feature": '
'"dist_to_high", "importance": 0.16397030638685992}, {"feature": '
'"dist_to_low", "importance": 0.15448844131712988}, {"feature": '
'"bars_since_rev", "importance": 0.12258505964486832}, {"feature": '
'"atr_norm", "importance": 0.11553793954706207}, {"feature": "return_1", '
'"importance": 0.07217591618427999}, {"feature": "return_5", "importance": '
'0.05492320929068627}, {"feature": "vol_ratio", "importance": '
'0.03786474892025593}, {"feature": "hl_range", "importance": '
'0.032581735493406726}, {"feature": "price_position", "importance": '
'0.02234635406489907}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "return_20", "importance": '
'0.22315935483535923}, {"feature": "dist_to_high", '
'"importance": 0.16397030638685992}, {"feature": '
'"dist_to_low", "importance": 0.15448844131712988}, '
'{"feature": "bars_since_rev", "importance": '
'0.12258505964486832}, {"feature": "atr_norm", '
'"importance": 0.11553793954706207}, {"feature": '
'"return_1", "importance": 0.07217591618427999}, '
'{"feature": "return_5", "importance": '
'0.05492320929068627}, {"feature": "vol_ratio", '
'"importance": 0.03786474892025593}, {"feature": '
'"hl_range", "importance": 0.032581735493406726}, '
'{"feature": "price_position", "importance": '
'0.02234635406489907}]',
'_model_metadata': {'feature_names': ['return_1',
'return_5',
'return_20',
'hl_range',
'atr_norm',
'vol_ratio',
'price_position',
'zz_direction',
'bars_since_rev',
'dist_to_high',
'dist_to_low'],
'git_commit': '',
'model_version': 'v1',
'training_data_hash': '',
'training_time_sec': 0.0},
'accuracy': 0.0,
'atr_factor': 1.2123391106782762,
'atr_period': 9,
'avg_loss': -0.0027912869036112536,
'avg_win': 0.004574858268693296,
'expectancy': 0.0006833098757776847,
'losing_trades': 280,
'max_drawdown': 0.04967721366027689,
'model_file': 'zz_sylvain_BTCUSDT_2_20260714_1784006317',
'profit_factor': 1.4633733556651805,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 49.16415293246439,
'total_pnl': 0.36215423416217307,
'total_trades': 530,
'trial_num': 4,
'win_rate': 0.4716981132075472,
'winning_trades': 250,
'zz_percent': 0.609102444252071}
ind_param (optuna):
展開 Optuna 參數{'atr_period': [5, 10], 'atr_factor': [1.0, 2.0], 'zz_percent': [0.3, 2.0], 'reversal_abs': [0.0, 0.0], 'reversal_ticks': [0, 0]}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 1,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 2686 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2024-06-29 | 1.438 | 0.73% | 74 | 12.440 | 0.08 | 0.983 | 0.000 | 2026-10-04 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261004_1791078903
Data Hash: 4d2500492b3b40ec
Feature Score:
展開('[{"feature": "vol_ratio", "importance": 0.3301863447867209}, {"feature": '
'"pct_change", "importance": 0.14833989924213525}, {"feature": "hl_range", '
'"importance": 0.13327748703130546}, {"feature": "body_size_pct", '
'"importance": 0.13018872184751007}, {"feature": "atr_norm", "importance": '
'0.11868059635597175}, {"feature": "price_position", "importance": '
'0.07545776283177426}, {"feature": "consecutive_shrink", "importance": '
'0.06386918790458239}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "vol_ratio", "importance": '
'0.3301863447867209}, {"feature": "pct_change", '
'"importance": 0.14833989924213525}, {"feature": '
'"hl_range", "importance": 0.13327748703130546}, '
'{"feature": "body_size_pct", "importance": '
'0.13018872184751007}, {"feature": "atr_norm", '
'"importance": 0.11868059635597175}, {"feature": '
'"price_position", "importance": 0.07545776283177426}, '
'{"feature": "consecutive_shrink", "importance": '
'0.06386918790458239}]',
'_model_metadata': {'feature_names': ['pct_change',
'hl_range',
'atr_norm',
'vol_ratio',
'price_position',
'consecutive_shrink',
'body_size_pct'],
'git_commit': 'e3bed46e',
'metrics': {'accuracy': 0.9832303618711385,
'balanced_accuracy': 0.35720985455624815,
'long_recall': 0.04,
'macro_f1': 0.35808267887241035,
'short_recall': 0.04,
'train_accuracy': 0.9952455048409405},
'model_version': 'v1',
'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1',
'training_time_sec': 2.740054130554199},
'_run_source': 'llm',
'accuracy': 0.9832303618711385,
'atr_factor': 4.133574167341846,
'atr_period': 13,
'avg_loss': -0.02142400401673796,
'avg_win': 0.011413376621810866,
'balanced_accuracy': 0.35720985455624815,
'colsample_bytree': 0.5274192769398138,
'expectancy': 0.0025384088816625345,
'k_momentum_pct_change_window': 58,
'learning_rate': 0.056368874569163605,
'long_recall': 0.04,
'losing_trades': 20,
'macro_f1': 0.35808267887241035,
'max_depth': 5,
'max_drawdown': 0.0776705881133802,
'max_hold_bars': 170,
'min_child_weight': 16.010932965463827,
'model_file': 'zz_sylvain_BTCUSDT_2_20261004_1791078903',
'n_estimators': 50,
'optuna_seed': 301,
'profit_factor': 1.4383920416936808,
'reg_alpha': 2.0997003888261014,
'reg_lambda': 2.8947169944553974,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 12.439774728669494,
'short_recall': 0.04,
'sl_pct': 0.03580882422693833,
'subsample': 0.504848826243739,
'test_accuracy': 0.0,
'total_pnl': 0.18784225724302742,
'total_trades': 74,
'tp_pct': 0.01122625681402122,
'train_accuracy': 0.9952455048409405,
'trial_num': 9,
'win_rate': 0.7297297297297297,
'winning_trades': 54,
'zz_percent': 0.9723182142016552}
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}
|
||||||||||||
| 2633 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2024-06-29 | 1.434 | 0.73% | 200 | 10.333 | 0.11 | 0.957 | 0.000 | 2026-10-03 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261003_1790979719
Data Hash: 4d2500492b3b40ec
Feature Score:
展開('[{"feature": "hl_range", "importance": 0.22698506689027614}, {"feature": '
'"price_position", "importance": 0.2059951207625687}, {"feature": '
'"vol_ratio", "importance": 0.1570940644855627}, {"feature": "atr_norm", '
'"importance": 0.1509548838174531}, {"feature": "body_size_pct", '
'"importance": 0.14352222909534176}, {"feature": "pct_change", "importance": '
'0.0986991052050111}, {"feature": "consecutive_shrink", "importance": '
'0.0167495297437864}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "hl_range", "importance": '
'0.22698506689027614}, {"feature": "price_position", '
'"importance": 0.2059951207625687}, {"feature": '
'"vol_ratio", "importance": 0.1570940644855627}, '
'{"feature": "atr_norm", "importance": 0.1509548838174531}, '
'{"feature": "body_size_pct", "importance": '
'0.14352222909534176}, {"feature": "pct_change", '
'"importance": 0.0986991052050111}, {"feature": '
'"consecutive_shrink", "importance": 0.0167495297437864}]',
'_model_metadata': {'feature_names': ['pct_change',
'hl_range',
'atr_norm',
'vol_ratio',
'price_position',
'consecutive_shrink',
'body_size_pct'],
'git_commit': '699da837',
'metrics': {'accuracy': 0.9572815533980582,
'balanced_accuracy': 0.3373640853205131,
'long_recall': 0.01818181818181818,
'macro_f1': 0.3368678073136984,
'short_recall': 0.017857142857142856,
'train_accuracy': 0.9980982019363762},
'model_version': 'v1',
'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1',
'training_time_sec': 10.957014560699463},
'_run_source': 'llm',
'accuracy': 0.9572815533980582,
'atr_factor': 1.2571018912998255,
'atr_period': 6,
'avg_loss': -0.013891926571337124,
'avg_win': 0.007557125586866338,
'balanced_accuracy': 0.3373640853205131,
'colsample_bytree': 0.5606752206514198,
'expectancy': 0.0016586362433603859,
'k_momentum_pct_change_window': 23,
'learning_rate': 0.25450788486406,
'long_recall': 0.01818181818181818,
'losing_trades': 55,
'macro_f1': 0.3368678073136984,
'max_depth': 2,
'max_drawdown': 0.11496546332021637,
'max_hold_bars': 191,
'min_child_weight': 45.14896753339259,
'model_file': 'zz_sylvain_BTCUSDT_2_20261003_1790979719',
'n_estimators': 146,
'optuna_seed': 839,
'profit_factor': 1.4341661676901565,
'reg_alpha': 1.7037508203159701,
'reg_lambda': 3.261501581245572,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 10.332801646260796,
'short_recall': 0.017857142857142856,
'sl_pct': 0.048721439726868175,
'subsample': 0.7236462289522146,
'test_accuracy': 0.0,
'total_pnl': 0.33172724867207704,
'total_trades': 200,
'tp_pct': 0.008101879532916557,
'train_accuracy': 0.9980982019363762,
'trial_num': 6,
'win_rate': 0.725,
'winning_trades': 145,
'zz_percent': 1.1283770212572806}
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}
|
||||||||||||
| 2741 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2024-06-29 | 1.421 | 0.46% | 65 | 13.034 | 0.03 | 0.953 | 0.000 | 2026-10-09 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261009_1791497302
Data Hash: 4d2500492b3b40ec
Feature Score:
展開('[{"feature": "vol_ratio", "importance": 0.22036576358875778}, {"feature": '
'"body_size_pct", "importance": 0.19176021155317466}, {"feature": "hl_range", '
'"importance": 0.1843084480851779}, {"feature": "price_position", '
'"importance": 0.1584015699822577}, {"feature": "atr_norm", "importance": '
'0.12289822029968563}, {"feature": "pct_change", "importance": '
'0.08593160964293546}, {"feature": "consecutive_shrink", "importance": '
'0.036334176848010824}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "vol_ratio", "importance": '
'0.22036576358875778}, {"feature": "body_size_pct", '
'"importance": 0.19176021155317466}, {"feature": '
'"hl_range", "importance": 0.1843084480851779}, {"feature": '
'"price_position", "importance": 0.1584015699822577}, '
'{"feature": "atr_norm", "importance": '
'0.12289822029968563}, {"feature": "pct_change", '
'"importance": 0.08593160964293546}, {"feature": '
'"consecutive_shrink", "importance": 0.036334176848010824}]',
'_model_metadata': {'feature_names': ['pct_change',
'hl_range',
'atr_norm',
'vol_ratio',
'price_position',
'consecutive_shrink',
'body_size_pct'],
'git_commit': '136aa18a',
'metrics': {'accuracy': 0.9528684907325684,
'balanced_accuracy': 0.3372605824545911,
'long_recall': 0.00819672131147541,
'macro_f1': 0.33514192693026534,
'short_recall': 0.00819672131147541,
'train_accuracy': 0.9483921161825726},
'model_version': 'v1',
'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1',
'training_time_sec': 2.042194128036499},
'_run_source': 'llm',
'_top_decile': {'decile_n': 1,
'median_pf': 1.4209738040156359,
'n_candidates': 10,
'selection': 'top_decile_median_representative'},
'accuracy': 0.9528684907325684,
'avg_loss': -0.0028229422839316544,
'avg_win': 0.004679881541667442,
'balanced_accuracy': 0.3372605824545911,
'colsample_bytree': 0.9162934573289752,
'expectancy': 0.0006398994817294673,
'k_momentum_pct_change_window': 20,
'learning_rate': 0.12753989371825586,
'long_recall': 0.00819672131147541,
'losing_trades': 35,
'macro_f1': 0.33514192693026534,
'max_depth': 3,
'max_drawdown': 0.027677397869701924,
'max_hold_bars': 110,
'min_child_weight': 20.417755289329325,
'model_file': 'zz_sylvain_BTCUSDT_2_20261009_1791497302',
'n_estimators': 99,
'optuna_seed': 273,
'profit_factor': 1.4209738040156359,
'reg_alpha': 1.2432260810343005,
'reg_lambda': 1.062635050801159,
'sharpe_ratio': 13.033723422722584,
'short_recall': 0.00819672131147541,
'sl_pct': 0.03608629478585169,
'subsample': 0.6797309161533325,
'test_accuracy': 0.0,
'total_pnl': 0.041593466312415346,
'total_trades': 65,
'tp_pct': 0.0859213607402392,
'train_accuracy': 0.9483921161825726,
'trial_num': 4,
'win_rate': 0.46153846153846156,
'winning_trades': 30}
ind_param (optuna):
展開 Optuna 參數{'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}
|
||||||||||||
| 2628 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2024-06-29 | 1.414 | 0.54% | 78 | 10.792 | 0.11 | 0.984 | 0.000 | 2026-10-03 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261003_1790974632
Data Hash: 4d2500492b3b40ec
Feature Score:
展開('[{"feature": "pct_change", "importance": 0.2334514761490617}, {"feature": '
'"body_size_pct", "importance": 0.21232003335751365}, {"feature": '
'"vol_ratio", "importance": 0.1722993839226792}, {"feature": "atr_norm", '
'"importance": 0.1395364210208917}, {"feature": "price_position", '
'"importance": 0.08948013123936338}, {"feature": "k_iter1_ta_5ba8", '
'"importance": 0.06904004592890299}, {"feature": "hl_range", "importance": '
'0.06890476896117617}, {"feature": "consecutive_shrink", "importance": '
'0.014967739420411226}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "pct_change", "importance": '
'0.2334514761490617}, {"feature": "body_size_pct", '
'"importance": 0.21232003335751365}, {"feature": '
'"vol_ratio", "importance": 0.1722993839226792}, '
'{"feature": "atr_norm", "importance": 0.1395364210208917}, '
'{"feature": "price_position", "importance": '
'0.08948013123936338}, {"feature": "k_iter1_ta_5ba8", '
'"importance": 0.06904004592890299}, {"feature": '
'"hl_range", "importance": 0.06890476896117617}, '
'{"feature": "consecutive_shrink", "importance": '
'0.014967739420411226}]',
'_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': '1b8dc90a',
'metrics': {'accuracy': 0.9842894969108561,
'balanced_accuracy': 0.33072360616844604,
'long_recall': 0.0,
'macro_f1': 0.3306941849776117,
'short_recall': 0.0,
'train_accuracy': 1.0},
'model_version': 'v1',
'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1',
'training_time_sec': 5.021513938903809},
'_run_source': 'llm',
'accuracy': 0.9842894969108561,
'atr_factor': 2.7709050709296457,
'atr_period': 4,
'avg_loss': -0.023795890242667976,
'avg_win': 0.02884992803793594,
'balanced_accuracy': 0.33072360616844604,
'colsample_bytree': 0.912791181632393,
'expectancy': 0.004551858062272592,
'k_iter1_ta_5ba8_length': 32,
'k_momentum_pct_change_window': 472,
'learning_rate': 0.12913660898474222,
'long_recall': 0.0,
'losing_trades': 36,
'macro_f1': 0.3306941849776117,
'max_depth': 4,
'max_drawdown': 0.10707513441375101,
'max_hold_bars': 190,
'min_child_weight': 37.113448065947566,
'model_file': 'zz_sylvain_BTCUSDT_2_20261003_1790974632',
'n_estimators': 81,
'optuna_seed': 357,
'profit_factor': 1.4144564054695437,
'reg_alpha': 4.292830638793425,
'reg_lambda': 1.5814232209075767,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 10.79208436156701,
'short_recall': 0.0,
'sl_pct': 0.03857198866768239,
'subsample': 0.8568012717421432,
'test_accuracy': 0.0,
'total_pnl': 0.35504492885726213,
'total_trades': 78,
'tp_pct': 0.06681481097408803,
'train_accuracy': 1.0,
'trial_num': 0,
'win_rate': 0.5384615384615384,
'winning_trades': 42,
'zz_percent': 1.409758410558026}
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}
|
||||||||||||
| 2649 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2026-10-03 | 1.407 | 0.34% | 212 | 9.511 | 0.09 | 0.965 | 0.000 | 2026-10-03 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261003_1790999288
Data Hash: 4d2500492b3b40ec
Feature Score:
展開('[{"feature": "k_iter2_k_ema_cross_rsi_atrenorm", "importance": '
'0.250067540945635}, {"feature": "vol_ratio", "importance": '
'0.22250088396192513}, {"feature": "price_position", "importance": '
'0.1205411522937259}, {"feature": "body_size_pct", "importance": '
'0.11176068945640667}, {"feature": "pct_change", "importance": '
'0.10167129413513082}, {"feature": "hl_range", "importance": '
'0.08889465759884044}, {"feature": "atr_norm", "importance": '
'0.07869849715890465}, {"feature": "consecutive_shrink", "importance": '
'0.025865284449431362}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "k_iter2_k_ema_cross_rsi_atrenorm", '
'"importance": 0.250067540945635}, {"feature": "vol_ratio", '
'"importance": 0.22250088396192513}, {"feature": '
'"price_position", "importance": 0.1205411522937259}, '
'{"feature": "body_size_pct", "importance": '
'0.11176068945640667}, {"feature": "pct_change", '
'"importance": 0.10167129413513082}, {"feature": '
'"hl_range", "importance": 0.08889465759884044}, '
'{"feature": "atr_norm", "importance": '
'0.07869849715890465}, {"feature": "consecutive_shrink", '
'"importance": 0.025865284449431362}]',
'_model_metadata': {'feature_names': ['pct_change',
'hl_range',
'atr_norm',
'vol_ratio',
'price_position',
'consecutive_shrink',
'body_size_pct',
'k_iter2_k_ema_cross_rsi_atrenorm'],
'git_commit': '2d0df290',
'metrics': {'accuracy': 0.9652777777777778,
'balanced_accuracy': 0.3700905019999583,
'long_recall': 0.05714285714285714,
'macro_f1': 0.39151689490354663,
'short_recall': 0.05755395683453238,
'train_accuracy': 0.9791096281086014},
'model_version': 'v1',
'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1',
'training_time_sec': 92.49074602127075},
'_run_source': 'llm',
'accuracy': 0.9652777777777778,
'atr_factor': 2.915332478920612,
'atr_period': 12,
'avg_loss': -0.008295320424723562,
'avg_win': 0.022698035228005887,
'balanced_accuracy': 0.3700905019999583,
'colsample_bytree': 0.5391942173085077,
'expectancy': 0.0022307248912977595,
'k_momentum_pct_change_window': 96,
'learning_rate': 0.06397849938796263,
'long_recall': 0.05714285714285714,
'losing_trades': 140,
'macro_f1': 0.39151689490354663,
'max_depth': 9,
'max_drawdown': 0.0877631200789653,
'max_hold_bars': 128,
'min_child_weight': 13.258520705838356,
'model_file': 'zz_sylvain_BTCUSDT_2_20261003_1790999288',
'n_estimators': 158,
'optuna_seed': 560,
'profit_factor': 1.4072120982000909,
'reg_alpha': 2.8250282027873164,
'reg_lambda': 2.150780723953814,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 9.511375921471474,
'short_recall': 0.05755395683453238,
'sl_pct': 0.00845373629418552,
'subsample': 0.5743239548520158,
'test_accuracy': 0.0,
'total_pnl': 0.4729136769551251,
'total_trades': 212,
'tp_pct': 0.052181032847928,
'train_accuracy': 0.9791096281086014,
'trial_num': 0,
'win_rate': 0.33962264150943394,
'winning_trades': 72,
'zz_percent': 0.3120171278754451}
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}
|
||||||||||||
| 2623 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2024-06-29 | 1.395 | 0.50% | 105 | 9.035 | 0.15 | 0.981 | 0.000 | 2026-10-01 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261001_1790833120
Data Hash: 4d2500492b3b40ec
Feature Score:
展開('[{"feature": "vol_ratio", "importance": 0.21859799727693735}, {"feature": '
'"body_size_pct", "importance": 0.1657091083711291}, {"feature": '
'"pct_change", "importance": 0.13983709320056453}, {"feature": "hl_range", '
'"importance": 0.1088177449156482}, {"feature": "zz_dist_high", "importance": '
'0.09182672113271077}, {"feature": "zz_dist_low", "importance": '
'0.0891512616163033}, {"feature": "k_iter1_ta_5ba8", "importance": '
'0.08521550928238632}, {"feature": "price_position", "importance": '
'0.0550527877920066}, {"feature": "atr_norm", "importance": '
'0.03907248023697305}, {"feature": "consecutive_shrink", "importance": '
'0.0067192961753408465}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "vol_ratio", "importance": '
'0.21859799727693735}, {"feature": "body_size_pct", '
'"importance": 0.1657091083711291}, {"feature": '
'"pct_change", "importance": 0.13983709320056453}, '
'{"feature": "hl_range", "importance": 0.1088177449156482}, '
'{"feature": "zz_dist_high", "importance": '
'0.09182672113271077}, {"feature": "zz_dist_low", '
'"importance": 0.0891512616163033}, {"feature": '
'"k_iter1_ta_5ba8", "importance": 0.08521550928238632}, '
'{"feature": "price_position", "importance": '
'0.0550527877920066}, {"feature": "atr_norm", "importance": '
'0.03907248023697305}, {"feature": "consecutive_shrink", '
'"importance": 0.0067192961753408465}]',
'_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',
'k_iter1_ta_5ba8'],
'git_commit': 'unknown',
'metrics': {'accuracy': 0.9814651368049426,
'balanced_accuracy': 0.44889513160189853,
'long_recall': 0.15384615384615385,
'macro_f1': 0.4712311022260753,
'short_recall': 0.2,
'train_accuracy': 0.9966286307053942},
'model_version': 'v1',
'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1',
'training_time_sec': 5.575423240661621},
'_run_source': 'llm',
'accuracy': 0.9814651368049426,
'atr_factor': 3.2429798227858644,
'atr_period': 18,
'avg_loss': -0.017764717952824124,
'avg_win': 0.025263511460952022,
'balanced_accuracy': 0.44889513160189853,
'colsample_bytree': 0.705535360245042,
'expectancy': 0.003544500423522159,
'k_iter1_ta_5ba8_length': 32,
'k_momentum_pct_change_window': 444,
'learning_rate': 0.29896798458483537,
'long_recall': 0.15384615384615385,
'losing_trades': 53,
'macro_f1': 0.4712311022260753,
'max_depth': 4,
'max_drawdown': 0.14784032944515255,
'max_hold_bars': 171,
'min_child_weight': 28.792858942105184,
'model_file': 'zz_sylvain_BTCUSDT_2_20261001_1790833120',
'n_estimators': 85,
'optuna_seed': 114,
'profit_factor': 1.3952848280063141,
'reg_alpha': 1.4665754670534508,
'reg_lambda': 0.4550714739184075,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 9.034599034848558,
'short_recall': 0.2,
'sl_pct': 0.04794464182231209,
'subsample': 0.5038798785702799,
'test_accuracy': 0.0,
'total_pnl': 0.3721725444698267,
'total_trades': 105,
'tp_pct': 0.09940815047709906,
'train_accuracy': 0.9966286307053942,
'trial_num': 5,
'win_rate': 0.49523809523809526,
'winning_trades': 52,
'zz_percent': 0.7794926577500734}
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}
|
||||||||||||
| 2735 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2026-07-01 | 1.379 | 0.43% | 205 | 8.968 | 0.21 | 0.989 | 0.000 | 2026-10-05 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261005_1791143128
Data Hash: 4d2500492b3b40ec
Feature Score:
展開('[{"feature": "k_fixed_fast = ta", "importance": 0.46067248351354}, '
'{"feature": "pct_change", "importance": 0.23971182802126786}, {"feature": '
'"price_position", "importance": 0.09499540500495998}, {"feature": '
'"vol_ratio", "importance": 0.06370601691542846}, {"feature": "atr_norm", '
'"importance": 0.06351138562290563}, {"feature": "hl_range", "importance": '
'0.04630152391523259}, {"feature": "body_size_pct", "importance": '
'0.022373263963942205}, {"feature": "consecutive_shrink", "importance": '
'0.00872809304272321}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "k_fixed_fast = ta", "importance": '
'0.46067248351354}, {"feature": "pct_change", "importance": '
'0.23971182802126786}, {"feature": "price_position", '
'"importance": 0.09499540500495998}, {"feature": '
'"vol_ratio", "importance": 0.06370601691542846}, '
'{"feature": "atr_norm", "importance": '
'0.06351138562290563}, {"feature": "hl_range", '
'"importance": 0.04630152391523259}, {"feature": '
'"body_size_pct", "importance": 0.022373263963942205}, '
'{"feature": "consecutive_shrink", "importance": '
'0.00872809304272321}]',
'_model_metadata': {'feature_names': ['pct_change',
'hl_range',
'atr_norm',
'vol_ratio',
'price_position',
'consecutive_shrink',
'body_size_pct',
'k_fixed_fast = ta'],
'git_commit': '20d152d6',
'metrics': {'accuracy': 0.9887731481481481,
'balanced_accuracy': 0.3317025820229082,
'long_recall': 0.0,
'macro_f1': 0.3314516285475955,
'short_recall': 0.0,
'train_accuracy': 0.9957791467031714},
'model_version': 'v1',
'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1',
'training_time_sec': 27.9604434967041},
'_run_source': 'llm',
'accuracy': 0.9887731481481481,
'atr_factor': 4.7699849176399995,
'atr_period': 4,
'avg_loss': -0.011479808912810382,
'avg_win': 0.021044521886586162,
'balanced_accuracy': 0.3317025820229082,
'colsample_bytree': 0.7475884550556351,
'expectancy': 0.002481855040101304,
'k_momentum_pct_change_window': 409,
'learning_rate': 0.14000427503730983,
'long_recall': 0.0,
'losing_trades': 117,
'macro_f1': 0.3314516285475955,
'max_depth': 3,
'max_drawdown': 0.2142300050956931,
'max_hold_bars': 103,
'min_child_weight': 22.567472193240462,
'model_file': 'zz_sylvain_BTCUSDT_2_20261005_1791143128',
'n_estimators': 126,
'optuna_seed': 259,
'profit_factor': 1.3787998094972433,
'reg_alpha': 0.17194260557609198,
'reg_lambda': 4.546602010393911,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 8.968243572781681,
'short_recall': 0.0,
'sl_pct': 0.016273842728381137,
'subsample': 0.5610191174223894,
'test_accuracy': 0.0,
'total_pnl': 0.5087802832207678,
'total_trades': 205,
'tp_pct': 0.06692718386669023,
'train_accuracy': 0.9957791467031714,
'trial_num': 2,
'win_rate': 0.4292682926829268,
'winning_trades': 88,
'zz_percent': 1.4518848463043832}
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}
|
||||||||||||
| 2733 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2026-07-01 | 1.379 | 0.43% | 205 | 8.968 | 0.21 | 0.989 | 0.000 | 2026-10-05 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261005_1791141469
Data Hash: 4d2500492b3b40ec
Feature Score:
展開('[{"feature": "k_fixed_fast = ta", "importance": 0.46067248351354}, '
'{"feature": "pct_change", "importance": 0.23971182802126786}, {"feature": '
'"price_position", "importance": 0.09499540500495998}, {"feature": '
'"vol_ratio", "importance": 0.06370601691542846}, {"feature": "atr_norm", '
'"importance": 0.06351138562290563}, {"feature": "hl_range", "importance": '
'0.04630152391523259}, {"feature": "body_size_pct", "importance": '
'0.022373263963942205}, {"feature": "consecutive_shrink", "importance": '
'0.00872809304272321}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "k_fixed_fast = ta", "importance": '
'0.46067248351354}, {"feature": "pct_change", "importance": '
'0.23971182802126786}, {"feature": "price_position", '
'"importance": 0.09499540500495998}, {"feature": '
'"vol_ratio", "importance": 0.06370601691542846}, '
'{"feature": "atr_norm", "importance": '
'0.06351138562290563}, {"feature": "hl_range", '
'"importance": 0.04630152391523259}, {"feature": '
'"body_size_pct", "importance": 0.022373263963942205}, '
'{"feature": "consecutive_shrink", "importance": '
'0.00872809304272321}]',
'_model_metadata': {'feature_names': ['pct_change',
'hl_range',
'atr_norm',
'vol_ratio',
'price_position',
'consecutive_shrink',
'body_size_pct',
'k_fixed_fast = ta'],
'git_commit': 'bb4e4af8',
'metrics': {'accuracy': 0.9887731481481481,
'balanced_accuracy': 0.3317025820229082,
'long_recall': 0.0,
'macro_f1': 0.3314516285475955,
'short_recall': 0.0,
'train_accuracy': 0.9957791467031714},
'model_version': 'v1',
'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1',
'training_time_sec': 29.095635414123535},
'_run_source': 'llm',
'accuracy': 0.9887731481481481,
'atr_factor': 4.7699849176399995,
'atr_period': 4,
'avg_loss': -0.011479808912810382,
'avg_win': 0.021044521886586162,
'balanced_accuracy': 0.3317025820229082,
'colsample_bytree': 0.7475884550556351,
'expectancy': 0.002481855040101304,
'k_momentum_pct_change_window': 409,
'learning_rate': 0.14000427503730983,
'long_recall': 0.0,
'losing_trades': 117,
'macro_f1': 0.3314516285475955,
'max_depth': 3,
'max_drawdown': 0.2142300050956931,
'max_hold_bars': 103,
'min_child_weight': 22.567472193240462,
'model_file': 'zz_sylvain_BTCUSDT_2_20261005_1791141469',
'n_estimators': 126,
'optuna_seed': 259,
'profit_factor': 1.3787998094972433,
'reg_alpha': 0.17194260557609198,
'reg_lambda': 4.546602010393911,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 8.968243572781681,
'short_recall': 0.0,
'sl_pct': 0.016273842728381137,
'subsample': 0.5610191174223894,
'test_accuracy': 0.0,
'total_pnl': 0.5087802832207678,
'total_trades': 205,
'tp_pct': 0.06692718386669023,
'train_accuracy': 0.9957791467031714,
'trial_num': 2,
'win_rate': 0.4292682926829268,
'winning_trades': 88,
'zz_percent': 1.4518848463043832}
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}
|
||||||||||||
| 2608 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2024-06-29 | 1.370 | 0.60% | 84 | 10.131 | 0.12 | 0.981 | 0.000 | 2026-10-01 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261001_1790829579
Data Hash: 4d2500492b3b40ec
Feature Score:
展開('[{"feature": "vol_ratio", "importance": 0.23794383444410486}, {"feature": '
'"zz_dist_high", "importance": 0.19607601085253576}, {"feature": '
'"zz_dist_low", "importance": 0.12661680244395815}, {"feature": "hl_range", '
'"importance": 0.12110664967581102}, {"feature": "pct_change", "importance": '
'0.10973222564284371}, {"feature": "body_size_pct", "importance": '
'0.09894139595515161}, {"feature": "atr_norm", "importance": '
'0.06373808658762284}, {"feature": "price_position", "importance": '
'0.03578879318495509}, {"feature": "consecutive_shrink", "importance": '
'0.010056201213016926}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "vol_ratio", "importance": '
'0.23794383444410486}, {"feature": "zz_dist_high", '
'"importance": 0.19607601085253576}, {"feature": '
'"zz_dist_low", "importance": 0.12661680244395815}, '
'{"feature": "hl_range", "importance": '
'0.12110664967581102}, {"feature": "pct_change", '
'"importance": 0.10973222564284371}, {"feature": '
'"body_size_pct", "importance": 0.09894139595515161}, '
'{"feature": "atr_norm", "importance": '
'0.06373808658762284}, {"feature": "price_position", '
'"importance": 0.03578879318495509}, {"feature": '
'"consecutive_shrink", "importance": 0.010056201213016926}]',
'_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': 0.9809355692850839,
'balanced_accuracy': 0.3726832762596967,
'long_recall': 0.075,
'macro_f1': 0.384767126366127,
'short_recall': 0.04878048780487805,
'train_accuracy': 0.9993084370677732},
'model_version': 'v1',
'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1',
'training_time_sec': 4.567157030105591},
'_run_source': 'llm',
'accuracy': 0.9809355692850839,
'atr_factor': 3.7050176469400653,
'atr_period': 12,
'avg_loss': -0.013193016886139676,
'avg_win': 0.012286467305079072,
'balanced_accuracy': 0.3726832762596967,
'colsample_bytree': 0.8567950598414771,
'expectancy': 0.0019733427514905316,
'k_momentum_pct_change_window': 168,
'learning_rate': 0.06739210145906539,
'long_recall': 0.075,
'losing_trades': 34,
'macro_f1': 0.384767126366127,
'max_depth': 2,
'max_drawdown': 0.11902771159256989,
'max_hold_bars': 61,
'min_child_weight': 2.2082106182902086,
'model_file': 'zz_sylvain_BTCUSDT_2_20261001_1790829579',
'n_estimators': 77,
'optuna_seed': 262,
'profit_factor': 1.3695377204555346,
'reg_alpha': 3.851451727309711,
'reg_lambda': 0.47977448260592026,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 10.131310013763084,
'short_recall': 0.04878048780487805,
'sl_pct': 0.0361200529529227,
'subsample': 0.6634560977381223,
'test_accuracy': 0.0,
'total_pnl': 0.16576079112520467,
'total_trades': 84,
'tp_pct': 0.015619803261633399,
'train_accuracy': 0.9993084370677732,
'trial_num': 3,
'win_rate': 0.5952380952380952,
'winning_trades': 50,
'zz_percent': 0.6111394698450562}
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}
|
||||||||||||
| 2601 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2024-06-29 | 1.360 | 0.51% | 105 | 9.092 | 0.14 | 0.982 | 0.000 | 2026-10-01 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261001_1790828418
Data Hash: 4d2500492b3b40ec
Feature Score:
展開('[{"feature": "vol_ratio", "importance": 0.2216471584407413}, {"feature": '
'"zz_dist_high", "importance": 0.2094765571427084}, {"feature": '
'"zz_dist_low", "importance": 0.14975398973571533}, {"feature": "hl_range", '
'"importance": 0.13619435047266112}, {"feature": "price_position", '
'"importance": 0.0849352773796745}, {"feature": "body_size_pct", '
'"importance": 0.07918457648737283}, {"feature": "atr_norm", "importance": '
'0.05858600865818214}, {"feature": "pct_change", "importance": '
'0.04873358994703923}, {"feature": "consecutive_shrink", "importance": '
'0.011488491735905064}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "vol_ratio", "importance": '
'0.2216471584407413}, {"feature": "zz_dist_high", '
'"importance": 0.2094765571427084}, {"feature": '
'"zz_dist_low", "importance": 0.14975398973571533}, '
'{"feature": "hl_range", "importance": '
'0.13619435047266112}, {"feature": "price_position", '
'"importance": 0.0849352773796745}, {"feature": '
'"body_size_pct", "importance": 0.07918457648737283}, '
'{"feature": "atr_norm", "importance": '
'0.05858600865818214}, {"feature": "pct_change", '
'"importance": 0.04873358994703923}, {"feature": '
'"consecutive_shrink", "importance": 0.011488491735905064}]',
'_model_metadata': {'feature_names': ['pct_change',
'hl_range',
'atr_norm',
'vol_ratio',
'zz_dist_high',
'zz_dist_low',
'price_position',
'consecutive_shrink',
'body_size_pct'],
'git_commit': 'd85e53f4',
'metrics': {'accuracy': 0.9818181818181818,
'balanced_accuracy': 0.5321084741800718,
'long_recall': 0.34782608695652173,
'macro_f1': 0.5611992686932251,
'short_recall': 0.2553191489361702,
'train_accuracy': 1.0},
'model_version': 'v1',
'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1',
'training_time_sec': 10.704111337661743},
'_run_source': 'llm',
'accuracy': 0.9818181818181818,
'atr_factor': 1.497563733855833,
'atr_period': 16,
'avg_loss': -0.014044595292593604,
'avg_win': 0.018043450320256064,
'balanced_accuracy': 0.5321084741800718,
'colsample_bytree': 0.7549715826935859,
'expectancy': 0.002457828165443367,
'k_momentum_pct_change_window': 110,
'learning_rate': 0.2194578466731648,
'long_recall': 0.34782608695652173,
'losing_trades': 51,
'macro_f1': 0.5611992686932251,
'max_depth': 4,
'max_drawdown': 0.1410500485317237,
'max_hold_bars': 62,
'min_child_weight': 26.873540040495346,
'model_file': 'zz_sylvain_BTCUSDT_2_20261001_1790828418',
'n_estimators': 144,
'optuna_seed': 987,
'profit_factor': 1.360297634274607,
'reg_alpha': 4.335235805760665,
'reg_lambda': 3.727454421915644,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 9.092211399318884,
'short_recall': 0.2553191489361702,
'sl_pct': 0.04855906076981488,
'subsample': 0.792936913735663,
'test_accuracy': 0.0,
'total_pnl': 0.25807195737155364,
'total_trades': 105,
'tp_pct': 0.03793724335897734,
'train_accuracy': 1.0,
'trial_num': 7,
'win_rate': 0.5142857142857142,
'winning_trades': 54,
'zz_percent': 1.2162046610249557}
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}
|
||||||||||||
| 215 | BTCUSDT | 60 | knn_resonance_5db | 2025-01-01 ~ 2025-12-31 | 1.352 | 0.49% | 345 | 10.593 | 0.16 | 0.000 | 0.000 | 2026-06-19 |
|
Model: gradient_boosting (vv1)
Model File: knn_resonance_5db_BTCUSDT_20260619_1781804443
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON{'avg_loss': -0.013210766928292794,
'avg_win': 0.018383898958458975,
'expectancy': 0.002357619160831265,
'knn_window': 144.0,
'lb': 0.8843371104969767,
'losing_trades': 175.0,
'max_drawdown': 0.1625048091768166,
'max_hold_bars': 274.0,
'model_file': 'knn_resonance_5db_BTCUSDT_20260619_1781804443',
'period_adx': 22.0,
'period_atr': 38.0,
'period_bb': 35.0,
'period_chop': 28.0,
'period_lookback': 156.0,
'period_mfi': 18.0,
'period_rsi': 8.0,
'profit_factor': 1.351824977265786,
'sharpe_ratio': 10.59326936247093,
'sl_mult': 2.107074666844163,
'sl_mult_short': 1.6250247001027254,
'tb_horizon': 128.0,
'total_pnl': 0.8133786104867865,
'total_trades': 345.0,
'tp_mult': 4.069519045854665,
'tp_mult_short': 3.9592666509716654,
'tsl_activate_mult': 2.83215431906652,
'tsl_trail_mult': 1.2556982691679137,
'ub': 1.034718602980855,
'w_bbw': 0.7039346381862812,
'w_chop': 0.42833488796473873,
'w_energy': 1.2780490979716952,
'w_flow': 0.9137619245225974,
'w_stress': 1.1245700556904399,
'win_rate': 0.4927536231884058,
'winning_trades': 170.0}
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]}
|
||||||||||||
| 2693 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2026-07-01 | 1.340 | 0.50% | 134 | 7.681 | 0.12 | 0.987 | 0.000 | 2026-10-04 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261004_1791092255
Data Hash: 4d2500492b3b40ec
Feature Score:
展開('[{"feature": "vol_ratio", "importance": 0.4581818628403075}, {"feature": '
'"pct_change", "importance": 0.14301190380533246}, {"feature": '
'"k_ema_norm_range_pct", "importance": 0.12356112610793613}, {"feature": '
'"hl_range", "importance": 0.07234674401622833}, {"feature": '
'"price_position", "importance": 0.0694191135912844}, {"feature": "atr_norm", '
'"importance": 0.0641512428221329}, {"feature": "body_size_pct", '
'"importance": 0.059381261176563574}, {"feature": "consecutive_shrink", '
'"importance": 0.00994674564021465}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "vol_ratio", "importance": '
'0.4581818628403075}, {"feature": "pct_change", '
'"importance": 0.14301190380533246}, {"feature": '
'"k_ema_norm_range_pct", "importance": '
'0.12356112610793613}, {"feature": "hl_range", '
'"importance": 0.07234674401622833}, {"feature": '
'"price_position", "importance": 0.0694191135912844}, '
'{"feature": "atr_norm", "importance": 0.0641512428221329}, '
'{"feature": "body_size_pct", "importance": '
'0.059381261176563574}, {"feature": "consecutive_shrink", '
'"importance": 0.00994674564021465}]',
'_model_metadata': {'feature_names': ['pct_change',
'hl_range',
'atr_norm',
'vol_ratio',
'price_position',
'consecutive_shrink',
'body_size_pct',
'k_ema_norm_range_pct'],
'git_commit': '39858dc6',
'metrics': {'accuracy': 0.9866898148148148,
'balanced_accuracy': 0.3466595288190597,
'long_recall': 0.0,
'macro_f1': 0.35334110334110336,
'short_recall': 0.0425531914893617,
'train_accuracy': 0.9907597535934292},
'model_version': 'v1',
'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1',
'training_time_sec': 88.07736849784851},
'_run_source': 'llm',
'accuracy': 0.9866898148148148,
'atr_factor': 4.07279982185578,
'atr_period': 10,
'avg_loss': -0.009242052105364646,
'avg_win': 0.012385967276936803,
'balanced_accuracy': 0.3466595288190597,
'colsample_bytree': 0.8276636408198341,
'expectancy': 0.0015719575857860782,
'k_ema_norm_range_pct_length': 13,
'k_momentum_pct_change_window': 366,
'learning_rate': 0.15276179726408162,
'long_recall': 0.0,
'losing_trades': 67,
'macro_f1': 0.35334110334110336,
'max_depth': 2,
'max_drawdown': 0.12458537715181088,
'max_hold_bars': 26,
'min_child_weight': 35.989330958359965,
'model_file': 'zz_sylvain_BTCUSDT_2_20261004_1791092255',
'n_estimators': 209,
'optuna_seed': 49,
'profit_factor': 1.3401750104554415,
'reg_alpha': 4.353048302961243,
'reg_lambda': 3.064619535924129,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 7.680531787866425,
'short_recall': 0.0425531914893617,
'sl_pct': 0.030483618231050825,
'subsample': 0.9054405004229249,
'test_accuracy': 0.0,
'total_pnl': 0.21064231649533427,
'total_trades': 134,
'tp_pct': 0.08711604520089021,
'train_accuracy': 0.9907597535934292,
'trial_num': 3,
'win_rate': 0.5,
'winning_trades': 67,
'zz_percent': 0.7896349374290486}
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_ema_norm_range_pct_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}
|
||||||||||||
| 147 | BTCUSDT | 60 | knn_resonance_5dd | 2025-01-01 ~ 2025-12-31 | 1.331 | 0.48% | 196 | 10.080 | 0.09 | 0.000 | 0.000 | 2026-05-04 |
|
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON{'avg_loss': -0.012679402948590966,
'avg_win': 0.01794140869354847,
'bar_predict': 5.0,
'expectancy': 0.0021623169799970254,
'knn_window': 165.0,
'losing_trades': 101.0,
'max_drawdown': 0.0886931534469719,
'max_hold_bars': 175.0,
'period_adx': 24.0,
'period_atr': 30.0,
'period_bb': 13.0,
'period_chop': 26.0,
'period_lookback': 145.0,
'period_mfi': 14.0,
'period_rsi': 30.0,
'profit_factor': 1.330944564420609,
'sharpe_ratio': 10.080082671930894,
'sl_mult': 2.6390295537948205,
'sl_mult_short': 1.0100152640622002,
'total_pnl': 0.4238141280794173,
'total_trades': 196.0,
'tp_mult': 5.002608202126118,
'tp_mult_short': 2.5152165071858343,
'tsl_activate_mult': 3.071979047655958,
'tsl_trail_mult': 1.2043653745216667,
'w_bbw': 0.8055611441153364,
'w_chop': 0.7081562396736191,
'w_energy': 1.2754067584390596,
'w_flow': 1.8527413725581348,
'w_stress': 1.5758194483171233,
'win_rate': 0.4846938775510204,
'winning_trades': 95.0}
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]}
|
||||||||||||
| 2688 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2024-06-29 | 1.327 | 0.50% | 115 | 8.160 | 0.14 | 0.976 | 0.000 | 2026-10-04 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261004_1791078934
Data Hash: 4d2500492b3b40ec
Feature Score:
展開('[{"feature": "k_iter1_k_macd_hist_atr_norm", "importance": '
'0.2715370167621823}, {"feature": "atr_norm", "importance": '
'0.13129644619645162}, {"feature": "vol_ratio", "importance": '
'0.12536897755479534}, {"feature": "pct_change", "importance": '
'0.12327268361857087}, {"feature": "body_size_pct", "importance": '
'0.11553024510666075}, {"feature": "hl_range", "importance": '
'0.09798596882441733}, {"feature": "price_position", "importance": '
'0.09650496545851946}, {"feature": "consecutive_shrink", "importance": '
'0.03850369647840231}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "k_iter1_k_macd_hist_atr_norm", "importance": '
'0.2715370167621823}, {"feature": "atr_norm", "importance": '
'0.13129644619645162}, {"feature": "vol_ratio", '
'"importance": 0.12536897755479534}, {"feature": '
'"pct_change", "importance": 0.12327268361857087}, '
'{"feature": "body_size_pct", "importance": '
'0.11553024510666075}, {"feature": "hl_range", '
'"importance": 0.09798596882441733}, {"feature": '
'"price_position", "importance": 0.09650496545851946}, '
'{"feature": "consecutive_shrink", "importance": '
'0.03850369647840231}]',
'_model_metadata': {'feature_names': ['pct_change',
'hl_range',
'atr_norm',
'vol_ratio',
'price_position',
'consecutive_shrink',
'body_size_pct',
'k_iter1_k_macd_hist_atr_norm'],
'git_commit': 'e3bed46e',
'metrics': {'accuracy': 0.975639894086496,
'balanced_accuracy': 0.411213924963925,
'long_recall': 0.1875,
'macro_f1': 0.3968649267879844,
'short_recall': 0.06060606060606061,
'train_accuracy': 0.9962828492392808},
'model_version': 'v1',
'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1',
'training_time_sec': 4.882426977157593},
'_run_source': 'llm',
'accuracy': 0.975639894086496,
'atr_factor': 3.4421682401135576,
'atr_period': 4,
'avg_loss': -0.012699743742448649,
'avg_win': 0.016560225432153988,
'balanced_accuracy': 0.411213924963925,
'colsample_bytree': 0.631961767366628,
'expectancy': 0.0020574581021335497,
'k_iter1_k_macd_hist_atr_norm_length': 9,
'k_momentum_pct_change_window': 208,
'learning_rate': 0.22890608921083994,
'long_recall': 0.1875,
'losing_trades': 57,
'macro_f1': 0.3968649267879844,
'max_depth': 2,
'max_drawdown': 0.1436676071724809,
'max_hold_bars': 77,
'min_child_weight': 4.5952654348066355,
'model_file': 'zz_sylvain_BTCUSDT_2_20261004_1791078934',
'n_estimators': 150,
'optuna_seed': 248,
'profit_factor': 1.3268579307289645,
'reg_alpha': 1.534139295329739,
'reg_lambda': 2.8576633150507074,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 8.159588067224057,
'short_recall': 0.06060606060606061,
'sl_pct': 0.046821981033403966,
'subsample': 0.8113437386900693,
'test_accuracy': 0.0,
'total_pnl': 0.2366076817453582,
'total_trades': 115,
'tp_pct': 0.07969716128132796,
'train_accuracy': 0.9962828492392808,
'trial_num': 8,
'win_rate': 0.5043478260869565,
'winning_trades': 58,
'zz_percent': 0.8286346580780798}
ind_param (optuna):
展開 Optuna 參數{'atr_period': [3, 20], 'atr_factor': [0.5, 5.0], 'zz_percent': [0.1, 1.5], 'reversal_abs': [0.0, 0.0], 'reversal_ticks': [0, 0], 'k_momentum_pct_change_window': [6, 504], 'n_estimators': [50, 150], 'max_depth': [2, 5], 'learning_rate': [0.05, 0.3], 'min_child_weight': [1.0, 50.0], 'subsample': [0.5, 1.0], 'colsample_bytree': [0.5, 1.0], 'reg_alpha': [0.0, 5.0], 'reg_lambda': [0.0, 5.0], 'optuna_seed': [1, 1000], 'tp_pct': [0.002, 0.1], 'sl_pct': [0.001, 0.05], 'max_hold_bars': [6, 192], 'k_iter1_k_macd_hist_atr_norm_length': [3, 27]}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 2,
'purge_days': 0,
'test_window_months': 2,
'train_window_months': 2}
|
||||||||||||
| 2609 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2026-10-01 | 1.320 | 0.38% | 307 | 8.904 | 0.15 | 0.980 | 0.000 | 2026-10-01 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261001_1790830819
Data Hash: 4d2500492b3b40ec
Feature Score:
展開('[{"feature": "vol_ratio", "importance": 0.16742177802876498}, {"feature": '
'"zz_dist_low", "importance": 0.1540876118156373}, {"feature": '
'"body_size_pct", "importance": 0.15152761521238173}, {"feature": '
'"price_position", "importance": 0.13749154322875237}, {"feature": '
'"zz_dist_high", "importance": 0.12494939873125943}, {"feature": '
'"pct_change", "importance": 0.11871445495680365}, {"feature": "hl_range", '
'"importance": 0.06176497771056329}, {"feature": "atr_norm", "importance": '
'0.06059265231524502}, {"feature": "consecutive_shrink", "importance": '
'0.023449968000592278}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "vol_ratio", "importance": '
'0.16742177802876498}, {"feature": "zz_dist_low", '
'"importance": 0.1540876118156373}, {"feature": '
'"body_size_pct", "importance": 0.15152761521238173}, '
'{"feature": "price_position", "importance": '
'0.13749154322875237}, {"feature": "zz_dist_high", '
'"importance": 0.12494939873125943}, {"feature": '
'"pct_change", "importance": 0.11871445495680365}, '
'{"feature": "hl_range", "importance": '
'0.06176497771056329}, {"feature": "atr_norm", '
'"importance": 0.06059265231524502}, {"feature": '
'"consecutive_shrink", "importance": 0.023449968000592278}]',
'_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': 'fddf56fe',
'metrics': {'accuracy': 0.9799768518518519,
'balanced_accuracy': 0.4766681481824595,
'long_recall': 0.2318840579710145,
'macro_f1': 0.5008398756329403,
'short_recall': 0.20588235294117646,
'train_accuracy': 0.9997861054072553},
'model_version': 'v1',
'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1',
'training_time_sec': 163.62748336791992},
'_run_source': 'llm',
'accuracy': 0.9799768518518519,
'atr_factor': 3.429010191386623,
'atr_period': 5,
'avg_loss': -0.008948362028811855,
'avg_win': 0.018922134204001743,
'balanced_accuracy': 0.4766681481824595,
'colsample_bytree': 0.8262777081936792,
'expectancy': 0.0017640762626278984,
'k_momentum_pct_change_window': 489,
'learning_rate': 0.11646630191936663,
'long_recall': 0.2318840579710145,
'losing_trades': 189,
'macro_f1': 0.5008398756329403,
'max_depth': 9,
'max_drawdown': 0.14913989782098228,
'max_hold_bars': 136,
'min_child_weight': 34.126733394420036,
'model_file': 'zz_sylvain_BTCUSDT_2_20261001_1790830819',
'n_estimators': 224,
'optuna_seed': 199,
'profit_factor': 1.3202214215785246,
'reg_alpha': 3.427972613329666,
'reg_lambda': 0.029687715311408347,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 8.904268845179777,
'short_recall': 0.20588235294117646,
'sl_pct': 0.01025200727624145,
'subsample': 0.5402119583345655,
'test_accuracy': 0.0,
'total_pnl': 0.5415714126267648,
'total_trades': 307,
'tp_pct': 0.0285521836922855,
'train_accuracy': 0.9997861054072553,
'trial_num': 12,
'win_rate': 0.38436482084690554,
'winning_trades': 118,
'zz_percent': 0.6232044589455112}
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}
|
||||||||||||
| 2611 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2026-10-01 | 1.320 | 0.55% | 341 | 7.864 | 0.19 | 0.941 | 0.000 | 2026-10-01 |
|
Model: lightgbm (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261001_1790831300
Data Hash: 556b9ee384589e4e
Feature Score:
展開('[{"feature": "hl_range", "importance": 5057.0}, {"feature": "pct_change", '
'"importance": 4427.0}, {"feature": "vol_ratio", "importance": 4405.0}, '
'{"feature": "zz_dist_high", "importance": 4394.0}, {"feature": '
'"price_position", "importance": 4303.0}, {"feature": "atr_norm", '
'"importance": 4084.0}, {"feature": "body_size_pct", "importance": 3937.0}, '
'{"feature": "zz_dist_low", "importance": 3914.0}, {"feature": '
'"consecutive_shrink", "importance": 1364.0}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "hl_range", "importance": 5057.0}, '
'{"feature": "pct_change", "importance": 4427.0}, '
'{"feature": "vol_ratio", "importance": 4405.0}, '
'{"feature": "zz_dist_high", "importance": 4394.0}, '
'{"feature": "price_position", "importance": 4303.0}, '
'{"feature": "atr_norm", "importance": 4084.0}, {"feature": '
'"body_size_pct", "importance": 3937.0}, {"feature": '
'"zz_dist_low", "importance": 3914.0}, {"feature": '
'"consecutive_shrink", "importance": 1364.0}]',
'_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': 'fddf56fe',
'metrics': {'accuracy': 0.9405092592592592,
'balanced_accuracy': 0.4426916243241176,
'long_recall': 0.15625,
'macro_f1': 0.3526535923452607,
'short_recall': 0.22580645161290322,
'train_accuracy': 0.9491985873403966},
'model_version': 'v1',
'training_data_hash': '556b9ee384589e4e-9d34149fbd1fe777',
'training_time_sec': 6.098007678985596},
'_run_source': 'llm',
'accuracy': 0.9405092592592592,
'atr_factor': 4.850684996281456,
'atr_period': 15,
'avg_loss': -0.014758435346814735,
'avg_win': 0.016229837965035895,
'balanced_accuracy': 0.4426916243241176,
'colsample_bytree': 0.9625149094792012,
'expectancy': 0.002144259186921971,
'k_momentum_pct_change_window': 221,
'learning_rate': 0.02730652494018916,
'long_recall': 0.15625,
'losing_trades': 155,
'macro_f1': 0.3526535923452607,
'max_depth': 10,
'max_drawdown': 0.18905737177842363,
'max_hold_bars': 134,
'min_child_weight': 13.720676584689883,
'model_file': 'zz_sylvain_BTCUSDT_2_20261001_1790831300',
'n_estimators': 58,
'optuna_seed': 353,
'profit_factor': 1.3196389116036256,
'reg_alpha': 0.4281678316059867,
'reg_lambda': 4.792959167212317,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 7.8641075331279575,
'short_recall': 0.22580645161290322,
'sl_pct': 0.0485357356781992,
'subsample': 0.7466111976114782,
'test_accuracy': 0.0,
'total_pnl': 0.7311923827403926,
'total_trades': 341,
'tp_pct': 0.07789112183932975,
'train_accuracy': 0.9491985873403966,
'trial_num': 0,
'win_rate': 0.5454545454545454,
'winning_trades': 186,
'zz_percent': 1.1014236013410337}
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}
|
||||||||||||
| 236 | BTCUSDT | 5 | volume_price_pivot_v86_y_C5 | 2025-01-01 ~ 2025-12-31 | 1.305 | 0.42% | 193 | 6.382 | 0.02 | 0.000 | 0.000 | 2026-06-19 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C5_BTCUSDT_20260619_1781843125
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON{'avg_loss': -0.0009378481446379374,
'avg_win': 0.0016928173912057582,
'expectancy': 0.00016621355693376898,
'learning_rate': 0.06672872848967955,
'losing_trades': 112,
'max_depth': 5,
'max_drawdown': 0.016348674662961842,
'model_file': 'volume_price_pivot_v86_y_C5_BTCUSDT_20260619_1781843125',
'n_bars': 20,
'n_estimators': 191,
'profit_factor': 1.3054029348197203,
'sharpe_ratio': 6.381916758197083,
'top_pct': 16,
'total_pnl': 0.032079216488217405,
'total_trades': 193,
'trail_stop_1': -0.06719803857723804,
'trail_stop_2': 0.011372080217443804,
'trail_stop_3': 0.306043305597614,
'trail_stop_4': 0.694004634423496,
'trail_stop_5': 1.8938998233399318,
'trail_thr_1': 0.3313334676242916,
'trail_thr_2': 0.4871260873081269,
'trail_thr_3': 0.8316711248871697,
'trail_thr_4': 1.618201193747506,
'trail_thr_5': 3.1806845463569706,
'vp_subset_size': 3,
'win_rate': 0.41968911917098445,
'winning_trades': 81}
ind_param (optuna):
展開 Optuna 參數{'n_estimators': [165, 295], 'max_depth': [3, 5], 'learning_rate': [0.04, 0.09], 'trail_thr_1': [0.15, 0.35], 'trail_stop_1': [-0.15, 0.05], 'trail_thr_2': [0.35, 0.7], 'trail_stop_2': [0.0, 0.2], 'trail_thr_3': [0.8, 1.4], 'trail_stop_3': [0.2, 0.65], 'trail_thr_4': [1.45, 1.8], 'trail_stop_4': [0.4, 1.0], 'trail_thr_5': [2.5, 4.0], 'trail_stop_5': [1.5, 3.0], 'vp_subset_size': [0, 3], 'top_pct': [7, 16], 'day_hold': [1, 1], 'n_bars': [6, 24]}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 2659 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2024-06-29 | 1.297 | 0.55% | 55 | 7.450 | 0.07 | 0.989 | 0.000 | 2026-10-03 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261003_1791004395
Data Hash: 4d2500492b3b40ec
Feature Score:
展開('[{"feature": "k_iter1_ta_5ba8", "importance": 0.24833379095350464}, '
'{"feature": "hl_range", "importance": 0.19147871217981888}, {"feature": '
'"vol_ratio", "importance": 0.1339422397149275}, {"feature": '
'"price_position", "importance": 0.11987488566463281}, {"feature": '
'"pct_change", "importance": 0.10613138161228786}, {"feature": "atr_norm", '
'"importance": 0.07820175919275113}, {"feature": "body_size_pct", '
'"importance": 0.06548292017409986}, {"feature": "consecutive_shrink", '
'"importance": 0.0565543105079772}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "k_iter1_ta_5ba8", "importance": '
'0.24833379095350464}, {"feature": "hl_range", '
'"importance": 0.19147871217981888}, {"feature": '
'"vol_ratio", "importance": 0.1339422397149275}, '
'{"feature": "price_position", "importance": '
'0.11987488566463281}, {"feature": "pct_change", '
'"importance": 0.10613138161228786}, {"feature": '
'"atr_norm", "importance": 0.07820175919275113}, '
'{"feature": "body_size_pct", "importance": '
'0.06548292017409986}, {"feature": "consecutive_shrink", '
'"importance": 0.0565543105079772}]',
'_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': 0.988702559576346,
'balanced_accuracy': 0.41453636309840824,
'long_recall': 0.0,
'macro_f1': 0.3964790349626715,
'short_recall': 0.25,
'train_accuracy': 0.9997406639004149},
'model_version': 'v1',
'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1',
'training_time_sec': 6.79011607170105},
'_run_source': 'llm',
'accuracy': 0.988702559576346,
'atr_factor': 4.582940288484311,
'atr_period': 12,
'avg_loss': -0.012299900504124042,
'avg_win': 0.01329889968417327,
'balanced_accuracy': 0.41453636309840824,
'colsample_bytree': 0.6807336432211935,
'expectancy': 0.0016630814167654003,
'k_iter1_ta_5ba8_length': 5,
'k_momentum_pct_change_window': 159,
'learning_rate': 0.1485430494751488,
'long_recall': 0.0,
'losing_trades': 25,
'macro_f1': 0.3964790349626715,
'max_depth': 3,
'max_drawdown': 0.07254631795249906,
'max_hold_bars': 46,
'min_child_weight': 26.24231066859524,
'model_file': 'zz_sylvain_BTCUSDT_2_20261003_1791004395',
'n_estimators': 104,
'optuna_seed': 353,
'profit_factor': 1.2974641230355584,
'reg_alpha': 4.433682157902768,
'reg_lambda': 0.09200009120442942,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 7.450034875414639,
'short_recall': 0.25,
'sl_pct': 0.049516666903504904,
'subsample': 0.883045562028215,
'test_accuracy': 0.0,
'total_pnl': 0.09146947792209716,
'total_trades': 55,
'tp_pct': 0.03973532272573755,
'train_accuracy': 0.9997406639004149,
'trial_num': 7,
'win_rate': 0.5454545454545454,
'winning_trades': 30,
'zz_percent': 1.3910327624186214}
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}
|
||||||||||||
| 1793 | BTCUSDT | 15 | zz_sylvain | 2023-08-01 ~ 2026-07-31 | 1.284 | 0.44% | 3055 | 18.735 | 0.07 | 0.564 | 0.500 | 2026-07-15 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20260714_1784023324
Data Hash: 49ab89ff3948b190
Feature Score:
展開('[{"feature": "return_20", "importance": 0.15818818782308894}, {"feature": '
'"dist_to_high", "importance": 0.1559821051902217}, {"feature": '
'"dist_to_low", "importance": 0.1479338815714528}, {"feature": '
'"bars_since_rev", "importance": 0.13690348655361434}, {"feature": '
'"atr_norm", "importance": 0.11423890105612088}, {"feature": "return_5", '
'"importance": 0.10758547129063246}, {"feature": "vol_ratio", "importance": '
'0.052408312420643165}, {"feature": "price_position", "importance": '
'0.04791392730067714}, {"feature": "return_1", "importance": '
'0.04755341599909807}, {"feature": "hl_range", "importance": '
'0.03096224451678098}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "return_20", "importance": '
'0.15818818782308894}, {"feature": "dist_to_high", '
'"importance": 0.1559821051902217}, {"feature": '
'"dist_to_low", "importance": 0.1479338815714528}, '
'{"feature": "bars_since_rev", "importance": '
'0.13690348655361434}, {"feature": "atr_norm", '
'"importance": 0.11423890105612088}, {"feature": '
'"return_5", "importance": 0.10758547129063246}, '
'{"feature": "vol_ratio", "importance": '
'0.052408312420643165}, {"feature": "price_position", '
'"importance": 0.04791392730067714}, {"feature": '
'"return_1", "importance": 0.04755341599909807}, '
'{"feature": "hl_range", "importance": '
'0.03096224451678098}]',
'_model_metadata': {'feature_names': ['return_1',
'return_5',
'return_20',
'hl_range',
'atr_norm',
'vol_ratio',
'zz_direction',
'bars_since_rev',
'dist_to_high',
'dist_to_low',
'price_position'],
'git_commit': 'unknown',
'metrics': {'auc': 0.5001205673280549,
'train_accuracy': 0.5643639270775337},
'model_version': 'v1',
'training_data_hash': '49ab89ff3948b190-374708fff7719dd5',
'training_time_sec': 26.562237977981567},
'accuracy': 0.5643639270775337,
'atr_factor': 1.9507143064099162,
'atr_period': 7,
'avg_loss': -0.002935803089467488,
'avg_win': 0.004823733178788259,
'expectancy': 0.0004677250936626926,
'losing_trades': 1715,
'max_drawdown': 0.07145609595452562,
'model_file': 'zz_sylvain_BTCUSDT_2_20260714_1784023324',
'profit_factor': 1.2837989848548155,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 18.734840524796002,
'total_pnl': 1.4289001611395258,
'total_trades': 3055,
'trial_num': 0,
'win_rate': 0.4386252045826514,
'winning_trades': 1340,
'zz_percent': 1.5443897010793888}
ind_param (optuna):
展開 Optuna 參數{'atr_period': [5, 10], 'atr_factor': [1.0, 2.0], 'zz_percent': [0.3, 2.0], 'reversal_abs': [0.0, 0.0], 'reversal_ticks': [0, 0]}
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}
|
||||||||||||
| 2620 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2024-06-29 | 1.271 | 0.46% | 280 | 6.865 | 0.10 | 0.960 | 0.000 | 2026-10-01 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261001_1790832480
Data Hash: 4d2500492b3b40ec
Feature Score:
展開('[{"feature": "vol_ratio", "importance": 0.2004168292535789}, {"feature": '
'"zz_dist_high", "importance": 0.14328071462581335}, {"feature": "atr_norm", '
'"importance": 0.13833737397398987}, {"feature": "zz_dist_low", "importance": '
'0.13117582016666973}, {"feature": "hl_range", "importance": '
'0.10363326712354845}, {"feature": "body_size_pct", "importance": '
'0.08754238533657595}, {"feature": "price_position", "importance": '
'0.0764295022381231}, {"feature": "k_iter1_ta_5ba8", "importance": '
'0.07241998172235944}, {"feature": "pct_change", "importance": '
'0.04113496895670682}, {"feature": "consecutive_shrink", "importance": '
'0.005629156602634423}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "vol_ratio", "importance": '
'0.2004168292535789}, {"feature": "zz_dist_high", '
'"importance": 0.14328071462581335}, {"feature": '
'"atr_norm", "importance": 0.13833737397398987}, '
'{"feature": "zz_dist_low", "importance": '
'0.13117582016666973}, {"feature": "hl_range", '
'"importance": 0.10363326712354845}, {"feature": '
'"body_size_pct", "importance": 0.08754238533657595}, '
'{"feature": "price_position", "importance": '
'0.0764295022381231}, {"feature": "k_iter1_ta_5ba8", '
'"importance": 0.07241998172235944}, {"feature": '
'"pct_change", "importance": 0.04113496895670682}, '
'{"feature": "consecutive_shrink", "importance": '
'0.005629156602634423}]',
'_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',
'k_iter1_ta_5ba8'],
'git_commit': 'unknown',
'metrics': {'accuracy': 0.960458958517211,
'balanced_accuracy': 0.5053365617660724,
'long_recall': 0.2830188679245283,
'macro_f1': 0.47118301333589124,
'short_recall': 0.25925925925925924,
'train_accuracy': 0.9999135546334716},
'model_version': 'v1',
'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1',
'training_time_sec': 9.376415729522705},
'_run_source': 'llm',
'accuracy': 0.960458958517211,
'atr_factor': 2.7485124789244555,
'atr_period': 17,
'avg_loss': -0.009035186392359992,
'avg_win': 0.0132502027398052,
'balanced_accuracy': 0.5053365617660724,
'colsample_bytree': 0.9535630539314154,
'expectancy': 0.0013116014190024195,
'k_iter1_ta_5ba8_length': 23,
'k_momentum_pct_change_window': 65,
'learning_rate': 0.2689084274710621,
'long_recall': 0.2830188679245283,
'losing_trades': 150,
'macro_f1': 0.47118301333589124,
'max_depth': 4,
'max_drawdown': 0.10360979549103565,
'max_hold_bars': 46,
'min_child_weight': 6.449709583956551,
'model_file': 'zz_sylvain_BTCUSDT_2_20261001_1790832480',
'n_estimators': 134,
'optuna_seed': 325,
'profit_factor': 1.270976440605008,
'reg_alpha': 4.65825798729789,
'reg_lambda': 3.5192971945186233,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 6.8651969196383975,
'short_recall': 0.25925925925925924,
'sl_pct': 0.012311248702565867,
'subsample': 0.6137266311338088,
'test_accuracy': 0.0,
'total_pnl': 0.367248397320677,
'total_trades': 280,
'tp_pct': 0.0775641997148937,
'train_accuracy': 0.9999135546334716,
'trial_num': 7,
'win_rate': 0.4642857142857143,
'winning_trades': 130,
'zz_percent': 0.688930173869241}
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}
|
||||||||||||
| 237 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2025-01-01 ~ 2025-12-31 | 1.248 | 0.42% | 193 | 5.324 | 0.02 | 0.000 | 0.000 | 2026-06-19 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_20260619_1781846808
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON{'avg_loss': -0.0009609202017002838,
'avg_win': 0.0016577464689294787,
'expectancy': 0.00013810570669873558,
'learning_rate': 0.08763136916768154,
'losing_trades': 112,
'max_depth': 4,
'max_drawdown': 0.01643050021689175,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_20260619_1781846808',
'n_estimators': 255,
'profit_factor': 1.2476644015817635,
'sharpe_ratio': 5.32412949096004,
'top_pct': 7,
'total_pnl': 0.026654401392855978,
'total_trades': 193,
'trail_stop_1': -0.09658667636477927,
'trail_stop_2': 0.15448649062156924,
'trail_stop_3': 0.5856211565045994,
'trail_stop_4': 0.4462682315273172,
'trail_stop_5': 1.7748472374735362,
'trail_thr_1': 0.16655677103888455,
'trail_thr_2': 0.5688395663062976,
'trail_thr_3': 1.3704438468951858,
'trail_thr_4': 1.6718375246563446,
'trail_thr_5': 3.110779877340852,
'vp_subset_size': 3,
'win_rate': 0.41968911917098445,
'winning_trades': 81}
ind_param (optuna):
展開 Optuna 參數{'n_estimators': [165, 295], 'max_depth': [3, 5], 'learning_rate': [0.04, 0.09], 'trail_thr_1': [0.15, 0.35], 'trail_stop_1': [-0.15, 0.05], 'trail_thr_2': [0.35, 0.7], 'trail_stop_2': [0.0, 0.2], 'trail_thr_3': [0.8, 1.4], 'trail_stop_3': [0.2, 0.65], 'trail_thr_4': [1.45, 1.8], 'trail_stop_4': [0.4, 1.0], 'trail_thr_5': [2.5, 4.0], 'trail_stop_5': [1.5, 3.0], 'vp_subset_size': [0, 3], 'top_pct': [7, 16], 'day_hold': [1, 1]}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'n_splits': 4,
'purge_days': 0,
'test_window_months': 6,
'train_window_months': 6}
|
||||||||||||
| 2685 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2024-06-29 | 1.227 | 0.52% | 56 | 6.838 | 0.13 | 0.981 | 0.000 | 2026-10-04 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261004_1791068323
Data Hash: 4d2500492b3b40ec
Feature Score:
展開('[{"feature": "vol_ratio", "importance": 0.3352437595324933}, {"feature": '
'"pct_change", "importance": 0.20904067392541778}, {"feature": "hl_range", '
'"importance": 0.14588397771087394}, {"feature": "price_position", '
'"importance": 0.11256256228979086}, {"feature": "body_size_pct", '
'"importance": 0.10230602209499498}, {"feature": "atr_norm", "importance": '
'0.07195496734701638}, {"feature": "consecutive_shrink", "importance": '
'0.023008037099412744}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "vol_ratio", "importance": '
'0.3352437595324933}, {"feature": "pct_change", '
'"importance": 0.20904067392541778}, {"feature": '
'"hl_range", "importance": 0.14588397771087394}, '
'{"feature": "price_position", "importance": '
'0.11256256228979086}, {"feature": "body_size_pct", '
'"importance": 0.10230602209499498}, {"feature": '
'"atr_norm", "importance": 0.07195496734701638}, '
'{"feature": "consecutive_shrink", "importance": '
'0.023008037099412744}]',
'_model_metadata': {'feature_names': ['pct_change',
'hl_range',
'atr_norm',
'vol_ratio',
'price_position',
'consecutive_shrink',
'body_size_pct'],
'git_commit': 'd98f3cea',
'metrics': {'accuracy': 0.9814651368049426,
'balanced_accuracy': 0.3510353535353536,
'long_recall': 0.0,
'macro_f1': 0.35171955808665206,
'short_recall': 0.06060606060606061,
'train_accuracy': 0.9998271092669433},
'model_version': 'v1',
'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1',
'training_time_sec': 8.464598178863525},
'_run_source': 'llm',
'accuracy': 0.9814651368049426,
'atr_factor': 3.890778457942722,
'atr_period': 14,
'avg_loss': -0.021753329762950146,
'avg_win': 0.02485595696930572,
'balanced_accuracy': 0.3510353535353536,
'colsample_bytree': 0.7014044016881285,
'expectancy': 0.0023836222948252165,
'k_momentum_pct_change_window': 400,
'learning_rate': 0.298836669253869,
'long_recall': 0.0,
'losing_trades': 27,
'macro_f1': 0.35171955808665206,
'max_depth': 4,
'max_drawdown': 0.13378883493786164,
'max_hold_bars': 170,
'min_child_weight': 48.56414088253306,
'model_file': 'zz_sylvain_BTCUSDT_2_20261004_1791068323',
'n_estimators': 102,
'optuna_seed': 706,
'profit_factor': 1.2272667797507546,
'reg_alpha': 4.781032522944785,
'reg_lambda': 2.913403809667888,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 6.838337983476848,
'short_recall': 0.06060606060606061,
'sl_pct': 0.036218039907747565,
'subsample': 0.6128486341218151,
'test_accuracy': 0.0,
'total_pnl': 0.1334828485102119,
'total_trades': 56,
'tp_pct': 0.04190823892422156,
'train_accuracy': 0.9998271092669433,
'trial_num': 5,
'win_rate': 0.5178571428571429,
'winning_trades': 29,
'zz_percent': 0.7322482186608759}
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}
|
||||||||||||
| 2660 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2024-06-29 | 1.222 | 0.47% | 120 | 5.832 | 0.14 | 0.971 | 0.000 | 2026-10-03 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261003_1791004674
Data Hash: 4d2500492b3b40ec
Feature Score:
展開('[{"feature": "hl_range", "importance": 0.24950495201505915}, {"feature": '
'"vol_ratio", "importance": 0.24678086604078026}, {"feature": '
'"price_position", "importance": 0.16277843285399798}, {"feature": '
'"pct_change", "importance": 0.13615605224417354}, {"feature": '
'"body_size_pct", "importance": 0.11725568374333083}, {"feature": "atr_norm", '
'"importance": 0.07079307431242787}, {"feature": "consecutive_shrink", '
'"importance": 0.016730938790230482}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "hl_range", "importance": '
'0.24950495201505915}, {"feature": "vol_ratio", '
'"importance": 0.24678086604078026}, {"feature": '
'"price_position", "importance": 0.16277843285399798}, '
'{"feature": "pct_change", "importance": '
'0.13615605224417354}, {"feature": "body_size_pct", '
'"importance": 0.11725568374333083}, {"feature": '
'"atr_norm", "importance": 0.07079307431242787}, '
'{"feature": "consecutive_shrink", "importance": '
'0.016730938790230482}]',
'_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': 0.36499886242984986,
'long_recall': 0.0,
'macro_f1': 0.3734349727833035,
'short_recall': 0.10526315789473684,
'train_accuracy': 0.9968015214384509},
'model_version': 'v1',
'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1',
'training_time_sec': 6.491103410720825},
'_run_source': 'llm',
'accuracy': 0.9710503089143866,
'atr_factor': 1.6769942996500005,
'atr_period': 13,
'avg_loss': -0.01255664061090457,
'avg_win': 0.01753900246677911,
'balanced_accuracy': 0.36499886242984986,
'colsample_bytree': 0.9827197034965311,
'expectancy': 0.001487992825347814,
'k_momentum_pct_change_window': 473,
'learning_rate': 0.2893694065038372,
'long_recall': 0.0,
'losing_trades': 64,
'macro_f1': 0.3734349727833035,
'max_depth': 3,
'max_drawdown': 0.14018054491767534,
'max_hold_bars': 46,
'min_child_weight': 43.499379384539274,
'model_file': 'zz_sylvain_BTCUSDT_2_20261003_1791004674',
'n_estimators': 122,
'optuna_seed': 163,
'profit_factor': 1.2221921160269764,
'reg_alpha': 3.6485902775538537,
'reg_lambda': 2.2014742985401674,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 5.832276837950482,
'short_recall': 0.10526315789473684,
'sl_pct': 0.03569461240655165,
'subsample': 0.982282781093681,
'test_accuracy': 0.0,
'total_pnl': 0.17855913904173779,
'total_trades': 120,
'tp_pct': 0.06061407236667698,
'train_accuracy': 0.9968015214384509,
'trial_num': 9,
'win_rate': 0.4666666666666667,
'winning_trades': 56,
'zz_percent': 0.9765277628873447}
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}
|
||||||||||||
| 2666 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2024-06-29 | 1.222 | 0.40% | 45 | 6.714 | 0.05 | 0.992 | 0.000 | 2026-10-03 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261003_1791004721
Data Hash: 4d2500492b3b40ec
Feature Score:
展開('[{"feature": "vol_ratio", "importance": 0.3781217904671175}, {"feature": '
'"pct_change", "importance": 0.21706371875734404}, {"feature": '
'"body_size_pct", "importance": 0.13900228264669254}, {"feature": "hl_range", '
'"importance": 0.10077741784370663}, {"feature": "atr_norm", "importance": '
'0.06120002374305681}, {"feature": "k_iter1_ta_5ba8", "importance": '
'0.060287987498913335}, {"feature": "price_position", "importance": '
'0.03929613544720773}, {"feature": "consecutive_shrink", "importance": '
'0.004250643595961451}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "vol_ratio", "importance": '
'0.3781217904671175}, {"feature": "pct_change", '
'"importance": 0.21706371875734404}, {"feature": '
'"body_size_pct", "importance": 0.13900228264669254}, '
'{"feature": "hl_range", "importance": '
'0.10077741784370663}, {"feature": "atr_norm", '
'"importance": 0.06120002374305681}, {"feature": '
'"k_iter1_ta_5ba8", "importance": 0.060287987498913335}, '
'{"feature": "price_position", "importance": '
'0.03929613544720773}, {"feature": "consecutive_shrink", '
'"importance": 0.004250643595961451}]',
'_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': 0.9915269196822595,
'balanced_accuracy': 0.3695413302803603,
'long_recall': 0.0,
'macro_f1': 0.37789165357027105,
'short_recall': 0.1111111111111111,
'train_accuracy': 0.9954183955739973},
'model_version': 'v1',
'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1',
'training_time_sec': 2.099912166595459},
'_run_source': 'llm',
'accuracy': 0.9915269196822595,
'atr_factor': 4.7782143788446225,
'atr_period': 9,
'avg_loss': -0.00897716771017457,
'avg_win': 0.01645598501313277,
'balanced_accuracy': 0.3695413302803603,
'colsample_bytree': 0.8540362888980227,
'expectancy': 0.001196093379148366,
'k_momentum_pct_change_window': 304,
'learning_rate': 0.06452090304204987,
'long_recall': 0.0,
'losing_trades': 27,
'macro_f1': 0.37789165357027105,
'max_depth': 2,
'max_drawdown': 0.04800771367618384,
'max_hold_bars': 40,
'min_child_weight': 43.44263114297183,
'model_file': 'zz_sylvain_BTCUSDT_2_20261003_1791004721',
'n_estimators': 65,
'optuna_seed': 833,
'profit_factor': 1.22206212801259,
'reg_alpha': 0.10292247147901223,
'reg_lambda': 4.8495492608099715,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 6.714040056200128,
'short_recall': 0.1111111111111111,
'sl_pct': 0.009909423393147931,
'subsample': 0.8005575058716043,
'test_accuracy': 0.0,
'total_pnl': 0.053824202061676464,
'total_trades': 45,
'tp_pct': 0.022809232846471066,
'train_accuracy': 0.9954183955739973,
'trial_num': 0,
'win_rate': 0.4,
'winning_trades': 18,
'zz_percent': 1.1247915185359671}
ind_param (optuna):
展開 Optuna 參數{'atr_period': [3, 20], 'atr_factor': [0.5, 5.0], 'zz_percent': [0.1, 1.5], 'reversal_abs': [0.0, 0.0], 'reversal_ticks': [0, 0], 'k_momentum_pct_change_window': [6, 504], 'n_estimators': [50, 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}
|
||||||||||||
| 2668 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2024-06-29 | 1.222 | 0.40% | 45 | 6.714 | 0.05 | 0.992 | 0.000 | 2026-10-03 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261003_1791004728
Data Hash: 4d2500492b3b40ec
Feature Score:
展開('[{"feature": "vol_ratio", "importance": 0.3781217904671175}, {"feature": '
'"pct_change", "importance": 0.21706371875734404}, {"feature": '
'"body_size_pct", "importance": 0.13900228264669254}, {"feature": "hl_range", '
'"importance": 0.10077741784370663}, {"feature": "atr_norm", "importance": '
'0.06120002374305681}, {"feature": "k_iter1_ta_5ba8", "importance": '
'0.060287987498913335}, {"feature": "price_position", "importance": '
'0.03929613544720773}, {"feature": "consecutive_shrink", "importance": '
'0.004250643595961451}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "vol_ratio", "importance": '
'0.3781217904671175}, {"feature": "pct_change", '
'"importance": 0.21706371875734404}, {"feature": '
'"body_size_pct", "importance": 0.13900228264669254}, '
'{"feature": "hl_range", "importance": '
'0.10077741784370663}, {"feature": "atr_norm", '
'"importance": 0.06120002374305681}, {"feature": '
'"k_iter1_ta_5ba8", "importance": 0.060287987498913335}, '
'{"feature": "price_position", "importance": '
'0.03929613544720773}, {"feature": "consecutive_shrink", '
'"importance": 0.004250643595961451}]',
'_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': 0.9915269196822595,
'balanced_accuracy': 0.3695413302803603,
'long_recall': 0.0,
'macro_f1': 0.37789165357027105,
'short_recall': 0.1111111111111111,
'train_accuracy': 0.9954183955739973},
'model_version': 'v1',
'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1',
'training_time_sec': 2.02531099319458},
'_run_source': 'llm',
'accuracy': 0.9915269196822595,
'atr_factor': 4.7782143788446225,
'atr_period': 9,
'avg_loss': -0.00897716771017457,
'avg_win': 0.01645598501313277,
'balanced_accuracy': 0.3695413302803603,
'colsample_bytree': 0.8540362888980227,
'expectancy': 0.001196093379148366,
'k_momentum_pct_change_window': 304,
'learning_rate': 0.06452090304204987,
'long_recall': 0.0,
'losing_trades': 27,
'macro_f1': 0.37789165357027105,
'max_depth': 2,
'max_drawdown': 0.04800771367618384,
'max_hold_bars': 40,
'min_child_weight': 43.44263114297183,
'model_file': 'zz_sylvain_BTCUSDT_2_20261003_1791004728',
'n_estimators': 65,
'optuna_seed': 833,
'profit_factor': 1.22206212801259,
'reg_alpha': 0.10292247147901223,
'reg_lambda': 4.8495492608099715,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 6.714040056200128,
'short_recall': 0.1111111111111111,
'sl_pct': 0.009909423393147931,
'subsample': 0.8005575058716043,
'test_accuracy': 0.0,
'total_pnl': 0.053824202061676464,
'total_trades': 45,
'tp_pct': 0.022809232846471066,
'train_accuracy': 0.9954183955739973,
'trial_num': 0,
'win_rate': 0.4,
'winning_trades': 18,
'zz_percent': 1.1247915185359671}
ind_param (optuna):
展開 Optuna 參數{'atr_period': [3, 20], 'atr_factor': [0.5, 5.0], 'zz_percent': [0.1, 1.5], 'reversal_abs': [0.0, 0.0], 'reversal_ticks': [0, 0], 'k_momentum_pct_change_window': [6, 504], 'n_estimators': [50, 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}
|
||||||||||||
| 2664 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2024-06-29 | 1.222 | 0.40% | 45 | 6.714 | 0.05 | 0.992 | 0.000 | 2026-10-03 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261003_1791004715
Data Hash: 4d2500492b3b40ec
Feature Score:
展開('[{"feature": "vol_ratio", "importance": 0.3781217904671175}, {"feature": '
'"pct_change", "importance": 0.21706371875734404}, {"feature": '
'"body_size_pct", "importance": 0.13900228264669254}, {"feature": "hl_range", '
'"importance": 0.10077741784370663}, {"feature": "atr_norm", "importance": '
'0.06120002374305681}, {"feature": "k_iter1_ta_5ba8", "importance": '
'0.060287987498913335}, {"feature": "price_position", "importance": '
'0.03929613544720773}, {"feature": "consecutive_shrink", "importance": '
'0.004250643595961451}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "vol_ratio", "importance": '
'0.3781217904671175}, {"feature": "pct_change", '
'"importance": 0.21706371875734404}, {"feature": '
'"body_size_pct", "importance": 0.13900228264669254}, '
'{"feature": "hl_range", "importance": '
'0.10077741784370663}, {"feature": "atr_norm", '
'"importance": 0.06120002374305681}, {"feature": '
'"k_iter1_ta_5ba8", "importance": 0.060287987498913335}, '
'{"feature": "price_position", "importance": '
'0.03929613544720773}, {"feature": "consecutive_shrink", '
'"importance": 0.004250643595961451}]',
'_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': 0.9915269196822595,
'balanced_accuracy': 0.3695413302803603,
'long_recall': 0.0,
'macro_f1': 0.37789165357027105,
'short_recall': 0.1111111111111111,
'train_accuracy': 0.9954183955739973},
'model_version': 'v1',
'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1',
'training_time_sec': 1.9988734722137451},
'_run_source': 'llm',
'accuracy': 0.9915269196822595,
'atr_factor': 4.7782143788446225,
'atr_period': 9,
'avg_loss': -0.00897716771017457,
'avg_win': 0.01645598501313277,
'balanced_accuracy': 0.3695413302803603,
'colsample_bytree': 0.8540362888980227,
'expectancy': 0.001196093379148366,
'k_momentum_pct_change_window': 304,
'learning_rate': 0.06452090304204987,
'long_recall': 0.0,
'losing_trades': 27,
'macro_f1': 0.37789165357027105,
'max_depth': 2,
'max_drawdown': 0.04800771367618384,
'max_hold_bars': 40,
'min_child_weight': 43.44263114297183,
'model_file': 'zz_sylvain_BTCUSDT_2_20261003_1791004715',
'n_estimators': 65,
'optuna_seed': 833,
'profit_factor': 1.22206212801259,
'reg_alpha': 0.10292247147901223,
'reg_lambda': 4.8495492608099715,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 6.714040056200128,
'short_recall': 0.1111111111111111,
'sl_pct': 0.009909423393147931,
'subsample': 0.8005575058716043,
'test_accuracy': 0.0,
'total_pnl': 0.053824202061676464,
'total_trades': 45,
'tp_pct': 0.022809232846471066,
'train_accuracy': 0.9954183955739973,
'trial_num': 0,
'win_rate': 0.4,
'winning_trades': 18,
'zz_percent': 1.1247915185359671}
ind_param (optuna):
展開 Optuna 參數{'atr_period': [3, 20], 'atr_factor': [0.5, 5.0], 'zz_percent': [0.1, 1.5], 'reversal_abs': [0.0, 0.0], 'reversal_ticks': [0, 0], 'k_momentum_pct_change_window': [6, 504], 'n_estimators': [50, 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}
|
||||||||||||
| 2658 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2024-06-29 | 1.207 | 0.39% | 79 | 6.007 | 0.23 | 0.979 | 0.000 | 2026-10-03 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261003_1791004374
Data Hash: 4d2500492b3b40ec
Feature Score:
展開('[{"feature": "vol_ratio", "importance": 0.2523493029727584}, {"feature": '
'"pct_change", "importance": 0.14924620852873616}, {"feature": "hl_range", '
'"importance": 0.13457050427031422}, {"feature": "body_size_pct", '
'"importance": 0.12374210677631044}, {"feature": "price_position", '
'"importance": 0.11467509330701295}, {"feature": "atr_norm", "importance": '
'0.11167673305025837}, {"feature": "k_iter1_ta_5ba8", "importance": '
'0.09230238890664125}, {"feature": "consecutive_shrink", "importance": '
'0.021437662187968252}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "vol_ratio", "importance": '
'0.2523493029727584}, {"feature": "pct_change", '
'"importance": 0.14924620852873616}, {"feature": '
'"hl_range", "importance": 0.13457050427031422}, '
'{"feature": "body_size_pct", "importance": '
'0.12374210677631044}, {"feature": "price_position", '
'"importance": 0.11467509330701295}, {"feature": '
'"atr_norm", "importance": 0.11167673305025837}, '
'{"feature": "k_iter1_ta_5ba8", "importance": '
'0.09230238890664125}, {"feature": "consecutive_shrink", '
'"importance": 0.021437662187968252}]',
'_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': 0.9788172992056487,
'balanced_accuracy': 0.33900064265524676,
'long_recall': 0.0,
'macro_f1': 0.3400502890821442,
'short_recall': 0.023809523809523808,
'train_accuracy': 0.9910096818810512},
'model_version': 'v1',
'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1',
'training_time_sec': 2.9657864570617676},
'_run_source': 'llm',
'accuracy': 0.9788172992056487,
'atr_factor': 3.239290738462051,
'atr_period': 7,
'avg_loss': -0.014142847320205135,
'avg_win': 0.026441717225557052,
'balanced_accuracy': 0.33900064265524676,
'colsample_bytree': 0.8412321976295811,
'expectancy': 0.0017827412990180005,
'k_iter1_ta_5ba8_length': 5,
'k_momentum_pct_change_window': 234,
'learning_rate': 0.06963970395174858,
'long_recall': 0.0,
'losing_trades': 48,
'macro_f1': 0.3400502890821442,
'max_depth': 5,
'max_drawdown': 0.22697658963352435,
'max_hold_bars': 192,
'min_child_weight': 6.2882522064367254,
'model_file': 'zz_sylvain_BTCUSDT_2_20261003_1791004374',
'n_estimators': 50,
'optuna_seed': 672,
'profit_factor': 1.2074614105776287,
'reg_alpha': 1.251973172218418,
'reg_lambda': 0.5776625800444807,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 6.007263875698954,
'short_recall': 0.023809523809523808,
'sl_pct': 0.0199031041785794,
'subsample': 0.6459707378327273,
'test_accuracy': 0.0,
'total_pnl': 0.14083656262242228,
'total_trades': 79,
'tp_pct': 0.043002945946738126,
'train_accuracy': 0.9910096818810512,
'trial_num': 0,
'win_rate': 0.3924050632911392,
'winning_trades': 31,
'zz_percent': 0.6865364286822301}
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}
|
||||||||||||
| 148 | BTCUSDT | 60 | knn_resonance_5dd | 2025-01-01 ~ 2025-12-31 | 1.204 | 0.64% | 311 | 5.858 | 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': -0.013413840068247985,
'avg_win': 0.00921879781506961,
'bar_predict': 5.0,
'expectancy': 0.0009953634716133768,
'knn_window': 158.0,
'losing_trades': 113.0,
'max_drawdown': 0.14415354783137185,
'max_hold_bars': 110.0,
'period_adx': 39.0,
'period_atr': 27.0,
'period_bb': 11.0,
'period_chop': 10.0,
'period_lookback': 145.0,
'period_mfi': 8.0,
'period_rsi': 13.0,
'profit_factor': 1.2042257597058825,
'sharpe_ratio': 5.857677137194586,
'sl_mult': 5.850225025299729,
'sl_mult_short': 5.115664422526375,
'total_pnl': 0.3095580396717602,
'total_trades': 311.0,
'tp_mult': 1.758893476034575,
'tp_mult_short': 1.265033051124749,
'tsl_activate_mult': 2.7635561228875996,
'tsl_trail_mult': 2.245956511944393,
'w_bbw': 0.2662238364691057,
'w_chop': 1.188503344876424,
'w_energy': 1.6341180134147328,
'w_flow': 0.5224180994217758,
'w_stress': 1.6784433325979335,
'win_rate': 0.6366559485530546,
'winning_trades': 198.0}
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]}
|
||||||||||||
| 261 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 1.180 | 0.79% | 761 | 5.194 | 0.10 | 0.000 | 0.000 | 2026-06-23 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260623_1782195326
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.5781829402964701}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0862075078277056}, '
'{"feature": "K_close_position_in_hl", "importance": 0.08037751524007922}, '
'{"feature": "O_div_amplitude_12", "importance": 0.07536547027062114}, '
'{"feature": "K_body_size_pct", "importance": 0.07101843110629852}, '
'{"feature": "O_div_amplitude_48", "importance": 0.04798410823550042}, '
'{"feature": "O_pct_change_12", "importance": 0.027997024741397578}, '
'{"feature": "O_div_binary_12", "importance": 0.01829609732379284}, '
'{"feature": "K_consecutive_shrink", "importance": 0.013085878062956307}, '
'{"feature": "O_div_binary_48", "importance": 0.0014850268951783839}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.5781829402964701}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0862075078277056}, {"feature": "K_close_position_in_hl", '
'"importance": 0.08037751524007922}, {"feature": '
'"O_div_amplitude_12", "importance": 0.07536547027062114}, '
'{"feature": "K_body_size_pct", "importance": '
'0.07101843110629852}, {"feature": "O_div_amplitude_48", '
'"importance": 0.04798410823550042}, {"feature": '
'"O_pct_change_12", "importance": 0.027997024741397578}, '
'{"feature": "O_div_binary_12", "importance": '
'0.01829609732379284}, {"feature": "K_consecutive_shrink", '
'"importance": 0.013085878062956307}, {"feature": '
'"O_div_binary_48", "importance": 0.0014850268951783839}]',
'_model_metadata': {'created_at': '2026-06-23T22:14:44.358427',
'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': 0.0459416346369462,
'max_depth': 4,
'n_estimators': 227,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9128670822488694,
'train_accuracy': 0.8504560889539916},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 5.961662769317627},
'accuracy': 0.0,
'avg_loss': -0.005021513638732394,
'avg_win': 0.001577611599230279,
'expectancy': 0.0001901476858609918,
'learning_rate': 0.0459416346369462,
'losing_trades': 160,
'max_depth': 4,
'max_drawdown': 0.09505633495778626,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260623_1782195326',
'n_estimators': 227,
'period_lookback': 12,
'profit_factor': 1.1801030517771611,
'sharpe_ratio': 5.194322582746661,
'top_pct': 10,
'total_pnl': 0.14470238894021464,
'total_trades': 761,
'trail_stop_1': -0.047154537347520814,
'trail_stop_2': 0.02900359316466108,
'trail_stop_3': 0.49268058249716656,
'trail_stop_4': 0.43028520450800634,
'trail_stop_5': 1.5744071141171443,
'trail_thr_1': 0.1722608179364206,
'trail_thr_2': 0.4450687568766777,
'trail_thr_3': 1.3948199916831614,
'trail_thr_4': 1.5133325772088744,
'trail_thr_5': 3.1007268866568554,
'trial_num': 2,
'vp_subset_size': 2,
'win_rate': 0.7897503285151117,
'winning_trades': 601}
ind_param (optuna):
展開 Optuna 參數{'n_estimators': [165, 295], 'max_depth': [3, 5], 'learning_rate': [0.04, 0.09], 'trail_thr_1': [0.15, 0.35], 'trail_stop_1': [-0.15, 0.05], 'trail_thr_2': [0.35, 0.7], 'trail_stop_2': [0.0, 0.2], 'trail_thr_3': [0.8, 1.4], 'trail_stop_3': [0.2, 0.65], 'trail_thr_4': [1.45, 1.8], 'trail_stop_4': [0.4, 1.0], 'trail_thr_5': [2.5, 4.0], 'trail_stop_5': [1.5, 3.0], 'vp_subset_size': [0, 3], 'top_pct': [7, 16], 'period_lookback': [11, 13], '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}
|
||||||||||||
| 209 | BTCUSDT | 60 | knn_resonance_5db | 2025-01-01 ~ 2025-12-31 | 1.174 | 0.69% | 258 | 5.056 | 0.24 | 0.000 | 0.000 | 2026-06-19 |
|
Model: gradient_boosting (vv1)
Model File: knn_resonance_5db_BTCUSDT_20260619_1781804030
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON{'avg_loss': -0.018594119663957055,
'avg_win': 0.009812133916898162,
'expectancy': 0.0010039932716717388,
'knn_window': 170.0,
'lb': 0.9163942340649636,
'losing_trades': 80.0,
'max_drawdown': 0.23793291514510684,
'max_hold_bars': 114.0,
'model_file': 'knn_resonance_5db_BTCUSDT_20260619_1781804030',
'period_adx': 23.0,
'period_atr': 32.0,
'period_bb': 15.0,
'period_chop': 30.0,
'period_lookback': 131.0,
'period_mfi': 8.0,
'period_rsi': 14.0,
'profit_factor': 1.1741345306827125,
'sharpe_ratio': 5.055606181214852,
'sl_mult': 2.0814716946933367,
'sl_mult_short': 2.6100140170177695,
'tb_horizon': 171.0,
'total_pnl': 0.25903026409130847,
'total_trades': 258.0,
'tp_mult': 1.7278956659129199,
'tp_mult_short': 5.519385872281132,
'tsl_activate_mult': 1.385385889745638,
'tsl_trail_mult': 1.6496609386359684,
'ub': 1.104770941434037,
'w_bbw': 0.7205388362149084,
'w_chop': 0.8001280430458879,
'w_energy': 1.1967307098476598,
'w_flow': 0.44876992057770004,
'w_stress': 0.7342320837211662,
'win_rate': 0.689922480620155,
'winning_trades': 178.0}
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]}
|
||||||||||||
| 150 | BTCUSDT | 60 | direction_seeker_a | 2025-01-01 ~ 2025-12-31 | 1.170 | 0.63% | 379 | 5.153 | 0.21 | 0.000 | 0.000 | 2026-05-04 |
|
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON{'avg_loss': -0.02080541360107299,
'avg_win': 0.014099328586781885,
'expectancy': 0.0012978532197322088,
'fvg_perc_body': 2.625918530851757,
'fvg_perc_level_top': 79.0,
'hl_change_lookback': 38.0,
'hl_smooth': 72.0,
'hl_swing_lookback': 46.0,
'losing_trades': 139.0,
'max_drawdown': 0.2097835382446175,
'max_hold_bars': 86.0,
'ppo_len_change': 11.0,
'ppo_len_fast': 17.0,
'ppo_len_slow': 28.0,
'ppo_zz_len': 10.0,
'profit_factor': 1.1700879844623948,
'pz_lookback': 122.0,
'pz_multi': 1.2239118243299136,
'sharpe_ratio': 5.153340336934837,
'signal_threshold': 1.0,
'sl_mult': 2.425205798360261,
'sl_mult_short': 3.9799625944721586,
'total_pnl': 0.4918863702785072,
'total_trades': 379.0,
'tp_mult': 2.929225448090082,
'tp_mult_short': 1.777366224157886,
'tsl_activate_mult': 2.4021836299463257,
'tsl_trail_mult': 0.5687769313885791,
'win_rate': 0.633245382585752,
'winning_trades': 240.0,
'zz_atr_factor': 1.5597830116983404,
'zz_atr_period': 14.0,
'zz_percent': 0.8857323050467885}
ind_param (optuna):
展開 Optuna 參數{'hl_smooth': [20, 89], 'hl_swing_lookback': [10, 50], 'hl_change_lookback': [10, 50], 'zz_atr_period': [3, 20], 'zz_atr_factor': [0.5, 3.0], 'zz_percent': [0.1, 2.0], 'fvg_perc_body': [1.0, 4.0], 'fvg_perc_level_top': [50, 90], 'ppo_len_fast': [5, 20], 'ppo_len_slow': [15, 40], 'ppo_len_change': [5, 15], 'ppo_zz_len': [3, 10], 'pz_lookback': [50, 200], 'pz_multi': [0.5, 3.0], 'signal_threshold': [1, 3], '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]}
|
||||||||||||
| 2598 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2026-10-01 | 1.170 | 0.48% | 1389 | 4.057 | 0.18 | 0.839 | 0.000 | 2026-10-01 |
|
Model: lightgbm (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261001_1790823872
Data Hash: 4d2500492b3b40ec
Feature Score:
展開('[{"feature": "hl_range", "importance": 8861.0}, {"feature": "body_size_pct", '
'"importance": 8016.0}, {"feature": "zz_dist_high", "importance": 7748.0}, '
'{"feature": "price_position", "importance": 7646.0}, {"feature": '
'"vol_ratio", "importance": 7602.0}, {"feature": "zz_dist_low", "importance": '
'7195.0}, {"feature": "atr_norm", "importance": 7153.0}, {"feature": '
'"pct_change", "importance": 6173.0}, {"feature": "consecutive_shrink", '
'"importance": 2174.0}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "hl_range", "importance": 8861.0}, '
'{"feature": "body_size_pct", "importance": 8016.0}, '
'{"feature": "zz_dist_high", "importance": 7748.0}, '
'{"feature": "price_position", "importance": 7646.0}, '
'{"feature": "vol_ratio", "importance": 7602.0}, '
'{"feature": "zz_dist_low", "importance": 7195.0}, '
'{"feature": "atr_norm", "importance": 7153.0}, {"feature": '
'"pct_change", "importance": 6173.0}, {"feature": '
'"consecutive_shrink", "importance": 2174.0}]',
'_model_metadata': {'feature_names': ['pct_change',
'hl_range',
'atr_norm',
'vol_ratio',
'zz_dist_high',
'zz_dist_low',
'price_position',
'consecutive_shrink',
'body_size_pct'],
'git_commit': 'ac9e4b0b',
'metrics': {'accuracy': 0.8388888888888889,
'balanced_accuracy': 0.44701265541424545,
'long_recall': 0.21232876712328766,
'macro_f1': 0.3644036216847286,
'short_recall': 0.2689655172413793,
'train_accuracy': 0.8562343143965321},
'model_version': 'v1',
'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1',
'training_time_sec': 6.92664361000061},
'_run_source': 'llm',
'accuracy': 0.8388888888888889,
'atr_factor': 3.2466785176640998,
'atr_period': 3,
'avg_loss': -0.007598014654657566,
'avg_win': 0.009791314792706458,
'balanced_accuracy': 0.44701265541424545,
'colsample_bytree': 0.9055882767771296,
'expectancy': 0.000677252994519986,
'k_momentum_pct_change_window': 103,
'learning_rate': 0.1451922739176561,
'long_recall': 0.21232876712328766,
'losing_trades': 728,
'macro_f1': 0.3644036216847286,
'max_depth': 11,
'max_drawdown': 0.1803962846511582,
'max_hold_bars': 57,
'min_child_weight': 21.711489534242425,
'model_file': 'zz_sylvain_BTCUSDT_2_20261001_1790823872',
'n_estimators': 200,
'optuna_seed': 436,
'profit_factor': 1.1700676354618813,
'reg_alpha': 3.311569496477396,
'reg_lambda': 4.789208149407585,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 4.056960268508904,
'short_recall': 0.2689655172413793,
'sl_pct': 0.03349849695866387,
'subsample': 0.5662360978006657,
'test_accuracy': 0.0,
'total_pnl': 0.9407044093882607,
'total_trades': 1389,
'tp_pct': 0.061993251100265635,
'train_accuracy': 0.8562343143965321,
'trial_num': 12,
'win_rate': 0.47588192944564434,
'winning_trades': 661,
'zz_percent': 0.18072439458188982}
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}
|
||||||||||||
| 1757 | BTCUSDT | 5 | volume_price_pivot_v86_y_C5 | 2023-08-01 ~ 2026-07-31 | 1.164 | 0.79% | 761 | 4.756 | 0.11 | 0.876 | 0.000 | 2026-07-12 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C5_BTCUSDT_2_20260712_1783825599
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.5224981297872426}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.09138913448604648}, '
'{"feature": "K_close_position_in_hl", "importance": 0.08500200398377383}, '
'{"feature": "O_div_amplitude_12", "importance": 0.08310068863608698}, '
'{"feature": "K_body_size_pct", "importance": 0.07999791366203611}, '
'{"feature": "O_div_amplitude_48", "importance": 0.05792048180760012}, '
'{"feature": "O_pct_change_12", "importance": 0.040416159827212916}, '
'{"feature": "O_div_binary_12", "importance": 0.019988248277253564}, '
'{"feature": "K_consecutive_shrink", "importance": 0.017704820542929014}, '
'{"feature": "O_div_binary_48", "importance": 0.001982418989818281}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.5224981297872426}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.09138913448604648}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.08500200398377383}, {"feature": "O_div_amplitude_12", '
'"importance": 0.08310068863608698}, {"feature": '
'"K_body_size_pct", "importance": 0.07999791366203611}, '
'{"feature": "O_div_amplitude_48", "importance": '
'0.05792048180760012}, {"feature": "O_pct_change_12", '
'"importance": 0.040416159827212916}, {"feature": '
'"O_div_binary_12", "importance": 0.019988248277253564}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.017704820542929014}, {"feature": "O_div_binary_48", '
'"importance": 0.001982418989818281}]',
'_model_metadata': {'created_at': '2026-07-12T19:03:52.083110',
'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': 0.04882394109528462,
'max_depth': 5,
'n_estimators': 264,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9143703414135415,
'train_accuracy': 0.8757573739929423},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 8.195698022842407},
'accuracy': 0.8757573739929423,
'avg_loss': -0.00509424601762398,
'avg_win': 0.0015781520451089812,
'expectancy': 0.00017528254440297118,
'learning_rate': 0.04882394109528462,
'losing_trades': 160,
'max_depth': 5,
'max_drawdown': 0.11424194619710945,
'model_file': 'volume_price_pivot_v86_y_C5_BTCUSDT_2_20260712_1783825599',
'n_estimators': 264,
'profit_factor': 1.1636527955132943,
'sharpe_ratio': 4.756413288674607,
'top_pct': 10,
'total_pnl': 0.13339001629066088,
'total_trades': 761,
'trail_stop_1': -0.11778417994908524,
'trail_stop_2': 0.014381077990882708,
'trail_stop_3': 0.4337681911998031,
'trail_stop_4': 0.4002817678447743,
'trail_stop_5': 1.8932256265098144,
'trail_thr_1': 0.27500790683499765,
'trail_thr_2': 0.361529610695983,
'trail_thr_3': 1.3514059369877467,
'trail_thr_4': 1.4554632295993581,
'trail_thr_5': 3.9835786711444685,
'trial_num': 24,
'vp_subset_size': 3,
'win_rate': 0.7897503285151117,
'winning_trades': 601}
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]}
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}
|
||||||||||||
| 1788 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2024-06-30 | 1.162 | 0.41% | 481 | 11.287 | 0.10 | 0.000 | 0.000 | 2026-07-15 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20260714_1784020982
Data Hash: -
Feature Score:
展開('[{"feature": "dist_to_low", "importance": 0.13278937098644647}, {"feature": '
'"atr_norm", "importance": 0.12345422429221094}, {"feature": "dist_to_high", '
'"importance": 0.11867564021511029}, {"feature": "return_20", "importance": '
'0.11637798523171335}, {"feature": "return_5", "importance": '
'0.09745107897021689}, {"feature": "vol_ratio", "importance": '
'0.09011438945731769}, {"feature": "bars_since_rev", "importance": '
'0.08853306677390832}, {"feature": "price_position", "importance": '
'0.08205024301742955}, {"feature": "return_1", "importance": '
'0.07518232021969422}, {"feature": "hl_range", "importance": '
'0.07166243832363511}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "dist_to_low", "importance": '
'0.13278937098644647}, {"feature": "atr_norm", '
'"importance": 0.12345422429221094}, {"feature": '
'"dist_to_high", "importance": 0.11867564021511029}, '
'{"feature": "return_20", "importance": '
'0.11637798523171335}, {"feature": "return_5", '
'"importance": 0.09745107897021689}, {"feature": '
'"vol_ratio", "importance": 0.09011438945731769}, '
'{"feature": "bars_since_rev", "importance": '
'0.08853306677390832}, {"feature": "price_position", '
'"importance": 0.08205024301742955}, {"feature": '
'"return_1", "importance": 0.07518232021969422}, '
'{"feature": "hl_range", "importance": '
'0.07166243832363511}]',
'_model_metadata': {'feature_names': ['return_1',
'return_5',
'return_20',
'hl_range',
'atr_norm',
'vol_ratio',
'zz_direction',
'bars_since_rev',
'dist_to_high',
'dist_to_low',
'price_position'],
'git_commit': '',
'model_version': 'v1',
'training_data_hash': '',
'training_time_sec': 0.0},
'accuracy': 0.0,
'avg_loss': -0.0029301774647887135,
'avg_win': 0.004909935665316133,
'expectancy': 0.00028084600013988264,
'losing_trades': 284,
'max_drawdown': 0.09945888014931181,
'model_file': 'zz_sylvain_BTCUSDT_2_20260714_1784020982',
'profit_factor': 1.1623308472246603,
'sharpe_ratio': 11.287324248900925,
'total_pnl': 0.13508692606728362,
'total_trades': 481,
'trial_num': 0,
'win_rate': 0.4095634095634096,
'winning_trades': 197}
ind_param (optuna):
展開 Optuna 參數{}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 1,
'purge_days': 0,
'test_window_months': 1,
'train_window_months': 3}
|
||||||||||||
| 1786 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2024-06-30 | 1.162 | 0.41% | 481 | 11.287 | 0.10 | 0.000 | 0.000 | 2026-07-15 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20260714_1784020562
Data Hash: -
Feature Score:
展開('[{"feature": "dist_to_low", "importance": 0.13278937098644647}, {"feature": '
'"atr_norm", "importance": 0.12345422429221094}, {"feature": "dist_to_high", '
'"importance": 0.11867564021511029}, {"feature": "return_20", "importance": '
'0.11637798523171335}, {"feature": "return_5", "importance": '
'0.09745107897021689}, {"feature": "vol_ratio", "importance": '
'0.09011438945731769}, {"feature": "bars_since_rev", "importance": '
'0.08853306677390832}, {"feature": "price_position", "importance": '
'0.08205024301742955}, {"feature": "return_1", "importance": '
'0.07518232021969422}, {"feature": "hl_range", "importance": '
'0.07166243832363511}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "dist_to_low", "importance": '
'0.13278937098644647}, {"feature": "atr_norm", '
'"importance": 0.12345422429221094}, {"feature": '
'"dist_to_high", "importance": 0.11867564021511029}, '
'{"feature": "return_20", "importance": '
'0.11637798523171335}, {"feature": "return_5", '
'"importance": 0.09745107897021689}, {"feature": '
'"vol_ratio", "importance": 0.09011438945731769}, '
'{"feature": "bars_since_rev", "importance": '
'0.08853306677390832}, {"feature": "price_position", '
'"importance": 0.08205024301742955}, {"feature": '
'"return_1", "importance": 0.07518232021969422}, '
'{"feature": "hl_range", "importance": '
'0.07166243832363511}]',
'_model_metadata': {'feature_names': ['return_1',
'return_5',
'return_20',
'hl_range',
'atr_norm',
'vol_ratio',
'zz_direction',
'bars_since_rev',
'dist_to_high',
'dist_to_low',
'price_position'],
'git_commit': '',
'model_version': 'v1',
'training_data_hash': '',
'training_time_sec': 0.0},
'accuracy': 0.0,
'avg_loss': -0.0029301774647887135,
'avg_win': 0.004909935665316133,
'expectancy': 0.00028084600013988264,
'losing_trades': 284,
'max_drawdown': 0.09945888014931181,
'model_file': 'zz_sylvain_BTCUSDT_2_20260714_1784020562',
'profit_factor': 1.1623308472246603,
'sharpe_ratio': 11.287324248900925,
'total_pnl': 0.13508692606728362,
'total_trades': 481,
'trial_num': 0,
'win_rate': 0.4095634095634096,
'winning_trades': 197}
ind_param (optuna):
展開 Optuna 參數{}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 1,
'purge_days': 0,
'test_window_months': 1,
'train_window_months': 3}
|
||||||||||||
| 1787 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2024-06-30 | 1.162 | 0.41% | 481 | 11.287 | 0.10 | 0.000 | 0.000 | 2026-07-15 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20260714_1784020662
Data Hash: -
Feature Score:
展開('[{"feature": "dist_to_low", "importance": 0.13278937098644647}, {"feature": '
'"atr_norm", "importance": 0.12345422429221094}, {"feature": "dist_to_high", '
'"importance": 0.11867564021511029}, {"feature": "return_20", "importance": '
'0.11637798523171335}, {"feature": "return_5", "importance": '
'0.09745107897021689}, {"feature": "vol_ratio", "importance": '
'0.09011438945731769}, {"feature": "bars_since_rev", "importance": '
'0.08853306677390832}, {"feature": "price_position", "importance": '
'0.08205024301742955}, {"feature": "return_1", "importance": '
'0.07518232021969422}, {"feature": "hl_range", "importance": '
'0.07166243832363511}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "dist_to_low", "importance": '
'0.13278937098644647}, {"feature": "atr_norm", '
'"importance": 0.12345422429221094}, {"feature": '
'"dist_to_high", "importance": 0.11867564021511029}, '
'{"feature": "return_20", "importance": '
'0.11637798523171335}, {"feature": "return_5", '
'"importance": 0.09745107897021689}, {"feature": '
'"vol_ratio", "importance": 0.09011438945731769}, '
'{"feature": "bars_since_rev", "importance": '
'0.08853306677390832}, {"feature": "price_position", '
'"importance": 0.08205024301742955}, {"feature": '
'"return_1", "importance": 0.07518232021969422}, '
'{"feature": "hl_range", "importance": '
'0.07166243832363511}]',
'_model_metadata': {'feature_names': ['return_1',
'return_5',
'return_20',
'hl_range',
'atr_norm',
'vol_ratio',
'zz_direction',
'bars_since_rev',
'dist_to_high',
'dist_to_low',
'price_position'],
'git_commit': '',
'model_version': 'v1',
'training_data_hash': '',
'training_time_sec': 0.0},
'accuracy': 0.0,
'avg_loss': -0.0029301774647887135,
'avg_win': 0.004909935665316133,
'expectancy': 0.00028084600013988264,
'losing_trades': 284,
'max_drawdown': 0.09945888014931181,
'model_file': 'zz_sylvain_BTCUSDT_2_20260714_1784020662',
'profit_factor': 1.1623308472246603,
'sharpe_ratio': 11.287324248900925,
'total_pnl': 0.13508692606728362,
'total_trades': 481,
'trial_num': 0,
'win_rate': 0.4095634095634096,
'winning_trades': 197}
ind_param (optuna):
展開 Optuna 參數{}
Fold Config:
展開{'method': 'expanding-window-walk-forward',
'min_train_bars': 500,
'n_splits': 1,
'purge_days': 0,
'test_window_months': 1,
'train_window_months': 3}
|
||||||||||||
| 2740 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2024-06-29 | 1.161 | 0.42% | 277 | 5.511 | 0.04 | 0.941 | 0.000 | 2026-10-09 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261009_1791497281
Data Hash: 4d2500492b3b40ec
Feature Score:
展開('[{"feature": "k_bias_atr_norm_mom", "importance": 0.23264880102372612}, '
'{"feature": "body_size_pct", "importance": 0.14769116372617738}, {"feature": '
'"hl_range", "importance": 0.135840719815314}, {"feature": "vol_ratio", '
'"importance": 0.13169511917825544}, {"feature": "atr_norm", "importance": '
'0.12664960659661084}, {"feature": "pct_change", "importance": '
'0.10237024968304284}, {"feature": "price_position", "importance": '
'0.08883018455197211}, {"feature": "consecutive_shrink", "importance": '
'0.034274155424901386}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "k_bias_atr_norm_mom", "importance": '
'0.23264880102372612}, {"feature": "body_size_pct", '
'"importance": 0.14769116372617738}, {"feature": '
'"hl_range", "importance": 0.135840719815314}, {"feature": '
'"vol_ratio", "importance": 0.13169511917825544}, '
'{"feature": "atr_norm", "importance": '
'0.12664960659661084}, {"feature": "pct_change", '
'"importance": 0.10237024968304284}, {"feature": '
'"price_position", "importance": 0.08883018455197211}, '
'{"feature": "consecutive_shrink", "importance": '
'0.034274155424901386}]',
'_model_metadata': {'feature_names': ['pct_change',
'hl_range',
'atr_norm',
'vol_ratio',
'price_position',
'consecutive_shrink',
'body_size_pct',
'k_bias_atr_norm_mom'],
'git_commit': '136aa18a',
'metrics': {'accuracy': 0.940864960282436,
'balanced_accuracy': 0.3651283260907037,
'long_recall': 0.02459016393442623,
'macro_f1': 0.3747910464286773,
'short_recall': 0.09016393442622951,
'train_accuracy': 0.9837482710926694},
'model_version': 'v1',
'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1',
'training_time_sec': 4.396000146865845},
'_run_source': 'llm',
'_top_decile': {'decile_n': 1,
'median_pf': 1.160706820339134,
'n_candidates': 10,
'selection': 'top_decile_median_representative'},
'accuracy': 0.940864960282436,
'avg_loss': -0.002945719715784889,
'avg_win': 0.004816495202755427,
'balanced_accuracy': 0.3651283260907037,
'colsample_bytree': 0.7477665785713044,
'expectancy': 0.0002768604850531481,
'k_momentum_pct_change_window': 94,
'learning_rate': 0.2260609041316286,
'long_recall': 0.02459016393442623,
'losing_trades': 162,
'macro_f1': 0.3747910464286773,
'max_depth': 2,
'max_drawdown': 0.03889025416440709,
'max_hold_bars': 9,
'min_child_weight': 20.940235328192323,
'model_file': 'zz_sylvain_BTCUSDT_2_20261009_1791497281',
'n_estimators': 75,
'optuna_seed': 488,
'profit_factor': 1.160706820339134,
'reg_alpha': 4.338402331166958,
'reg_lambda': 2.598567940840435,
'sharpe_ratio': 5.510843193096497,
'short_recall': 0.09016393442622951,
'sl_pct': 0.024028588360460647,
'subsample': 0.8605138080298145,
'test_accuracy': 0.0,
'total_pnl': 0.07669035435972205,
'total_trades': 277,
'tp_pct': 0.015369503970291347,
'train_accuracy': 0.9837482710926694,
'trial_num': 8,
'win_rate': 0.4151624548736462,
'winning_trades': 115}
ind_param (optuna):
展開 Optuna 參數{'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}
|
||||||||||||
| 2643 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2024-06-29 | 1.159 | 0.51% | 74 | 3.845 | 0.15 | 0.982 | 0.000 | 2026-10-03 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261003_1790984763
Data Hash: 4d2500492b3b40ec
Feature Score:
展開('[{"feature": "vol_ratio", "importance": 0.285167761142579}, {"feature": '
'"hl_range", "importance": 0.14284032199086322}, {"feature": "body_size_pct", '
'"importance": 0.12910840189017578}, {"feature": "pct_change", "importance": '
'0.1268756831508875}, {"feature": "atr_norm", "importance": '
'0.11919062909668413}, {"feature": "price_position", "importance": '
'0.08506448163955876}, {"feature": "k_iter1_ta_5ba8", "importance": '
'0.07879878001747716}, {"feature": "consecutive_shrink", "importance": '
'0.032953941071774656}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "vol_ratio", "importance": '
'0.285167761142579}, {"feature": "hl_range", "importance": '
'0.14284032199086322}, {"feature": "body_size_pct", '
'"importance": 0.12910840189017578}, {"feature": '
'"pct_change", "importance": 0.1268756831508875}, '
'{"feature": "atr_norm", "importance": '
'0.11919062909668413}, {"feature": "price_position", '
'"importance": 0.08506448163955876}, {"feature": '
'"k_iter1_ta_5ba8", "importance": 0.07879878001747716}, '
'{"feature": "consecutive_shrink", "importance": '
'0.032953941071774656}]',
'_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': 0.9823477493380406,
'balanced_accuracy': 0.3536470887238264,
'long_recall': 0.0,
'macro_f1': 0.35508482498831423,
'short_recall': 0.06896551724137931,
'train_accuracy': 0.9934301521438451},
'model_version': 'v1',
'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1',
'training_time_sec': 4.930548667907715},
'_run_source': 'llm',
'accuracy': 0.9823477493380406,
'atr_factor': 2.450965378666752,
'atr_period': 9,
'avg_loss': -0.014329549872644056,
'avg_win': 0.01573990755477225,
'balanced_accuracy': 0.3536470887238264,
'colsample_bytree': 0.5902166764742348,
'expectancy': 0.0011115228603535048,
'k_iter1_ta_5ba8_length': 20,
'k_momentum_pct_change_window': 41,
'learning_rate': 0.05541281040862485,
'long_recall': 0.0,
'losing_trades': 36,
'macro_f1': 0.35508482498831423,
'max_depth': 4,
'max_drawdown': 0.15485470615375171,
'max_hold_bars': 72,
'min_child_weight': 14.654872141333588,
'model_file': 'zz_sylvain_BTCUSDT_2_20261003_1790984763',
'n_estimators': 118,
'optuna_seed': 269,
'profit_factor': 1.1594465290977816,
'reg_alpha': 1.1106224798612536,
'reg_lambda': 3.217361877869233,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 3.8453676742498244,
'short_recall': 0.06896551724137931,
'sl_pct': 0.040038266682741484,
'subsample': 0.5545364728041435,
'test_accuracy': 0.0,
'total_pnl': 0.08225269166615946,
'total_trades': 74,
'tp_pct': 0.08871362906394373,
'train_accuracy': 0.9934301521438451,
'trial_num': 0,
'win_rate': 0.5135135135135135,
'winning_trades': 38,
'zz_percent': 1.3179897481310037}
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}
|
||||||||||||