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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1752 | BTCUSDT | 5 | volume_price_pivot_v86_y_C5 | 2023-08-01 ~ 2026-07-31 | 1.155 | 0.78% | 761 | 4.529 | 0.14 | 0.855 | 0.000 | 2026-07-12 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C5_BTCUSDT_2_20260712_1783820674
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.5613547263151856}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.08773920224437794}, '
'{"feature": "O_div_amplitude_12", "importance": 0.08071457695142936}, '
'{"feature": "K_close_position_in_hl", "importance": 0.0761106743926225}, '
'{"feature": "K_body_size_pct", "importance": 0.07596899919741}, {"feature": '
'"O_div_amplitude_48", "importance": 0.05129069665075473}, {"feature": '
'"O_pct_change_12", "importance": 0.03208378940062649}, {"feature": '
'"O_div_binary_12", "importance": 0.019945388302402813}, {"feature": '
'"K_consecutive_shrink", "importance": 0.013247885605124812}, {"feature": '
'"O_div_binary_48", "importance": 0.0015440609400658985}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.5613547263151856}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.08773920224437794}, {"feature": "O_div_amplitude_12", '
'"importance": 0.08071457695142936}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.0761106743926225}, {"feature": "K_body_size_pct", '
'"importance": 0.07596899919741}, {"feature": '
'"O_div_amplitude_48", "importance": 0.05129069665075473}, '
'{"feature": "O_pct_change_12", "importance": '
'0.03208378940062649}, {"feature": "O_div_binary_12", '
'"importance": 0.019945388302402813}, {"feature": '
'"K_consecutive_shrink", "importance": '
'0.013247885605124812}, {"feature": "O_div_binary_48", '
'"importance": 0.0015440609400658985}]',
'_model_metadata': {'created_at': '2026-07-12T17:31:42.651677',
'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': 0.07590233859361231,
'max_depth': 4,
'n_estimators': 187,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.913565685632773,
'train_accuracy': 0.8545176110260337},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.750629901885986},
'accuracy': 0.8545176110260337,
'avg_loss': -0.004940061845622054,
'avg_win': 0.0015798830767102937,
'expectancy': 0.00016622879000222925,
'learning_rate': 0.07590233859361231,
'losing_trades': 165,
'max_depth': 4,
'max_drawdown': 0.14322442556790183,
'model_file': 'volume_price_pivot_v86_y_C5_BTCUSDT_2_20260712_1783820674',
'n_estimators': 187,
'profit_factor': 1.1551938725451285,
'sharpe_ratio': 4.528635482198315,
'top_pct': 12,
'total_pnl': 0.12650010919169596,
'total_trades': 761,
'trail_stop_1': 0.007782049917157363,
'trail_stop_2': 0.06242759102730647,
'trail_stop_3': 0.4607999738968499,
'trail_stop_4': 0.6758076659275701,
'trail_stop_5': 1.6933496099790157,
'trail_thr_1': 0.328505100639018,
'trail_thr_2': 0.5196113860974161,
'trail_thr_3': 1.2172291731053129,
'trail_thr_4': 1.5863366733226174,
'trail_thr_5': 3.423078527452486,
'trial_num': 10,
'vp_subset_size': 2,
'win_rate': 0.783180026281209,
'winning_trades': 596}
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}
|
||||||||||||
| 1659 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 1.145 | 0.79% | 761 | 4.236 | 0.12 | 0.848 | 0.000 | 2026-07-12 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260711_1783759453
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.5846514898852508}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.08561075071502257}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07748317504903356}, '
'{"feature": "O_div_amplitude_12", "importance": 0.07375061171296643}, '
'{"feature": "K_body_size_pct", "importance": 0.07093344441509374}, '
'{"feature": "O_div_amplitude_48", "importance": 0.04770064877588184}, '
'{"feature": "O_pct_change_12", "importance": 0.028775252243468042}, '
'{"feature": "O_div_binary_12", "importance": 0.01792726170115238}, '
'{"feature": "K_consecutive_shrink", "importance": 0.011815519271341628}, '
'{"feature": "O_div_binary_48", "importance": 0.0013518462307890717}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.5846514898852508}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.08561075071502257}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.07748317504903356}, {"feature": "O_div_amplitude_12", '
'"importance": 0.07375061171296643}, {"feature": '
'"K_body_size_pct", "importance": 0.07093344441509374}, '
'{"feature": "O_div_amplitude_48", "importance": '
'0.04770064877588184}, {"feature": "O_pct_change_12", '
'"importance": 0.028775252243468042}, {"feature": '
'"O_div_binary_12", "importance": 0.01792726170115238}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.011815519271341628}, {"feature": "O_div_binary_48", '
'"importance": 0.0013518462307890717}]',
'_model_metadata': {'created_at': '2026-07-12T00:36:34.489290',
'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': 0.05726908977504856,
'max_depth': 4,
'n_estimators': 165,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9122970841766064,
'train_accuracy': 0.8479925427791464},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.31115198135376},
'accuracy': 0.8479925427791464,
'avg_loss': -0.00507071756145223,
'avg_win': 0.0015820736116851839,
'expectancy': 0.0001570999438515457,
'learning_rate': 0.05726908977504856,
'losing_trades': 163,
'max_depth': 4,
'max_drawdown': 0.11979439677722643,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260711_1783759453',
'n_estimators': 165,
'period_lookback': 12,
'profit_factor': 1.1446450783734825,
'sharpe_ratio': 4.23554855853784,
'top_pct': 13,
'total_pnl': 0.1195530572710266,
'total_trades': 761,
'trail_stop_1': 0.046581704518421974,
'trail_stop_2': 0.06485237330340494,
'trail_stop_3': 0.5201758592084854,
'trail_stop_4': 0.447827269938125,
'trail_stop_5': 1.752711232133775,
'trail_thr_1': 0.24575901259906785,
'trail_thr_2': 0.4182487261760697,
'trail_thr_3': 1.3860558804390042,
'trail_thr_4': 1.714138387724099,
'trail_thr_5': 2.523108471538889,
'trial_num': 7,
'vp_subset_size': 0,
'win_rate': 0.78580814717477,
'winning_trades': 598}
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]}
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}
|
||||||||||||
| 1587 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 1.145 | 0.79% | 761 | 4.236 | 0.12 | 0.848 | 0.000 | 2026-07-11 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260711_1783734006
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.5846514898852508}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.08561075071502257}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07748317504903356}, '
'{"feature": "O_div_amplitude_12", "importance": 0.07375061171296643}, '
'{"feature": "K_body_size_pct", "importance": 0.07093344441509374}, '
'{"feature": "O_div_amplitude_48", "importance": 0.04770064877588184}, '
'{"feature": "O_pct_change_12", "importance": 0.028775252243468042}, '
'{"feature": "O_div_binary_12", "importance": 0.01792726170115238}, '
'{"feature": "K_consecutive_shrink", "importance": 0.011815519271341628}, '
'{"feature": "O_div_binary_48", "importance": 0.0013518462307890717}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.5846514898852508}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.08561075071502257}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.07748317504903356}, {"feature": "O_div_amplitude_12", '
'"importance": 0.07375061171296643}, {"feature": '
'"K_body_size_pct", "importance": 0.07093344441509374}, '
'{"feature": "O_div_amplitude_48", "importance": '
'0.04770064877588184}, {"feature": "O_pct_change_12", '
'"importance": 0.028775252243468042}, {"feature": '
'"O_div_binary_12", "importance": 0.01792726170115238}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.011815519271341628}, {"feature": "O_div_binary_48", '
'"importance": 0.0013518462307890717}]',
'_model_metadata': {'created_at': '2026-07-11T17:32:28.979871',
'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': 0.05726908977504856,
'max_depth': 4,
'n_estimators': 165,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9122970841766064,
'train_accuracy': 0.8479925427791464},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.301084280014038},
'accuracy': 0.8479925427791464,
'avg_loss': -0.00507071756145223,
'avg_win': 0.0015820736116851839,
'expectancy': 0.0001570999438515457,
'learning_rate': 0.05726908977504856,
'losing_trades': 163,
'max_depth': 4,
'max_drawdown': 0.11979439677722643,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260711_1783734006',
'n_estimators': 165,
'period_lookback': 12,
'profit_factor': 1.1446450783734825,
'sharpe_ratio': 4.23554855853784,
'top_pct': 13,
'total_pnl': 0.1195530572710266,
'total_trades': 761,
'trail_stop_1': 0.046581704518421974,
'trail_stop_2': 0.06485237330340494,
'trail_stop_3': 0.5201758592084854,
'trail_stop_4': 0.447827269938125,
'trail_stop_5': 1.752711232133775,
'trail_thr_1': 0.24575901259906785,
'trail_thr_2': 0.4182487261760697,
'trail_thr_3': 1.3860558804390042,
'trail_thr_4': 1.714138387724099,
'trail_thr_5': 2.523108471538889,
'trial_num': 7,
'vp_subset_size': 0,
'win_rate': 0.78580814717477,
'winning_trades': 598}
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]}
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}
|
||||||||||||
| 2629 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2024-06-29 | 1.140 | 0.69% | 175 | 3.827 | 0.10 | 0.979 | 0.000 | 2026-10-03 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261003_1790974664
Data Hash: 4d2500492b3b40ec
Feature Score:
展開('[{"feature": "vol_ratio", "importance": 0.2908835743462723}, {"feature": '
'"hl_range", "importance": 0.15741065646318592}, {"feature": "pct_change", '
'"importance": 0.13886971237757803}, {"feature": "body_size_pct", '
'"importance": 0.11173336833520293}, {"feature": "k_iter1_ta_5ba8", '
'"importance": 0.10601038507578572}, {"feature": "price_position", '
'"importance": 0.10089774484889401}, {"feature": "atr_norm", "importance": '
'0.07251759464384117}, {"feature": "consecutive_shrink", "importance": '
'0.021676963909239816}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "vol_ratio", "importance": '
'0.2908835743462723}, {"feature": "hl_range", "importance": '
'0.15741065646318592}, {"feature": "pct_change", '
'"importance": 0.13886971237757803}, {"feature": '
'"body_size_pct", "importance": 0.11173336833520293}, '
'{"feature": "k_iter1_ta_5ba8", "importance": '
'0.10601038507578572}, {"feature": "price_position", '
'"importance": 0.10089774484889401}, {"feature": '
'"atr_norm", "importance": 0.07251759464384117}, '
'{"feature": "consecutive_shrink", "importance": '
'0.021676963909239816}]',
'_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': 0.9788172992056487,
'balanced_accuracy': 0.3387856663702595,
'long_recall': 0.0,
'macro_f1': 0.34112274396988695,
'short_recall': 0.021739130434782608,
'train_accuracy': 0.9926521438450899},
'model_version': 'v1',
'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1',
'training_time_sec': 4.919084548950195},
'_run_source': 'llm',
'accuracy': 0.9788172992056487,
'atr_factor': 2.8669472295133853,
'atr_period': 20,
'avg_loss': -0.012627353448766363,
'avg_win': 0.006597780237501577,
'balanced_accuracy': 0.3387856663702595,
'colsample_bytree': 0.8060436419647078,
'expectancy': 0.0005555953646745101,
'k_iter1_ta_5ba8_length': 27,
'k_momentum_pct_change_window': 221,
'learning_rate': 0.08163236067607053,
'long_recall': 0.0,
'losing_trades': 55,
'macro_f1': 0.34112274396988695,
'max_depth': 5,
'max_drawdown': 0.10117579990099555,
'max_hold_bars': 41,
'min_child_weight': 20.795009539354034,
'model_file': 'zz_sylvain_BTCUSDT_2_20261003_1790974664',
'n_estimators': 63,
'optuna_seed': 696,
'profit_factor': 1.139997937036281,
'reg_alpha': 4.196324073629221,
'reg_lambda': 1.9213920268058793,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 3.8266280047286068,
'short_recall': 0.021739130434782608,
'sl_pct': 0.03915298646825902,
'subsample': 0.6525507154088718,
'test_accuracy': 0.0,
'total_pnl': 0.09722918881803912,
'total_trades': 175,
'tp_pct': 0.006758206013363544,
'train_accuracy': 0.9926521438450899,
'trial_num': 8,
'win_rate': 0.6857142857142857,
'winning_trades': 120,
'zz_percent': 0.7638415504540637}
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}
|
||||||||||||
| 2739 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2024-06-29 | 1.140 | 0.43% | 244 | 4.818 | 0.07 | 0.942 | 0.000 | 2026-10-09 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261009_1791497264
Data Hash: 4d2500492b3b40ec
Feature Score:
展開('[{"feature": "k_bias_atr_norm_mom", "importance": 0.22961788344081446}, '
'{"feature": "hl_range", "importance": 0.14848589946110566}, {"feature": '
'"vol_ratio", "importance": 0.133807532278885}, {"feature": "atr_norm", '
'"importance": 0.1324868530955793}, {"feature": "body_size_pct", '
'"importance": 0.12790319606609055}, {"feature": "pct_change", "importance": '
'0.11132033171709194}, {"feature": "price_position", "importance": '
'0.09368050475798566}, {"feature": "consecutive_shrink", "importance": '
'0.02269779918244744}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "k_bias_atr_norm_mom", "importance": '
'0.22961788344081446}, {"feature": "hl_range", '
'"importance": 0.14848589946110566}, {"feature": '
'"vol_ratio", "importance": 0.133807532278885}, {"feature": '
'"atr_norm", "importance": 0.1324868530955793}, {"feature": '
'"body_size_pct", "importance": 0.12790319606609055}, '
'{"feature": "pct_change", "importance": '
'0.11132033171709194}, {"feature": "price_position", '
'"importance": 0.09368050475798566}, {"feature": '
'"consecutive_shrink", "importance": 0.02269779918244744}]',
'_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': 0.9415710503089144,
'balanced_accuracy': 0.3653742831711932,
'long_recall': 0.01639344262295082,
'macro_f1': 0.37211610660856415,
'short_recall': 0.09836065573770492,
'train_accuracy': 0.9716459197786999},
'model_version': 'v1',
'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1',
'training_time_sec': 2.4528188705444336},
'_run_source': 'llm',
'_top_decile': {'decile_n': 1,
'median_pf': 1.1398832376537424,
'n_candidates': 1,
'selection': 'top_decile_median_representative'},
'accuracy': 0.9415710503089144,
'avg_loss': -0.0030277866876637716,
'avg_win': 0.004646012124464147,
'balanced_accuracy': 0.3653742831711932,
'colsample_bytree': 0.9331366146119342,
'expectancy': 0.00024301280603009545,
'k_momentum_pct_change_window': 236,
'learning_rate': 0.2502061882990373,
'long_recall': 0.01639344262295082,
'losing_trades': 140,
'macro_f1': 0.37211610660856415,
'max_depth': 4,
'max_drawdown': 0.06903954205365243,
'max_hold_bars': 59,
'min_child_weight': 27.428590999946362,
'model_file': 'zz_sylvain_BTCUSDT_2_20261009_1791497264',
'n_estimators': 62,
'optuna_seed': 918,
'profit_factor': 1.1398832376537424,
'reg_alpha': 2.228023749729981,
'reg_lambda': 0.5847787728322945,
'sharpe_ratio': 4.817502255158955,
'short_recall': 0.09836065573770492,
'sl_pct': 0.01197659874035813,
'subsample': 0.6754852280193876,
'test_accuracy': 0.0,
'total_pnl': 0.05929512467134326,
'total_trades': 244,
'tp_pct': 0.04850927626428649,
'train_accuracy': 0.9716459197786999,
'trial_num': 0,
'win_rate': 0.4262295081967213,
'winning_trades': 104}
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}
|
||||||||||||
| 253 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 1.139 | 0.78% | 761 | 4.086 | 0.12 | 0.000 | 0.000 | 2026-06-23 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260623_1782179763
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.523210643091377}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.09101066563360069}, '
'{"feature": "K_close_position_in_hl", "importance": 0.0844300891784725}, '
'{"feature": "O_div_amplitude_12", "importance": 0.08249012438667952}, '
'{"feature": "K_body_size_pct", "importance": 0.07949837489798099}, '
'{"feature": "O_div_amplitude_48", "importance": 0.06018772087184322}, '
'{"feature": "O_pct_change_12", "importance": 0.04035946167645617}, '
'{"feature": "O_div_binary_12", "importance": 0.020007557828278698}, '
'{"feature": "K_consecutive_shrink", "importance": 0.017022117711601368}, '
'{"feature": "O_div_binary_48", "importance": 0.0017832447237098072}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.523210643091377}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.09101066563360069}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.0844300891784725}, {"feature": "O_div_amplitude_12", '
'"importance": 0.08249012438667952}, {"feature": '
'"K_body_size_pct", "importance": 0.07949837489798099}, '
'{"feature": "O_div_amplitude_48", "importance": '
'0.06018772087184322}, {"feature": "O_pct_change_12", '
'"importance": 0.04035946167645617}, {"feature": '
'"O_div_binary_12", "importance": 0.020007557828278698}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.017022117711601368}, {"feature": "O_div_binary_48", '
'"importance": 0.0017832447237098072}]',
'_model_metadata': {'created_at': '2026-06-23T17:49:27.968952',
'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': 0.047963387467814256,
'max_depth': 5,
'n_estimators': 258,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9147690447283366},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 8.298896789550781},
'accuracy': 0.0,
'avg_loss': -0.004982538594764178,
'avg_win': 0.0015837041569415418,
'expectancy': 0.00015138313620152916,
'learning_rate': 0.047963387467814256,
'losing_trades': 166,
'max_depth': 5,
'max_drawdown': 0.11853578763446407,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260623_1782179763',
'n_estimators': 258,
'period_lookback': 13,
'profit_factor': 1.1392846943698307,
'sharpe_ratio': 4.0855400991803075,
'top_pct': 12,
'total_pnl': 0.11520256664936374,
'total_trades': 761,
'trail_stop_1': 0.0008303651126140843,
'trail_stop_2': 0.10552798452688446,
'trail_stop_3': 0.2534256375954925,
'trail_stop_4': 0.5603652724252091,
'trail_stop_5': 1.6355936015323251,
'trail_thr_1': 0.272419095347123,
'trail_thr_2': 0.4898472551998042,
'trail_thr_3': 1.2145388925833727,
'trail_thr_4': 1.5560537092818214,
'trail_thr_5': 3.860451238154135,
'vp_subset_size': 1,
'win_rate': 0.7818659658344284,
'winning_trades': 595}
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}
|
||||||||||||
| 2738 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2024-06-29 | 1.129 | 0.43% | 159 | 4.170 | 0.03 | 0.944 | 0.000 | 2026-10-09 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261009_1791497259
Data Hash: 4d2500492b3b40ec
Feature Score:
展開('[{"feature": "vol_ratio", "importance": 0.20866935064792083}, {"feature": '
'"body_size_pct", "importance": 0.19682027057069032}, {"feature": "hl_range", '
'"importance": 0.16963926560151252}, {"feature": "price_position", '
'"importance": 0.16348314272997502}, {"feature": "atr_norm", "importance": '
'0.11524198777643323}, {"feature": "pct_change", "importance": '
'0.10937960769023006}, {"feature": "consecutive_shrink", "importance": '
'0.03676637498323792}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "vol_ratio", "importance": '
'0.20866935064792083}, {"feature": "body_size_pct", '
'"importance": 0.19682027057069032}, {"feature": '
'"hl_range", "importance": 0.16963926560151252}, '
'{"feature": "price_position", "importance": '
'0.16348314272997502}, {"feature": "atr_norm", '
'"importance": 0.11524198777643323}, {"feature": '
'"pct_change", "importance": 0.10937960769023006}, '
'{"feature": "consecutive_shrink", "importance": '
'0.03676637498323792}]',
'_model_metadata': {'feature_names': ['pct_change',
'hl_range',
'atr_norm',
'vol_ratio',
'price_position',
'consecutive_shrink',
'body_size_pct'],
'git_commit': '136aa18a',
'metrics': {'accuracy': 0.9440423654015887,
'balanced_accuracy': 0.34753987478365356,
'long_recall': 0.01639344262295082,
'macro_f1': 0.35091931650315294,
'short_recall': 0.040983606557377046,
'train_accuracy': 0.9621369294605809},
'model_version': 'v1',
'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1',
'training_time_sec': 3.0562140941619873},
'_run_source': 'llm',
'_top_decile': {'decile_n': 1,
'median_pf': 1.1292296703061149,
'n_candidates': 10,
'selection': 'top_decile_median_representative'},
'accuracy': 0.9440423654015887,
'avg_loss': -0.003275926051823772,
'avg_win': 0.0048251385592802225,
'balanced_accuracy': 0.34753987478365356,
'colsample_bytree': 0.627304569866878,
'expectancy': 0.00023963028884399907,
'k_momentum_pct_change_window': 401,
'learning_rate': 0.18114598005703114,
'long_recall': 0.01639344262295082,
'losing_trades': 90,
'macro_f1': 0.35091931650315294,
'max_depth': 4,
'max_drawdown': 0.03198782567612731,
'max_hold_bars': 114,
'min_child_weight': 47.21724485411939,
'model_file': 'zz_sylvain_BTCUSDT_2_20261009_1791497259',
'n_estimators': 64,
'optuna_seed': 159,
'profit_factor': 1.1292296703061149,
'reg_alpha': 1.6738966269046796,
'reg_lambda': 1.1341130568196833,
'sharpe_ratio': 4.169607277769933,
'short_recall': 0.040983606557377046,
'sl_pct': 0.029323602564451604,
'subsample': 0.8607305641301051,
'test_accuracy': 0.0,
'total_pnl': 0.03810121592619588,
'total_trades': 159,
'tp_pct': 0.013296651981581427,
'train_accuracy': 0.9621369294605809,
'trial_num': 8,
'win_rate': 0.4339622641509434,
'winning_trades': 69}
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}
|
||||||||||||
| 1661 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 1.127 | 0.78% | 761 | 3.738 | 0.11 | 0.850 | 0.000 | 2026-07-12 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260711_1783760694
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.5774028617511925}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.08535666904855085}, '
'{"feature": "K_close_position_in_hl", "importance": 0.0770926123135699}, '
'{"feature": "O_div_amplitude_12", "importance": 0.07639669410854685}, '
'{"feature": "K_body_size_pct", "importance": 0.07441380057450042}, '
'{"feature": "O_div_amplitude_48", "importance": 0.04610341991456574}, '
'{"feature": "O_pct_change_12", "importance": 0.02863668013877396}, '
'{"feature": "O_div_binary_12", "importance": 0.019479541317190808}, '
'{"feature": "K_consecutive_shrink", "importance": 0.013221102921563305}, '
'{"feature": "O_div_binary_48", "importance": 0.0018966179115456722}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.5774028617511925}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.08535666904855085}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.0770926123135699}, {"feature": "O_div_amplitude_12", '
'"importance": 0.07639669410854685}, {"feature": '
'"K_body_size_pct", "importance": 0.07441380057450042}, '
'{"feature": "O_div_amplitude_48", "importance": '
'0.04610341991456574}, {"feature": "O_pct_change_12", '
'"importance": 0.02863668013877396}, {"feature": '
'"O_div_binary_12", "importance": 0.019479541317190808}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.013221102921563305}, {"feature": "O_div_binary_48", '
'"importance": 0.0018966179115456722}]',
'_model_metadata': {'created_at': '2026-07-12T00:58:04.598853',
'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': 0.0451358989442349,
'max_depth': 4,
'n_estimators': 231,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.913595756185808,
'train_accuracy': 0.8500565949796924},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 5.950363397598267},
'accuracy': 0.8500565949796924,
'avg_loss': -0.005032073276687218,
'avg_win': 0.001581980201323933,
'expectancy': 0.00013923003397853066,
'learning_rate': 0.0451358989442349,
'losing_trades': 166,
'max_depth': 4,
'max_drawdown': 0.1065553191980516,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260711_1783760694',
'n_estimators': 231,
'period_lookback': 11,
'profit_factor': 1.1268418422845132,
'sharpe_ratio': 3.7383167500045884,
'top_pct': 16,
'total_pnl': 0.10595405585766195,
'total_trades': 761,
'trail_stop_1': -0.024458936292497957,
'trail_stop_2': 0.08889432286194549,
'trail_stop_3': 0.3119071400873714,
'trail_stop_4': 0.4418719395917074,
'trail_stop_5': 1.7059175308259462,
'trail_thr_1': 0.2707027374463017,
'trail_thr_2': 0.4265643671480942,
'trail_thr_3': 1.0110947039009155,
'trail_thr_4': 1.789407803577859,
'trail_thr_5': 3.408818779242697,
'trial_num': 9,
'vp_subset_size': 0,
'win_rate': 0.7818659658344284,
'winning_trades': 595}
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]}
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}
|
||||||||||||
| 1589 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 1.127 | 0.78% | 761 | 3.738 | 0.11 | 0.850 | 0.000 | 2026-07-11 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260711_1783735249
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.5774028617511925}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.08535666904855085}, '
'{"feature": "K_close_position_in_hl", "importance": 0.0770926123135699}, '
'{"feature": "O_div_amplitude_12", "importance": 0.07639669410854685}, '
'{"feature": "K_body_size_pct", "importance": 0.07441380057450042}, '
'{"feature": "O_div_amplitude_48", "importance": 0.04610341991456574}, '
'{"feature": "O_pct_change_12", "importance": 0.02863668013877396}, '
'{"feature": "O_div_binary_12", "importance": 0.019479541317190808}, '
'{"feature": "K_consecutive_shrink", "importance": 0.013221102921563305}, '
'{"feature": "O_div_binary_48", "importance": 0.0018966179115456722}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.5774028617511925}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.08535666904855085}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.0770926123135699}, {"feature": "O_div_amplitude_12", '
'"importance": 0.07639669410854685}, {"feature": '
'"K_body_size_pct", "importance": 0.07441380057450042}, '
'{"feature": "O_div_amplitude_48", "importance": '
'0.04610341991456574}, {"feature": "O_pct_change_12", '
'"importance": 0.02863668013877396}, {"feature": '
'"O_div_binary_12", "importance": 0.019479541317190808}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.013221102921563305}, {"feature": "O_div_binary_48", '
'"importance": 0.0018966179115456722}]',
'_model_metadata': {'created_at': '2026-07-11T17:53:59.129316',
'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': 0.0451358989442349,
'max_depth': 4,
'n_estimators': 231,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.913595756185808,
'train_accuracy': 0.8500565949796924},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 6.013001203536987},
'accuracy': 0.8500565949796924,
'avg_loss': -0.005032073276687218,
'avg_win': 0.001581980201323933,
'expectancy': 0.00013923003397853066,
'learning_rate': 0.0451358989442349,
'losing_trades': 166,
'max_depth': 4,
'max_drawdown': 0.1065553191980516,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260711_1783735249',
'n_estimators': 231,
'period_lookback': 11,
'profit_factor': 1.1268418422845132,
'sharpe_ratio': 3.7383167500045884,
'top_pct': 16,
'total_pnl': 0.10595405585766195,
'total_trades': 761,
'trail_stop_1': -0.024458936292497957,
'trail_stop_2': 0.08889432286194549,
'trail_stop_3': 0.3119071400873714,
'trail_stop_4': 0.4418719395917074,
'trail_stop_5': 1.7059175308259462,
'trail_thr_1': 0.2707027374463017,
'trail_thr_2': 0.4265643671480942,
'trail_thr_3': 1.0110947039009155,
'trail_thr_4': 1.789407803577859,
'trail_thr_5': 3.408818779242697,
'trial_num': 9,
'vp_subset_size': 0,
'win_rate': 0.7818659658344284,
'winning_trades': 595}
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]}
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}
|
||||||||||||
| 1660 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 1.125 | 0.78% | 761 | 3.684 | 0.13 | 0.849 | 0.000 | 2026-07-12 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260711_1783760084
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.5813965757915287}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.08533053844449164}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07936481343808853}, '
'{"feature": "O_div_amplitude_12", "importance": 0.07483938074558728}, '
'{"feature": "K_body_size_pct", "importance": 0.07272970947559053}, '
'{"feature": "O_div_amplitude_48", "importance": 0.044778423255202045}, '
'{"feature": "O_pct_change_12", "importance": 0.02717890300194747}, '
'{"feature": "O_div_binary_12", "importance": 0.019616963875239323}, '
'{"feature": "K_consecutive_shrink", "importance": 0.013157462472075481}, '
'{"feature": "O_div_binary_48", "importance": 0.0016072295002489574}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.5813965757915287}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.08533053844449164}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.07936481343808853}, {"feature": "O_div_amplitude_12", '
'"importance": 0.07483938074558728}, {"feature": '
'"K_body_size_pct", "importance": 0.07272970947559053}, '
'{"feature": "O_div_amplitude_48", "importance": '
'0.044778423255202045}, {"feature": "O_pct_change_12", '
'"importance": 0.02717890300194747}, {"feature": '
'"O_div_binary_12", "importance": 0.019616963875239323}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.013157462472075481}, {"feature": "O_div_binary_48", '
'"importance": 0.0016072295002489574}]',
'_model_metadata': {'created_at': '2026-07-12T00:47:26.500318',
'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': 0.04538789487018185,
'max_depth': 4,
'n_estimators': 212,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9132810893272627,
'train_accuracy': 0.8486583660696451},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 5.59372353553772},
'accuracy': 0.8486583660696451,
'avg_loss': -0.005047331657950021,
'avg_win': 0.00157230181470471,
'expectancy': 0.00013703305913568197,
'learning_rate': 0.04538789487018185,
'losing_trades': 165,
'max_depth': 4,
'max_drawdown': 0.13388682052073742,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260711_1783760084',
'n_estimators': 212,
'period_lookback': 11,
'profit_factor': 1.1252172675845578,
'sharpe_ratio': 3.683890739407288,
'top_pct': 14,
'total_pnl': 0.10428215800225384,
'total_trades': 761,
'trail_stop_1': 0.032638060325574786,
'trail_stop_2': 0.08158810545349873,
'trail_stop_3': 0.5628945897357371,
'trail_stop_4': 0.6806896708594999,
'trail_stop_5': 2.468182888568164,
'trail_thr_1': 0.31695785973423807,
'trail_thr_2': 0.4622077540759211,
'trail_thr_3': 0.9971519552189381,
'trail_thr_4': 1.5723164917667727,
'trail_thr_5': 3.4667409498546196,
'trial_num': 8,
'vp_subset_size': 3,
'win_rate': 0.783180026281209,
'winning_trades': 596}
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]}
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}
|
||||||||||||
| 1588 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 1.125 | 0.78% | 761 | 3.684 | 0.13 | 0.849 | 0.000 | 2026-07-11 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260711_1783734639
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.5813965757915287}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.08533053844449164}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07936481343808853}, '
'{"feature": "O_div_amplitude_12", "importance": 0.07483938074558728}, '
'{"feature": "K_body_size_pct", "importance": 0.07272970947559053}, '
'{"feature": "O_div_amplitude_48", "importance": 0.044778423255202045}, '
'{"feature": "O_pct_change_12", "importance": 0.02717890300194747}, '
'{"feature": "O_div_binary_12", "importance": 0.019616963875239323}, '
'{"feature": "K_consecutive_shrink", "importance": 0.013157462472075481}, '
'{"feature": "O_div_binary_48", "importance": 0.0016072295002489574}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.5813965757915287}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.08533053844449164}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.07936481343808853}, {"feature": "O_div_amplitude_12", '
'"importance": 0.07483938074558728}, {"feature": '
'"K_body_size_pct", "importance": 0.07272970947559053}, '
'{"feature": "O_div_amplitude_48", "importance": '
'0.044778423255202045}, {"feature": "O_pct_change_12", '
'"importance": 0.02717890300194747}, {"feature": '
'"O_div_binary_12", "importance": 0.019616963875239323}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.013157462472075481}, {"feature": "O_div_binary_48", '
'"importance": 0.0016072295002489574}]',
'_model_metadata': {'created_at': '2026-07-11T17:43:20.725279',
'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': 0.04538789487018185,
'max_depth': 4,
'n_estimators': 212,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9132810893272627,
'train_accuracy': 0.8486583660696451},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 5.635239601135254},
'accuracy': 0.8486583660696451,
'avg_loss': -0.005047331657950021,
'avg_win': 0.00157230181470471,
'expectancy': 0.00013703305913568197,
'learning_rate': 0.04538789487018185,
'losing_trades': 165,
'max_depth': 4,
'max_drawdown': 0.13388682052073742,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260711_1783734639',
'n_estimators': 212,
'period_lookback': 11,
'profit_factor': 1.1252172675845578,
'sharpe_ratio': 3.683890739407288,
'top_pct': 14,
'total_pnl': 0.10428215800225384,
'total_trades': 761,
'trail_stop_1': 0.032638060325574786,
'trail_stop_2': 0.08158810545349873,
'trail_stop_3': 0.5628945897357371,
'trail_stop_4': 0.6806896708594999,
'trail_stop_5': 2.468182888568164,
'trail_thr_1': 0.31695785973423807,
'trail_thr_2': 0.4622077540759211,
'trail_thr_3': 0.9971519552189381,
'trail_thr_4': 1.5723164917667727,
'trail_thr_5': 3.4667409498546196,
'trial_num': 8,
'vp_subset_size': 3,
'win_rate': 0.783180026281209,
'winning_trades': 596}
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]}
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}
|
||||||||||||
| 2616 | BTCUSDT | 15 | zz_sylvain | 2024-01-01 ~ 2024-06-29 | 1.123 | 0.38% | 148 | 3.808 | 0.22 | 0.978 | 0.000 | 2026-10-01 |
|
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261001_1790831554
Data Hash: 4d2500492b3b40ec
Feature Score:
展開('[{"feature": "hl_range", "importance": 0.2680039639946166}, {"feature": '
'"zz_dist_low", "importance": 0.19718800819353044}, {"feature": '
'"zz_dist_high", "importance": 0.19433596005590786}, {"feature": "vol_ratio", '
'"importance": 0.11141001328978717}, {"feature": "body_size_pct", '
'"importance": 0.0726651372320502}, {"feature": "price_position", '
'"importance": 0.07009436126967578}, {"feature": "atr_norm", "importance": '
'0.03118283500894669}, {"feature": "pct_change", "importance": '
'0.03077532257340761}, {"feature": "k_iter1_ta_5ba8", "importance": '
'0.016505548978529377}, {"feature": "consecutive_shrink", "importance": '
'0.007838849403548244}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "hl_range", "importance": '
'0.2680039639946166}, {"feature": "zz_dist_low", '
'"importance": 0.19718800819353044}, {"feature": '
'"zz_dist_high", "importance": 0.19433596005590786}, '
'{"feature": "vol_ratio", "importance": '
'0.11141001328978717}, {"feature": "body_size_pct", '
'"importance": 0.0726651372320502}, {"feature": '
'"price_position", "importance": 0.07009436126967578}, '
'{"feature": "atr_norm", "importance": '
'0.03118283500894669}, {"feature": "pct_change", '
'"importance": 0.03077532257340761}, {"feature": '
'"k_iter1_ta_5ba8", "importance": 0.016505548978529377}, '
'{"feature": "consecutive_shrink", "importance": '
'0.007838849403548244}]',
'_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': 0.9775816416593116,
'balanced_accuracy': 0.5106174933007943,
'long_recall': 0.2125,
'macro_f1': 0.5934880472085554,
'short_recall': 0.32098765432098764,
'train_accuracy': 0.9717323651452282},
'model_version': 'v1',
'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1',
'training_time_sec': 3.9432291984558105},
'_run_source': 'llm',
'accuracy': 0.9775816416593116,
'atr_factor': 0.9046961416900239,
'atr_period': 18,
'avg_loss': -0.013632117055409622,
'avg_win': 0.025153669971582297,
'balanced_accuracy': 0.5106174933007943,
'colsample_bytree': 0.9339779974516946,
'expectancy': 0.0010435861439927266,
'k_iter1_ta_5ba8_length': 13,
'k_momentum_pct_change_window': 393,
'learning_rate': 0.09028959788254089,
'long_recall': 0.2125,
'losing_trades': 92,
'macro_f1': 0.5934880472085554,
'max_depth': 2,
'max_drawdown': 0.215304567888611,
'max_hold_bars': 147,
'min_child_weight': 9.312232801536826,
'model_file': 'zz_sylvain_BTCUSDT_2_20261001_1790831554',
'n_estimators': 140,
'optuna_seed': 507,
'profit_factor': 1.1231512673846822,
'reg_alpha': 3.6786040908142015,
'reg_lambda': 1.428090833155053,
'reversal_abs': 0.0,
'reversal_ticks': 0,
'sharpe_ratio': 3.808228995157798,
'short_recall': 0.32098765432098764,
'sl_pct': 0.021987948619862634,
'subsample': 0.6105848491584746,
'test_accuracy': 0.0,
'total_pnl': 0.154450749310923,
'total_trades': 148,
'tp_pct': 0.03393998322874625,
'train_accuracy': 0.9717323651452282,
'trial_num': 0,
'win_rate': 0.3783783783783784,
'winning_trades': 56,
'zz_percent': 1.0248056566754689}
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}
|
||||||||||||
| 1755 | BTCUSDT | 5 | volume_price_pivot_v86_y_C5 | 2023-08-01 ~ 2026-07-31 | 1.119 | 0.78% | 761 | 3.529 | 0.14 | 0.842 | 0.000 | 2026-07-12 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C5_BTCUSDT_2_20260712_1783823639
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.5922723233841726}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.08496820410400646}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07705238761974513}, '
'{"feature": "K_body_size_pct", "importance": 0.07478602503831287}, '
'{"feature": "O_div_amplitude_12", "importance": 0.07021918798528978}, '
'{"feature": "O_div_amplitude_48", "importance": 0.04512084987586842}, '
'{"feature": "O_pct_change_12", "importance": 0.027630585360167013}, '
'{"feature": "O_div_binary_12", "importance": 0.01557605062560768}, '
'{"feature": "K_consecutive_shrink", "importance": 0.011122713159859387}, '
'{"feature": "O_div_binary_48", "importance": 0.0012516728469708373}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.5922723233841726}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.08496820410400646}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.07705238761974513}, {"feature": "K_body_size_pct", '
'"importance": 0.07478602503831287}, {"feature": '
'"O_div_amplitude_12", "importance": 0.07021918798528978}, '
'{"feature": "O_div_amplitude_48", "importance": '
'0.04512084987586842}, {"feature": "O_pct_change_12", '
'"importance": 0.027630585360167013}, {"feature": '
'"O_div_binary_12", "importance": 0.01557605062560768}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.011122713159859387}, {"feature": "O_div_binary_48", '
'"importance": 0.0012516728469708373}]',
'_model_metadata': {'created_at': '2026-07-12T18:23:57.160837',
'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': 0.06943515432847114,
'max_depth': 3,
'n_estimators': 267,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9125642288218733,
'train_accuracy': 0.842000133164658},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 5.308179140090942},
'accuracy': 0.842000133164658,
'avg_loss': -0.0050291275608700505,
'avg_win': 0.0015823644889540365,
'expectancy': 0.00013148515607542622,
'learning_rate': 0.06943515432847114,
'losing_trades': 167,
'max_depth': 3,
'max_drawdown': 0.1429469241025619,
'model_file': 'volume_price_pivot_v86_y_C5_BTCUSDT_2_20260712_1783823639',
'n_estimators': 267,
'profit_factor': 1.1191385363752924,
'sharpe_ratio': 3.5286762446805855,
'top_pct': 10,
'total_pnl': 0.1000602037733992,
'total_trades': 761,
'trail_stop_1': -0.10144862744201827,
'trail_stop_2': 0.13587482440530507,
'trail_stop_3': 0.34668020764864355,
'trail_stop_4': 0.4131900919982436,
'trail_stop_5': 1.8756689903077484,
'trail_thr_1': 0.2582931059984723,
'trail_thr_2': 0.4527083138058418,
'trail_thr_3': 1.011120349429409,
'trail_thr_4': 1.6710243794541122,
'trail_thr_5': 3.0329712341485244,
'trial_num': 10,
'vp_subset_size': 3,
'win_rate': 0.7805519053876478,
'winning_trades': 594}
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}
|
||||||||||||
| 1656 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 1.117 | 0.78% | 761 | 3.461 | 0.14 | 0.870 | 0.000 | 2026-07-12 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260711_1783757605
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.536098920347746}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.09203646473661393}, '
'{"feature": "O_div_amplitude_12", "importance": 0.08404369286713723}, '
'{"feature": "K_body_size_pct", "importance": 0.08068089753699312}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07843838386022832}, '
'{"feature": "O_div_amplitude_48", "importance": 0.05608387557865786}, '
'{"feature": "O_pct_change_12", "importance": 0.036086986343994765}, '
'{"feature": "O_div_binary_12", "importance": 0.018758895315476656}, '
'{"feature": "K_consecutive_shrink", "importance": 0.01622966186551026}, '
'{"feature": "O_div_binary_48", "importance": 0.0015422215476417808}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.536098920347746}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.09203646473661393}, {"feature": "O_div_amplitude_12", '
'"importance": 0.08404369286713723}, {"feature": '
'"K_body_size_pct", "importance": 0.08068089753699312}, '
'{"feature": "K_close_position_in_hl", "importance": '
'0.07843838386022832}, {"feature": "O_div_amplitude_48", '
'"importance": 0.05608387557865786}, {"feature": '
'"O_pct_change_12", "importance": 0.036086986343994765}, '
'{"feature": "O_div_binary_12", "importance": '
'0.018758895315476656}, {"feature": "K_consecutive_shrink", '
'"importance": 0.01622966186551026}, {"feature": '
'"O_div_binary_48", "importance": 0.0015422215476417808}]',
'_model_metadata': {'created_at': '2026-07-12T00:13:00.771480',
'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': 0.07617597552502832,
'max_depth': 4,
'n_estimators': 291,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9125738943567774,
'train_accuracy': 0.8695652173913043},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 7.666244029998779},
'accuracy': 0.8695652173913043,
'avg_loss': -0.0050341171033046785,
'avg_win': 0.0015810636705062726,
'expectancy': 0.00012937485417719406,
'learning_rate': 0.07617597552502832,
'losing_trades': 167,
'max_depth': 4,
'max_drawdown': 0.1423563365585684,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260711_1783757605',
'n_estimators': 291,
'period_lookback': 12,
'profit_factor': 1.1171102060386466,
'sharpe_ratio': 3.4612919555371153,
'top_pct': 7,
'total_pnl': 0.0984542640288446,
'total_trades': 761,
'trail_stop_1': -0.13079698269893328,
'trail_stop_2': 0.0983752493351289,
'trail_stop_3': 0.4539352556638249,
'trail_stop_4': 0.88741678550461,
'trail_stop_5': 1.7417824718492043,
'trail_thr_1': 0.237278776518295,
'trail_thr_2': 0.5224438023766484,
'trail_thr_3': 1.1448367823044205,
'trail_thr_4': 1.6842770971151002,
'trail_thr_5': 3.966153352145801,
'trial_num': 28,
'vp_subset_size': 3,
'win_rate': 0.7805519053876478,
'winning_trades': 594}
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]}
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}
|
||||||||||||
| 1584 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 1.117 | 0.78% | 761 | 3.461 | 0.14 | 0.870 | 0.000 | 2026-07-11 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260711_1783732157
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.536098920347746}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.09203646473661393}, '
'{"feature": "O_div_amplitude_12", "importance": 0.08404369286713723}, '
'{"feature": "K_body_size_pct", "importance": 0.08068089753699312}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07843838386022832}, '
'{"feature": "O_div_amplitude_48", "importance": 0.05608387557865786}, '
'{"feature": "O_pct_change_12", "importance": 0.036086986343994765}, '
'{"feature": "O_div_binary_12", "importance": 0.018758895315476656}, '
'{"feature": "K_consecutive_shrink", "importance": 0.01622966186551026}, '
'{"feature": "O_div_binary_48", "importance": 0.0015422215476417808}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.536098920347746}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.09203646473661393}, {"feature": "O_div_amplitude_12", '
'"importance": 0.08404369286713723}, {"feature": '
'"K_body_size_pct", "importance": 0.08068089753699312}, '
'{"feature": "K_close_position_in_hl", "importance": '
'0.07843838386022832}, {"feature": "O_div_amplitude_48", '
'"importance": 0.05608387557865786}, {"feature": '
'"O_pct_change_12", "importance": 0.036086986343994765}, '
'{"feature": "O_div_binary_12", "importance": '
'0.018758895315476656}, {"feature": "K_consecutive_shrink", '
'"importance": 0.01622966186551026}, {"feature": '
'"O_div_binary_48", "importance": 0.0015422215476417808}]',
'_model_metadata': {'created_at': '2026-07-11T17:08:52.991748',
'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': 0.07617597552502832,
'max_depth': 4,
'n_estimators': 291,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9125738943567774,
'train_accuracy': 0.8695652173913043},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 7.705022096633911},
'accuracy': 0.8695652173913043,
'avg_loss': -0.0050341171033046785,
'avg_win': 0.0015810636705062726,
'expectancy': 0.00012937485417719406,
'learning_rate': 0.07617597552502832,
'losing_trades': 167,
'max_depth': 4,
'max_drawdown': 0.1423563365585684,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260711_1783732157',
'n_estimators': 291,
'period_lookback': 12,
'profit_factor': 1.1171102060386466,
'sharpe_ratio': 3.4612919555371153,
'top_pct': 7,
'total_pnl': 0.0984542640288446,
'total_trades': 761,
'trail_stop_1': -0.13079698269893328,
'trail_stop_2': 0.0983752493351289,
'trail_stop_3': 0.4539352556638249,
'trail_stop_4': 0.88741678550461,
'trail_stop_5': 1.7417824718492043,
'trail_thr_1': 0.237278776518295,
'trail_thr_2': 0.5224438023766484,
'trail_thr_3': 1.1448367823044205,
'trail_thr_4': 1.6842770971151002,
'trail_thr_5': 3.966153352145801,
'trial_num': 28,
'vp_subset_size': 3,
'win_rate': 0.7805519053876478,
'winning_trades': 594}
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]}
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}
|
||||||||||||
| 260 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 1.116 | 0.78% | 761 | 3.415 | 0.15 | 0.000 | 0.000 | 2026-06-23 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260623_1782194952
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.5481657690983933}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.08823059002071738}, '
'{"feature": "K_close_position_in_hl", "importance": 0.08199746803252779}, '
'{"feature": "O_div_amplitude_12", "importance": 0.07809709737182886}, '
'{"feature": "K_body_size_pct", "importance": 0.07645339204089693}, '
'{"feature": "O_div_amplitude_48", "importance": 0.05330024630279272}, '
'{"feature": "O_pct_change_12", "importance": 0.03513677442707154}, '
'{"feature": "O_div_binary_12", "importance": 0.020523350419704642}, '
'{"feature": "K_consecutive_shrink", "importance": 0.016078983823332508}, '
'{"feature": "O_div_binary_48", "importance": 0.0020163284627344453}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.5481657690983933}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.08823059002071738}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.08199746803252779}, {"feature": "O_div_amplitude_12", '
'"importance": 0.07809709737182886}, {"feature": '
'"K_body_size_pct", "importance": 0.07645339204089693}, '
'{"feature": "O_div_amplitude_48", "importance": '
'0.05330024630279272}, {"feature": "O_pct_change_12", '
'"importance": 0.03513677442707154}, {"feature": '
'"O_div_binary_12", "importance": 0.020523350419704642}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.016078983823332508}, {"feature": "O_div_binary_48", '
'"importance": 0.0020163284627344453}]',
'_model_metadata': {'created_at': '2026-06-23T22:09:11.806453',
'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': 0.047859769970481116,
'max_depth': 5,
'n_estimators': 166,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9139971443714101,
'train_accuracy': 0.0},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 5.26548957824707},
'accuracy': 0.0,
'avg_loss': -0.005075614869098424,
'avg_win': 0.0015798652682485284,
'expectancy': 0.00012807853658020475,
'learning_rate': 0.047859769970481116,
'losing_trades': 166,
'max_depth': 5,
'max_drawdown': 0.1470664960796873,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260623_1782194952',
'n_estimators': 166,
'period_lookback': 12,
'profit_factor': 1.1156815940617486,
'sharpe_ratio': 3.4148599728826396,
'top_pct': 16,
'total_pnl': 0.09746776633753597,
'total_trades': 761,
'trail_stop_1': -0.020195863008470316,
'trail_stop_2': 0.13346989156827682,
'trail_stop_3': 0.29248218243469803,
'trail_stop_4': 0.849039188691716,
'trail_stop_5': 1.5691352364132265,
'trail_thr_1': 0.2234302852885164,
'trail_thr_2': 0.41641368405327195,
'trail_thr_3': 0.9389202569915867,
'trail_thr_4': 1.6488122636779632,
'trail_thr_5': 2.863134428852485,
'trial_num': 4,
'vp_subset_size': 2,
'win_rate': 0.7818659658344284,
'winning_trades': 595}
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}
|
||||||||||||
| 1754 | BTCUSDT | 5 | volume_price_pivot_v86_y_C5 | 2023-08-01 ~ 2026-07-31 | 1.114 | 0.78% | 761 | 3.366 | 0.15 | 0.842 | 0.000 | 2026-07-12 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C5_BTCUSDT_2_20260712_1783822685
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.596425060291942}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.08235593344081492}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07712345187945917}, '
'{"feature": "K_body_size_pct", "importance": 0.07665570551128208}, '
'{"feature": "O_div_amplitude_12", "importance": 0.07024638154983175}, '
'{"feature": "O_div_amplitude_48", "importance": 0.04281132250146303}, '
'{"feature": "O_pct_change_12", "importance": 0.02673727181178393}, '
'{"feature": "O_div_binary_12", "importance": 0.015662867631352516}, '
'{"feature": "K_consecutive_shrink", "importance": 0.010733234014185942}, '
'{"feature": "O_div_binary_48", "importance": 0.001248771367884632}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.596425060291942}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.08235593344081492}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.07712345187945917}, {"feature": "K_body_size_pct", '
'"importance": 0.07665570551128208}, {"feature": '
'"O_div_amplitude_12", "importance": 0.07024638154983175}, '
'{"feature": "O_div_amplitude_48", "importance": '
'0.04281132250146303}, {"feature": "O_pct_change_12", '
'"importance": 0.02673727181178393}, {"feature": '
'"O_div_binary_12", "importance": 0.015662867631352516}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.010733234014185942}, {"feature": "O_div_binary_48", '
'"importance": 0.001248771367884632}]',
'_model_metadata': {'created_at': '2026-07-12T18:14:25.334879',
'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': 0.07124501716636114,
'max_depth': 3,
'n_estimators': 240,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9115677390219661,
'train_accuracy': 0.841534056861309},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.786804914474487},
'accuracy': 0.841534056861309,
'avg_loss': -0.005021210589133143,
'avg_win': 0.001584063507641105,
'expectancy': 0.00012586896328095534,
'learning_rate': 0.07124501716636114,
'losing_trades': 168,
'max_depth': 3,
'max_drawdown': 0.14994814773180412,
'model_file': 'volume_price_pivot_v86_y_C5_BTCUSDT_2_20260712_1783822685',
'n_estimators': 240,
'profit_factor': 1.113549596206117,
'sharpe_ratio': 3.3662588835294653,
'top_pct': 8,
'total_pnl': 0.09578628105680721,
'total_trades': 761,
'trail_stop_1': -0.0835000091073053,
'trail_stop_2': 0.010343799428681001,
'trail_stop_3': 0.31145920312198644,
'trail_stop_4': 0.6703832464706494,
'trail_stop_5': 2.5215893769998785,
'trail_thr_1': 0.18762045102464572,
'trail_thr_2': 0.6088526730954236,
'trail_thr_3': 0.966038694357598,
'trail_thr_4': 1.6637865572150832,
'trail_thr_5': 2.787907476015829,
'trial_num': 22,
'vp_subset_size': 1,
'win_rate': 0.7792378449408672,
'winning_trades': 593}
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}
|
||||||||||||
| 1657 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 1.110 | 0.78% | 761 | 3.268 | 0.13 | 0.855 | 0.000 | 2026-07-12 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260711_1783758223
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.5639702852606292}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.08670374085494938}, '
'{"feature": "K_body_size_pct", "importance": 0.07899594140609874}, '
'{"feature": "O_div_amplitude_12", "importance": 0.07621946624416821}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07523873137285263}, '
'{"feature": "O_div_amplitude_48", "importance": 0.05218698292951014}, '
'{"feature": "O_pct_change_12", "importance": 0.031716978135530365}, '
'{"feature": "O_div_binary_12", "importance": 0.018720380101848493}, '
'{"feature": "K_consecutive_shrink", "importance": 0.01493940560790812}, '
'{"feature": "O_div_binary_48", "importance": 0.001308088086504798}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.5639702852606292}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.08670374085494938}, {"feature": "K_body_size_pct", '
'"importance": 0.07899594140609874}, {"feature": '
'"O_div_amplitude_12", "importance": 0.07621946624416821}, '
'{"feature": "K_close_position_in_hl", "importance": '
'0.07523873137285263}, {"feature": "O_div_amplitude_48", '
'"importance": 0.05218698292951014}, {"feature": '
'"O_pct_change_12", "importance": 0.031716978135530365}, '
'{"feature": "O_div_binary_12", "importance": '
'0.018720380101848493}, {"feature": "K_consecutive_shrink", '
'"importance": 0.01493940560790812}, {"feature": '
'"O_div_binary_48", "importance": 0.001308088086504798}]',
'_model_metadata': {'created_at': '2026-07-12T00:15:47.958034',
'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': 0.08198862446297407,
'max_depth': 4,
'n_estimators': 173,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9137428871060154,
'train_accuracy': 0.8547839403422332},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.53646993637085},
'accuracy': 0.8547839403422332,
'avg_loss': -0.004949700016606132,
'avg_win': 0.0015809098606392401,
'expectancy': 0.00012203511802200877,
'learning_rate': 0.08198862446297407,
'losing_trades': 170,
'max_depth': 4,
'max_drawdown': 0.1295808843801843,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260711_1783758223',
'n_estimators': 173,
'period_lookback': 13,
'profit_factor': 1.1103676212143292,
'sharpe_ratio': 3.268075992020188,
'top_pct': 9,
'total_pnl': 0.09286872481474874,
'total_trades': 761,
'trail_stop_1': 0.047583128564293115,
'trail_stop_2': 0.18817554584814566,
'trail_stop_3': 0.31368451055637303,
'trail_stop_4': 0.8108336128834903,
'trail_stop_5': 2.4063573039709896,
'trail_thr_1': 0.26150707476450963,
'trail_thr_2': 0.6171184609896532,
'trail_thr_3': 1.2360490377028641,
'trail_thr_4': 1.76760886578172,
'trail_thr_5': 2.6578523761108626,
'trial_num': 5,
'vp_subset_size': 2,
'win_rate': 0.7766097240473062,
'winning_trades': 591}
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]}
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}
|
||||||||||||
| 1585 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 1.110 | 0.78% | 761 | 3.268 | 0.13 | 0.855 | 0.000 | 2026-07-11 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260711_1783732777
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.5639702852606292}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.08670374085494938}, '
'{"feature": "K_body_size_pct", "importance": 0.07899594140609874}, '
'{"feature": "O_div_amplitude_12", "importance": 0.07621946624416821}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07523873137285263}, '
'{"feature": "O_div_amplitude_48", "importance": 0.05218698292951014}, '
'{"feature": "O_pct_change_12", "importance": 0.031716978135530365}, '
'{"feature": "O_div_binary_12", "importance": 0.018720380101848493}, '
'{"feature": "K_consecutive_shrink", "importance": 0.01493940560790812}, '
'{"feature": "O_div_binary_48", "importance": 0.001308088086504798}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.5639702852606292}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.08670374085494938}, {"feature": "K_body_size_pct", '
'"importance": 0.07899594140609874}, {"feature": '
'"O_div_amplitude_12", "importance": 0.07621946624416821}, '
'{"feature": "K_close_position_in_hl", "importance": '
'0.07523873137285263}, {"feature": "O_div_amplitude_48", '
'"importance": 0.05218698292951014}, {"feature": '
'"O_pct_change_12", "importance": 0.031716978135530365}, '
'{"feature": "O_div_binary_12", "importance": '
'0.018720380101848493}, {"feature": "K_consecutive_shrink", '
'"importance": 0.01493940560790812}, {"feature": '
'"O_div_binary_48", "importance": 0.001308088086504798}]',
'_model_metadata': {'created_at': '2026-07-11T17:11:40.647620',
'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': 0.08198862446297407,
'max_depth': 4,
'n_estimators': 173,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9137428871060154,
'train_accuracy': 0.8547839403422332},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.525340795516968},
'accuracy': 0.8547839403422332,
'avg_loss': -0.004949700016606132,
'avg_win': 0.0015809098606392401,
'expectancy': 0.00012203511802200877,
'learning_rate': 0.08198862446297407,
'losing_trades': 170,
'max_depth': 4,
'max_drawdown': 0.1295808843801843,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260711_1783732777',
'n_estimators': 173,
'period_lookback': 13,
'profit_factor': 1.1103676212143292,
'sharpe_ratio': 3.268075992020188,
'top_pct': 9,
'total_pnl': 0.09286872481474874,
'total_trades': 761,
'trail_stop_1': 0.047583128564293115,
'trail_stop_2': 0.18817554584814566,
'trail_stop_3': 0.31368451055637303,
'trail_stop_4': 0.8108336128834903,
'trail_stop_5': 2.4063573039709896,
'trail_thr_1': 0.26150707476450963,
'trail_thr_2': 0.6171184609896532,
'trail_thr_3': 1.2360490377028641,
'trail_thr_4': 1.76760886578172,
'trail_thr_5': 2.6578523761108626,
'trial_num': 5,
'vp_subset_size': 2,
'win_rate': 0.7766097240473062,
'winning_trades': 591}
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]}
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}
|
||||||||||||
| 1753 | BTCUSDT | 5 | volume_price_pivot_v86_y_C5 | 2023-08-01 ~ 2026-07-31 | 1.110 | 0.78% | 761 | 3.254 | 0.13 | 0.858 | 0.000 | 2026-07-12 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C5_BTCUSDT_2_20260712_1783821745
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.5604243435705316}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.08750486755254575}, '
'{"feature": "K_close_position_in_hl", "importance": 0.08118813347603711}, '
'{"feature": "O_div_amplitude_12", "importance": 0.07950195571657458}, '
'{"feature": "K_body_size_pct", "importance": 0.07412930491085977}, '
'{"feature": "O_div_amplitude_48", "importance": 0.05112231352658354}, '
'{"feature": "O_pct_change_12", "importance": 0.03313220937920359}, '
'{"feature": "O_div_binary_12", "importance": 0.017941328184742224}, '
'{"feature": "K_consecutive_shrink", "importance": 0.013776961701671432}, '
'{"feature": "O_div_binary_48", "importance": 0.001278581981250545}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.5604243435705316}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.08750486755254575}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.08118813347603711}, {"feature": "O_div_amplitude_12", '
'"importance": 0.07950195571657458}, {"feature": '
'"K_body_size_pct", "importance": 0.07412930491085977}, '
'{"feature": "O_div_amplitude_48", "importance": '
'0.05112231352658354}, {"feature": "O_pct_change_12", '
'"importance": 0.03313220937920359}, {"feature": '
'"O_div_binary_12", "importance": 0.017941328184742224}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.013776961701671432}, {"feature": "O_div_binary_48", '
'"importance": 0.001278581981250545}]',
'_model_metadata': {'created_at': '2026-07-12T18:02:24.203045',
'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': 0.052741855028419965,
'max_depth': 4,
'n_estimators': 283,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9137052989147214,
'train_accuracy': 0.8581796391237766},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 7.463141202926636},
'accuracy': 0.8581796391237766,
'avg_loss': -0.004993926668227436,
'avg_win': 0.0015822514632808063,
'expectancy': 0.00012183871134270781,
'learning_rate': 0.052741855028419965,
'losing_trades': 169,
'max_depth': 4,
'max_drawdown': 0.12643370781854144,
'model_file': 'volume_price_pivot_v86_y_C5_BTCUSDT_2_20260712_1783821745',
'n_estimators': 283,
'profit_factor': 1.1098603778251124,
'sharpe_ratio': 3.254489024737968,
'top_pct': 11,
'total_pnl': 0.09271925933180065,
'total_trades': 761,
'trail_stop_1': -0.08452334825342768,
'trail_stop_2': 0.02706778230802911,
'trail_stop_3': 0.4556811806362197,
'trail_stop_4': 0.8481603550456995,
'trail_stop_5': 2.419841221653394,
'trail_thr_1': 0.1876422036208984,
'trail_thr_2': 0.42613936290932797,
'trail_thr_3': 1.2418263587220144,
'trail_thr_4': 1.5521307905198733,
'trail_thr_5': 3.9152119854325393,
'trial_num': 29,
'vp_subset_size': 1,
'win_rate': 0.7779237844940867,
'winning_trades': 592}
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}
|
||||||||||||
| 1658 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 1.108 | 0.78% | 761 | 3.215 | 0.13 | 0.859 | 0.000 | 2026-07-12 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260711_1783758817
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.5544101660873834}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.08854825775876168}, '
'{"feature": "O_div_amplitude_12", "importance": 0.08164664763068838}, '
'{"feature": "K_body_size_pct", "importance": 0.07880774572034083}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07575954844556125}, '
'{"feature": "O_div_amplitude_48", "importance": 0.0514894589562752}, '
'{"feature": "O_pct_change_12", "importance": 0.03221504540851543}, '
'{"feature": "O_div_binary_12", "importance": 0.019381389825636655}, '
'{"feature": "K_consecutive_shrink", "importance": 0.01628335593372038}, '
'{"feature": "O_div_binary_48", "importance": 0.0014583842331167462}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.5544101660873834}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.08854825775876168}, {"feature": "O_div_amplitude_12", '
'"importance": 0.08164664763068838}, {"feature": '
'"K_body_size_pct", "importance": 0.07880774572034083}, '
'{"feature": "K_close_position_in_hl", "importance": '
'0.07575954844556125}, {"feature": "O_div_amplitude_48", '
'"importance": 0.0514894589562752}, {"feature": '
'"O_pct_change_12", "importance": 0.03221504540851543}, '
'{"feature": "O_div_binary_12", "importance": '
'0.019381389825636655}, {"feature": "K_consecutive_shrink", '
'"importance": 0.01628335593372038}, {"feature": '
'"O_div_binary_48", "importance": 0.0014583842331167462}]',
'_model_metadata': {'created_at': '2026-07-12T00:28:08.239839',
'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': 0.0781532595352814,
'max_depth': 4,
'n_estimators': 210,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9139606301284389,
'train_accuracy': 0.8588454624142753},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 5.502852439880371},
'accuracy': 0.8588454624142753,
'avg_loss': -0.004975334537562136,
'avg_win': 0.001585768697957638,
'expectancy': 0.0001200820356207638,
'learning_rate': 0.0781532595352814,
'losing_trades': 170,
'max_depth': 4,
'max_drawdown': 0.12778095459400718,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260711_1783758817',
'n_estimators': 210,
'period_lookback': 12,
'profit_factor': 1.108041719923252,
'sharpe_ratio': 3.2147184582137163,
'top_pct': 10,
'total_pnl': 0.09138242910740096,
'total_trades': 761,
'trail_stop_1': 0.0035751092138885388,
'trail_stop_2': 0.022038463254628417,
'trail_stop_3': 0.47291617512932865,
'trail_stop_4': 0.41991507237599857,
'trail_stop_5': 2.637619514804838,
'trail_thr_1': 0.21249846603183123,
'trail_thr_2': 0.4400909639068824,
'trail_thr_3': 1.2930079184230814,
'trail_thr_4': 1.6527963342658438,
'trail_thr_5': 3.873524586182676,
'trial_num': 12,
'vp_subset_size': 2,
'win_rate': 0.7766097240473062,
'winning_trades': 591}
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]}
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}
|
||||||||||||
| 1586 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 1.108 | 0.78% | 761 | 3.215 | 0.13 | 0.859 | 0.000 | 2026-07-11 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260711_1783733371
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.5544101660873834}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.08854825775876168}, '
'{"feature": "O_div_amplitude_12", "importance": 0.08164664763068838}, '
'{"feature": "K_body_size_pct", "importance": 0.07880774572034083}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07575954844556125}, '
'{"feature": "O_div_amplitude_48", "importance": 0.0514894589562752}, '
'{"feature": "O_pct_change_12", "importance": 0.03221504540851543}, '
'{"feature": "O_div_binary_12", "importance": 0.019381389825636655}, '
'{"feature": "K_consecutive_shrink", "importance": 0.01628335593372038}, '
'{"feature": "O_div_binary_48", "importance": 0.0014583842331167462}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.5544101660873834}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.08854825775876168}, {"feature": "O_div_amplitude_12", '
'"importance": 0.08164664763068838}, {"feature": '
'"K_body_size_pct", "importance": 0.07880774572034083}, '
'{"feature": "K_close_position_in_hl", "importance": '
'0.07575954844556125}, {"feature": "O_div_amplitude_48", '
'"importance": 0.0514894589562752}, {"feature": '
'"O_pct_change_12", "importance": 0.03221504540851543}, '
'{"feature": "O_div_binary_12", "importance": '
'0.019381389825636655}, {"feature": "K_consecutive_shrink", '
'"importance": 0.01628335593372038}, {"feature": '
'"O_div_binary_48", "importance": 0.0014583842331167462}]',
'_model_metadata': {'created_at': '2026-07-11T17:24:01.326443',
'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': 0.0781532595352814,
'max_depth': 4,
'n_estimators': 210,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9139606301284389,
'train_accuracy': 0.8588454624142753},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 5.5141823291778564},
'accuracy': 0.8588454624142753,
'avg_loss': -0.004975334537562136,
'avg_win': 0.001585768697957638,
'expectancy': 0.0001200820356207638,
'learning_rate': 0.0781532595352814,
'losing_trades': 170,
'max_depth': 4,
'max_drawdown': 0.12778095459400718,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260711_1783733371',
'n_estimators': 210,
'period_lookback': 12,
'profit_factor': 1.108041719923252,
'sharpe_ratio': 3.2147184582137163,
'top_pct': 10,
'total_pnl': 0.09138242910740096,
'total_trades': 761,
'trail_stop_1': 0.0035751092138885388,
'trail_stop_2': 0.022038463254628417,
'trail_stop_3': 0.47291617512932865,
'trail_stop_4': 0.41991507237599857,
'trail_stop_5': 2.637619514804838,
'trail_thr_1': 0.21249846603183123,
'trail_thr_2': 0.4400909639068824,
'trail_thr_3': 1.2930079184230814,
'trail_thr_4': 1.6527963342658438,
'trail_thr_5': 3.873524586182676,
'trial_num': 12,
'vp_subset_size': 2,
'win_rate': 0.7766097240473062,
'winning_trades': 591}
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]}
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}
|
||||||||||||
| 1751 | BTCUSDT | 5 | volume_price_pivot_v86_y_C5 | 2023-08-01 ~ 2026-07-31 | 1.106 | 0.78% | 761 | 3.142 | 0.13 | 0.845 | 0.000 | 2026-07-12 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C5_BTCUSDT_2_20260712_1783819534
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.591248032610008}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0839578348901274}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07640758644759908}, '
'{"feature": "O_div_amplitude_12", "importance": 0.07268253631114503}, '
'{"feature": "K_body_size_pct", "importance": 0.07106293829106003}, '
'{"feature": "O_div_amplitude_48", "importance": 0.044061496555770956}, '
'{"feature": "O_pct_change_12", "importance": 0.027112168459873864}, '
'{"feature": "O_div_binary_12", "importance": 0.019634766307226527}, '
'{"feature": "K_consecutive_shrink", "importance": 0.01241110792221904}, '
'{"feature": "O_div_binary_48", "importance": 0.001421532204970164}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.591248032610008}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0839578348901274}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07640758644759908}, {"feature": '
'"O_div_amplitude_12", "importance": 0.07268253631114503}, '
'{"feature": "K_body_size_pct", "importance": '
'0.07106293829106003}, {"feature": "O_div_amplitude_48", '
'"importance": 0.044061496555770956}, {"feature": '
'"O_pct_change_12", "importance": 0.027112168459873864}, '
'{"feature": "O_div_binary_12", "importance": '
'0.019634766307226527}, {"feature": "K_consecutive_shrink", '
'"importance": 0.01241110792221904}, {"feature": '
'"O_div_binary_48", "importance": 0.001421532204970164}]',
'_model_metadata': {'created_at': '2026-07-12T17:10:01.059156',
'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': 0.046669548209299416,
'max_depth': 4,
'n_estimators': 180,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9123832685295017,
'train_accuracy': 0.8450629203009521},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.516565799713135},
'accuracy': 0.8450629203009521,
'avg_loss': -0.0050029981740601906,
'avg_win': 0.001579491876508583,
'expectancy': 0.00011767739747294199,
'learning_rate': 0.046669548209299416,
'losing_trades': 169,
'max_depth': 4,
'max_drawdown': 0.1329957209465043,
'model_file': 'volume_price_pivot_v86_y_C5_BTCUSDT_2_20260712_1783819534',
'n_estimators': 180,
'profit_factor': 1.1059157785338327,
'sharpe_ratio': 3.1419465969543214,
'top_pct': 15,
'total_pnl': 0.08955249947690885,
'total_trades': 761,
'trail_stop_1': -0.08457218883777204,
'trail_stop_2': 0.13321804261960515,
'trail_stop_3': 0.2130562209909622,
'trail_stop_4': 0.6369700110586035,
'trail_stop_5': 1.881631688789819,
'trail_thr_1': 0.19811792399306974,
'trail_thr_2': 0.6506981218320091,
'trail_thr_3': 1.1246973273700422,
'trail_thr_4': 1.706811903698099,
'trail_thr_5': 3.703070677943,
'trial_num': 0,
'vp_subset_size': 0,
'win_rate': 0.7779237844940867,
'winning_trades': 592}
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}
|
||||||||||||
| 1743 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 1.106 | 0.78% | 761 | 3.142 | 0.13 | 0.845 | 0.000 | 2026-07-12 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260712_1783807509
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.591248032610008}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0839578348901274}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07640758644759908}, '
'{"feature": "O_div_amplitude_12", "importance": 0.07268253631114503}, '
'{"feature": "K_body_size_pct", "importance": 0.07106293829106003}, '
'{"feature": "O_div_amplitude_48", "importance": 0.044061496555770956}, '
'{"feature": "O_pct_change_12", "importance": 0.027112168459873864}, '
'{"feature": "O_div_binary_12", "importance": 0.019634766307226527}, '
'{"feature": "K_consecutive_shrink", "importance": 0.01241110792221904}, '
'{"feature": "O_div_binary_48", "importance": 0.001421532204970164}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.591248032610008}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0839578348901274}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07640758644759908}, {"feature": '
'"O_div_amplitude_12", "importance": 0.07268253631114503}, '
'{"feature": "K_body_size_pct", "importance": '
'0.07106293829106003}, {"feature": "O_div_amplitude_48", '
'"importance": 0.044061496555770956}, {"feature": '
'"O_pct_change_12", "importance": 0.027112168459873864}, '
'{"feature": "O_div_binary_12", "importance": '
'0.019634766307226527}, {"feature": "K_consecutive_shrink", '
'"importance": 0.01241110792221904}, {"feature": '
'"O_div_binary_48", "importance": 0.001421532204970164}]',
'_model_metadata': {'created_at': '2026-07-12T13:54:45.888647',
'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': 0.046669548209299416,
'max_depth': 4,
'n_estimators': 180,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9123832685295017,
'train_accuracy': 0.8450629203009521},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.856139183044434},
'accuracy': 0.8450629203009521,
'avg_loss': -0.0050029981740601906,
'avg_win': 0.001579491876508583,
'expectancy': 0.00011767739747294199,
'learning_rate': 0.046669548209299416,
'losing_trades': 169,
'max_depth': 4,
'max_drawdown': 0.1329957209465043,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260712_1783807509',
'n_estimators': 180,
'period_lookback': 11,
'profit_factor': 1.1059157785338327,
'sharpe_ratio': 3.1419465969543214,
'top_pct': 15,
'total_pnl': 0.08955249947690885,
'total_trades': 761,
'trail_stop_1': -0.08457218883777204,
'trail_stop_2': 0.13321804261960515,
'trail_stop_3': 0.2130562209909622,
'trail_stop_4': 0.6369700110586035,
'trail_stop_5': 1.881631688789819,
'trail_thr_1': 0.19811792399306974,
'trail_thr_2': 0.6506981218320091,
'trail_thr_3': 1.1246973273700422,
'trail_thr_4': 1.706811903698099,
'trail_thr_5': 3.703070677943,
'trial_num': 0,
'vp_subset_size': 0,
'win_rate': 0.7779237844940867,
'winning_trades': 592}
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]}
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}
|
||||||||||||
| 1583 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 1.106 | 0.78% | 761 | 3.142 | 0.13 | 0.845 | 0.000 | 2026-07-11 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260711_1783731512
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.591248032610008}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0839578348901274}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07640758644759908}, '
'{"feature": "O_div_amplitude_12", "importance": 0.07268253631114503}, '
'{"feature": "K_body_size_pct", "importance": 0.07106293829106003}, '
'{"feature": "O_div_amplitude_48", "importance": 0.044061496555770956}, '
'{"feature": "O_pct_change_12", "importance": 0.027112168459873864}, '
'{"feature": "O_div_binary_12", "importance": 0.019634766307226527}, '
'{"feature": "K_consecutive_shrink", "importance": 0.01241110792221904}, '
'{"feature": "O_div_binary_48", "importance": 0.001421532204970164}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.591248032610008}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0839578348901274}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07640758644759908}, {"feature": '
'"O_div_amplitude_12", "importance": 0.07268253631114503}, '
'{"feature": "K_body_size_pct", "importance": '
'0.07106293829106003}, {"feature": "O_div_amplitude_48", '
'"importance": 0.044061496555770956}, {"feature": '
'"O_pct_change_12", "importance": 0.027112168459873864}, '
'{"feature": "O_div_binary_12", "importance": '
'0.019634766307226527}, {"feature": "K_consecutive_shrink", '
'"importance": 0.01241110792221904}, {"feature": '
'"O_div_binary_48", "importance": 0.001421532204970164}]',
'_model_metadata': {'created_at': '2026-07-11T16:48:32.174818',
'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': 0.046669548209299416,
'max_depth': 4,
'n_estimators': 180,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9123832685295017,
'train_accuracy': 0.8450629203009521},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.73560357093811},
'accuracy': 0.8450629203009521,
'avg_loss': -0.0050029981740601906,
'avg_win': 0.001579491876508583,
'expectancy': 0.00011767739747294199,
'learning_rate': 0.046669548209299416,
'losing_trades': 169,
'max_depth': 4,
'max_drawdown': 0.1329957209465043,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260711_1783731512',
'n_estimators': 180,
'period_lookback': 11,
'profit_factor': 1.1059157785338327,
'sharpe_ratio': 3.1419465969543214,
'top_pct': 15,
'total_pnl': 0.08955249947690885,
'total_trades': 761,
'trail_stop_1': -0.08457218883777204,
'trail_stop_2': 0.13321804261960515,
'trail_stop_3': 0.2130562209909622,
'trail_stop_4': 0.6369700110586035,
'trail_stop_5': 1.881631688789819,
'trail_thr_1': 0.19811792399306974,
'trail_thr_2': 0.6506981218320091,
'trail_thr_3': 1.1246973273700422,
'trail_thr_4': 1.706811903698099,
'trail_thr_5': 3.703070677943,
'trial_num': 0,
'vp_subset_size': 0,
'win_rate': 0.7779237844940867,
'winning_trades': 592}
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]}
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}
|
||||||||||||
| 1655 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 1.106 | 0.78% | 761 | 3.142 | 0.13 | 0.845 | 0.000 | 2026-07-12 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260711_1783756962
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.591248032610008}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0839578348901274}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07640758644759908}, '
'{"feature": "O_div_amplitude_12", "importance": 0.07268253631114503}, '
'{"feature": "K_body_size_pct", "importance": 0.07106293829106003}, '
'{"feature": "O_div_amplitude_48", "importance": 0.044061496555770956}, '
'{"feature": "O_pct_change_12", "importance": 0.027112168459873864}, '
'{"feature": "O_div_binary_12", "importance": 0.019634766307226527}, '
'{"feature": "K_consecutive_shrink", "importance": 0.01241110792221904}, '
'{"feature": "O_div_binary_48", "importance": 0.001421532204970164}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.591248032610008}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0839578348901274}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07640758644759908}, {"feature": '
'"O_div_amplitude_12", "importance": 0.07268253631114503}, '
'{"feature": "K_body_size_pct", "importance": '
'0.07106293829106003}, {"feature": "O_div_amplitude_48", '
'"importance": 0.044061496555770956}, {"feature": '
'"O_pct_change_12", "importance": 0.027112168459873864}, '
'{"feature": "O_div_binary_12", "importance": '
'0.019634766307226527}, {"feature": "K_consecutive_shrink", '
'"importance": 0.01241110792221904}, {"feature": '
'"O_div_binary_48", "importance": 0.001421532204970164}]',
'_model_metadata': {'created_at': '2026-07-11T23:52:34.801347',
'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': 0.046669548209299416,
'max_depth': 4,
'n_estimators': 180,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9123832685295017,
'train_accuracy': 0.8450629203009521},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.836773633956909},
'accuracy': 0.8450629203009521,
'avg_loss': -0.0050029981740601906,
'avg_win': 0.001579491876508583,
'expectancy': 0.00011767739747294199,
'learning_rate': 0.046669548209299416,
'losing_trades': 169,
'max_depth': 4,
'max_drawdown': 0.1329957209465043,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260711_1783756962',
'n_estimators': 180,
'period_lookback': 11,
'profit_factor': 1.1059157785338327,
'sharpe_ratio': 3.1419465969543214,
'top_pct': 15,
'total_pnl': 0.08955249947690885,
'total_trades': 761,
'trail_stop_1': -0.08457218883777204,
'trail_stop_2': 0.13321804261960515,
'trail_stop_3': 0.2130562209909622,
'trail_stop_4': 0.6369700110586035,
'trail_stop_5': 1.881631688789819,
'trail_thr_1': 0.19811792399306974,
'trail_thr_2': 0.6506981218320091,
'trail_thr_3': 1.1246973273700422,
'trail_thr_4': 1.706811903698099,
'trail_thr_5': 3.703070677943,
'trial_num': 0,
'vp_subset_size': 0,
'win_rate': 0.7779237844940867,
'winning_trades': 592}
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]}
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}
|
||||||||||||
| 247 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 1.105 | 0.78% | 761 | 3.110 | 0.14 | 0.000 | 0.000 | 2026-06-23 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_20260623_1782152582
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON{'avg_loss': -0.005022893431620705,
'avg_win': 0.0015840610589535247,
'expectancy': 0.0001168136096670006,
'learning_rate': 0.04661087646236774,
'losing_trades': 169,
'max_depth': 4,
'max_drawdown': 0.14232611522174993,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_20260623_1782152582',
'n_estimators': 174,
'period_lookback': 11,
'profit_factor': 1.1047218805371397,
'sharpe_ratio': 3.10987767832419,
'top_pct': 16,
'total_pnl': 0.08889515695658746,
'total_trades': 761,
'trail_stop_1': 0.04840683258539605,
'trail_stop_2': 0.08753685984589787,
'trail_stop_3': 0.41611707230674577,
'trail_stop_4': 0.4492715935029786,
'trail_stop_5': 1.5121498453415958,
'trail_thr_1': 0.21150408602123197,
'trail_thr_2': 0.6196978746188341,
'trail_thr_3': 0.9371358190585022,
'trail_thr_4': 1.5532849628775767,
'trail_thr_5': 3.0953378944778778,
'vp_subset_size': 3,
'win_rate': 0.7779237844940867,
'winning_trades': 592}
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}
|
||||||||||||
| 1742 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 1.104 | 0.78% | 761 | 3.081 | 0.12 | 0.849 | 0.000 | 2026-07-12 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260712_1783806857
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.5803987634187714}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.08474037355116086}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07581995295563779}, '
'{"feature": "O_div_amplitude_12", "importance": 0.07474668405011223}, '
'{"feature": "K_body_size_pct", "importance": 0.07329733996811201}, '
'{"feature": "O_div_amplitude_48", "importance": 0.04759394137395268}, '
'{"feature": "O_pct_change_12", "importance": 0.028324761383654577}, '
'{"feature": "O_div_binary_12", "importance": 0.01984124041467141}, '
'{"feature": "K_consecutive_shrink", "importance": 0.01337204632747837}, '
'{"feature": "O_div_binary_48", "importance": 0.0018648965564487306}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.5803987634187714}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.08474037355116086}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.07581995295563779}, {"feature": "O_div_amplitude_12", '
'"importance": 0.07474668405011223}, {"feature": '
'"K_body_size_pct", "importance": 0.07329733996811201}, '
'{"feature": "O_div_amplitude_48", "importance": '
'0.04759394137395268}, {"feature": "O_pct_change_12", '
'"importance": 0.028324761383654577}, {"feature": '
'"O_div_binary_12", "importance": 0.01984124041467141}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.01337204632747837}, {"feature": "O_div_binary_48", '
'"importance": 0.0018648965564487306}]',
'_model_metadata': {'created_at': '2026-07-12T13:45:50.461007',
'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': 0.04127095633720476,
'max_depth': 4,
'n_estimators': 233,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9131661768567358,
'train_accuracy': 0.8485252014115454},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 6.1418561935424805},
'accuracy': 0.8485252014115454,
'avg_loss': -0.005126109474052585,
'avg_win': 0.0015785927172243526,
'expectancy': 0.00011606898036236593,
'learning_rate': 0.04127095633720476,
'losing_trades': 166,
'max_depth': 4,
'max_drawdown': 0.11718385729936308,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260712_1783806857',
'n_estimators': 233,
'period_lookback': 11,
'profit_factor': 1.1038017944164242,
'sharpe_ratio': 3.081161916148278,
'top_pct': 9,
'total_pnl': 0.08832849405576078,
'total_trades': 761,
'trail_stop_1': -0.14371416286265315,
'trail_stop_2': 0.06287119621526534,
'trail_stop_3': 0.608404913266742,
'trail_stop_4': 0.6462297538213778,
'trail_stop_5': 1.8431972482374337,
'trail_thr_1': 0.17157828539866088,
'trail_thr_2': 0.5727436439423231,
'trail_thr_3': 1.1051424146988216,
'trail_thr_4': 1.5372522802021062,
'trail_thr_5': 3.633326707814573,
'trial_num': 6,
'vp_subset_size': 0,
'win_rate': 0.7818659658344284,
'winning_trades': 595}
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]}
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}
|
||||||||||||
| 270 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 1.104 | 0.78% | 761 | 3.081 | 0.12 | 0.849 | 0.000 | 2026-06-24 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260624_1782263372
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.5803987634187714}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.08474037355116086}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07581995295563779}, '
'{"feature": "O_div_amplitude_12", "importance": 0.07474668405011223}, '
'{"feature": "K_body_size_pct", "importance": 0.07329733996811201}, '
'{"feature": "O_div_amplitude_48", "importance": 0.04759394137395268}, '
'{"feature": "O_pct_change_12", "importance": 0.028324761383654577}, '
'{"feature": "O_div_binary_12", "importance": 0.01984124041467141}, '
'{"feature": "K_consecutive_shrink", "importance": 0.01337204632747837}, '
'{"feature": "O_div_binary_48", "importance": 0.0018648965564487306}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.5803987634187714}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.08474037355116086}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.07581995295563779}, {"feature": "O_div_amplitude_12", '
'"importance": 0.07474668405011223}, {"feature": '
'"K_body_size_pct", "importance": 0.07329733996811201}, '
'{"feature": "O_div_amplitude_48", "importance": '
'0.04759394137395268}, {"feature": "O_pct_change_12", '
'"importance": 0.028324761383654577}, {"feature": '
'"O_div_binary_12", "importance": 0.01984124041467141}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.01337204632747837}, {"feature": "O_div_binary_48", '
'"importance": 0.0018648965564487306}]',
'_model_metadata': {'created_at': '2026-06-24T17:01:28.665803',
'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': 0.04127095633720476,
'max_depth': 4,
'n_estimators': 233,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9131661768567358,
'train_accuracy': 0.8485252014115454},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 5.9749438762664795},
'accuracy': 0.8485252014115454,
'avg_loss': -0.005126109474052585,
'avg_win': 0.0015785927172243526,
'expectancy': 0.00011606898036236593,
'learning_rate': 0.04127095633720476,
'losing_trades': 166,
'max_depth': 4,
'max_drawdown': 0.11718385729936308,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260624_1782263372',
'n_estimators': 233,
'period_lookback': 11,
'profit_factor': 1.1038017944164242,
'sharpe_ratio': 3.081161916148278,
'top_pct': 9,
'total_pnl': 0.08832849405576078,
'total_trades': 761,
'trail_stop_1': -0.14371416286265315,
'trail_stop_2': 0.06287119621526534,
'trail_stop_3': 0.608404913266742,
'trail_stop_4': 0.6462297538213778,
'trail_stop_5': 1.8431972482374337,
'trail_thr_1': 0.17157828539866088,
'trail_thr_2': 0.5727436439423231,
'trail_thr_3': 1.1051424146988216,
'trail_thr_4': 1.5372522802021062,
'trail_thr_5': 3.633326707814573,
'trial_num': 6,
'vp_subset_size': 0,
'win_rate': 0.7818659658344284,
'winning_trades': 595}
ind_param (optuna):
展開 Optuna 參數{'seed': [42, 42], '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}
|
||||||||||||
| 1654 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 1.104 | 0.78% | 761 | 3.081 | 0.12 | 0.849 | 0.000 | 2026-07-11 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260711_1783756326
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.5803987634187714}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.08474037355116086}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07581995295563779}, '
'{"feature": "O_div_amplitude_12", "importance": 0.07474668405011223}, '
'{"feature": "K_body_size_pct", "importance": 0.07329733996811201}, '
'{"feature": "O_div_amplitude_48", "importance": 0.04759394137395268}, '
'{"feature": "O_pct_change_12", "importance": 0.028324761383654577}, '
'{"feature": "O_div_binary_12", "importance": 0.01984124041467141}, '
'{"feature": "K_consecutive_shrink", "importance": 0.01337204632747837}, '
'{"feature": "O_div_binary_48", "importance": 0.0018648965564487306}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.5803987634187714}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.08474037355116086}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.07581995295563779}, {"feature": "O_div_amplitude_12", '
'"importance": 0.07474668405011223}, {"feature": '
'"K_body_size_pct", "importance": 0.07329733996811201}, '
'{"feature": "O_div_amplitude_48", "importance": '
'0.04759394137395268}, {"feature": "O_pct_change_12", '
'"importance": 0.028324761383654577}, {"feature": '
'"O_div_binary_12", "importance": 0.01984124041467141}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.01337204632747837}, {"feature": "O_div_binary_48", '
'"importance": 0.0018648965564487306}]',
'_model_metadata': {'created_at': '2026-07-11T23:43:49.865613',
'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': 0.04127095633720476,
'max_depth': 4,
'n_estimators': 233,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9131661768567358,
'train_accuracy': 0.8485252014115454},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 6.154992341995239},
'accuracy': 0.8485252014115454,
'avg_loss': -0.005126109474052585,
'avg_win': 0.0015785927172243526,
'expectancy': 0.00011606898036236593,
'learning_rate': 0.04127095633720476,
'losing_trades': 166,
'max_depth': 4,
'max_drawdown': 0.11718385729936308,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260711_1783756326',
'n_estimators': 233,
'period_lookback': 11,
'profit_factor': 1.1038017944164242,
'sharpe_ratio': 3.081161916148278,
'top_pct': 9,
'total_pnl': 0.08832849405576078,
'total_trades': 761,
'trail_stop_1': -0.14371416286265315,
'trail_stop_2': 0.06287119621526534,
'trail_stop_3': 0.608404913266742,
'trail_stop_4': 0.6462297538213778,
'trail_stop_5': 1.8431972482374337,
'trail_thr_1': 0.17157828539866088,
'trail_thr_2': 0.5727436439423231,
'trail_thr_3': 1.1051424146988216,
'trail_thr_4': 1.5372522802021062,
'trail_thr_5': 3.633326707814573,
'trial_num': 6,
'vp_subset_size': 0,
'win_rate': 0.7818659658344284,
'winning_trades': 595}
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]}
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}
|
||||||||||||
| 269 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 1.104 | 0.78% | 761 | 3.081 | 0.12 | 0.849 | 0.000 | 2026-06-24 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260624_1782237537
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.5803987634187714}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.08474037355116086}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07581995295563779}, '
'{"feature": "O_div_amplitude_12", "importance": 0.07474668405011223}, '
'{"feature": "K_body_size_pct", "importance": 0.07329733996811201}, '
'{"feature": "O_div_amplitude_48", "importance": 0.04759394137395268}, '
'{"feature": "O_pct_change_12", "importance": 0.028324761383654577}, '
'{"feature": "O_div_binary_12", "importance": 0.01984124041467141}, '
'{"feature": "K_consecutive_shrink", "importance": 0.01337204632747837}, '
'{"feature": "O_div_binary_48", "importance": 0.0018648965564487306}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.5803987634187714}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.08474037355116086}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.07581995295563779}, {"feature": "O_div_amplitude_12", '
'"importance": 0.07474668405011223}, {"feature": '
'"K_body_size_pct", "importance": 0.07329733996811201}, '
'{"feature": "O_div_amplitude_48", "importance": '
'0.04759394137395268}, {"feature": "O_pct_change_12", '
'"importance": 0.028324761383654577}, {"feature": '
'"O_div_binary_12", "importance": 0.01984124041467141}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.01337204632747837}, {"feature": "O_div_binary_48", '
'"importance": 0.0018648965564487306}]',
'_model_metadata': {'created_at': '2026-06-24T09:50:49.299243',
'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': 0.04127095633720476,
'max_depth': 4,
'n_estimators': 233,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9131661768567358,
'train_accuracy': 0.8485252014115454},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 6.080097198486328},
'accuracy': 0.8485252014115454,
'avg_loss': -0.005126109474052585,
'avg_win': 0.0015785927172243526,
'expectancy': 0.00011606898036236593,
'learning_rate': 0.04127095633720476,
'losing_trades': 166,
'max_depth': 4,
'max_drawdown': 0.11718385729936308,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260624_1782237537',
'n_estimators': 233,
'period_lookback': 11,
'profit_factor': 1.1038017944164242,
'sharpe_ratio': 3.081161916148278,
'top_pct': 9,
'total_pnl': 0.08832849405576078,
'total_trades': 761,
'trail_stop_1': -0.14371416286265315,
'trail_stop_2': 0.06287119621526534,
'trail_stop_3': 0.608404913266742,
'trail_stop_4': 0.6462297538213778,
'trail_stop_5': 1.8431972482374337,
'trail_thr_1': 0.17157828539866088,
'trail_thr_2': 0.5727436439423231,
'trail_thr_3': 1.1051424146988216,
'trail_thr_4': 1.5372522802021062,
'trail_thr_5': 3.633326707814573,
'trial_num': 6,
'vp_subset_size': 0,
'win_rate': 0.7818659658344284,
'winning_trades': 595}
ind_param (optuna):
展開 Optuna 參數{'seed': [42, 42], '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}
|
||||||||||||
| 1582 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 1.104 | 0.78% | 761 | 3.081 | 0.12 | 0.849 | 0.000 | 2026-07-11 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260711_1783730885
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.5803987634187714}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.08474037355116086}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07581995295563779}, '
'{"feature": "O_div_amplitude_12", "importance": 0.07474668405011223}, '
'{"feature": "K_body_size_pct", "importance": 0.07329733996811201}, '
'{"feature": "O_div_amplitude_48", "importance": 0.04759394137395268}, '
'{"feature": "O_pct_change_12", "importance": 0.028324761383654577}, '
'{"feature": "O_div_binary_12", "importance": 0.01984124041467141}, '
'{"feature": "K_consecutive_shrink", "importance": 0.01337204632747837}, '
'{"feature": "O_div_binary_48", "importance": 0.0018648965564487306}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.5803987634187714}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.08474037355116086}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.07581995295563779}, {"feature": "O_div_amplitude_12", '
'"importance": 0.07474668405011223}, {"feature": '
'"K_body_size_pct", "importance": 0.07329733996811201}, '
'{"feature": "O_div_amplitude_48", "importance": '
'0.04759394137395268}, {"feature": "O_pct_change_12", '
'"importance": 0.028324761383654577}, {"feature": '
'"O_div_binary_12", "importance": 0.01984124041467141}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.01337204632747837}, {"feature": "O_div_binary_48", '
'"importance": 0.0018648965564487306}]',
'_model_metadata': {'created_at': '2026-07-11T16:39:55.097979',
'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': 0.04127095633720476,
'max_depth': 4,
'n_estimators': 233,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9131661768567358,
'train_accuracy': 0.8485252014115454},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 6.079136371612549},
'accuracy': 0.8485252014115454,
'avg_loss': -0.005126109474052585,
'avg_win': 0.0015785927172243526,
'expectancy': 0.00011606898036236593,
'learning_rate': 0.04127095633720476,
'losing_trades': 166,
'max_depth': 4,
'max_drawdown': 0.11718385729936308,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260711_1783730885',
'n_estimators': 233,
'period_lookback': 11,
'profit_factor': 1.1038017944164242,
'sharpe_ratio': 3.081161916148278,
'top_pct': 9,
'total_pnl': 0.08832849405576078,
'total_trades': 761,
'trail_stop_1': -0.14371416286265315,
'trail_stop_2': 0.06287119621526534,
'trail_stop_3': 0.608404913266742,
'trail_stop_4': 0.6462297538213778,
'trail_stop_5': 1.8431972482374337,
'trail_thr_1': 0.17157828539866088,
'trail_thr_2': 0.5727436439423231,
'trail_thr_3': 1.1051424146988216,
'trail_thr_4': 1.5372522802021062,
'trail_thr_5': 3.633326707814573,
'trial_num': 6,
'vp_subset_size': 0,
'win_rate': 0.7818659658344284,
'winning_trades': 595}
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]}
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}
|
||||||||||||
| 1591 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 1.100 | 0.78% | 761 | 2.970 | 0.13 | 0.847 | 0.000 | 2026-07-11 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260711_1783736462
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.5849834299670357}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.08627847497433853}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07776470528522797}, '
'{"feature": "O_div_amplitude_12", "importance": 0.07361492071340835}, '
'{"feature": "K_body_size_pct", "importance": 0.07132929212838059}, '
'{"feature": "O_div_amplitude_48", "importance": 0.04446758012094495}, '
'{"feature": "O_pct_change_12", "importance": 0.028274471701841372}, '
'{"feature": "O_div_binary_12", "importance": 0.019233735497619735}, '
'{"feature": "K_consecutive_shrink", "importance": 0.0126194550864875}, '
'{"feature": "O_div_binary_48", "importance": 0.0014339345247151806}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.5849834299670357}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.08627847497433853}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.07776470528522797}, {"feature": "O_div_amplitude_12", '
'"importance": 0.07361492071340835}, {"feature": '
'"K_body_size_pct", "importance": 0.07132929212838059}, '
'{"feature": "O_div_amplitude_48", "importance": '
'0.04446758012094495}, {"feature": "O_pct_change_12", '
'"importance": 0.028274471701841372}, {"feature": '
'"O_div_binary_12", "importance": 0.019233735497619735}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.0126194550864875}, {"feature": "O_div_binary_48", '
'"importance": 0.0014339345247151806}]',
'_model_metadata': {'created_at': '2026-07-11T18:17:41.709899',
'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': 0.04647316742500532,
'max_depth': 4,
'n_estimators': 197,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.912974745568218,
'train_accuracy': 0.8474598841467474},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 5.176990270614624},
'accuracy': 0.8474598841467474,
'avg_loss': -0.0050393992798691235,
'avg_win': 0.0015823994556910907,
'expectancy': 0.00011185545265603647,
'learning_rate': 0.04647316742500532,
'losing_trades': 169,
'max_depth': 4,
'max_drawdown': 0.13036634226567798,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260711_1783736462',
'n_estimators': 197,
'period_lookback': 11,
'profit_factor': 1.0999485141524898,
'sharpe_ratio': 2.969965839180849,
'top_pct': 10,
'total_pnl': 0.08512199947124405,
'total_trades': 761,
'trail_stop_1': -0.1293310984839722,
'trail_stop_2': 0.1673813048131061,
'trail_stop_3': 0.5087492965532225,
'trail_stop_4': 0.8755231898768467,
'trail_stop_5': 1.93429758412131,
'trail_thr_1': 0.2954462804689282,
'trail_thr_2': 0.6612576489176549,
'trail_thr_3': 0.8238179382695108,
'trail_thr_4': 1.6098865972872194,
'trail_thr_5': 3.991803208092576,
'trial_num': 19,
'vp_subset_size': 3,
'win_rate': 0.7779237844940867,
'winning_trades': 592}
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]}
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}
|
||||||||||||
| 1590 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 1.099 | 0.78% | 761 | 2.943 | 0.13 | 0.864 | 0.000 | 2026-07-11 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260711_1783735847
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.5468363627882035}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.08860424211492533}, '
'{"feature": "K_close_position_in_hl", "importance": 0.08414335156692991}, '
'{"feature": "O_div_amplitude_12", "importance": 0.08058372656986769}, '
'{"feature": "K_body_size_pct", "importance": 0.07761604203925089}, '
'{"feature": "O_div_amplitude_48", "importance": 0.052886212792318386}, '
'{"feature": "O_pct_change_12", "importance": 0.03485959040537707}, '
'{"feature": "O_div_binary_12", "importance": 0.01803727245340733}, '
'{"feature": "K_consecutive_shrink", "importance": 0.015048738861271461}, '
'{"feature": "O_div_binary_48", "importance": 0.0013844604084485154}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.5468363627882035}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.08860424211492533}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.08414335156692991}, {"feature": "O_div_amplitude_12", '
'"importance": 0.08058372656986769}, {"feature": '
'"K_body_size_pct", "importance": 0.07761604203925089}, '
'{"feature": "O_div_amplitude_48", "importance": '
'0.052886212792318386}, {"feature": "O_pct_change_12", '
'"importance": 0.03485959040537707}, {"feature": '
'"O_div_binary_12", "importance": 0.01803727245340733}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.015048738861271461}, {"feature": "O_div_binary_48", '
'"importance": 0.0013844604084485154}]',
'_model_metadata': {'created_at': '2026-07-11T18:02:48.749969',
'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': 0.0663332045542454,
'max_depth': 4,
'n_estimators': 290,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9141853538149598,
'train_accuracy': 0.8637725547639656},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 7.577265024185181},
'accuracy': 0.8637725547639656,
'avg_loss': -0.005042060174487043,
'avg_win': 0.0015818858442360466,
'expectancy': 0.00011086498068256143,
'learning_rate': 0.0663332045542454,
'losing_trades': 169,
'max_depth': 4,
'max_drawdown': 0.1314267145841654,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260711_1783735847',
'n_estimators': 290,
'period_lookback': 11,
'profit_factor': 1.099011197545603,
'sharpe_ratio': 2.9432276546847094,
'top_pct': 7,
'total_pnl': 0.0843682502994292,
'total_trades': 761,
'trail_stop_1': 0.03385140328954983,
'trail_stop_2': 0.13652652214323077,
'trail_stop_3': 0.3021327411611352,
'trail_stop_4': 0.8786560644950547,
'trail_stop_5': 2.7805837436781187,
'trail_thr_1': 0.3344525377689309,
'trail_thr_2': 0.4382031026653672,
'trail_thr_3': 1.3785656711610415,
'trail_thr_4': 1.7006060194873438,
'trail_thr_5': 3.9051267994715664,
'trial_num': 4,
'vp_subset_size': 1,
'win_rate': 0.7779237844940867,
'winning_trades': 592}
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]}
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}
|
||||||||||||
| 1662 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 1.099 | 0.78% | 761 | 2.943 | 0.13 | 0.864 | 0.000 | 2026-07-12 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260711_1783761292
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.5468363627882035}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.08860424211492533}, '
'{"feature": "K_close_position_in_hl", "importance": 0.08414335156692991}, '
'{"feature": "O_div_amplitude_12", "importance": 0.08058372656986769}, '
'{"feature": "K_body_size_pct", "importance": 0.07761604203925089}, '
'{"feature": "O_div_amplitude_48", "importance": 0.052886212792318386}, '
'{"feature": "O_pct_change_12", "importance": 0.03485959040537707}, '
'{"feature": "O_div_binary_12", "importance": 0.01803727245340733}, '
'{"feature": "K_consecutive_shrink", "importance": 0.015048738861271461}, '
'{"feature": "O_div_binary_48", "importance": 0.0013844604084485154}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.5468363627882035}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.08860424211492533}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.08414335156692991}, {"feature": "O_div_amplitude_12", '
'"importance": 0.08058372656986769}, {"feature": '
'"K_body_size_pct", "importance": 0.07761604203925089}, '
'{"feature": "O_div_amplitude_48", "importance": '
'0.052886212792318386}, {"feature": "O_pct_change_12", '
'"importance": 0.03485959040537707}, {"feature": '
'"O_div_binary_12", "importance": 0.01803727245340733}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.015048738861271461}, {"feature": "O_div_binary_48", '
'"importance": 0.0013844604084485154}]',
'_model_metadata': {'created_at': '2026-07-12T01:06:53.537494',
'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': 0.0663332045542454,
'max_depth': 4,
'n_estimators': 290,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9141853538149598,
'train_accuracy': 0.8637725547639656},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 7.593500137329102},
'accuracy': 0.8637725547639656,
'avg_loss': -0.005042060174487043,
'avg_win': 0.0015818858442360466,
'expectancy': 0.00011086498068256143,
'learning_rate': 0.0663332045542454,
'losing_trades': 169,
'max_depth': 4,
'max_drawdown': 0.1314267145841654,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260711_1783761292',
'n_estimators': 290,
'period_lookback': 11,
'profit_factor': 1.099011197545603,
'sharpe_ratio': 2.9432276546847094,
'top_pct': 7,
'total_pnl': 0.0843682502994292,
'total_trades': 761,
'trail_stop_1': 0.03385140328954983,
'trail_stop_2': 0.13652652214323077,
'trail_stop_3': 0.3021327411611352,
'trail_stop_4': 0.8786560644950547,
'trail_stop_5': 2.7805837436781187,
'trail_thr_1': 0.3344525377689309,
'trail_thr_2': 0.4382031026653672,
'trail_thr_3': 1.3785656711610415,
'trail_thr_4': 1.7006060194873438,
'trail_thr_5': 3.9051267994715664,
'trial_num': 4,
'vp_subset_size': 1,
'win_rate': 0.7779237844940867,
'winning_trades': 592}
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]}
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}
|
||||||||||||
| 250 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 1.098 | 0.78% | 761 | 2.903 | 0.14 | 0.000 | 0.000 | 2026-06-23 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260623_1782167669
Data Hash: -
Feature Score:
展開('[{"feature": "feat_1", "importance": 0.5920937668866579}, {"feature": '
'"feat_0", "importance": 0.08547834631436678}, {"feature": "feat_2", '
'"importance": 0.07770101609708259}, {"feature": "feat_8", "importance": '
'0.0728142948449532}, {"feature": "feat_3", "importance": '
'0.07001474250957151}, {"feature": "feat_9", "importance": '
'0.04352864150225896}, {"feature": "feat_5", "importance": '
'0.0272362687730306}, {"feature": "feat_6", "importance": '
'0.01859614479401484}, {"feature": "feat_4", "importance": '
'0.011075710374235917}, {"feature": "feat_7", "importance": '
'0.0014610679038276444}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "feat_1", "importance": 0.5920937668866579}, '
'{"feature": "feat_0", "importance": 0.08547834631436678}, '
'{"feature": "feat_2", "importance": 0.07770101609708259}, '
'{"feature": "feat_8", "importance": 0.0728142948449532}, '
'{"feature": "feat_3", "importance": 0.07001474250957151}, '
'{"feature": "feat_9", "importance": 0.04352864150225896}, '
'{"feature": "feat_5", "importance": 0.0272362687730306}, '
'{"feature": "feat_6", "importance": 0.01859614479401484}, '
'{"feature": "feat_4", "importance": 0.011075710374235917}, '
'{"feature": "feat_7", "importance": '
'0.0014610679038276444}]',
'accuracy': 0.0,
'avg_loss': -0.005113961957681051,
'avg_win': 0.001578068447863437,
'expectancy': 0.00010951512627877294,
'learning_rate': 0.04808320051141741,
'losing_trades': 167,
'max_depth': 4,
'max_drawdown': 0.13911774901490023,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260623_1782167669',
'n_estimators': 167,
'period_lookback': 13,
'profit_factor': 1.097585389718831,
'sharpe_ratio': 2.9029958137175265,
'top_pct': 11,
'total_pnl': 0.08334101109814622,
'total_trades': 761,
'trail_stop_1': -0.03463550302449524,
'trail_stop_2': 0.18613548675107444,
'trail_stop_3': 0.3699366290080163,
'trail_stop_4': 0.8629495891133454,
'trail_stop_5': 2.536295897080365,
'trail_thr_1': 0.15711039162106927,
'trail_thr_2': 0.4245944146710239,
'trail_thr_3': 0.9537151347088261,
'trail_thr_4': 1.7553200592282918,
'trail_thr_5': 3.855784659894577,
'vp_subset_size': 3,
'win_rate': 0.7805519053876478,
'winning_trades': 594}
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}
|
||||||||||||
| 1758 | BTCUSDT | 5 | volume_price_pivot_v86_y_C5 | 2023-08-01 ~ 2026-07-31 | 1.097 | 0.78% | 761 | 2.884 | 0.13 | 0.846 | 0.000 | 2026-07-12 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C5_BTCUSDT_2_20260712_1783826588
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.5887956964473299}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.08466752355081576}, '
'{"feature": "K_close_position_in_hl", "importance": 0.0754451082058501}, '
'{"feature": "O_div_amplitude_12", "importance": 0.07455272618984268}, '
'{"feature": "K_body_size_pct", "importance": 0.07200420547484444}, '
'{"feature": "O_div_amplitude_48", "importance": 0.043653058109479434}, '
'{"feature": "O_pct_change_12", "importance": 0.02759929840470738}, '
'{"feature": "O_div_binary_12", "importance": 0.019081272530315305}, '
'{"feature": "K_consecutive_shrink", "importance": 0.012694948305090872}, '
'{"feature": "O_div_binary_48", "importance": 0.0015061627817243397}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.5887956964473299}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.08466752355081576}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.0754451082058501}, {"feature": "O_div_amplitude_12", '
'"importance": 0.07455272618984268}, {"feature": '
'"K_body_size_pct", "importance": 0.07200420547484444}, '
'{"feature": "O_div_amplitude_48", "importance": '
'0.043653058109479434}, {"feature": "O_pct_change_12", '
'"importance": 0.02759929840470738}, {"feature": '
'"O_div_binary_12", "importance": 0.019081272530315305}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.012694948305090872}, {"feature": "O_div_binary_48", '
'"importance": 0.0015061627817243397}]',
'_model_metadata': {'created_at': '2026-07-12T19:14:32.323503',
'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': 0.04420050180604715,
'max_depth': 4,
'n_estimators': 192,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.912595373323231,
'train_accuracy': 0.8455289966043013},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.84046483039856},
'accuracy': 0.8455289966043013,
'avg_loss': -0.005001844781451702,
'avg_win': 0.0015784437677639407,
'expectancy': 0.00010847129290630724,
'learning_rate': 0.04420050180604715,
'losing_trades': 170,
'max_depth': 4,
'max_drawdown': 0.13360110298036834,
'model_file': 'volume_price_pivot_v86_y_C5_BTCUSDT_2_20260712_1783826588',
'n_estimators': 192,
'profit_factor': 1.0970778929733223,
'sharpe_ratio': 2.8836899545066497,
'top_pct': 10,
'total_pnl': 0.0825466539016996,
'total_trades': 761,
'trail_stop_1': 0.04766516015864741,
'trail_stop_2': 0.17306572090623606,
'trail_stop_3': 0.5152631108349399,
'trail_stop_4': 0.7007957315052749,
'trail_stop_5': 2.600534741855313,
'trail_thr_1': 0.21630045673952683,
'trail_thr_2': 0.665095215364203,
'trail_thr_3': 1.0305580965826637,
'trail_thr_4': 1.462995396795583,
'trail_thr_5': 2.6708396303550708,
'trial_num': 13,
'vp_subset_size': 1,
'win_rate': 0.7766097240473062,
'winning_trades': 591}
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}
|
||||||||||||
| 262 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 1.097 | 0.78% | 761 | 2.880 | 0.12 | 0.846 | 0.000 | 2026-06-23 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260623_1782195968
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.5854402858777155}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0852053981652299}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07919982375098569}, '
'{"feature": "O_div_amplitude_12", "importance": 0.07452155900192355}, '
'{"feature": "K_body_size_pct", "importance": 0.07059096602697558}, '
'{"feature": "O_div_amplitude_48", "importance": 0.045874345942474165}, '
'{"feature": "O_pct_change_12", "importance": 0.02748617119306841}, '
'{"feature": "O_div_binary_12", "importance": 0.018478853392416596}, '
'{"feature": "K_consecutive_shrink", "importance": 0.011888191303663512}, '
'{"feature": "O_div_binary_48", "importance": 0.0013144053455471688}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.5854402858777155}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0852053981652299}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07919982375098569}, {"feature": '
'"O_div_amplitude_12", "importance": 0.07452155900192355}, '
'{"feature": "K_body_size_pct", "importance": '
'0.07059096602697558}, {"feature": "O_div_amplitude_48", '
'"importance": 0.045874345942474165}, {"feature": '
'"O_pct_change_12", "importance": 0.02748617119306841}, '
'{"feature": "O_div_binary_12", "importance": '
'0.018478853392416596}, {"feature": "K_consecutive_shrink", '
'"importance": 0.011888191303663512}, {"feature": '
'"O_div_binary_48", "importance": 0.0013144053455471688}]',
'_model_metadata': {'created_at': '2026-06-23T22:25:29.598614',
'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': 0.045870469590167814,
'max_depth': 4,
'n_estimators': 192,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9124103857246493,
'train_accuracy': 0.8464611492109994},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 5.020860910415649},
'accuracy': 0.8464611492109994,
'avg_loss': -0.005081536812747018,
'avg_win': 0.001579031239004849,
'expectancy': 0.00010862988198209744,
'learning_rate': 0.045870469590167814,
'losing_trades': 168,
'max_depth': 4,
'max_drawdown': 0.12048722722853854,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260623_1782195968',
'n_estimators': 192,
'period_lookback': 12,
'profit_factor': 1.0968343867719188,
'sharpe_ratio': 2.880228792162445,
'top_pct': 11,
'total_pnl': 0.08266734018837626,
'total_trades': 761,
'trail_stop_1': -0.07401118099867957,
'trail_stop_2': 0.1033998659749839,
'trail_stop_3': 0.5096760128867392,
'trail_stop_4': 0.837685963457625,
'trail_stop_5': 1.8537349745952367,
'trail_thr_1': 0.32982687761072005,
'trail_thr_2': 0.6618714052591661,
'trail_thr_3': 1.2249527666436748,
'trail_thr_4': 1.5354787378593764,
'trail_thr_5': 3.785785740381632,
'trial_num': 2,
'vp_subset_size': 3,
'win_rate': 0.7792378449408672,
'winning_trades': 593}
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}
|
||||||||||||
| 266 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 1.096 | 0.78% | 761 | 2.846 | 0.14 | 0.848 | 0.000 | 2026-06-24 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260624_1782236218
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.5834788432156647}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.08501996400679512}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07843446009329821}, '
'{"feature": "O_div_amplitude_12", "importance": 0.07502186660641254}, '
'{"feature": "K_body_size_pct", "importance": 0.07213695209603711}, '
'{"feature": "O_div_amplitude_48", "importance": 0.045841784360693694}, '
'{"feature": "O_pct_change_12", "importance": 0.028587220271397384}, '
'{"feature": "O_div_binary_12", "importance": 0.01845847763768044}, '
'{"feature": "K_consecutive_shrink", "importance": 0.011736314129773176}, '
'{"feature": "O_div_binary_48", "importance": 0.0012841175822475288}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.5834788432156647}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.08501996400679512}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.07843446009329821}, {"feature": "O_div_amplitude_12", '
'"importance": 0.07502186660641254}, {"feature": '
'"K_body_size_pct", "importance": 0.07213695209603711}, '
'{"feature": "O_div_amplitude_48", "importance": '
'0.045841784360693694}, {"feature": "O_pct_change_12", '
'"importance": 0.028587220271397384}, {"feature": '
'"O_div_binary_12", "importance": 0.01845847763768044}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.011736314129773176}, {"feature": "O_div_binary_48", '
'"importance": 0.0012841175822475288}]',
'_model_metadata': {'created_at': '2026-06-24T09:36:58.085849',
'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': 0.04704621124873813,
'max_depth': 4,
'n_estimators': 201,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9129100401817765,
'train_accuracy': 0.8483254544243958},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 5.218709707260132},
'accuracy': 0.8483254544243958,
'avg_loss': -0.004970525328395365,
'avg_win': 0.001578406214827949,
'expectancy': 0.00010683289828236847,
'learning_rate': 0.04704621124873813,
'losing_trades': 171,
'max_depth': 4,
'max_drawdown': 0.14007967844538516,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260624_1782236218',
'n_estimators': 201,
'period_lookback': 11,
'profit_factor': 1.095651385645304,
'sharpe_ratio': 2.8458254391524136,
'top_pct': 10,
'total_pnl': 0.0812998355928824,
'total_trades': 761,
'trail_stop_1': -0.13508987126404584,
'trail_stop_2': 0.1544489538593315,
'trail_stop_3': 0.20248495270562109,
'trail_stop_4': 0.8241144063085704,
'trail_stop_5': 2.6569055200289187,
'trail_thr_1': 0.31043939615080796,
'trail_thr_2': 0.695410427810181,
'trail_thr_3': 0.9192294089205034,
'trail_thr_4': 1.7354114999591919,
'trail_thr_5': 3.593510752061481,
'trial_num': 4,
'vp_subset_size': 0,
'win_rate': 0.7752956636005256,
'winning_trades': 590}
ind_param (optuna):
展開 Optuna 參數{'seed': [42, 42], '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}
|
||||||||||||
| 265 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 1.096 | 0.78% | 761 | 2.846 | 0.14 | 0.848 | 0.000 | 2026-06-24 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260624_1782234269
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.5834788432156647}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.08501996400679512}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07843446009329821}, '
'{"feature": "O_div_amplitude_12", "importance": 0.07502186660641254}, '
'{"feature": "K_body_size_pct", "importance": 0.07213695209603711}, '
'{"feature": "O_div_amplitude_48", "importance": 0.045841784360693694}, '
'{"feature": "O_pct_change_12", "importance": 0.028587220271397384}, '
'{"feature": "O_div_binary_12", "importance": 0.01845847763768044}, '
'{"feature": "K_consecutive_shrink", "importance": 0.011736314129773176}, '
'{"feature": "O_div_binary_48", "importance": 0.0012841175822475288}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.5834788432156647}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.08501996400679512}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.07843446009329821}, {"feature": "O_div_amplitude_12", '
'"importance": 0.07502186660641254}, {"feature": '
'"K_body_size_pct", "importance": 0.07213695209603711}, '
'{"feature": "O_div_amplitude_48", "importance": '
'0.045841784360693694}, {"feature": "O_pct_change_12", '
'"importance": 0.028587220271397384}, {"feature": '
'"O_div_binary_12", "importance": 0.01845847763768044}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.011736314129773176}, {"feature": "O_div_binary_48", '
'"importance": 0.0012841175822475288}]',
'_model_metadata': {'created_at': '2026-06-24T09:04:29.426426',
'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': 0.04704621124873813,
'max_depth': 4,
'n_estimators': 201,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9129100401817765,
'train_accuracy': 0.8483254544243958},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 5.297946214675903},
'accuracy': 0.8483254544243958,
'avg_loss': -0.004970525328395365,
'avg_win': 0.001578406214827949,
'expectancy': 0.00010683289828236847,
'learning_rate': 0.04704621124873813,
'losing_trades': 171,
'max_depth': 4,
'max_drawdown': 0.14007967844538516,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260624_1782234269',
'n_estimators': 201,
'period_lookback': 11,
'profit_factor': 1.095651385645304,
'sharpe_ratio': 2.8458254391524136,
'top_pct': 10,
'total_pnl': 0.0812998355928824,
'total_trades': 761,
'trail_stop_1': -0.13508987126404584,
'trail_stop_2': 0.1544489538593315,
'trail_stop_3': 0.20248495270562109,
'trail_stop_4': 0.8241144063085704,
'trail_stop_5': 2.6569055200289187,
'trail_thr_1': 0.31043939615080796,
'trail_thr_2': 0.695410427810181,
'trail_thr_3': 0.9192294089205034,
'trail_thr_4': 1.7354114999591919,
'trail_thr_5': 3.593510752061481,
'trial_num': 4,
'vp_subset_size': 0,
'win_rate': 0.7752956636005256,
'winning_trades': 590}
ind_param (optuna):
展開 Optuna 參數{'seed': [42, 42], '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}
|
||||||||||||
| 264 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 1.096 | 0.78% | 761 | 2.846 | 0.14 | 0.848 | 0.000 | 2026-06-24 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260624_1782233785
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.5834788432156647}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.08501996400679512}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07843446009329821}, '
'{"feature": "O_div_amplitude_12", "importance": 0.07502186660641254}, '
'{"feature": "K_body_size_pct", "importance": 0.07213695209603711}, '
'{"feature": "O_div_amplitude_48", "importance": 0.045841784360693694}, '
'{"feature": "O_pct_change_12", "importance": 0.028587220271397384}, '
'{"feature": "O_div_binary_12", "importance": 0.01845847763768044}, '
'{"feature": "K_consecutive_shrink", "importance": 0.011736314129773176}, '
'{"feature": "O_div_binary_48", "importance": 0.0012841175822475288}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.5834788432156647}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.08501996400679512}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.07843446009329821}, {"feature": "O_div_amplitude_12", '
'"importance": 0.07502186660641254}, {"feature": '
'"K_body_size_pct", "importance": 0.07213695209603711}, '
'{"feature": "O_div_amplitude_48", "importance": '
'0.045841784360693694}, {"feature": "O_pct_change_12", '
'"importance": 0.028587220271397384}, {"feature": '
'"O_div_binary_12", "importance": 0.01845847763768044}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.011736314129773176}, {"feature": "O_div_binary_48", '
'"importance": 0.0012841175822475288}]',
'_model_metadata': {'created_at': '2026-06-24T08:56:24.953150',
'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': 0.04704621124873813,
'max_depth': 4,
'n_estimators': 201,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9129100401817765,
'train_accuracy': 0.8483254544243958},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 5.19148325920105},
'accuracy': 0.8483254544243958,
'avg_loss': -0.004970525328395365,
'avg_win': 0.001578406214827949,
'expectancy': 0.00010683289828236847,
'learning_rate': 0.04704621124873813,
'losing_trades': 171,
'max_depth': 4,
'max_drawdown': 0.14007967844538516,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260624_1782233785',
'n_estimators': 201,
'period_lookback': 11,
'profit_factor': 1.095651385645304,
'sharpe_ratio': 2.8458254391524136,
'top_pct': 10,
'total_pnl': 0.0812998355928824,
'total_trades': 761,
'trail_stop_1': -0.13508987126404584,
'trail_stop_2': 0.1544489538593315,
'trail_stop_3': 0.20248495270562109,
'trail_stop_4': 0.8241144063085704,
'trail_stop_5': 2.6569055200289187,
'trail_thr_1': 0.31043939615080796,
'trail_thr_2': 0.695410427810181,
'trail_thr_3': 0.9192294089205034,
'trail_thr_4': 1.7354114999591919,
'trail_thr_5': 3.593510752061481,
'trial_num': 4,
'vp_subset_size': 0,
'win_rate': 0.7752956636005256,
'winning_trades': 590}
ind_param (optuna):
展開 Optuna 參數{'seed': [42, 42], '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}
|
||||||||||||
| 268 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 1.096 | 0.78% | 761 | 2.846 | 0.14 | 0.848 | 0.000 | 2026-06-24 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260624_1782236707
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.5834788432156647}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.08501996400679512}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07843446009329821}, '
'{"feature": "O_div_amplitude_12", "importance": 0.07502186660641254}, '
'{"feature": "K_body_size_pct", "importance": 0.07213695209603711}, '
'{"feature": "O_div_amplitude_48", "importance": 0.045841784360693694}, '
'{"feature": "O_pct_change_12", "importance": 0.028587220271397384}, '
'{"feature": "O_div_binary_12", "importance": 0.01845847763768044}, '
'{"feature": "K_consecutive_shrink", "importance": 0.011736314129773176}, '
'{"feature": "O_div_binary_48", "importance": 0.0012841175822475288}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.5834788432156647}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.08501996400679512}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.07843446009329821}, {"feature": "O_div_amplitude_12", '
'"importance": 0.07502186660641254}, {"feature": '
'"K_body_size_pct", "importance": 0.07213695209603711}, '
'{"feature": "O_div_amplitude_48", "importance": '
'0.045841784360693694}, {"feature": "O_pct_change_12", '
'"importance": 0.028587220271397384}, {"feature": '
'"O_div_binary_12", "importance": 0.01845847763768044}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.011736314129773176}, {"feature": "O_div_binary_48", '
'"importance": 0.0012841175822475288}]',
'_model_metadata': {'created_at': '2026-06-24T09:45:07.058102',
'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': 0.04704621124873813,
'max_depth': 4,
'n_estimators': 201,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9129100401817765,
'train_accuracy': 0.8483254544243958},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 5.35327935218811},
'accuracy': 0.8483254544243958,
'avg_loss': -0.004970525328395365,
'avg_win': 0.001578406214827949,
'expectancy': 0.00010683289828236847,
'learning_rate': 0.04704621124873813,
'losing_trades': 171,
'max_depth': 4,
'max_drawdown': 0.14007967844538516,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260624_1782236707',
'n_estimators': 201,
'period_lookback': 11,
'profit_factor': 1.095651385645304,
'sharpe_ratio': 2.8458254391524136,
'top_pct': 10,
'total_pnl': 0.0812998355928824,
'total_trades': 761,
'trail_stop_1': -0.13508987126404584,
'trail_stop_2': 0.1544489538593315,
'trail_stop_3': 0.20248495270562109,
'trail_stop_4': 0.8241144063085704,
'trail_stop_5': 2.6569055200289187,
'trail_thr_1': 0.31043939615080796,
'trail_thr_2': 0.695410427810181,
'trail_thr_3': 0.9192294089205034,
'trail_thr_4': 1.7354114999591919,
'trail_thr_5': 3.593510752061481,
'trial_num': 4,
'vp_subset_size': 0,
'win_rate': 0.7752956636005256,
'winning_trades': 590}
ind_param (optuna):
展開 Optuna 參數{'seed': [42, 42], '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}
|
||||||||||||
| 263 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 1.096 | 0.78% | 761 | 2.846 | 0.14 | 0.848 | 0.000 | 2026-06-24 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260624_1782233517
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.5834788432156647}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.08501996400679512}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07843446009329821}, '
'{"feature": "O_div_amplitude_12", "importance": 0.07502186660641254}, '
'{"feature": "K_body_size_pct", "importance": 0.07213695209603711}, '
'{"feature": "O_div_amplitude_48", "importance": 0.045841784360693694}, '
'{"feature": "O_pct_change_12", "importance": 0.028587220271397384}, '
'{"feature": "O_div_binary_12", "importance": 0.01845847763768044}, '
'{"feature": "K_consecutive_shrink", "importance": 0.011736314129773176}, '
'{"feature": "O_div_binary_48", "importance": 0.0012841175822475288}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.5834788432156647}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.08501996400679512}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.07843446009329821}, {"feature": "O_div_amplitude_12", '
'"importance": 0.07502186660641254}, {"feature": '
'"K_body_size_pct", "importance": 0.07213695209603711}, '
'{"feature": "O_div_amplitude_48", "importance": '
'0.045841784360693694}, {"feature": "O_pct_change_12", '
'"importance": 0.028587220271397384}, {"feature": '
'"O_div_binary_12", "importance": 0.01845847763768044}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.011736314129773176}, {"feature": "O_div_binary_48", '
'"importance": 0.0012841175822475288}]',
'_model_metadata': {'created_at': '2026-06-24T08:51:57.042596',
'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': 0.04704621124873813,
'max_depth': 4,
'n_estimators': 201,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9129100401817765,
'train_accuracy': 0.8483254544243958},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 5.21588397026062},
'accuracy': 0.8483254544243958,
'avg_loss': -0.004970525328395365,
'avg_win': 0.001578406214827949,
'expectancy': 0.00010683289828236847,
'learning_rate': 0.04704621124873813,
'losing_trades': 171,
'max_depth': 4,
'max_drawdown': 0.14007967844538516,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260624_1782233517',
'n_estimators': 201,
'period_lookback': 11,
'profit_factor': 1.095651385645304,
'sharpe_ratio': 2.8458254391524136,
'top_pct': 10,
'total_pnl': 0.0812998355928824,
'total_trades': 761,
'trail_stop_1': -0.13508987126404584,
'trail_stop_2': 0.1544489538593315,
'trail_stop_3': 0.20248495270562109,
'trail_stop_4': 0.8241144063085704,
'trail_stop_5': 2.6569055200289187,
'trail_thr_1': 0.31043939615080796,
'trail_thr_2': 0.695410427810181,
'trail_thr_3': 0.9192294089205034,
'trail_thr_4': 1.7354114999591919,
'trail_thr_5': 3.593510752061481,
'trial_num': 4,
'vp_subset_size': 0,
'win_rate': 0.7752956636005256,
'winning_trades': 590}
ind_param (optuna):
展開 Optuna 參數{'seed': [42, 42], '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}
|
||||||||||||
| 267 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 1.096 | 0.78% | 761 | 2.846 | 0.14 | 0.848 | 0.000 | 2026-06-24 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260624_1782236519
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.5834788432156647}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.08501996400679512}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07843446009329821}, '
'{"feature": "O_div_amplitude_12", "importance": 0.07502186660641254}, '
'{"feature": "K_body_size_pct", "importance": 0.07213695209603711}, '
'{"feature": "O_div_amplitude_48", "importance": 0.045841784360693694}, '
'{"feature": "O_pct_change_12", "importance": 0.028587220271397384}, '
'{"feature": "O_div_binary_12", "importance": 0.01845847763768044}, '
'{"feature": "K_consecutive_shrink", "importance": 0.011736314129773176}, '
'{"feature": "O_div_binary_48", "importance": 0.0012841175822475288}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.5834788432156647}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.08501996400679512}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.07843446009329821}, {"feature": "O_div_amplitude_12", '
'"importance": 0.07502186660641254}, {"feature": '
'"K_body_size_pct", "importance": 0.07213695209603711}, '
'{"feature": "O_div_amplitude_48", "importance": '
'0.045841784360693694}, {"feature": "O_pct_change_12", '
'"importance": 0.028587220271397384}, {"feature": '
'"O_div_binary_12", "importance": 0.01845847763768044}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.011736314129773176}, {"feature": "O_div_binary_48", '
'"importance": 0.0012841175822475288}]',
'_model_metadata': {'created_at': '2026-06-24T09:41:58.931330',
'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': 0.04704621124873813,
'max_depth': 4,
'n_estimators': 201,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9129100401817765,
'train_accuracy': 0.8483254544243958},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 5.176922798156738},
'accuracy': 0.8483254544243958,
'avg_loss': -0.004970525328395365,
'avg_win': 0.001578406214827949,
'expectancy': 0.00010683289828236847,
'learning_rate': 0.04704621124873813,
'losing_trades': 171,
'max_depth': 4,
'max_drawdown': 0.14007967844538516,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260624_1782236519',
'n_estimators': 201,
'period_lookback': 11,
'profit_factor': 1.095651385645304,
'sharpe_ratio': 2.8458254391524136,
'top_pct': 10,
'total_pnl': 0.0812998355928824,
'total_trades': 761,
'trail_stop_1': -0.13508987126404584,
'trail_stop_2': 0.1544489538593315,
'trail_stop_3': 0.20248495270562109,
'trail_stop_4': 0.8241144063085704,
'trail_stop_5': 2.6569055200289187,
'trail_thr_1': 0.31043939615080796,
'trail_thr_2': 0.695410427810181,
'trail_thr_3': 0.9192294089205034,
'trail_thr_4': 1.7354114999591919,
'trail_thr_5': 3.593510752061481,
'trial_num': 4,
'vp_subset_size': 0,
'win_rate': 0.7752956636005256,
'winning_trades': 590}
ind_param (optuna):
展開 Optuna 參數{'seed': [42, 42], '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}
|
||||||||||||
| 1750 | BTCUSDT | 5 | volume_price_pivot_v86_y_C5 | 2023-08-01 ~ 2026-07-31 | 1.086 | 0.77% | 761 | 2.560 | 0.15 | 0.858 | 0.000 | 2026-07-12 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C5_BTCUSDT_2_20260712_1783818563
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.5588572307798765}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.08911899882489818}, '
'{"feature": "O_div_amplitude_12", "importance": 0.08144249303509236}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07700508419342092}, '
'{"feature": "K_body_size_pct", "importance": 0.07596370759291435}, '
'{"feature": "O_div_amplitude_48", "importance": 0.050493375522656585}, '
'{"feature": "O_pct_change_12", "importance": 0.03269710877478459}, '
'{"feature": "O_div_binary_12", "importance": 0.018534019588413646}, '
'{"feature": "K_consecutive_shrink", "importance": 0.014390859045724525}, '
'{"feature": "O_div_binary_48", "importance": 0.0014971226422184486}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.5588572307798765}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.08911899882489818}, {"feature": "O_div_amplitude_12", '
'"importance": 0.08144249303509236}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.07700508419342092}, {"feature": "K_body_size_pct", '
'"importance": 0.07596370759291435}, {"feature": '
'"O_div_amplitude_48", "importance": 0.050493375522656585}, '
'{"feature": "O_pct_change_12", "importance": '
'0.03269710877478459}, {"feature": "O_div_binary_12", '
'"importance": 0.018534019588413646}, {"feature": '
'"K_consecutive_shrink", "importance": '
'0.014390859045724525}, {"feature": "O_div_binary_48", '
'"importance": 0.0014971226422184486}]',
'_model_metadata': {'created_at': '2026-07-12T16:57:18.775093',
'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': 0.07777755692715244,
'max_depth': 4,
'n_estimators': 197,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9136325389158599,
'train_accuracy': 0.8576469804913776},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.993467330932617},
'accuracy': 0.8576469804913776,
'avg_loss': -0.004870124359546528,
'avg_win': 0.001579385051565602,
'expectancy': 9.625213836636092e-05,
'learning_rate': 0.07777755692715244,
'losing_trades': 175,
'max_depth': 4,
'max_drawdown': 0.14888181289458924,
'model_file': 'volume_price_pivot_v86_y_C5_BTCUSDT_2_20260712_1783818563',
'n_estimators': 197,
'profit_factor': 1.085944273274745,
'sharpe_ratio': 2.559647137881075,
'top_pct': 12,
'total_pnl': 0.0732478772968004,
'total_trades': 761,
'trail_stop_1': -0.1346040180342414,
'trail_stop_2': 0.03224425745080089,
'trail_stop_3': 0.5636541708039877,
'trail_stop_4': 0.9228763541126306,
'trail_stop_5': 1.7798550883290538,
'trail_thr_1': 0.19575963309832448,
'trail_thr_2': 0.4514130085198188,
'trail_thr_3': 1.3578185914055436,
'trail_thr_4': 1.6716913147786483,
'trail_thr_5': 3.705508115348672,
'trial_num': 7,
'vp_subset_size': 3,
'win_rate': 0.7700394218134035,
'winning_trades': 586}
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}
|
||||||||||||
| 252 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 1.085 | 0.78% | 761 | 2.552 | 0.15 | 0.000 | 0.000 | 2026-06-23 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260623_1782168614
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.535583001549504}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.09009106181669407}, '
'{"feature": "O_div_amplitude_12", "importance": 0.08286859185995314}, '
'{"feature": "K_close_position_in_hl", "importance": 0.08240049041822518}, '
'{"feature": "K_body_size_pct", "importance": 0.07687581902795715}, '
'{"feature": "O_div_amplitude_48", "importance": 0.055709623334353454}, '
'{"feature": "O_pct_change_12", "importance": 0.03774517853866538}, '
'{"feature": "O_div_binary_12", "importance": 0.020256108987738226}, '
'{"feature": "K_consecutive_shrink", "importance": 0.017080616899096276}, '
'{"feature": "O_div_binary_48", "importance": 0.0013895075678131707}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.535583001549504}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.09009106181669407}, {"feature": "O_div_amplitude_12", '
'"importance": 0.08286859185995314}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.08240049041822518}, {"feature": "K_body_size_pct", '
'"importance": 0.07687581902795715}, {"feature": '
'"O_div_amplitude_48", "importance": 0.055709623334353454}, '
'{"feature": "O_pct_change_12", "importance": '
'0.03774517853866538}, {"feature": "O_div_binary_12", '
'"importance": 0.020256108987738226}, {"feature": '
'"K_consecutive_shrink", "importance": '
'0.017080616899096276}, {"feature": "O_div_binary_48", '
'"importance": 0.0013895075678131707}]',
'_model_metadata': {'created_at': '2026-06-23T14:46:56.766849',
'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': 0.057265002849896135,
'max_depth': 5,
'n_estimators': 185,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9140129851091696},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 5.865366220474243},
'accuracy': 0.0,
'avg_loss': -0.005069861825414816,
'avg_win': 0.001582991161068394,
'expectancy': 9.680849654520696e-05,
'learning_rate': 0.057265002849896135,
'losing_trades': 170,
'max_depth': 5,
'max_drawdown': 0.14594791503440172,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260623_1782168614',
'n_estimators': 185,
'period_lookback': 12,
'profit_factor': 1.0854777511496456,
'sharpe_ratio': 2.5517004532038534,
'top_pct': 14,
'total_pnl': 0.07367126587090218,
'total_trades': 761,
'trail_stop_1': -0.13451797489794837,
'trail_stop_2': 0.19307341579774104,
'trail_stop_3': 0.38656525316722756,
'trail_stop_4': 0.7372974224508655,
'trail_stop_5': 1.9418502529562427,
'trail_thr_1': 0.30596243864471084,
'trail_thr_2': 0.5227735093119994,
'trail_thr_3': 1.2363303042020997,
'trail_thr_4': 1.6058742770199177,
'trail_thr_5': 3.991535965587228,
'vp_subset_size': 3,
'win_rate': 0.7766097240473062,
'winning_trades': 591}
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}
|
||||||||||||
| 1468 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 1.084 | 0.77% | 761 | 2.519 | 0.15 | 0.853 | 0.000 | 2026-07-11 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260710_1783671396
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.5692065432798296}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.08657716430270983}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07939469099976591}, '
'{"feature": "O_div_amplitude_12", "importance": 0.07824457258877171}, '
'{"feature": "K_body_size_pct", "importance": 0.07395756713057243}, '
'{"feature": "O_div_amplitude_48", "importance": 0.049637099306990826}, '
'{"feature": "O_pct_change_12", "importance": 0.030697170038404796}, '
'{"feature": "O_div_binary_12", "importance": 0.017761156586783212}, '
'{"feature": "K_consecutive_shrink", "importance": 0.013282989917041783}, '
'{"feature": "O_div_binary_48", "importance": 0.0012410458491297724}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.5692065432798296}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.08657716430270983}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.07939469099976591}, {"feature": "O_div_amplitude_12", '
'"importance": 0.07824457258877171}, {"feature": '
'"K_body_size_pct", "importance": 0.07395756713057243}, '
'{"feature": "O_div_amplitude_48", "importance": '
'0.049637099306990826}, {"feature": "O_pct_change_12", '
'"importance": 0.030697170038404796}, {"feature": '
'"O_div_binary_12", "importance": 0.017761156586783212}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.013282989917041783}, {"feature": "O_div_binary_48", '
'"importance": 0.0012410458491297724}]',
'_model_metadata': {'created_at': '2026-07-11T00:16:36.384581',
'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': 0.06159725093210579,
'max_depth': 4,
'n_estimators': 204,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9131814806203341,
'train_accuracy': 0.8529196351288368},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 5.359464645385742},
'accuracy': 0.8529196351288368,
'avg_loss': -0.005004842568716695,
'avg_win': 0.0015848736522732184,
'expectancy': 9.547655633331681e-05,
'learning_rate': 0.06159725093210579,
'losing_trades': 172,
'max_depth': 4,
'max_drawdown': 0.1517691723860059,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260710_1783671396',
'n_estimators': 204,
'period_lookback': 11,
'profit_factor': 1.084403904088729,
'sharpe_ratio': 2.5188069377011124,
'top_pct': 13,
'total_pnl': 0.07265765936965408,
'total_trades': 761,
'trail_stop_1': -0.0276294210555241,
'trail_stop_2': 0.058428929707043636,
'trail_stop_3': 0.4052314928976662,
'trail_stop_4': 0.5198042692950159,
'trail_stop_5': 2.3886218532930634,
'trail_thr_1': 0.20824582803960837,
'trail_thr_2': 0.3988228512282146,
'trail_thr_3': 1.019817105976215,
'trail_thr_4': 1.7248115864875548,
'trail_thr_5': 3.2713516576204174,
'trial_num': 1,
'vp_subset_size': 0,
'win_rate': 0.7739816031537451,
'winning_trades': 589}
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]}
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}
|
||||||||||||
| 1492 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 1.084 | 0.77% | 761 | 2.519 | 0.15 | 0.853 | 0.000 | 2026-07-11 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260710_1783673881
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.5692065432798296}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.08657716430270983}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07939469099976591}, '
'{"feature": "O_div_amplitude_12", "importance": 0.07824457258877171}, '
'{"feature": "K_body_size_pct", "importance": 0.07395756713057243}, '
'{"feature": "O_div_amplitude_48", "importance": 0.049637099306990826}, '
'{"feature": "O_pct_change_12", "importance": 0.030697170038404796}, '
'{"feature": "O_div_binary_12", "importance": 0.017761156586783212}, '
'{"feature": "K_consecutive_shrink", "importance": 0.013282989917041783}, '
'{"feature": "O_div_binary_48", "importance": 0.0012410458491297724}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.5692065432798296}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.08657716430270983}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.07939469099976591}, {"feature": "O_div_amplitude_12", '
'"importance": 0.07824457258877171}, {"feature": '
'"K_body_size_pct", "importance": 0.07395756713057243}, '
'{"feature": "O_div_amplitude_48", "importance": '
'0.049637099306990826}, {"feature": "O_pct_change_12", '
'"importance": 0.030697170038404796}, {"feature": '
'"O_div_binary_12", "importance": 0.017761156586783212}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.013282989917041783}, {"feature": "O_div_binary_48", '
'"importance": 0.0012410458491297724}]',
'_model_metadata': {'created_at': '2026-07-11T00:58:01.425750',
'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': 0.06159725093210579,
'max_depth': 4,
'n_estimators': 204,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9131814806203341,
'train_accuracy': 0.8529196351288368},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 5.34617280960083},
'accuracy': 0.8529196351288368,
'avg_loss': -0.005004842568716695,
'avg_win': 0.0015848736522732184,
'expectancy': 9.547655633331681e-05,
'learning_rate': 0.06159725093210579,
'losing_trades': 172,
'max_depth': 4,
'max_drawdown': 0.1517691723860059,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260710_1783673881',
'n_estimators': 204,
'period_lookback': 11,
'profit_factor': 1.084403904088729,
'sharpe_ratio': 2.5188069377011124,
'top_pct': 13,
'total_pnl': 0.07265765936965408,
'total_trades': 761,
'trail_stop_1': -0.0276294210555241,
'trail_stop_2': 0.058428929707043636,
'trail_stop_3': 0.4052314928976662,
'trail_stop_4': 0.5198042692950159,
'trail_stop_5': 2.3886218532930634,
'trail_thr_1': 0.20824582803960837,
'trail_thr_2': 0.3988228512282146,
'trail_thr_3': 1.019817105976215,
'trail_thr_4': 1.7248115864875548,
'trail_thr_5': 3.2713516576204174,
'trial_num': 1,
'vp_subset_size': 0,
'win_rate': 0.7739816031537451,
'winning_trades': 589}
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]}
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}
|
||||||||||||
| 1466 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 1.084 | 0.77% | 761 | 2.519 | 0.15 | 0.853 | 0.000 | 2026-07-11 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260710_1783671260
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.5692065432798296}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.08657716430270983}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07939469099976591}, '
'{"feature": "O_div_amplitude_12", "importance": 0.07824457258877171}, '
'{"feature": "K_body_size_pct", "importance": 0.07395756713057243}, '
'{"feature": "O_div_amplitude_48", "importance": 0.049637099306990826}, '
'{"feature": "O_pct_change_12", "importance": 0.030697170038404796}, '
'{"feature": "O_div_binary_12", "importance": 0.017761156586783212}, '
'{"feature": "K_consecutive_shrink", "importance": 0.013282989917041783}, '
'{"feature": "O_div_binary_48", "importance": 0.0012410458491297724}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.5692065432798296}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.08657716430270983}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.07939469099976591}, {"feature": "O_div_amplitude_12", '
'"importance": 0.07824457258877171}, {"feature": '
'"K_body_size_pct", "importance": 0.07395756713057243}, '
'{"feature": "O_div_amplitude_48", "importance": '
'0.049637099306990826}, {"feature": "O_pct_change_12", '
'"importance": 0.030697170038404796}, {"feature": '
'"O_div_binary_12", "importance": 0.017761156586783212}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.013282989917041783}, {"feature": "O_div_binary_48", '
'"importance": 0.0012410458491297724}]',
'_model_metadata': {'created_at': '2026-07-11T00:14:20.213844',
'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': 0.06159725093210579,
'max_depth': 4,
'n_estimators': 204,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9131814806203341,
'train_accuracy': 0.8529196351288368},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 5.366758108139038},
'accuracy': 0.8529196351288368,
'avg_loss': -0.005004842568716695,
'avg_win': 0.0015848736522732184,
'expectancy': 9.547655633331681e-05,
'learning_rate': 0.06159725093210579,
'losing_trades': 172,
'max_depth': 4,
'max_drawdown': 0.1517691723860059,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260710_1783671260',
'n_estimators': 204,
'period_lookback': 11,
'profit_factor': 1.084403904088729,
'sharpe_ratio': 2.5188069377011124,
'top_pct': 13,
'total_pnl': 0.07265765936965408,
'total_trades': 761,
'trail_stop_1': -0.0276294210555241,
'trail_stop_2': 0.058428929707043636,
'trail_stop_3': 0.4052314928976662,
'trail_stop_4': 0.5198042692950159,
'trail_stop_5': 2.3886218532930634,
'trail_thr_1': 0.20824582803960837,
'trail_thr_2': 0.3988228512282146,
'trail_thr_3': 1.019817105976215,
'trail_thr_4': 1.7248115864875548,
'trail_thr_5': 3.2713516576204174,
'trial_num': 1,
'vp_subset_size': 0,
'win_rate': 0.7739816031537451,
'winning_trades': 589}
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]}
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}
|
||||||||||||
| 255 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 1.082 | 0.77% | 761 | 2.438 | 0.12 | 0.000 | 0.000 | 2026-06-23 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260623_1782181993
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.5606305512999622}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.08637819761591085}, '
'{"feature": "O_div_amplitude_12", "importance": 0.08105140539712044}, '
'{"feature": "K_body_size_pct", "importance": 0.07802016514835407}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07556463815002931}, '
'{"feature": "O_div_amplitude_48", "importance": 0.050671217335123496}, '
'{"feature": "O_pct_change_12", "importance": 0.03226291667015869}, '
'{"feature": "O_div_binary_12", "importance": 0.019574765259291756}, '
'{"feature": "K_consecutive_shrink", "importance": 0.014217814979621286}, '
'{"feature": "O_div_binary_48", "importance": 0.0016283281444279686}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.5606305512999622}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.08637819761591085}, {"feature": "O_div_amplitude_12", '
'"importance": 0.08105140539712044}, {"feature": '
'"K_body_size_pct", "importance": 0.07802016514835407}, '
'{"feature": "K_close_position_in_hl", "importance": '
'0.07556463815002931}, {"feature": "O_div_amplitude_48", '
'"importance": 0.050671217335123496}, {"feature": '
'"O_pct_change_12", "importance": 0.03226291667015869}, '
'{"feature": "O_div_binary_12", "importance": '
'0.019574765259291756}, {"feature": "K_consecutive_shrink", '
'"importance": 0.014217814979621286}, {"feature": '
'"O_div_binary_48", "importance": 0.0016283281444279686}]',
'_model_metadata': {'created_at': '2026-06-23T18:32:10.594203',
'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': 0.07821809445441943,
'max_depth': 4,
'n_estimators': 188,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9129261494066166},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.916258096694946},
'accuracy': 0.0,
'avg_loss': -0.0049827573826369135,
'avg_win': 0.0015856930280492593,
'expectancy': 9.247105558052326e-05,
'learning_rate': 0.07821809445441943,
'losing_trades': 173,
'max_depth': 4,
'max_drawdown': 0.11580971555387035,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260623_1782181993',
'n_estimators': 188,
'period_lookback': 13,
'profit_factor': 1.0816346673866373,
'sharpe_ratio': 2.4381282953643186,
'top_pct': 16,
'total_pnl': 0.07037047329677863,
'total_trades': 761,
'trail_stop_1': -0.050854418336678614,
'trail_stop_2': 0.07064274941756224,
'trail_stop_3': 0.36030946515782925,
'trail_stop_4': 0.7745060470199076,
'trail_stop_5': 1.7208119174786642,
'trail_thr_1': 0.3439959461143346,
'trail_thr_2': 0.5352589190181829,
'trail_thr_3': 0.8978124339849611,
'trail_thr_4': 1.6876709315678777,
'trail_thr_5': 2.688502112235933,
'trial_num': 1,
'vp_subset_size': 1,
'win_rate': 0.7726675427069645,
'winning_trades': 588}
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}
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