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📊 Indicator Params

ID Symbol Interval Indicator Date Range PF ↓ WR Trades Sharpe DD Acc AUC Created
1756 BTCUSDT 5 volume_price_pivot_v86_y_C5 2023-08-01 ~ 2026-07-31 1.082 0.78% 761 2.437 0.16 0.840 0.000 2026-07-12
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C5_BTCUSDT_2_20260712_1783824619
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_high_pct_change_12", "importance": 0.6002497249017983}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.08324956589242652}, '
 '{"feature": "K_close_position_in_hl", "importance": 0.07619940187490201}, '
 '{"feature": "K_body_size_pct", "importance": 0.07368836240593574}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.06887004986244466}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.04259267981733976}, '
 '{"feature": "O_pct_change_12", "importance": 0.027547613990384585}, '
 '{"feature": "O_div_binary_12", "importance": 0.0152632331718977}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.010794421007731692}, '
 '{"feature": "O_div_binary_48", "importance": 0.0015449470751391747}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
                   '0.6002497249017983}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.08324956589242652}, {"feature": '
                   '"K_close_position_in_hl", "importance": '
                   '0.07619940187490201}, {"feature": "K_body_size_pct", '
                   '"importance": 0.07368836240593574}, {"feature": '
                   '"O_div_amplitude_12", "importance": 0.06887004986244466}, '
                   '{"feature": "O_div_amplitude_48", "importance": '
                   '0.04259267981733976}, {"feature": "O_pct_change_12", '
                   '"importance": 0.027547613990384585}, {"feature": '
                   '"O_div_binary_12", "importance": 0.0152632331718977}, '
                   '{"feature": "K_consecutive_shrink", "importance": '
                   '0.010794421007731692}, {"feature": "O_div_binary_48", '
                   '"importance": 0.0015449470751391747}]',
 '_model_metadata': {'created_at': '2026-07-12T18:36:13.822110',
                     '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': 0.07464191660624475,
                                         'max_depth': 3,
                                         'n_estimators': 209,
                                         'random_state': 42,
                                         'subsample': 0.8},
                     'metrics': {'auc': 0.9109538433120137,
                                 'train_accuracy': 0.8398029163060123},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
                     'training_time_sec': 4.158543348312378},
 'accuracy': 0.8398029163060123,
 'avg_loss': -0.0050414766263397965,
 'avg_win': 0.00158026133944696,
 'expectancy': 9.232810403364154e-05,
 'learning_rate': 0.07464191660624475,
 'losing_trades': 171,
 'max_depth': 3,
 'max_drawdown': 0.16035516884184886,
 'model_file': 'volume_price_pivot_v86_y_C5_BTCUSDT_2_20260712_1783824619',
 'n_estimators': 209,
 'profit_factor': 1.0815013318369113,
 'sharpe_ratio': 2.4373470071974688,
 'top_pct': 10,
 'total_pnl': 0.07026168716960139,
 'total_trades': 761,
 'trail_stop_1': 0.03183313395106402,
 'trail_stop_2': 0.03642150116480552,
 'trail_stop_3': 0.3665895728126013,
 'trail_stop_4': 0.7475472040902037,
 'trail_stop_5': 2.2765497425085,
 'trail_thr_1': 0.28598293838758637,
 'trail_thr_2': 0.45712658832315967,
 'trail_thr_3': 0.8208666856162725,
 'trail_thr_4': 1.7869965831452608,
 'trail_thr_5': 3.8343405243910333,
 'trial_num': 3,
 'vp_subset_size': 2,
 'win_rate': 0.7752956636005256,
 'winning_trades': 590}
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}
249 BTCUSDT 5 volume_price_pivot_v86_y_C0 2023-08-01 ~ 2026-07-31 1.077 0.78% 761 2.312 0.17 0.000 0.000 2026-06-23
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260623_1782166953
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON 
{'accuracy': 0.0,
 'avg_loss': -0.005058635017254406,
 'avg_win': 0.0015793957248067872,
 'expectancy': 8.780143191261611e-05,
 'learning_rate': 0.0693523345448651,
 'losing_trades': 171,
 'max_depth': 3,
 'max_drawdown': 0.16906943189744725,
 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260623_1782166953',
 'n_estimators': 241,
 'period_lookback': 12,
 'profit_factor': 1.0772425849288743,
 'sharpe_ratio': 2.31153148405192,
 'top_pct': 11,
 'total_pnl': 0.06681688968550112,
 'total_trades': 761,
 'trail_stop_1': -0.07658227071343024,
 'trail_stop_2': 0.11661397727640188,
 'trail_stop_3': 0.25882695540735856,
 'trail_stop_4': 0.9187297994373306,
 'trail_stop_5': 2.1507835734846905,
 'trail_thr_1': 0.31871244215362826,
 'trail_thr_2': 0.4324960710793112,
 'trail_thr_3': 1.2417133434187029,
 'trail_thr_4': 1.5685332019415008,
 'trail_thr_5': 2.588970474278465,
 'vp_subset_size': 3,
 'win_rate': 0.7752956636005256,
 'winning_trades': 590}
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}
257 BTCUSDT 5 volume_price_pivot_v86_y_C0 2023-08-01 ~ 2026-07-31 1.076 0.78% 761 2.272 0.16 0.000 0.000 2026-06-23
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260623_1782186557
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_high_pct_change_12", "importance": 0.5192918723886188}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.09184599531587018}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.08536931822185695}, '
 '{"feature": "K_close_position_in_hl", "importance": 0.0843306951675465}, '
 '{"feature": "K_body_size_pct", "importance": 0.07938156299629302}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.05978502766998531}, '
 '{"feature": "O_pct_change_12", "importance": 0.04124738033221377}, '
 '{"feature": "O_div_binary_12", "importance": 0.020194729781278047}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.01675657793958388}, '
 '{"feature": "O_div_binary_48", "importance": 0.0017968401867534476}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
                   '0.5192918723886188}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.09184599531587018}, {"feature": "O_div_amplitude_12", '
                   '"importance": 0.08536931822185695}, {"feature": '
                   '"K_close_position_in_hl", "importance": '
                   '0.0843306951675465}, {"feature": "K_body_size_pct", '
                   '"importance": 0.07938156299629302}, {"feature": '
                   '"O_div_amplitude_48", "importance": 0.05978502766998531}, '
                   '{"feature": "O_pct_change_12", "importance": '
                   '0.04124738033221377}, {"feature": "O_div_binary_12", '
                   '"importance": 0.020194729781278047}, {"feature": '
                   '"K_consecutive_shrink", "importance": '
                   '0.01675657793958388}, {"feature": "O_div_binary_48", '
                   '"importance": 0.0017968401867534476}]',
 '_model_metadata': {'created_at': '2026-06-23T19:48:16.450345',
                     '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': 0.05429073258723799,
                                         'max_depth': 5,
                                         'n_estimators': 247,
                                         'random_state': 42,
                                         'subsample': 0.8},
                     'metrics': {'auc': 0.9140401023043172},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
                     'training_time_sec': 7.998783111572266},
 'accuracy': 0.0,
 'avg_loss': -0.005061186841502467,
 'avg_win': 0.0015784126349773623,
 'expectancy': 8.64658406566647e-05,
 'learning_rate': 0.05429073258723799,
 'losing_trades': 171,
 'max_depth': 5,
 'max_drawdown': 0.1578112471924535,
 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260623_1782186557',
 'n_estimators': 247,
 'period_lookback': 13,
 'profit_factor': 1.0760292566510892,
 'sharpe_ratio': 2.2721437188171816,
 'top_pct': 13,
 'total_pnl': 0.06580050473972185,
 'total_trades': 761,
 'trail_stop_1': 0.032443825293772044,
 'trail_stop_2': 0.17461153079038774,
 'trail_stop_3': 0.6043736865293443,
 'trail_stop_4': 0.40006220766404926,
 'trail_stop_5': 2.6603128904161686,
 'trail_thr_1': 0.17351851083023045,
 'trail_thr_2': 0.5470649339588918,
 'trail_thr_3': 1.0819341848740167,
 'trail_thr_4': 1.5491811786192917,
 'trail_thr_5': 2.7502549869123616,
 'trial_num': 1,
 'vp_subset_size': 1,
 'win_rate': 0.7752956636005256,
 'winning_trades': 590}
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}
259 BTCUSDT 5 volume_price_pivot_v86_y_C0 2023-08-01 ~ 2026-07-31 1.073 0.77% 761 2.198 0.15 0.000 0.000 2026-06-23
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260623_1782194478
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_high_pct_change_12", "importance": 0.5200714482442804}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.09048138820806619}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.08792979819364324}, '
 '{"feature": "K_close_position_in_hl", "importance": 0.08481167155641148}, '
 '{"feature": "K_body_size_pct", "importance": 0.07750566494878156}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.058862109418182755}, '
 '{"feature": "O_pct_change_12", "importance": 0.04175306900594272}, '
 '{"feature": "O_div_binary_12", "importance": 0.01982816706019458}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.017118298899066714}, '
 '{"feature": "O_div_binary_48", "importance": 0.0016383844654302932}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
                   '0.5200714482442804}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.09048138820806619}, {"feature": "O_div_amplitude_12", '
                   '"importance": 0.08792979819364324}, {"feature": '
                   '"K_close_position_in_hl", "importance": '
                   '0.08481167155641148}, {"feature": "K_body_size_pct", '
                   '"importance": 0.07750566494878156}, {"feature": '
                   '"O_div_amplitude_48", "importance": 0.058862109418182755}, '
                   '{"feature": "O_pct_change_12", "importance": '
                   '0.04175306900594272}, {"feature": "O_div_binary_12", '
                   '"importance": 0.01982816706019458}, {"feature": '
                   '"K_consecutive_shrink", "importance": '
                   '0.017118298899066714}, {"feature": "O_div_binary_48", '
                   '"importance": 0.0016383844654302932}]',
 '_model_metadata': {'created_at': '2026-06-23T22:00:33.695749',
                     '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': 0.0722784855523777,
                                         'max_depth': 5,
                                         'n_estimators': 194,
                                         'random_state': 42,
                                         'subsample': 0.8},
                     'metrics': {'auc': 0.9144286031100468,
                                 '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': 6.2165687084198},
 'accuracy': 0.0,
 'avg_loss': -0.005019805522706818,
 'avg_win': 0.0015853020324214703,
 'expectancy': 8.374670122936233e-05,
 'learning_rate': 0.0722784855523777,
 'losing_trades': 173,
 'max_depth': 5,
 'max_drawdown': 0.151438286861738,
 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260623_1782194478',
 'n_estimators': 194,
 'period_lookback': 12,
 'profit_factor': 1.0733870399455054,
 'sharpe_ratio': 2.1983574224256914,
 'top_pct': 8,
 'total_pnl': 0.06373123963554479,
 'total_trades': 761,
 'trail_stop_1': -0.10042442399884233,
 'trail_stop_2': 0.06343772447440472,
 'trail_stop_3': 0.6349077146614113,
 'trail_stop_4': 0.579048152458214,
 'trail_stop_5': 2.4818159292356103,
 'trail_thr_1': 0.19810481109251005,
 'trail_thr_2': 0.6411670797591749,
 'trail_thr_3': 1.0284290977074553,
 'trail_thr_4': 1.621438915980037,
 'trail_thr_5': 3.860282650712721,
 'trial_num': 2,
 '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}
258 BTCUSDT 5 volume_price_pivot_v86_y_C0 2023-08-01 ~ 2026-07-31 1.071 0.77% 761 2.129 0.11 0.000 0.000 2026-06-23
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260623_1782189271
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_high_pct_change_12", "importance": 0.5674868489026405}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.08799883208306358}, '
 '{"feature": "K_close_position_in_hl", "importance": 0.08063427664645877}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.07870419081442309}, '
 '{"feature": "K_body_size_pct", "importance": 0.07306049348773697}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.048827373898984866}, '
 '{"feature": "O_pct_change_12", "importance": 0.03130917158684629}, '
 '{"feature": "O_div_binary_12", "importance": 0.0180344509944674}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.012633543023844458}, '
 '{"feature": "O_div_binary_48", "importance": 0.0013108185615339704}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
                   '0.5674868489026405}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.08799883208306358}, {"feature": '
                   '"K_close_position_in_hl", "importance": '
                   '0.08063427664645877}, {"feature": "O_div_amplitude_12", '
                   '"importance": 0.07870419081442309}, {"feature": '
                   '"K_body_size_pct", "importance": 0.07306049348773697}, '
                   '{"feature": "O_div_amplitude_48", "importance": '
                   '0.048827373898984866}, {"feature": "O_pct_change_12", '
                   '"importance": 0.03130917158684629}, {"feature": '
                   '"O_div_binary_12", "importance": 0.0180344509944674}, '
                   '{"feature": "K_consecutive_shrink", "importance": '
                   '0.012633543023844458}, {"feature": "O_div_binary_48", '
                   '"importance": 0.0013108185615339704}]',
 '_model_metadata': {'created_at': '2026-06-23T20:34:00.178993',
                     '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': 0.051393088574152715,
                                         'max_depth': 4,
                                         'n_estimators': 254,
                                         'random_state': 42,
                                         'subsample': 0.8},
                     'metrics': {'auc': 0.9136448893215707},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
                     'training_time_sec': 6.76331901550293},
 'accuracy': 0.0,
 'avg_loss': -0.004987248405735607,
 'avg_win': 0.0015834738899151897,
 'expectancy': 8.11011179792649e-05,
 'learning_rate': 0.051393088574152715,
 'losing_trades': 174,
 'max_depth': 4,
 'max_drawdown': 0.112482801192664,
 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260623_1782189271',
 'n_estimators': 254,
 'period_lookback': 12,
 'profit_factor': 1.0711215559579028,
 'sharpe_ratio': 2.1290353987799544,
 'top_pct': 14,
 'total_pnl': 0.06171795078222057,
 'total_trades': 761,
 'trail_stop_1': -0.04704638856992936,
 'trail_stop_2': 0.03493974814975003,
 'trail_stop_3': 0.4182382004145323,
 'trail_stop_4': 0.5533523059004788,
 'trail_stop_5': 1.8544619031481648,
 'trail_thr_1': 0.29487371612150326,
 'trail_thr_2': 0.3909740922044983,
 'trail_thr_3': 1.0594331495047913,
 'trail_thr_4': 1.63922928269769,
 'trail_thr_5': 3.193892006388131,
 'trial_num': 2,
 'vp_subset_size': 3,
 'win_rate': 0.771353482260184,
 'winning_trades': 587}
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}
2622 BTCUSDT 15 zz_sylvain 2024-01-01 ~ 2024-06-29 1.065 0.41% 388 1.677 0.18 0.941 0.000 2026-10-01
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261001_1790833076
Data Hash: 4d2500492b3b40ec
Feature Score:
展開 
('[{"feature": "zz_dist_low", "importance": 0.2818396537385149}, {"feature": '
 '"zz_dist_high", "importance": 0.26327891346389737}, {"feature": "vol_ratio", '
 '"importance": 0.10213335695523905}, {"feature": "body_size_pct", '
 '"importance": 0.09603224790647388}, {"feature": "price_position", '
 '"importance": 0.08326342229081464}, {"feature": "hl_range", "importance": '
 '0.06328195358084274}, {"feature": "atr_norm", "importance": '
 '0.043945775353692616}, {"feature": "pct_change", "importance": '
 '0.031674418252835165}, {"feature": "k_iter1_ta_5ba8", "importance": '
 '0.02595395170524379}, {"feature": "consecutive_shrink", "importance": '
 '0.008596306752445888}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "zz_dist_low", "importance": '
                   '0.2818396537385149}, {"feature": "zz_dist_high", '
                   '"importance": 0.26327891346389737}, {"feature": '
                   '"vol_ratio", "importance": 0.10213335695523905}, '
                   '{"feature": "body_size_pct", "importance": '
                   '0.09603224790647388}, {"feature": "price_position", '
                   '"importance": 0.08326342229081464}, {"feature": '
                   '"hl_range", "importance": 0.06328195358084274}, '
                   '{"feature": "atr_norm", "importance": '
                   '0.043945775353692616}, {"feature": "pct_change", '
                   '"importance": 0.031674418252835165}, {"feature": '
                   '"k_iter1_ta_5ba8", "importance": 0.02595395170524379}, '
                   '{"feature": "consecutive_shrink", "importance": '
                   '0.008596306752445888}]',
 '_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': 0.9405119152691969,
                                 'balanced_accuracy': 0.5692392734657362,
                                 'long_recall': 0.35135135135135137,
                                 'macro_f1': 0.6423552087317469,
                                 'short_recall': 0.3665158371040724,
                                 'train_accuracy': 0.9607538035961273},
                     'model_version': 'v1',
                     'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1',
                     'training_time_sec': 5.562113523483276},
 '_run_source': 'llm',
 'accuracy': 0.9405119152691969,
 'atr_factor': 1.311644680096471,
 'atr_period': 7,
 'avg_loss': -0.008443454837920757,
 'avg_win': 0.013093623080068967,
 'balanced_accuracy': 0.5692392734657362,
 'colsample_bytree': 0.9275870476543093,
 'expectancy': 0.0003267985410544405,
 'k_iter1_ta_5ba8_length': 17,
 'k_momentum_pct_change_window': 389,
 'learning_rate': 0.20457899472216307,
 'long_recall': 0.35135135135135137,
 'losing_trades': 230,
 'macro_f1': 0.6423552087317469,
 'max_depth': 3,
 'max_drawdown': 0.18331655190336654,
 'max_hold_bars': 172,
 'min_child_weight': 29.323756872089245,
 'model_file': 'zz_sylvain_BTCUSDT_2_20261001_1790833076',
 'n_estimators': 107,
 'optuna_seed': 513,
 'profit_factor': 1.0652925775892916,
 'reg_alpha': 1.0486377336419328,
 'reg_lambda': 0.24298501389659333,
 'reversal_abs': 0.0,
 'reversal_ticks': 0,
 'sharpe_ratio': 1.6766611119025383,
 'short_recall': 0.3665158371040724,
 'sl_pct': 0.04916903922603384,
 'subsample': 0.7821525985871169,
 'test_accuracy': 0.0,
 'total_pnl': 0.1267978339291225,
 'total_trades': 388,
 'tp_pct': 0.031408308124000694,
 'train_accuracy': 0.9607538035961273,
 'trial_num': 0,
 'win_rate': 0.4072164948453608,
 'winning_trades': 158,
 'zz_percent': 0.3087489656889849}
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}
2652 BTCUSDT 15 zz_sylvain 2024-01-01 ~ 2024-06-29 1.063 0.45% 891 1.111 0.17 0.959 0.000 2026-10-03
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261003_1791003348
Data Hash: 4d2500492b3b40ec
Feature Score:
展開 
('[{"feature": "vol_ratio", "importance": 0.2789002311870624}, {"feature": '
 '"hl_range", "importance": 0.2104294512081002}, {"feature": "body_size_pct", '
 '"importance": 0.16299263914711162}, {"feature": "price_position", '
 '"importance": 0.13114126393295011}, {"feature": "pct_change", "importance": '
 '0.09105624814560523}, {"feature": "k_iter1_ta_5ba8", "importance": '
 '0.053111874947418404}, {"feature": "atr_norm", "importance": '
 '0.05087062850937345}, {"feature": "consecutive_shrink", "importance": '
 '0.021497662922378574}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "vol_ratio", "importance": '
                   '0.2789002311870624}, {"feature": "hl_range", "importance": '
                   '0.2104294512081002}, {"feature": "body_size_pct", '
                   '"importance": 0.16299263914711162}, {"feature": '
                   '"price_position", "importance": 0.13114126393295011}, '
                   '{"feature": "pct_change", "importance": '
                   '0.09105624814560523}, {"feature": "k_iter1_ta_5ba8", '
                   '"importance": 0.053111874947418404}, {"feature": '
                   '"atr_norm", "importance": 0.05087062850937345}, '
                   '{"feature": "consecutive_shrink", "importance": '
                   '0.021497662922378574}]',
 '_model_metadata': {'feature_names': ['pct_change',
                                       'hl_range',
                                       'atr_norm',
                                       'vol_ratio',
                                       'price_position',
                                       'consecutive_shrink',
                                       'body_size_pct',
                                       'k_iter1_ta_5ba8'],
                     'git_commit': '2d0df290',
                     'metrics': {'accuracy': 0.958693733451015,
                                 'balanced_accuracy': 0.3344712769849982,
                                 'long_recall': 0.0,
                                 'macro_f1': 0.3317082651173025,
                                 'short_recall': 0.01,
                                 'train_accuracy': 0.9633471645919779},
                     'model_version': 'v1',
                     'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1',
                     'training_time_sec': 4.367194652557373},
 '_run_source': 'llm',
 'accuracy': 0.958693733451015,
 'atr_factor': 1.706862426822877,
 'atr_period': 12,
 'avg_loss': -0.004042394627653815,
 'avg_win': 0.005253144928904128,
 'balanced_accuracy': 0.3344712769849982,
 'colsample_bytree': 0.9611578874493886,
 'expectancy': 0.00014111980801367711,
 'k_iter1_ta_5ba8_length': 5,
 'k_momentum_pct_change_window': 425,
 'learning_rate': 0.21479974509541888,
 'long_recall': 0.0,
 'losing_trades': 490,
 'macro_f1': 0.3317082651173025,
 'max_depth': 2,
 'max_drawdown': 0.16889839749362592,
 'max_hold_bars': 171,
 'min_child_weight': 26.438760773647523,
 'model_file': 'zz_sylvain_BTCUSDT_2_20261003_1791003348',
 'n_estimators': 136,
 'optuna_seed': 635,
 'profit_factor': 1.0634791193177675,
 'reg_alpha': 0.8036500788106687,
 'reg_lambda': 1.0291336059797955,
 'reversal_abs': 0.0,
 'reversal_ticks': 0,
 'sharpe_ratio': 1.1105931040307833,
 'short_recall': 0.01,
 'sl_pct': 0.0410057838117212,
 'subsample': 0.7832959580373615,
 'test_accuracy': 0.0,
 'total_pnl': 0.12573774894018583,
 'total_trades': 891,
 'tp_pct': 0.048784520142711035,
 'train_accuracy': 0.9633471645919779,
 'trial_num': 0,
 'win_rate': 0.4500561167227834,
 'winning_trades': 401,
 'zz_percent': 0.5748215188079543}
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}
151 BTCUSDT 5 grid_knn_5_1 2025-01-01 ~ 2025-12-31 1.058 0.50% 2568 1.242 0.20 0.000 0.000 2026-05-15
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON 
{'avg_loss': -0.005135133136186999,
 'avg_win': 0.005339469450054876,
 'expectancy': 0.00014703600290304208,
 'losing_trades': 1273.0,
 'max_drawdown': 0.19904382193171496,
 'profit_factor': 1.0577615177170556,
 'sharpe_ratio': 1.2422914349792604,
 'total_pnl': 0.3775884554550134,
 'total_trades': 2568.0,
 'win_rate': 0.5042834890965732,
 'winning_trades': 1295.0}
ind_param (optuna):
展開 Optuna 參數 
{'ma_len_fast': [5, 5], 'ma_len_slow': [8, 8], 'ma_alpha': [0.7, 0.7], 'threshold_open_pct': [2.0, 2.0], 'threshold_close_pct': [5.0, 5.0], 'k_neighbor': [5, 5], 'window_size': [20, 20], 'day_hold': [2, 2]}
2619 BTCUSDT 15 zz_sylvain 2024-01-01 ~ 2024-06-29 1.053 0.39% 174 1.433 0.27 0.965 0.000 2026-10-01
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261001_1790832438
Data Hash: 4d2500492b3b40ec
Feature Score:
展開 
('[{"feature": "zz_dist_low", "importance": 0.2033808642449327}, {"feature": '
 '"zz_dist_high", "importance": 0.1877309209664751}, {"feature": '
 '"body_size_pct", "importance": 0.1179146937180395}, {"feature": '
 '"price_position", "importance": 0.10684062315532913}, {"feature": '
 '"hl_range", "importance": 0.10243785466768071}, {"feature": "vol_ratio", '
 '"importance": 0.10098010306083666}, {"feature": "pct_change", "importance": '
 '0.07609543096948786}, {"feature": "atr_norm", "importance": '
 '0.05018038794775466}, {"feature": "k_iter1_ta_5ba8", "importance": '
 '0.04200584891666645}, {"feature": "consecutive_shrink", "importance": '
 '0.012433272352797332}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "zz_dist_low", "importance": '
                   '0.2033808642449327}, {"feature": "zz_dist_high", '
                   '"importance": 0.1877309209664751}, {"feature": '
                   '"body_size_pct", "importance": 0.1179146937180395}, '
                   '{"feature": "price_position", "importance": '
                   '0.10684062315532913}, {"feature": "hl_range", '
                   '"importance": 0.10243785466768071}, {"feature": '
                   '"vol_ratio", "importance": 0.10098010306083666}, '
                   '{"feature": "pct_change", "importance": '
                   '0.07609543096948786}, {"feature": "atr_norm", '
                   '"importance": 0.05018038794775466}, {"feature": '
                   '"k_iter1_ta_5ba8", "importance": 0.04200584891666645}, '
                   '{"feature": "consecutive_shrink", "importance": '
                   '0.012433272352797332}]',
 '_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': 0.9646954986760812,
                                 'balanced_accuracy': 0.5396726364890643,
                                 'long_recall': 0.2972972972972973,
                                 'macro_f1': 0.5984902666360886,
                                 'short_recall': 0.33035714285714285,
                                 'train_accuracy': 0.9968015214384509},
                     'model_version': 'v1',
                     'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1',
                     'training_time_sec': 7.40995979309082},
 '_run_source': 'llm',
 'accuracy': 0.9646954986760812,
 'atr_factor': 1.5954555608037582,
 'atr_period': 6,
 'avg_loss': -0.012411399648744615,
 'avg_win': 0.020865986325330897,
 'balanced_accuracy': 0.5396726364890643,
 'colsample_bytree': 0.7584718929072928,
 'expectancy': 0.0004023064447212406,
 'k_iter1_ta_5ba8_length': 21,
 'k_momentum_pct_change_window': 208,
 'learning_rate': 0.16326194341552813,
 'long_recall': 0.2972972972972973,
 'losing_trades': 107,
 'macro_f1': 0.5984902666360886,
 'max_depth': 5,
 'max_drawdown': 0.2703245812020447,
 'max_hold_bars': 135,
 'min_child_weight': 31.39349018270135,
 'model_file': 'zz_sylvain_BTCUSDT_2_20261001_1790832438',
 'n_estimators': 82,
 'optuna_seed': 40,
 'profit_factor': 1.0527110539787177,
 'reg_alpha': 2.8943758975435085,
 'reg_lambda': 1.706353914696674,
 'reversal_abs': 0.0,
 'reversal_ticks': 0,
 'sharpe_ratio': 1.4326758042496153,
 'short_recall': 0.33035714285714285,
 'sl_pct': 0.03040746214923928,
 'subsample': 0.8590030094213632,
 'test_accuracy': 0.0,
 'total_pnl': 0.0700013213814964,
 'total_trades': 174,
 'tp_pct': 0.06844400511666497,
 'train_accuracy': 0.9968015214384509,
 'trial_num': 0,
 'win_rate': 0.3850574712643678,
 'winning_trades': 67,
 'zz_percent': 0.5203540899811148}
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}
251 BTCUSDT 5 volume_price_pivot_v86_y_C0 2023-08-01 ~ 2026-07-31 1.052 0.77% 761 1.572 0.13 0.000 0.000 2026-06-23
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260623_1782168229
Data Hash: -
Feature Score:
展開 
('[{"feature": "feat_1", "importance": 0.6033977574675443}, {"feature": '
 '"feat_0", "importance": 0.08388879071389727}, {"feature": "feat_2", '
 '"importance": 0.07719999572496433}, {"feature": "feat_3", "importance": '
 '0.07396008251818423}, {"feature": "feat_8", "importance": '
 '0.06681518632546973}, {"feature": "feat_9", "importance": '
 '0.04049951625904979}, {"feature": "feat_5", "importance": '
 '0.026110883515863645}, {"feature": "feat_6", "importance": '
 '0.01570983655069409}, {"feature": "feat_4", "importance": '
 '0.011209176892355177}, {"feature": "feat_7", "importance": '
 '0.0012087740319776281}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "feat_1", "importance": 0.6033977574675443}, '
                   '{"feature": "feat_0", "importance": 0.08388879071389727}, '
                   '{"feature": "feat_2", "importance": 0.07719999572496433}, '
                   '{"feature": "feat_3", "importance": 0.07396008251818423}, '
                   '{"feature": "feat_8", "importance": 0.06681518632546973}, '
                   '{"feature": "feat_9", "importance": 0.04049951625904979}, '
                   '{"feature": "feat_5", "importance": 0.026110883515863645}, '
                   '{"feature": "feat_6", "importance": 0.01570983655069409}, '
                   '{"feature": "feat_4", "importance": 0.011209176892355177}, '
                   '{"feature": "feat_7", "importance": '
                   '0.0012087740319776281}]',
 'accuracy': 0.0,
 'avg_loss': -0.005028834056545893,
 'avg_win': 0.0015804379025931277,
 'expectancy': 6.056590147705864e-05,
 'learning_rate': 0.05072273683647837,
 'losing_trades': 175,
 'max_depth': 3,
 'max_drawdown': 0.13436993320393265,
 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260623_1782168229',
 'n_estimators': 287,
 'period_lookback': 11,
 'profit_factor': 1.0523730045070747,
 'sharpe_ratio': 1.5715216136914623,
 'top_pct': 11,
 'total_pnl': 0.04609065102404149,
 'total_trades': 761,
 'trail_stop_1': -0.08688140084543895,
 'trail_stop_2': 0.08364197269954106,
 'trail_stop_3': 0.3693787006828325,
 'trail_stop_4': 0.765307232376381,
 'trail_stop_5': 1.99144263580442,
 'trail_thr_1': 0.17728858699355465,
 'trail_thr_2': 0.6203136676398691,
 'trail_thr_3': 0.808318837664388,
 'trail_thr_4': 1.6547993674003185,
 'trail_thr_5': 3.2038440578543326,
 'vp_subset_size': 1,
 '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], '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}
1276 BTCUSDT 5 volume_price_pivot_v86_y_C0 2023-11-01 ~ 2026-05-31 1.051 0.76% 760 1.523 0.07 0.850 0.000 2026-07-07
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783404221
Data Hash: 52698cfc76d1b4eb
Feature Score:
展開 
('[{"feature": "K_close_position_in_hl", "importance": 0.3851745025891841}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.20518456002457733}, '
 '{"feature": "K_body_size_pct", "importance": 0.13397323016566204}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.12591929946865116}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.092581877487474}, '
 '{"feature": "O_div_binary_12", "importance": 0.022254288109640898}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.020612595466923213}, '
 '{"feature": "O_pct_change_12", "importance": 0.007198148191351362}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.007101498496535976}, '
 '{"feature": "O_div_binary_48", "importance": 0.0}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
                   '0.3851745025891841}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.20518456002457733}, {"feature": '
                   '"K_body_size_pct", "importance": 0.13397323016566204}, '
                   '{"feature": "K_high_pct_change_12", "importance": '
                   '0.12591929946865116}, {"feature": "O_div_amplitude_12", '
                   '"importance": 0.092581877487474}, {"feature": '
                   '"O_div_binary_12", "importance": 0.022254288109640898}, '
                   '{"feature": "K_momentum_pct_change_48", "importance": '
                   '0.020612595466923213}, {"feature": "O_pct_change_12", '
                   '"importance": 0.007198148191351362}, {"feature": '
                   '"O_div_amplitude_48", "importance": 0.007101498496535976}, '
                   '{"feature": "O_div_binary_48", "importance": 0.0}]',
 '_model_metadata': {'created_at': '2026-07-07T22:03:41.562260',
                     'feature_names': ['K_momentum_pct_change_48',
                                       'K_high_pct_change_12',
                                       'K_close_position_in_hl',
                                       'K_body_size_pct',
                                       'K_consecutive_shrink',
                                       'O_pct_change_12',
                                       'O_div_binary_12',
                                       'O_div_binary_48',
                                       'O_div_amplitude_12',
                                       'O_div_amplitude_48'],
                     'git_commit': 'unknown',
                     'hyperparameters': {'learning_rate': 0.05,
                                         'max_depth': 3,
                                         'n_estimators': 200,
                                         'random_state': 42,
                                         'subsample': 0.8},
                     'metrics': {'auc': 0.8902259977607454,
                                 'train_accuracy': 0.8499603069595131},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15116,
                     'tags': {},
                     'training_data_hash': '52698cfc76d1b4eb-374708fff7719dd5',
                     'training_time_sec': 4.0766894817352295},
 'accuracy': 0.8499603069595131,
 'avg_loss': -0.004708008660215611,
 'avg_win': 0.001569630327489351,
 'expectancy': 5.8040939660392987e-05,
 'losing_trades': 183,
 'max_drawdown': 0.06593190629147042,
 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783404221',
 'profit_factor': 1.0511987884835747,
 'sharpe_ratio': 1.5233706275479788,
 'total_pnl': 0.04411111414189882,
 'total_trades': 760,
 'trial_num': 0,
 'win_rate': 0.7592105263157894,
 'winning_trades': 577}
ind_param (optuna):
展開 Optuna 參數 
{}
Fold Config:
展開 
{'method': 'expanding-window-walk-forward',
 'min_train_bars': 500,
 'n_splits': 4,
 'purge_days': 0,
 'test_window_months': 6,
 'train_window_months': 6}
124 BTCUSDT 60 knn_resonance 2025-01-01 ~ 2026-01-01 1.047 0.68% 444 1.509 0.32 0.000 0.000 2026-05-03
Model: - (vv1)
Model File: -
Data Hash: -
Feature Score: -
Training Strategy: -
param (JSON):
展開 JSON 
{'avg_loss': -0.02402930393277113,
 'avg_win': 0.01195029509499616,
 'day_hold': 2.0,
 'expectancy': 0.0003622710838008386,
 'knn_window': 1.0,
 'lb': 0.33310962814687506,
 'losing_trades': 143.0,
 'max_drawdown': 0.3185579416120352,
 'max_hold_bars': 251.0,
 'period_adx': 17.0,
 'period_atr': 10.0,
 'period_bb': 17.0,
 'period_chop': 22.0,
 'period_lookback': 150.0,
 'period_mfi': 9.0,
 'period_rsi': 11.0,
 'profit_factor': 1.046810083133713,
 'sharpe_ratio': 1.509123841467042,
 'sl_mult': 3.2244359754254446,
 'sl_mult_short': 5.654815989536974,
 'tb_horizon': 159.0,
 'total_pnl': 0.1608483612075728,
 'total_trades': 444.0,
 'tp_mult': 1.598932779922271,
 'tp_mult_short': 1.523873666707972,
 'tsl_activate_mult': 3.628254469905633,
 'tsl_trail_mult': 2.552884700764572,
 'ub': 0.4439748245824363,
 'w_bbw': 1.353694659847791,
 'w_chop': 0.595476501633196,
 'w_energy': 0.6775201602533684,
 'w_flow': 0.6771874284405472,
 'w_stress': 0.8071886372347318,
 'win_rate': 0.6779279279279279,
 'winning_trades': 301.0}
ind_param (optuna):
展開 Optuna 參數 
[365.0, 0.05, 1.0, 2.0, 100.0, 7.0, 30.0, 7.0, 30.0, 10.0, 40.0, 7.0, 30.0, 10.0, 40.0, 10.0, 40.0, 100.0, 200.0, 100.0, 200.0, 0.3, 1.0, 0.3, 1.0, 0.3, 1.0, 0.5, 1.5, 0.5, 1.5, 0.5, 1.5, 0.5, 1.5, 0.5, 1.5, 0.5, 1.5, 0.5, 1.5, 0.5, 1.5, 0.5, 1.5, 0.5, 1.5, 0.5, 1.5, 0.5, 1.5, 0.5, 1.5]
2661 BTCUSDT 15 zz_sylvain 2024-01-01 ~ 2024-06-29 1.045 0.38% 650 1.158 0.32 0.672 0.000 2026-10-03
Model: gradient_boosting (vv1)
Model File: zz_sylvain_BTCUSDT_2_20261003_1791004681
Data Hash: 4d2500492b3b40ec
Feature Score:
展開 
('[{"feature": "body_size_pct", "importance": 0.21423863964508533}, '
 '{"feature": "price_position", "importance": 0.15974417644776043}, '
 '{"feature": "vol_ratio", "importance": 0.15214425987772193}, {"feature": '
 '"hl_range", "importance": 0.15065145994052503}, {"feature": "atr_norm", '
 '"importance": 0.1283245972159276}, {"feature": "pct_change", "importance": '
 '0.0956027844776463}, {"feature": "k_iter1_ta_5ba8", "importance": '
 '0.06754725435898516}, {"feature": "consecutive_shrink", "importance": '
 '0.031746828036348144}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "body_size_pct", "importance": '
                   '0.21423863964508533}, {"feature": "price_position", '
                   '"importance": 0.15974417644776043}, {"feature": '
                   '"vol_ratio", "importance": 0.15214425987772193}, '
                   '{"feature": "hl_range", "importance": '
                   '0.15065145994052503}, {"feature": "atr_norm", '
                   '"importance": 0.1283245972159276}, {"feature": '
                   '"pct_change", "importance": 0.0956027844776463}, '
                   '{"feature": "k_iter1_ta_5ba8", "importance": '
                   '0.06754725435898516}, {"feature": "consecutive_shrink", '
                   '"importance": 0.031746828036348144}]',
 '_model_metadata': {'feature_names': ['pct_change',
                                       'hl_range',
                                       'atr_norm',
                                       'vol_ratio',
                                       'price_position',
                                       'consecutive_shrink',
                                       'body_size_pct',
                                       'k_iter1_ta_5ba8'],
                     'git_commit': '2d0df290',
                     'metrics': {'accuracy': 0.6723742277140335,
                                 'balanced_accuracy': 0.373814155373088,
                                 'long_recall': 0.06573275862068965,
                                 'macro_f1': 0.3573156251697671,
                                 'short_recall': 0.09482758620689655,
                                 'train_accuracy': 0.7225103734439834},
                     'model_version': 'v1',
                     'training_data_hash': '4d2500492b3b40ec-4cbbd8ca5215b8d1',
                     'training_time_sec': 4.648568153381348},
 '_run_source': 'llm',
 'accuracy': 0.6723742277140335,
 'atr_factor': 0.5318670161481064,
 'atr_period': 3,
 'avg_loss': -0.005973044076354457,
 'avg_win': 0.010319266568860917,
 'balanced_accuracy': 0.373814155373088,
 'colsample_bytree': 0.9444223664952628,
 'expectancy': 0.0001679037822267227,
 'k_iter1_ta_5ba8_length': 35,
 'k_momentum_pct_change_window': 202,
 'learning_rate': 0.17021896745643433,
 'long_recall': 0.06573275862068965,
 'losing_trades': 405,
 'macro_f1': 0.3573156251697671,
 'max_depth': 5,
 'max_drawdown': 0.320408632063969,
 'max_hold_bars': 96,
 'min_child_weight': 45.25113086201424,
 'model_file': 'zz_sylvain_BTCUSDT_2_20261003_1791004681',
 'n_estimators': 57,
 'optuna_seed': 610,
 'profit_factor': 1.0451152214177795,
 'reg_alpha': 4.831379274580067,
 'reg_lambda': 0.4994173243135619,
 'reversal_abs': 0.0,
 'reversal_ticks': 0,
 'sharpe_ratio': 1.1576991917896482,
 'short_recall': 0.09482758620689655,
 'sl_pct': 0.010036504273657546,
 'subsample': 0.8845519280326329,
 'test_accuracy': 0.0,
 'total_pnl': 0.1091374584473698,
 'total_trades': 650,
 'tp_pct': 0.08891281088629631,
 'train_accuracy': 0.7225103734439834,
 'trial_num': 0,
 'win_rate': 0.3769230769230769,
 'winning_trades': 245,
 'zz_percent': 0.12813749666544189}
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}
256 BTCUSDT 5 volume_price_pivot_v86_y_C0 2023-08-01 ~ 2026-07-31 1.043 0.77% 761 1.283 0.14 0.000 0.000 2026-06-23
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260623_1782184233
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_high_pct_change_12", "importance": 0.5422550227710776}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.0899798296295137}, '
 '{"feature": "K_close_position_in_hl", "importance": 0.08197450748019502}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.07966994291455602}, '
 '{"feature": "K_body_size_pct", "importance": 0.07658704933788837}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.05402721144130734}, '
 '{"feature": "O_pct_change_12", "importance": 0.03807910446112295}, '
 '{"feature": "O_div_binary_12", "importance": 0.0201400153541175}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.015607225668033815}, '
 '{"feature": "O_div_binary_48", "importance": 0.0016800909421876206}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
                   '0.5422550227710776}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.0899798296295137}, {"feature": "K_close_position_in_hl", '
                   '"importance": 0.08197450748019502}, {"feature": '
                   '"O_div_amplitude_12", "importance": 0.07966994291455602}, '
                   '{"feature": "K_body_size_pct", "importance": '
                   '0.07658704933788837}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.05402721144130734}, {"feature": '
                   '"O_pct_change_12", "importance": 0.03807910446112295}, '
                   '{"feature": "O_div_binary_12", "importance": '
                   '0.0201400153541175}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.015607225668033815}, {"feature": '
                   '"O_div_binary_48", "importance": 0.0016800909421876206}]',
 '_model_metadata': {'created_at': '2026-06-23T19:10:15.497401',
                     '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': 0.049928489434468704,
                                         'max_depth': 5,
                                         'n_estimators': 172,
                                         'random_state': 42,
                                         'subsample': 0.8},
                     'metrics': {'auc': 0.9141155471739856},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
                     'training_time_sec': 5.544959545135498},
 'accuracy': 0.0,
 'avg_loss': -0.004992588087687375,
 'avg_win': 0.0015781333979811075,
 'expectancy': 4.985783561143437e-05,
 'learning_rate': 0.049928489434468704,
 'losing_trades': 177,
 'max_depth': 5,
 'max_drawdown': 0.13960636035501373,
 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260623_1782184233',
 'n_estimators': 172,
 'period_lookback': 11,
 'profit_factor': 1.0429357521781364,
 'sharpe_ratio': 1.2832264302823435,
 'top_pct': 15,
 'total_pnl': 0.03794181290030149,
 'total_trades': 761,
 'trail_stop_1': -0.1170633271182771,
 'trail_stop_2': 0.1326763521791764,
 'trail_stop_3': 0.3846600779864807,
 'trail_stop_4': 0.8671251281233703,
 'trail_stop_5': 2.825720784338893,
 'trail_thr_1': 0.3173941724492648,
 'trail_thr_2': 0.6665373381320887,
 'trail_thr_3': 1.1333974311495467,
 'trail_thr_4': 1.5795873248523038,
 'trail_thr_5': 3.56014545952815,
 'trial_num': 3,
 'vp_subset_size': 1,
 'win_rate': 0.7674113009198423,
 'winning_trades': 584}
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}
1761 BTCUSDT 5 volume_price_pivot_v86_y_C0 2023-09-01 ~ 2026-05-31 1.040 0.77% 760 1.206 0.13 0.831 0.000 2026-07-12
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260712_1783840070
Data Hash: c47fdc72c9c04d73
Feature Score:
展開 
('[{"feature": "K_high_pct_change_12", "importance": 0.6118359478361756}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.08226319971411786}, '
 '{"feature": "K_close_position_in_hl", "importance": 0.0751651907812978}, '
 '{"feature": "K_body_size_pct", "importance": 0.07189356845218287}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.06560179928198173}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.04026896779620301}, '
 '{"feature": "O_pct_change_12", "importance": 0.025618802855878475}, '
 '{"feature": "O_div_binary_12", "importance": 0.017476286919896635}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.008932711176352815}, '
 '{"feature": "O_div_binary_48", "importance": 0.0009435251859131722}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
                   '0.6118359478361756}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.08226319971411786}, {"feature": '
                   '"K_close_position_in_hl", "importance": '
                   '0.0751651907812978}, {"feature": "K_body_size_pct", '
                   '"importance": 0.07189356845218287}, {"feature": '
                   '"O_div_amplitude_12", "importance": 0.06560179928198173}, '
                   '{"feature": "O_div_amplitude_48", "importance": '
                   '0.04026896779620301}, {"feature": "O_pct_change_12", '
                   '"importance": 0.025618802855878475}, {"feature": '
                   '"O_div_binary_12", "importance": 0.017476286919896635}, '
                   '{"feature": "K_consecutive_shrink", "importance": '
                   '0.008932711176352815}, {"feature": "O_div_binary_48", '
                   '"importance": 0.0009435251859131722}]',
 '_model_metadata': {'created_at': '2026-07-12T23:07:50.518789',
                     'feature_names': ['K_momentum_pct_change_48',
                                       'K_high_pct_change_12',
                                       'K_close_position_in_hl',
                                       'K_body_size_pct',
                                       'K_consecutive_shrink',
                                       'O_pct_change_12',
                                       'O_div_binary_12',
                                       'O_div_binary_48',
                                       'O_div_amplitude_12',
                                       'O_div_amplitude_48'],
                     'git_commit': 'unknown',
                     'hyperparameters': {'learning_rate': 0.05,
                                         'max_depth': 3,
                                         'n_estimators': 200,
                                         'random_state': 42,
                                         'subsample': 0.8},
                     'metrics': {'auc': 0.914363126492081,
                                 'train_accuracy': 0.8309691104335145},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15086,
                     'tags': {},
                     'training_data_hash': 'c47fdc72c9c04d73-374708fff7719dd5',
                     'training_time_sec': 4.081389665603638},
 'accuracy': 0.8309691104335145,
 'avg_loss': -0.005172407394518529,
 'avg_win': 0.0015857632755772548,
 'expectancy': 4.739021514755669e-05,
 'losing_trades': 173,
 'max_drawdown': 0.1328408291055377,
 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260712_1783840070',
 'profit_factor': 1.0402497739475274,
 'sharpe_ratio': 1.206499866573983,
 'total_pnl': 0.03601656351214298,
 'total_trades': 760,
 'trial_num': 0,
 'win_rate': 0.7723684210526316,
 'winning_trades': 587}
ind_param (optuna):
展開 Optuna 參數 
{}
Fold Config:
展開 
{'method': 'expanding-window-walk-forward',
 'min_train_bars': 500,
 'n_splits': 4,
 'purge_days': 0,
 'test_window_months': 6,
 'train_window_months': 6}
1347 BTCUSDT 5 volume_price_pivot_v86_y_C0 2023-09-01 ~ 2026-05-31 1.040 0.77% 760 1.206 0.13 0.831 0.000 2026-07-09
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260709_1783559727
Data Hash: c47fdc72c9c04d73
Feature Score:
展開 
('[{"feature": "K_high_pct_change_12", "importance": 0.6118359478361756}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.08226319971411786}, '
 '{"feature": "K_close_position_in_hl", "importance": 0.0751651907812978}, '
 '{"feature": "K_body_size_pct", "importance": 0.07189356845218287}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.06560179928198173}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.04026896779620301}, '
 '{"feature": "O_pct_change_12", "importance": 0.025618802855878475}, '
 '{"feature": "O_div_binary_12", "importance": 0.017476286919896635}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.008932711176352815}, '
 '{"feature": "O_div_binary_48", "importance": 0.0009435251859131722}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
                   '0.6118359478361756}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.08226319971411786}, {"feature": '
                   '"K_close_position_in_hl", "importance": '
                   '0.0751651907812978}, {"feature": "K_body_size_pct", '
                   '"importance": 0.07189356845218287}, {"feature": '
                   '"O_div_amplitude_12", "importance": 0.06560179928198173}, '
                   '{"feature": "O_div_amplitude_48", "importance": '
                   '0.04026896779620301}, {"feature": "O_pct_change_12", '
                   '"importance": 0.025618802855878475}, {"feature": '
                   '"O_div_binary_12", "importance": 0.017476286919896635}, '
                   '{"feature": "K_consecutive_shrink", "importance": '
                   '0.008932711176352815}, {"feature": "O_div_binary_48", '
                   '"importance": 0.0009435251859131722}]',
 '_model_metadata': {'created_at': '2026-07-09T17:15:26.776611',
                     'feature_names': ['K_momentum_pct_change_48',
                                       'K_high_pct_change_12',
                                       'K_close_position_in_hl',
                                       'K_body_size_pct',
                                       'K_consecutive_shrink',
                                       'O_pct_change_12',
                                       'O_div_binary_12',
                                       'O_div_binary_48',
                                       'O_div_amplitude_12',
                                       'O_div_amplitude_48'],
                     'git_commit': 'unknown',
                     'hyperparameters': {'learning_rate': 0.05,
                                         'max_depth': 3,
                                         'n_estimators': 200,
                                         'random_state': 42,
                                         'subsample': 0.8},
                     'metrics': {'auc': 0.914363126492081,
                                 'train_accuracy': 0.8309691104335145},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15086,
                     'tags': {},
                     'training_data_hash': 'c47fdc72c9c04d73-374708fff7719dd5',
                     'training_time_sec': 4.066082954406738},
 'accuracy': 0.8309691104335145,
 'avg_loss': -0.005172407394518529,
 'avg_win': 0.0015857632755772548,
 'expectancy': 4.739021514755669e-05,
 'losing_trades': 173,
 'max_drawdown': 0.1328408291055377,
 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260709_1783559727',
 'profit_factor': 1.0402497739475274,
 'sharpe_ratio': 1.206499866573983,
 'total_pnl': 0.03601656351214298,
 'total_trades': 760,
 'trial_num': 0,
 'win_rate': 0.7723684210526316,
 'winning_trades': 587}
ind_param (optuna):
展開 Optuna 參數 
{}
Fold Config:
展開 
{'method': 'expanding-window-walk-forward',
 'min_train_bars': 500,
 'n_splits': 4,
 'purge_days': 0,
 'test_window_months': 6,
 'train_window_months': 6}
1350 BTCUSDT 5 volume_price_pivot_v86_y_C0 2023-09-01 ~ 2026-05-31 1.040 0.77% 760 1.206 0.13 0.831 0.000 2026-07-09
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260709_1783559847
Data Hash: c47fdc72c9c04d73
Feature Score:
展開 
('[{"feature": "K_high_pct_change_12", "importance": 0.6118359478361756}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.08226319971411786}, '
 '{"feature": "K_close_position_in_hl", "importance": 0.0751651907812978}, '
 '{"feature": "K_body_size_pct", "importance": 0.07189356845218287}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.06560179928198173}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.04026896779620301}, '
 '{"feature": "O_pct_change_12", "importance": 0.025618802855878475}, '
 '{"feature": "O_div_binary_12", "importance": 0.017476286919896635}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.008932711176352815}, '
 '{"feature": "O_div_binary_48", "importance": 0.0009435251859131722}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
                   '0.6118359478361756}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.08226319971411786}, {"feature": '
                   '"K_close_position_in_hl", "importance": '
                   '0.0751651907812978}, {"feature": "K_body_size_pct", '
                   '"importance": 0.07189356845218287}, {"feature": '
                   '"O_div_amplitude_12", "importance": 0.06560179928198173}, '
                   '{"feature": "O_div_amplitude_48", "importance": '
                   '0.04026896779620301}, {"feature": "O_pct_change_12", '
                   '"importance": 0.025618802855878475}, {"feature": '
                   '"O_div_binary_12", "importance": 0.017476286919896635}, '
                   '{"feature": "K_consecutive_shrink", "importance": '
                   '0.008932711176352815}, {"feature": "O_div_binary_48", '
                   '"importance": 0.0009435251859131722}]',
 '_model_metadata': {'created_at': '2026-07-09T17:17:27.750963',
                     'feature_names': ['K_momentum_pct_change_48',
                                       'K_high_pct_change_12',
                                       'K_close_position_in_hl',
                                       'K_body_size_pct',
                                       'K_consecutive_shrink',
                                       'O_pct_change_12',
                                       'O_div_binary_12',
                                       'O_div_binary_48',
                                       'O_div_amplitude_12',
                                       'O_div_amplitude_48'],
                     'git_commit': 'unknown',
                     'hyperparameters': {'learning_rate': 0.05,
                                         'max_depth': 3,
                                         'n_estimators': 200,
                                         'random_state': 42,
                                         'subsample': 0.8},
                     'metrics': {'auc': 0.914363126492081,
                                 'train_accuracy': 0.8309691104335145},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15086,
                     'tags': {},
                     'training_data_hash': 'c47fdc72c9c04d73-374708fff7719dd5',
                     'training_time_sec': 4.12302565574646},
 'accuracy': 0.8309691104335145,
 'avg_loss': -0.005172407394518529,
 'avg_win': 0.0015857632755772548,
 'expectancy': 4.739021514755669e-05,
 'losing_trades': 173,
 'max_drawdown': 0.1328408291055377,
 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260709_1783559847',
 'profit_factor': 1.0402497739475274,
 'sharpe_ratio': 1.206499866573983,
 'total_pnl': 0.03601656351214298,
 'total_trades': 760,
 'trial_num': 0,
 'win_rate': 0.7723684210526316,
 'winning_trades': 587}
ind_param (optuna):
展開 Optuna 參數 
{}
Fold Config:
展開 
{'method': 'expanding-window-walk-forward',
 'min_train_bars': 500,
 'n_splits': 4,
 'purge_days': 0,
 'test_window_months': 6,
 'train_window_months': 6}
1366 BTCUSDT 5 volume_price_pivot_v86_y_C0 2023-09-01 ~ 2026-05-31 1.040 0.77% 760 1.206 0.13 0.831 0.000 2026-07-10
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260710_1783651023
Data Hash: c47fdc72c9c04d73
Feature Score:
展開 
('[{"feature": "K_high_pct_change_12", "importance": 0.6118359478361756}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.08226319971411786}, '
 '{"feature": "K_close_position_in_hl", "importance": 0.0751651907812978}, '
 '{"feature": "K_body_size_pct", "importance": 0.07189356845218287}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.06560179928198173}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.04026896779620301}, '
 '{"feature": "O_pct_change_12", "importance": 0.025618802855878475}, '
 '{"feature": "O_div_binary_12", "importance": 0.017476286919896635}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.008932711176352815}, '
 '{"feature": "O_div_binary_48", "importance": 0.0009435251859131722}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
                   '0.6118359478361756}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.08226319971411786}, {"feature": '
                   '"K_close_position_in_hl", "importance": '
                   '0.0751651907812978}, {"feature": "K_body_size_pct", '
                   '"importance": 0.07189356845218287}, {"feature": '
                   '"O_div_amplitude_12", "importance": 0.06560179928198173}, '
                   '{"feature": "O_div_amplitude_48", "importance": '
                   '0.04026896779620301}, {"feature": "O_pct_change_12", '
                   '"importance": 0.025618802855878475}, {"feature": '
                   '"O_div_binary_12", "importance": 0.017476286919896635}, '
                   '{"feature": "K_consecutive_shrink", "importance": '
                   '0.008932711176352815}, {"feature": "O_div_binary_48", '
                   '"importance": 0.0009435251859131722}]',
 '_model_metadata': {'created_at': '2026-07-10T18:37:03.673672',
                     'feature_names': ['K_momentum_pct_change_48',
                                       'K_high_pct_change_12',
                                       'K_close_position_in_hl',
                                       'K_body_size_pct',
                                       'K_consecutive_shrink',
                                       'O_pct_change_12',
                                       'O_div_binary_12',
                                       'O_div_binary_48',
                                       'O_div_amplitude_12',
                                       'O_div_amplitude_48'],
                     'git_commit': 'unknown',
                     'hyperparameters': {'learning_rate': 0.05,
                                         'max_depth': 3,
                                         'n_estimators': 200,
                                         'random_state': 42,
                                         'subsample': 0.8},
                     'metrics': {'auc': 0.914363126492081,
                                 'train_accuracy': 0.8309691104335145},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15086,
                     'tags': {},
                     'training_data_hash': 'c47fdc72c9c04d73-374708fff7719dd5',
                     'training_time_sec': 4.093127965927124},
 'accuracy': 0.8309691104335145,
 'avg_loss': -0.005172407394518529,
 'avg_win': 0.0015857632755772548,
 'expectancy': 4.739021514755669e-05,
 'losing_trades': 173,
 'max_drawdown': 0.1328408291055377,
 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260710_1783651023',
 'profit_factor': 1.0402497739475274,
 'sharpe_ratio': 1.206499866573983,
 'total_pnl': 0.03601656351214298,
 'total_trades': 760,
 'trial_num': 0,
 'win_rate': 0.7723684210526316,
 'winning_trades': 587}
ind_param (optuna):
展開 Optuna 參數 
{}
Fold Config:
展開 
{'method': 'expanding-window-walk-forward',
 'min_train_bars': 500,
 'n_splits': 4,
 'purge_days': 0,
 'test_window_months': 6,
 'train_window_months': 6}
1300 BTCUSDT 5 volume_price_pivot_v86_y_C0 2023-09-01 ~ 2026-05-31 1.040 0.77% 760 1.206 0.13 0.831 0.000 2026-07-07
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783405020
Data Hash: c47fdc72c9c04d73
Feature Score:
展開 
('[{"feature": "K_high_pct_change_12", "importance": 0.6118359478361756}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.08226319971411786}, '
 '{"feature": "K_close_position_in_hl", "importance": 0.0751651907812978}, '
 '{"feature": "K_body_size_pct", "importance": 0.07189356845218287}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.06560179928198173}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.04026896779620301}, '
 '{"feature": "O_pct_change_12", "importance": 0.025618802855878475}, '
 '{"feature": "O_div_binary_12", "importance": 0.017476286919896635}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.008932711176352815}, '
 '{"feature": "O_div_binary_48", "importance": 0.0009435251859131722}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
                   '0.6118359478361756}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.08226319971411786}, {"feature": '
                   '"K_close_position_in_hl", "importance": '
                   '0.0751651907812978}, {"feature": "K_body_size_pct", '
                   '"importance": 0.07189356845218287}, {"feature": '
                   '"O_div_amplitude_12", "importance": 0.06560179928198173}, '
                   '{"feature": "O_div_amplitude_48", "importance": '
                   '0.04026896779620301}, {"feature": "O_pct_change_12", '
                   '"importance": 0.025618802855878475}, {"feature": '
                   '"O_div_binary_12", "importance": 0.017476286919896635}, '
                   '{"feature": "K_consecutive_shrink", "importance": '
                   '0.008932711176352815}, {"feature": "O_div_binary_48", '
                   '"importance": 0.0009435251859131722}]',
 '_model_metadata': {'created_at': '2026-07-07T22:16:59.993343',
                     'feature_names': ['K_momentum_pct_change_48',
                                       'K_high_pct_change_12',
                                       'K_close_position_in_hl',
                                       'K_body_size_pct',
                                       'K_consecutive_shrink',
                                       'O_pct_change_12',
                                       'O_div_binary_12',
                                       'O_div_binary_48',
                                       'O_div_amplitude_12',
                                       'O_div_amplitude_48'],
                     'git_commit': 'unknown',
                     'hyperparameters': {'learning_rate': 0.05,
                                         'max_depth': 3,
                                         'n_estimators': 200,
                                         'random_state': 42,
                                         'subsample': 0.8},
                     'metrics': {'auc': 0.914363126492081,
                                 'train_accuracy': 0.8309691104335145},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15086,
                     'tags': {},
                     'training_data_hash': 'c47fdc72c9c04d73-374708fff7719dd5',
                     'training_time_sec': 4.070816278457642},
 'accuracy': 0.8309691104335145,
 'avg_loss': -0.005172407394518529,
 'avg_win': 0.0015857632755772548,
 'expectancy': 4.739021514755669e-05,
 'losing_trades': 173,
 'max_drawdown': 0.1328408291055377,
 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783405020',
 'profit_factor': 1.0402497739475274,
 'sharpe_ratio': 1.206499866573983,
 'total_pnl': 0.03601656351214298,
 'total_trades': 760,
 'trial_num': 0,
 'win_rate': 0.7723684210526316,
 'winning_trades': 587}
ind_param (optuna):
展開 Optuna 參數 
{}
Fold Config:
展開 
{'method': 'expanding-window-walk-forward',
 'min_train_bars': 500,
 'n_splits': 4,
 'purge_days': 0,
 'test_window_months': 6,
 'train_window_months': 6}
1310 BTCUSDT 5 volume_price_pivot_v86_y_C0 2023-09-01 ~ 2026-05-31 1.040 0.77% 760 1.206 0.13 0.831 0.000 2026-07-07
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783405806
Data Hash: c47fdc72c9c04d73
Feature Score:
展開 
('[{"feature": "K_high_pct_change_12", "importance": 0.6118359478361756}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.08226319971411786}, '
 '{"feature": "K_close_position_in_hl", "importance": 0.0751651907812978}, '
 '{"feature": "K_body_size_pct", "importance": 0.07189356845218287}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.06560179928198173}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.04026896779620301}, '
 '{"feature": "O_pct_change_12", "importance": 0.025618802855878475}, '
 '{"feature": "O_div_binary_12", "importance": 0.017476286919896635}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.008932711176352815}, '
 '{"feature": "O_div_binary_48", "importance": 0.0009435251859131722}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
                   '0.6118359478361756}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.08226319971411786}, {"feature": '
                   '"K_close_position_in_hl", "importance": '
                   '0.0751651907812978}, {"feature": "K_body_size_pct", '
                   '"importance": 0.07189356845218287}, {"feature": '
                   '"O_div_amplitude_12", "importance": 0.06560179928198173}, '
                   '{"feature": "O_div_amplitude_48", "importance": '
                   '0.04026896779620301}, {"feature": "O_pct_change_12", '
                   '"importance": 0.025618802855878475}, {"feature": '
                   '"O_div_binary_12", "importance": 0.017476286919896635}, '
                   '{"feature": "K_consecutive_shrink", "importance": '
                   '0.008932711176352815}, {"feature": "O_div_binary_48", '
                   '"importance": 0.0009435251859131722}]',
 '_model_metadata': {'created_at': '2026-07-07T22:30:06.041155',
                     'feature_names': ['K_momentum_pct_change_48',
                                       'K_high_pct_change_12',
                                       'K_close_position_in_hl',
                                       'K_body_size_pct',
                                       'K_consecutive_shrink',
                                       'O_pct_change_12',
                                       'O_div_binary_12',
                                       'O_div_binary_48',
                                       'O_div_amplitude_12',
                                       'O_div_amplitude_48'],
                     'git_commit': 'unknown',
                     'hyperparameters': {'learning_rate': 0.05,
                                         'max_depth': 3,
                                         'n_estimators': 200,
                                         'random_state': 42,
                                         'subsample': 0.8},
                     'metrics': {'auc': 0.914363126492081,
                                 'train_accuracy': 0.8309691104335145},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15086,
                     'tags': {},
                     'training_data_hash': 'c47fdc72c9c04d73-374708fff7719dd5',
                     'training_time_sec': 4.173537969589233},
 'accuracy': 0.8309691104335145,
 'avg_loss': -0.005172407394518529,
 'avg_win': 0.0015857632755772548,
 'expectancy': 4.739021514755669e-05,
 'losing_trades': 173,
 'max_drawdown': 0.1328408291055377,
 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783405806',
 'profit_factor': 1.0402497739475274,
 'sharpe_ratio': 1.206499866573983,
 'total_pnl': 0.03601656351214298,
 'total_trades': 760,
 'trial_num': 0,
 'win_rate': 0.7723684210526316,
 'winning_trades': 587}
ind_param (optuna):
展開 Optuna 參數 
{}
Fold Config:
展開 
{'method': 'expanding-window-walk-forward',
 'min_train_bars': 500,
 'n_splits': 4,
 'purge_days': 0,
 'test_window_months': 6,
 'train_window_months': 6}
1316 BTCUSDT 5 volume_price_pivot_v86_y_C0 2023-09-01 ~ 2026-05-31 1.040 0.77% 760 1.206 0.13 0.831 0.000 2026-07-07
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783405987
Data Hash: c47fdc72c9c04d73
Feature Score:
展開 
('[{"feature": "K_high_pct_change_12", "importance": 0.6118359478361756}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.08226319971411786}, '
 '{"feature": "K_close_position_in_hl", "importance": 0.0751651907812978}, '
 '{"feature": "K_body_size_pct", "importance": 0.07189356845218287}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.06560179928198173}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.04026896779620301}, '
 '{"feature": "O_pct_change_12", "importance": 0.025618802855878475}, '
 '{"feature": "O_div_binary_12", "importance": 0.017476286919896635}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.008932711176352815}, '
 '{"feature": "O_div_binary_48", "importance": 0.0009435251859131722}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
                   '0.6118359478361756}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.08226319971411786}, {"feature": '
                   '"K_close_position_in_hl", "importance": '
                   '0.0751651907812978}, {"feature": "K_body_size_pct", '
                   '"importance": 0.07189356845218287}, {"feature": '
                   '"O_div_amplitude_12", "importance": 0.06560179928198173}, '
                   '{"feature": "O_div_amplitude_48", "importance": '
                   '0.04026896779620301}, {"feature": "O_pct_change_12", '
                   '"importance": 0.025618802855878475}, {"feature": '
                   '"O_div_binary_12", "importance": 0.017476286919896635}, '
                   '{"feature": "K_consecutive_shrink", "importance": '
                   '0.008932711176352815}, {"feature": "O_div_binary_48", '
                   '"importance": 0.0009435251859131722}]',
 '_model_metadata': {'created_at': '2026-07-07T22:33:07.050534',
                     'feature_names': ['K_momentum_pct_change_48',
                                       'K_high_pct_change_12',
                                       'K_close_position_in_hl',
                                       'K_body_size_pct',
                                       'K_consecutive_shrink',
                                       'O_pct_change_12',
                                       'O_div_binary_12',
                                       'O_div_binary_48',
                                       'O_div_amplitude_12',
                                       'O_div_amplitude_48'],
                     'git_commit': 'unknown',
                     'hyperparameters': {'learning_rate': 0.05,
                                         'max_depth': 3,
                                         'n_estimators': 200,
                                         'random_state': 42,
                                         'subsample': 0.8},
                     'metrics': {'auc': 0.914363126492081,
                                 'train_accuracy': 0.8309691104335145},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15086,
                     'tags': {},
                     'training_data_hash': 'c47fdc72c9c04d73-374708fff7719dd5',
                     'training_time_sec': 4.100759267807007},
 'accuracy': 0.8309691104335145,
 'avg_loss': -0.005172407394518529,
 'avg_win': 0.0015857632755772548,
 'expectancy': 4.739021514755669e-05,
 'losing_trades': 173,
 'max_drawdown': 0.1328408291055377,
 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783405987',
 'profit_factor': 1.0402497739475274,
 'sharpe_ratio': 1.206499866573983,
 'total_pnl': 0.03601656351214298,
 'total_trades': 760,
 'trial_num': 0,
 'win_rate': 0.7723684210526316,
 'winning_trades': 587}
ind_param (optuna):
展開 Optuna 參數 
{}
Fold Config:
展開 
{'method': 'expanding-window-walk-forward',
 'min_train_bars': 500,
 'n_splits': 4,
 'purge_days': 0,
 'test_window_months': 6,
 'train_window_months': 6}
1322 BTCUSDT 5 volume_price_pivot_v86_y_C0 2023-09-01 ~ 2026-05-31 1.040 0.77% 760 1.206 0.13 0.831 0.000 2026-07-07
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783406167
Data Hash: c47fdc72c9c04d73
Feature Score:
展開 
('[{"feature": "K_high_pct_change_12", "importance": 0.6118359478361756}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.08226319971411786}, '
 '{"feature": "K_close_position_in_hl", "importance": 0.0751651907812978}, '
 '{"feature": "K_body_size_pct", "importance": 0.07189356845218287}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.06560179928198173}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.04026896779620301}, '
 '{"feature": "O_pct_change_12", "importance": 0.025618802855878475}, '
 '{"feature": "O_div_binary_12", "importance": 0.017476286919896635}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.008932711176352815}, '
 '{"feature": "O_div_binary_48", "importance": 0.0009435251859131722}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
                   '0.6118359478361756}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.08226319971411786}, {"feature": '
                   '"K_close_position_in_hl", "importance": '
                   '0.0751651907812978}, {"feature": "K_body_size_pct", '
                   '"importance": 0.07189356845218287}, {"feature": '
                   '"O_div_amplitude_12", "importance": 0.06560179928198173}, '
                   '{"feature": "O_div_amplitude_48", "importance": '
                   '0.04026896779620301}, {"feature": "O_pct_change_12", '
                   '"importance": 0.025618802855878475}, {"feature": '
                   '"O_div_binary_12", "importance": 0.017476286919896635}, '
                   '{"feature": "K_consecutive_shrink", "importance": '
                   '0.008932711176352815}, {"feature": "O_div_binary_48", '
                   '"importance": 0.0009435251859131722}]',
 '_model_metadata': {'created_at': '2026-07-07T22:36:07.663212',
                     'feature_names': ['K_momentum_pct_change_48',
                                       'K_high_pct_change_12',
                                       'K_close_position_in_hl',
                                       'K_body_size_pct',
                                       'K_consecutive_shrink',
                                       'O_pct_change_12',
                                       'O_div_binary_12',
                                       'O_div_binary_48',
                                       'O_div_amplitude_12',
                                       'O_div_amplitude_48'],
                     'git_commit': 'unknown',
                     'hyperparameters': {'learning_rate': 0.05,
                                         'max_depth': 3,
                                         'n_estimators': 200,
                                         'random_state': 42,
                                         'subsample': 0.8},
                     'metrics': {'auc': 0.914363126492081,
                                 'train_accuracy': 0.8309691104335145},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15086,
                     'tags': {},
                     'training_data_hash': 'c47fdc72c9c04d73-374708fff7719dd5',
                     'training_time_sec': 4.096985816955566},
 'accuracy': 0.8309691104335145,
 'avg_loss': -0.005172407394518529,
 'avg_win': 0.0015857632755772548,
 'expectancy': 4.739021514755669e-05,
 'losing_trades': 173,
 'max_drawdown': 0.1328408291055377,
 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783406167',
 'profit_factor': 1.0402497739475274,
 'sharpe_ratio': 1.206499866573983,
 'total_pnl': 0.03601656351214298,
 'total_trades': 760,
 'trial_num': 0,
 'win_rate': 0.7723684210526316,
 'winning_trades': 587}
ind_param (optuna):
展開 Optuna 參數 
{}
Fold Config:
展開 
{'method': 'expanding-window-walk-forward',
 'min_train_bars': 500,
 'n_splits': 4,
 'purge_days': 0,
 'test_window_months': 6,
 'train_window_months': 6}
1290 BTCUSDT 5 volume_price_pivot_v86_y_C0 2023-09-01 ~ 2026-05-31 1.040 0.77% 760 1.206 0.13 0.831 0.000 2026-07-07
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783404709
Data Hash: c47fdc72c9c04d73
Feature Score:
展開 
('[{"feature": "K_high_pct_change_12", "importance": 0.6118359478361756}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.08226319971411786}, '
 '{"feature": "K_close_position_in_hl", "importance": 0.0751651907812978}, '
 '{"feature": "K_body_size_pct", "importance": 0.07189356845218287}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.06560179928198173}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.04026896779620301}, '
 '{"feature": "O_pct_change_12", "importance": 0.025618802855878475}, '
 '{"feature": "O_div_binary_12", "importance": 0.017476286919896635}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.008932711176352815}, '
 '{"feature": "O_div_binary_48", "importance": 0.0009435251859131722}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
                   '0.6118359478361756}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.08226319971411786}, {"feature": '
                   '"K_close_position_in_hl", "importance": '
                   '0.0751651907812978}, {"feature": "K_body_size_pct", '
                   '"importance": 0.07189356845218287}, {"feature": '
                   '"O_div_amplitude_12", "importance": 0.06560179928198173}, '
                   '{"feature": "O_div_amplitude_48", "importance": '
                   '0.04026896779620301}, {"feature": "O_pct_change_12", '
                   '"importance": 0.025618802855878475}, {"feature": '
                   '"O_div_binary_12", "importance": 0.017476286919896635}, '
                   '{"feature": "K_consecutive_shrink", "importance": '
                   '0.008932711176352815}, {"feature": "O_div_binary_48", '
                   '"importance": 0.0009435251859131722}]',
 '_model_metadata': {'created_at': '2026-07-07T22:11:49.204246',
                     'feature_names': ['K_momentum_pct_change_48',
                                       'K_high_pct_change_12',
                                       'K_close_position_in_hl',
                                       'K_body_size_pct',
                                       'K_consecutive_shrink',
                                       'O_pct_change_12',
                                       'O_div_binary_12',
                                       'O_div_binary_48',
                                       'O_div_amplitude_12',
                                       'O_div_amplitude_48'],
                     'git_commit': 'unknown',
                     'hyperparameters': {'learning_rate': 0.05,
                                         'max_depth': 3,
                                         'n_estimators': 200,
                                         'random_state': 42,
                                         'subsample': 0.8},
                     'metrics': {'auc': 0.914363126492081,
                                 'train_accuracy': 0.8309691104335145},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15086,
                     'tags': {},
                     'training_data_hash': 'c47fdc72c9c04d73-374708fff7719dd5',
                     'training_time_sec': 4.135662078857422},
 'accuracy': 0.8309691104335145,
 'avg_loss': -0.005172407394518529,
 'avg_win': 0.0015857632755772548,
 'expectancy': 4.739021514755669e-05,
 'losing_trades': 173,
 'max_drawdown': 0.1328408291055377,
 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783404709',
 'profit_factor': 1.0402497739475274,
 'sharpe_ratio': 1.206499866573983,
 'total_pnl': 0.03601656351214298,
 'total_trades': 760,
 'trial_num': 0,
 'win_rate': 0.7723684210526316,
 'winning_trades': 587}
ind_param (optuna):
展開 Optuna 參數 
{}
Fold Config:
展開 
{'method': 'expanding-window-walk-forward',
 'min_train_bars': 500,
 'n_splits': 4,
 'purge_days': 0,
 'test_window_months': 6,
 'train_window_months': 6}
1294 BTCUSDT 5 volume_price_pivot_v86_y_C0 2023-09-01 ~ 2026-05-31 1.040 0.77% 760 1.206 0.13 0.831 0.000 2026-07-07
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783404836
Data Hash: c47fdc72c9c04d73
Feature Score:
展開 
('[{"feature": "K_high_pct_change_12", "importance": 0.6118359478361756}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.08226319971411786}, '
 '{"feature": "K_close_position_in_hl", "importance": 0.0751651907812978}, '
 '{"feature": "K_body_size_pct", "importance": 0.07189356845218287}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.06560179928198173}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.04026896779620301}, '
 '{"feature": "O_pct_change_12", "importance": 0.025618802855878475}, '
 '{"feature": "O_div_binary_12", "importance": 0.017476286919896635}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.008932711176352815}, '
 '{"feature": "O_div_binary_48", "importance": 0.0009435251859131722}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
                   '0.6118359478361756}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.08226319971411786}, {"feature": '
                   '"K_close_position_in_hl", "importance": '
                   '0.0751651907812978}, {"feature": "K_body_size_pct", '
                   '"importance": 0.07189356845218287}, {"feature": '
                   '"O_div_amplitude_12", "importance": 0.06560179928198173}, '
                   '{"feature": "O_div_amplitude_48", "importance": '
                   '0.04026896779620301}, {"feature": "O_pct_change_12", '
                   '"importance": 0.025618802855878475}, {"feature": '
                   '"O_div_binary_12", "importance": 0.017476286919896635}, '
                   '{"feature": "K_consecutive_shrink", "importance": '
                   '0.008932711176352815}, {"feature": "O_div_binary_48", '
                   '"importance": 0.0009435251859131722}]',
 '_model_metadata': {'created_at': '2026-07-07T22:13:55.959527',
                     'feature_names': ['K_momentum_pct_change_48',
                                       'K_high_pct_change_12',
                                       'K_close_position_in_hl',
                                       'K_body_size_pct',
                                       'K_consecutive_shrink',
                                       'O_pct_change_12',
                                       'O_div_binary_12',
                                       'O_div_binary_48',
                                       'O_div_amplitude_12',
                                       'O_div_amplitude_48'],
                     'git_commit': 'unknown',
                     'hyperparameters': {'learning_rate': 0.05,
                                         'max_depth': 3,
                                         'n_estimators': 200,
                                         'random_state': 42,
                                         'subsample': 0.8},
                     'metrics': {'auc': 0.914363126492081,
                                 'train_accuracy': 0.8309691104335145},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15086,
                     'tags': {},
                     'training_data_hash': 'c47fdc72c9c04d73-374708fff7719dd5',
                     'training_time_sec': 4.0911805629730225},
 'accuracy': 0.8309691104335145,
 'avg_loss': -0.005172407394518529,
 'avg_win': 0.0015857632755772548,
 'expectancy': 4.739021514755669e-05,
 'losing_trades': 173,
 'max_drawdown': 0.1328408291055377,
 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783404836',
 'profit_factor': 1.0402497739475274,
 'sharpe_ratio': 1.206499866573983,
 'total_pnl': 0.03601656351214298,
 'total_trades': 760,
 'trial_num': 0,
 'win_rate': 0.7723684210526316,
 'winning_trades': 587}
ind_param (optuna):
展開 Optuna 參數 
{}
Fold Config:
展開 
{'method': 'expanding-window-walk-forward',
 'min_train_bars': 500,
 'n_splits': 4,
 'purge_days': 0,
 'test_window_months': 6,
 'train_window_months': 6}
1279 BTCUSDT 5 volume_price_pivot_v86_y_C0 2023-09-01 ~ 2026-03-31 1.040 0.77% 760 1.206 0.13 0.831 0.000 2026-07-07
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783404318
Data Hash: c47fdc72c9c04d73
Feature Score:
展開 
('[{"feature": "K_high_pct_change_12", "importance": 0.6118359478361756}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.08226319971411786}, '
 '{"feature": "K_close_position_in_hl", "importance": 0.0751651907812978}, '
 '{"feature": "K_body_size_pct", "importance": 0.07189356845218287}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.06560179928198173}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.04026896779620301}, '
 '{"feature": "O_pct_change_12", "importance": 0.025618802855878475}, '
 '{"feature": "O_div_binary_12", "importance": 0.017476286919896635}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.008932711176352815}, '
 '{"feature": "O_div_binary_48", "importance": 0.0009435251859131722}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
                   '0.6118359478361756}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.08226319971411786}, {"feature": '
                   '"K_close_position_in_hl", "importance": '
                   '0.0751651907812978}, {"feature": "K_body_size_pct", '
                   '"importance": 0.07189356845218287}, {"feature": '
                   '"O_div_amplitude_12", "importance": 0.06560179928198173}, '
                   '{"feature": "O_div_amplitude_48", "importance": '
                   '0.04026896779620301}, {"feature": "O_pct_change_12", '
                   '"importance": 0.025618802855878475}, {"feature": '
                   '"O_div_binary_12", "importance": 0.017476286919896635}, '
                   '{"feature": "K_consecutive_shrink", "importance": '
                   '0.008932711176352815}, {"feature": "O_div_binary_48", '
                   '"importance": 0.0009435251859131722}]',
 '_model_metadata': {'created_at': '2026-07-07T22:05:18.277092',
                     'feature_names': ['K_momentum_pct_change_48',
                                       'K_high_pct_change_12',
                                       'K_close_position_in_hl',
                                       'K_body_size_pct',
                                       'K_consecutive_shrink',
                                       'O_pct_change_12',
                                       'O_div_binary_12',
                                       'O_div_binary_48',
                                       'O_div_amplitude_12',
                                       'O_div_amplitude_48'],
                     'git_commit': 'unknown',
                     'hyperparameters': {'learning_rate': 0.05,
                                         'max_depth': 3,
                                         'n_estimators': 200,
                                         'random_state': 42,
                                         'subsample': 0.8},
                     'metrics': {'auc': 0.914363126492081,
                                 'train_accuracy': 0.8309691104335145},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15086,
                     'tags': {},
                     'training_data_hash': 'c47fdc72c9c04d73-374708fff7719dd5',
                     'training_time_sec': 4.0715651512146},
 'accuracy': 0.8309691104335145,
 'avg_loss': -0.005172407394518529,
 'avg_win': 0.0015857632755772548,
 'expectancy': 4.739021514755669e-05,
 'losing_trades': 173,
 'max_drawdown': 0.1328408291055377,
 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783404318',
 'profit_factor': 1.0402497739475274,
 'sharpe_ratio': 1.206499866573983,
 'total_pnl': 0.03601656351214298,
 'total_trades': 760,
 'trial_num': 0,
 'win_rate': 0.7723684210526316,
 'winning_trades': 587}
ind_param (optuna):
展開 Optuna 參數 
{}
Fold Config:
展開 
{'method': 'expanding-window-walk-forward',
 'min_train_bars': 500,
 'n_splits': 4,
 'purge_days': 0,
 'test_window_months': 6,
 'train_window_months': 6}
1328 BTCUSDT 5 volume_price_pivot_v86_y_C0 2023-09-01 ~ 2026-05-31 1.040 0.77% 760 1.206 0.13 0.831 0.000 2026-07-07
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783406419
Data Hash: c47fdc72c9c04d73
Feature Score:
展開 
('[{"feature": "K_high_pct_change_12", "importance": 0.6118359478361756}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.08226319971411786}, '
 '{"feature": "K_close_position_in_hl", "importance": 0.0751651907812978}, '
 '{"feature": "K_body_size_pct", "importance": 0.07189356845218287}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.06560179928198173}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.04026896779620301}, '
 '{"feature": "O_pct_change_12", "importance": 0.025618802855878475}, '
 '{"feature": "O_div_binary_12", "importance": 0.017476286919896635}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.008932711176352815}, '
 '{"feature": "O_div_binary_48", "importance": 0.0009435251859131722}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
                   '0.6118359478361756}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.08226319971411786}, {"feature": '
                   '"K_close_position_in_hl", "importance": '
                   '0.0751651907812978}, {"feature": "K_body_size_pct", '
                   '"importance": 0.07189356845218287}, {"feature": '
                   '"O_div_amplitude_12", "importance": 0.06560179928198173}, '
                   '{"feature": "O_div_amplitude_48", "importance": '
                   '0.04026896779620301}, {"feature": "O_pct_change_12", '
                   '"importance": 0.025618802855878475}, {"feature": '
                   '"O_div_binary_12", "importance": 0.017476286919896635}, '
                   '{"feature": "K_consecutive_shrink", "importance": '
                   '0.008932711176352815}, {"feature": "O_div_binary_48", '
                   '"importance": 0.0009435251859131722}]',
 '_model_metadata': {'created_at': '2026-07-07T22:40:19.426164',
                     'feature_names': ['K_momentum_pct_change_48',
                                       'K_high_pct_change_12',
                                       'K_close_position_in_hl',
                                       'K_body_size_pct',
                                       'K_consecutive_shrink',
                                       'O_pct_change_12',
                                       'O_div_binary_12',
                                       'O_div_binary_48',
                                       'O_div_amplitude_12',
                                       'O_div_amplitude_48'],
                     'git_commit': 'unknown',
                     'hyperparameters': {'learning_rate': 0.05,
                                         'max_depth': 3,
                                         'n_estimators': 200,
                                         'random_state': 42,
                                         'subsample': 0.8},
                     'metrics': {'auc': 0.914363126492081,
                                 'train_accuracy': 0.8309691104335145},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15086,
                     'tags': {},
                     'training_data_hash': 'c47fdc72c9c04d73-374708fff7719dd5',
                     'training_time_sec': 4.124868154525757},
 'accuracy': 0.8309691104335145,
 'avg_loss': -0.005172407394518529,
 'avg_win': 0.0015857632755772548,
 'expectancy': 4.739021514755669e-05,
 'losing_trades': 173,
 'max_drawdown': 0.1328408291055377,
 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783406419',
 'profit_factor': 1.0402497739475274,
 'sharpe_ratio': 1.206499866573983,
 'total_pnl': 0.03601656351214298,
 'total_trades': 760,
 'trial_num': 0,
 'win_rate': 0.7723684210526316,
 'winning_trades': 587}
ind_param (optuna):
展開 Optuna 參數 
{}
Fold Config:
展開 
{'method': 'expanding-window-walk-forward',
 'min_train_bars': 500,
 'n_splits': 4,
 'purge_days': 0,
 'test_window_months': 6,
 'train_window_months': 6}
1343 BTCUSDT 5 volume_price_pivot_v86_y_C0 2023-09-01 ~ 2026-06-30 1.040 0.77% 760 1.206 0.13 0.831 0.000 2026-07-09
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260709_1783557853
Data Hash: c47fdc72c9c04d73
Feature Score:
展開 
('[{"feature": "K_high_pct_change_12", "importance": 0.6118359478361756}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.08226319971411786}, '
 '{"feature": "K_close_position_in_hl", "importance": 0.0751651907812978}, '
 '{"feature": "K_body_size_pct", "importance": 0.07189356845218287}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.06560179928198173}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.04026896779620301}, '
 '{"feature": "O_pct_change_12", "importance": 0.025618802855878475}, '
 '{"feature": "O_div_binary_12", "importance": 0.017476286919896635}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.008932711176352815}, '
 '{"feature": "O_div_binary_48", "importance": 0.0009435251859131722}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
                   '0.6118359478361756}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.08226319971411786}, {"feature": '
                   '"K_close_position_in_hl", "importance": '
                   '0.0751651907812978}, {"feature": "K_body_size_pct", '
                   '"importance": 0.07189356845218287}, {"feature": '
                   '"O_div_amplitude_12", "importance": 0.06560179928198173}, '
                   '{"feature": "O_div_amplitude_48", "importance": '
                   '0.04026896779620301}, {"feature": "O_pct_change_12", '
                   '"importance": 0.025618802855878475}, {"feature": '
                   '"O_div_binary_12", "importance": 0.017476286919896635}, '
                   '{"feature": "K_consecutive_shrink", "importance": '
                   '0.008932711176352815}, {"feature": "O_div_binary_48", '
                   '"importance": 0.0009435251859131722}]',
 '_model_metadata': {'created_at': '2026-07-09T16:44:13.068727',
                     'feature_names': ['K_momentum_pct_change_48',
                                       'K_high_pct_change_12',
                                       'K_close_position_in_hl',
                                       'K_body_size_pct',
                                       'K_consecutive_shrink',
                                       'O_pct_change_12',
                                       'O_div_binary_12',
                                       'O_div_binary_48',
                                       'O_div_amplitude_12',
                                       'O_div_amplitude_48'],
                     'git_commit': 'unknown',
                     'hyperparameters': {'learning_rate': 0.05,
                                         'max_depth': 3,
                                         'n_estimators': 200,
                                         'random_state': 42,
                                         'subsample': 0.8},
                     'metrics': {'auc': 0.914363126492081,
                                 'train_accuracy': 0.8309691104335145},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15086,
                     'tags': {},
                     'training_data_hash': 'c47fdc72c9c04d73-374708fff7719dd5',
                     'training_time_sec': 4.095722436904907},
 'accuracy': 0.8309691104335145,
 'avg_loss': -0.005172407394518529,
 'avg_win': 0.0015857632755772548,
 'expectancy': 4.739021514755669e-05,
 'losing_trades': 173,
 'max_drawdown': 0.1328408291055377,
 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260709_1783557853',
 'profit_factor': 1.0402497739475274,
 'sharpe_ratio': 1.206499866573983,
 'total_pnl': 0.03601656351214298,
 'total_trades': 760,
 'trial_num': 0,
 'win_rate': 0.7723684210526316,
 'winning_trades': 587}
ind_param (optuna):
展開 Optuna 參數 
{}
Fold Config:
展開 
{'method': 'expanding-window-walk-forward',
 'min_train_bars': 500,
 'n_splits': 4,
 'purge_days': 0,
 'test_window_months': 6,
 'train_window_months': 6}
1259 BTCUSDT 5 volume_price_pivot_v86_y_C0 2023-09-01 ~ 2026-03-31 1.040 0.77% 760 1.206 0.13 0.831 0.000 2026-07-07
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783403754
Data Hash: c47fdc72c9c04d73
Feature Score:
展開 
('[{"feature": "K_high_pct_change_12", "importance": 0.6118359478361756}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.08226319971411786}, '
 '{"feature": "K_close_position_in_hl", "importance": 0.0751651907812978}, '
 '{"feature": "K_body_size_pct", "importance": 0.07189356845218287}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.06560179928198173}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.04026896779620301}, '
 '{"feature": "O_pct_change_12", "importance": 0.025618802855878475}, '
 '{"feature": "O_div_binary_12", "importance": 0.017476286919896635}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.008932711176352815}, '
 '{"feature": "O_div_binary_48", "importance": 0.0009435251859131722}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
                   '0.6118359478361756}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.08226319971411786}, {"feature": '
                   '"K_close_position_in_hl", "importance": '
                   '0.0751651907812978}, {"feature": "K_body_size_pct", '
                   '"importance": 0.07189356845218287}, {"feature": '
                   '"O_div_amplitude_12", "importance": 0.06560179928198173}, '
                   '{"feature": "O_div_amplitude_48", "importance": '
                   '0.04026896779620301}, {"feature": "O_pct_change_12", '
                   '"importance": 0.025618802855878475}, {"feature": '
                   '"O_div_binary_12", "importance": 0.017476286919896635}, '
                   '{"feature": "K_consecutive_shrink", "importance": '
                   '0.008932711176352815}, {"feature": "O_div_binary_48", '
                   '"importance": 0.0009435251859131722}]',
 '_model_metadata': {'created_at': '2026-07-07T21:55:54.107159',
                     'feature_names': ['K_momentum_pct_change_48',
                                       'K_high_pct_change_12',
                                       'K_close_position_in_hl',
                                       'K_body_size_pct',
                                       'K_consecutive_shrink',
                                       'O_pct_change_12',
                                       'O_div_binary_12',
                                       'O_div_binary_48',
                                       'O_div_amplitude_12',
                                       'O_div_amplitude_48'],
                     'git_commit': 'unknown',
                     'hyperparameters': {'learning_rate': 0.05,
                                         'max_depth': 3,
                                         'n_estimators': 200,
                                         'random_state': 42,
                                         'subsample': 0.8},
                     'metrics': {'auc': 0.914363126492081,
                                 'train_accuracy': 0.8309691104335145},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15086,
                     'tags': {},
                     'training_data_hash': 'c47fdc72c9c04d73-374708fff7719dd5',
                     'training_time_sec': 4.1150102615356445},
 'accuracy': 0.8309691104335145,
 'avg_loss': -0.005172407394518529,
 'avg_win': 0.0015857632755772548,
 'expectancy': 4.739021514755669e-05,
 'losing_trades': 173,
 'max_drawdown': 0.1328408291055377,
 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783403754',
 'profit_factor': 1.0402497739475274,
 'sharpe_ratio': 1.206499866573983,
 'total_pnl': 0.03601656351214298,
 'total_trades': 760,
 'trial_num': 0,
 'win_rate': 0.7723684210526316,
 'winning_trades': 587}
ind_param (optuna):
展開 Optuna 參數 
{}
Fold Config:
展開 
{'method': 'expanding-window-walk-forward',
 'min_train_bars': 500,
 'n_splits': 4,
 'purge_days': 0,
 'test_window_months': 6,
 'train_window_months': 6}
1238 BTCUSDT 5 volume_price_pivot_v86_y_C0 2023-09-01 ~ 2026-05-31 1.040 0.77% 760 1.206 0.13 0.831 0.000 2026-07-05
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260705_1783219216
Data Hash: c47fdc72c9c04d73
Feature Score:
展開 
('[{"feature": "K_high_pct_change_12", "importance": 0.6118359478361756}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.08226319971411786}, '
 '{"feature": "K_close_position_in_hl", "importance": 0.0751651907812978}, '
 '{"feature": "K_body_size_pct", "importance": 0.07189356845218287}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.06560179928198173}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.04026896779620301}, '
 '{"feature": "O_pct_change_12", "importance": 0.025618802855878475}, '
 '{"feature": "O_div_binary_12", "importance": 0.017476286919896635}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.008932711176352815}, '
 '{"feature": "O_div_binary_48", "importance": 0.0009435251859131722}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
                   '0.6118359478361756}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.08226319971411786}, {"feature": '
                   '"K_close_position_in_hl", "importance": '
                   '0.0751651907812978}, {"feature": "K_body_size_pct", '
                   '"importance": 0.07189356845218287}, {"feature": '
                   '"O_div_amplitude_12", "importance": 0.06560179928198173}, '
                   '{"feature": "O_div_amplitude_48", "importance": '
                   '0.04026896779620301}, {"feature": "O_pct_change_12", '
                   '"importance": 0.025618802855878475}, {"feature": '
                   '"O_div_binary_12", "importance": 0.017476286919896635}, '
                   '{"feature": "K_consecutive_shrink", "importance": '
                   '0.008932711176352815}, {"feature": "O_div_binary_48", '
                   '"importance": 0.0009435251859131722}]',
 '_model_metadata': {'created_at': '2026-07-05T18:40:16.247636',
                     'feature_names': ['K_momentum_pct_change_48',
                                       'K_high_pct_change_12',
                                       'K_close_position_in_hl',
                                       'K_body_size_pct',
                                       'K_consecutive_shrink',
                                       'O_pct_change_12',
                                       'O_div_binary_12',
                                       'O_div_binary_48',
                                       'O_div_amplitude_12',
                                       'O_div_amplitude_48'],
                     'git_commit': 'unknown',
                     'hyperparameters': {'learning_rate': 0.05,
                                         'max_depth': 3,
                                         'n_estimators': 200,
                                         'random_state': 42,
                                         'subsample': 0.8},
                     'metrics': {'auc': 0.914363126492081,
                                 'train_accuracy': 0.8309691104335145},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15086,
                     'tags': {},
                     'training_data_hash': 'c47fdc72c9c04d73-374708fff7719dd5',
                     'training_time_sec': 4.054913282394409},
 'accuracy': 0.8309691104335145,
 'avg_loss': -0.005172407394518529,
 'avg_win': 0.0015857632755772548,
 'expectancy': 4.739021514755669e-05,
 'losing_trades': 173,
 'max_drawdown': 0.1328408291055377,
 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260705_1783219216',
 'profit_factor': 1.0402497739475274,
 'sharpe_ratio': 1.206499866573983,
 'total_pnl': 0.03601656351214298,
 'total_trades': 760,
 'trial_num': 0,
 'win_rate': 0.7723684210526316,
 'winning_trades': 587}
ind_param (optuna):
展開 Optuna 參數 
{}
Fold Config:
展開 
{'method': 'expanding-window-walk-forward',
 'min_train_bars': 500,
 'n_splits': 4,
 'purge_days': 0,
 'test_window_months': 6,
 'train_window_months': 6}
1244 BTCUSDT 5 volume_price_pivot_v86_y_C0 2023-09-01 ~ 2026-05-31 1.040 0.77% 760 1.206 0.13 0.831 0.000 2026-07-05
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260705_1783219395
Data Hash: c47fdc72c9c04d73
Feature Score:
展開 
('[{"feature": "K_high_pct_change_12", "importance": 0.6118359478361756}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.08226319971411786}, '
 '{"feature": "K_close_position_in_hl", "importance": 0.0751651907812978}, '
 '{"feature": "K_body_size_pct", "importance": 0.07189356845218287}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.06560179928198173}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.04026896779620301}, '
 '{"feature": "O_pct_change_12", "importance": 0.025618802855878475}, '
 '{"feature": "O_div_binary_12", "importance": 0.017476286919896635}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.008932711176352815}, '
 '{"feature": "O_div_binary_48", "importance": 0.0009435251859131722}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
                   '0.6118359478361756}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.08226319971411786}, {"feature": '
                   '"K_close_position_in_hl", "importance": '
                   '0.0751651907812978}, {"feature": "K_body_size_pct", '
                   '"importance": 0.07189356845218287}, {"feature": '
                   '"O_div_amplitude_12", "importance": 0.06560179928198173}, '
                   '{"feature": "O_div_amplitude_48", "importance": '
                   '0.04026896779620301}, {"feature": "O_pct_change_12", '
                   '"importance": 0.025618802855878475}, {"feature": '
                   '"O_div_binary_12", "importance": 0.017476286919896635}, '
                   '{"feature": "K_consecutive_shrink", "importance": '
                   '0.008932711176352815}, {"feature": "O_div_binary_48", '
                   '"importance": 0.0009435251859131722}]',
 '_model_metadata': {'created_at': '2026-07-05T18:43:15.511096',
                     'feature_names': ['K_momentum_pct_change_48',
                                       'K_high_pct_change_12',
                                       'K_close_position_in_hl',
                                       'K_body_size_pct',
                                       'K_consecutive_shrink',
                                       'O_pct_change_12',
                                       'O_div_binary_12',
                                       'O_div_binary_48',
                                       'O_div_amplitude_12',
                                       'O_div_amplitude_48'],
                     'git_commit': 'unknown',
                     'hyperparameters': {'learning_rate': 0.05,
                                         'max_depth': 3,
                                         'n_estimators': 200,
                                         'random_state': 42,
                                         'subsample': 0.8},
                     'metrics': {'auc': 0.914363126492081,
                                 'train_accuracy': 0.8309691104335145},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15086,
                     'tags': {},
                     'training_data_hash': 'c47fdc72c9c04d73-374708fff7719dd5',
                     'training_time_sec': 4.033618927001953},
 'accuracy': 0.8309691104335145,
 'avg_loss': -0.005172407394518529,
 'avg_win': 0.0015857632755772548,
 'expectancy': 4.739021514755669e-05,
 'losing_trades': 173,
 'max_drawdown': 0.1328408291055377,
 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260705_1783219395',
 'profit_factor': 1.0402497739475274,
 'sharpe_ratio': 1.206499866573983,
 'total_pnl': 0.03601656351214298,
 'total_trades': 760,
 'trial_num': 0,
 'win_rate': 0.7723684210526316,
 'winning_trades': 587}
ind_param (optuna):
展開 Optuna 參數 
{}
Fold Config:
展開 
{'method': 'expanding-window-walk-forward',
 'min_train_bars': 500,
 'n_splits': 4,
 'purge_days': 0,
 'test_window_months': 6,
 'train_window_months': 6}
1269 BTCUSDT 5 volume_price_pivot_v86_y_C0 2023-09-01 ~ 2026-03-31 1.040 0.77% 760 1.206 0.13 0.831 0.000 2026-07-07
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783404036
Data Hash: c47fdc72c9c04d73
Feature Score:
展開 
('[{"feature": "K_high_pct_change_12", "importance": 0.6118359478361756}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.08226319971411786}, '
 '{"feature": "K_close_position_in_hl", "importance": 0.0751651907812978}, '
 '{"feature": "K_body_size_pct", "importance": 0.07189356845218287}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.06560179928198173}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.04026896779620301}, '
 '{"feature": "O_pct_change_12", "importance": 0.025618802855878475}, '
 '{"feature": "O_div_binary_12", "importance": 0.017476286919896635}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.008932711176352815}, '
 '{"feature": "O_div_binary_48", "importance": 0.0009435251859131722}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
                   '0.6118359478361756}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.08226319971411786}, {"feature": '
                   '"K_close_position_in_hl", "importance": '
                   '0.0751651907812978}, {"feature": "K_body_size_pct", '
                   '"importance": 0.07189356845218287}, {"feature": '
                   '"O_div_amplitude_12", "importance": 0.06560179928198173}, '
                   '{"feature": "O_div_amplitude_48", "importance": '
                   '0.04026896779620301}, {"feature": "O_pct_change_12", '
                   '"importance": 0.025618802855878475}, {"feature": '
                   '"O_div_binary_12", "importance": 0.017476286919896635}, '
                   '{"feature": "K_consecutive_shrink", "importance": '
                   '0.008932711176352815}, {"feature": "O_div_binary_48", '
                   '"importance": 0.0009435251859131722}]',
 '_model_metadata': {'created_at': '2026-07-07T22:00:35.854627',
                     'feature_names': ['K_momentum_pct_change_48',
                                       'K_high_pct_change_12',
                                       'K_close_position_in_hl',
                                       'K_body_size_pct',
                                       'K_consecutive_shrink',
                                       'O_pct_change_12',
                                       'O_div_binary_12',
                                       'O_div_binary_48',
                                       'O_div_amplitude_12',
                                       'O_div_amplitude_48'],
                     'git_commit': 'unknown',
                     'hyperparameters': {'learning_rate': 0.05,
                                         'max_depth': 3,
                                         'n_estimators': 200,
                                         'random_state': 42,
                                         'subsample': 0.8},
                     'metrics': {'auc': 0.914363126492081,
                                 'train_accuracy': 0.8309691104335145},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15086,
                     'tags': {},
                     'training_data_hash': 'c47fdc72c9c04d73-374708fff7719dd5',
                     'training_time_sec': 4.120646715164185},
 'accuracy': 0.8309691104335145,
 'avg_loss': -0.005172407394518529,
 'avg_win': 0.0015857632755772548,
 'expectancy': 4.739021514755669e-05,
 'losing_trades': 173,
 'max_drawdown': 0.1328408291055377,
 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783404036',
 'profit_factor': 1.0402497739475274,
 'sharpe_ratio': 1.206499866573983,
 'total_pnl': 0.03601656351214298,
 'total_trades': 760,
 'trial_num': 0,
 'win_rate': 0.7723684210526316,
 'winning_trades': 587}
ind_param (optuna):
展開 Optuna 參數 
{}
Fold Config:
展開 
{'method': 'expanding-window-walk-forward',
 'min_train_bars': 500,
 'n_splits': 4,
 'purge_days': 0,
 'test_window_months': 6,
 'train_window_months': 6}
1227 BTCUSDT 5 volume_price_pivot_v86_y_C0 2023-09-01 ~ 2026-05-31 1.040 0.77% 760 1.206 0.13 0.831 0.000 2026-07-04
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260704_1783116170
Data Hash: c47fdc72c9c04d73
Feature Score:
展開 
('[{"feature": "K_high_pct_change_12", "importance": 0.6118359478361756}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.08226319971411786}, '
 '{"feature": "K_close_position_in_hl", "importance": 0.0751651907812978}, '
 '{"feature": "K_body_size_pct", "importance": 0.07189356845218287}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.06560179928198173}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.04026896779620301}, '
 '{"feature": "O_pct_change_12", "importance": 0.025618802855878475}, '
 '{"feature": "O_div_binary_12", "importance": 0.017476286919896635}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.008932711176352815}, '
 '{"feature": "O_div_binary_48", "importance": 0.0009435251859131722}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
                   '0.6118359478361756}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.08226319971411786}, {"feature": '
                   '"K_close_position_in_hl", "importance": '
                   '0.0751651907812978}, {"feature": "K_body_size_pct", '
                   '"importance": 0.07189356845218287}, {"feature": '
                   '"O_div_amplitude_12", "importance": 0.06560179928198173}, '
                   '{"feature": "O_div_amplitude_48", "importance": '
                   '0.04026896779620301}, {"feature": "O_pct_change_12", '
                   '"importance": 0.025618802855878475}, {"feature": '
                   '"O_div_binary_12", "importance": 0.017476286919896635}, '
                   '{"feature": "K_consecutive_shrink", "importance": '
                   '0.008932711176352815}, {"feature": "O_div_binary_48", '
                   '"importance": 0.0009435251859131722}]',
 '_model_metadata': {'created_at': '2026-07-04T14:02:49.906752',
                     'feature_names': ['K_momentum_pct_change_48',
                                       'K_high_pct_change_12',
                                       'K_close_position_in_hl',
                                       'K_body_size_pct',
                                       'K_consecutive_shrink',
                                       'O_pct_change_12',
                                       'O_div_binary_12',
                                       'O_div_binary_48',
                                       'O_div_amplitude_12',
                                       'O_div_amplitude_48'],
                     'git_commit': 'unknown',
                     'hyperparameters': {'learning_rate': 0.05,
                                         'max_depth': 3,
                                         'n_estimators': 200,
                                         'random_state': 42,
                                         'subsample': 0.8},
                     'metrics': {'auc': 0.914363126492081,
                                 'train_accuracy': 0.8309691104335145},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15086,
                     'tags': {},
                     'training_data_hash': 'c47fdc72c9c04d73-374708fff7719dd5',
                     'training_time_sec': 4.087988376617432},
 'accuracy': 0.8309691104335145,
 'avg_loss': -0.005172407394518529,
 'avg_win': 0.0015857632755772548,
 'expectancy': 4.739021514755669e-05,
 'losing_trades': 173,
 'max_drawdown': 0.1328408291055377,
 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260704_1783116170',
 'profit_factor': 1.0402497739475274,
 'sharpe_ratio': 1.206499866573983,
 'total_pnl': 0.03601656351214298,
 'total_trades': 760,
 'trial_num': 0,
 'win_rate': 0.7723684210526316,
 'winning_trades': 587}
ind_param (optuna):
展開 Optuna 參數 
{}
Fold Config:
展開 
{'method': 'expanding-window-walk-forward',
 'min_train_bars': 500,
 'n_splits': 4,
 'purge_days': 0,
 'test_window_months': 6,
 'train_window_months': 6}
1221 BTCUSDT 5 volume_price_pivot_v86_y_C0 2023-09-01 ~ 2026-06-30 1.040 0.77% 760 1.206 0.13 0.831 0.000 2026-07-03
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260703_1783042723
Data Hash: c47fdc72c9c04d73
Feature Score:
展開 
('[{"feature": "K_high_pct_change_12", "importance": 0.6118359478361756}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.08226319971411786}, '
 '{"feature": "K_close_position_in_hl", "importance": 0.0751651907812978}, '
 '{"feature": "K_body_size_pct", "importance": 0.07189356845218287}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.06560179928198173}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.04026896779620301}, '
 '{"feature": "O_pct_change_12", "importance": 0.025618802855878475}, '
 '{"feature": "O_div_binary_12", "importance": 0.017476286919896635}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.008932711176352815}, '
 '{"feature": "O_div_binary_48", "importance": 0.0009435251859131722}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
                   '0.6118359478361756}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.08226319971411786}, {"feature": '
                   '"K_close_position_in_hl", "importance": '
                   '0.0751651907812978}, {"feature": "K_body_size_pct", '
                   '"importance": 0.07189356845218287}, {"feature": '
                   '"O_div_amplitude_12", "importance": 0.06560179928198173}, '
                   '{"feature": "O_div_amplitude_48", "importance": '
                   '0.04026896779620301}, {"feature": "O_pct_change_12", '
                   '"importance": 0.025618802855878475}, {"feature": '
                   '"O_div_binary_12", "importance": 0.017476286919896635}, '
                   '{"feature": "K_consecutive_shrink", "importance": '
                   '0.008932711176352815}, {"feature": "O_div_binary_48", '
                   '"importance": 0.0009435251859131722}]',
 '_model_metadata': {'created_at': '2026-07-03T17:38:43.591869',
                     'feature_names': ['K_momentum_pct_change_48',
                                       'K_high_pct_change_12',
                                       'K_close_position_in_hl',
                                       'K_body_size_pct',
                                       'K_consecutive_shrink',
                                       'O_pct_change_12',
                                       'O_div_binary_12',
                                       'O_div_binary_48',
                                       'O_div_amplitude_12',
                                       'O_div_amplitude_48'],
                     'git_commit': 'unknown',
                     'hyperparameters': {'learning_rate': 0.05,
                                         'max_depth': 3,
                                         'n_estimators': 200,
                                         'random_state': 42,
                                         'subsample': 0.8},
                     'metrics': {'auc': 0.914363126492081,
                                 'train_accuracy': 0.8309691104335145},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15086,
                     'tags': {},
                     'training_data_hash': 'c47fdc72c9c04d73-374708fff7719dd5',
                     'training_time_sec': 4.060004234313965},
 'accuracy': 0.8309691104335145,
 'avg_loss': -0.005172407394518529,
 'avg_win': 0.0015857632755772548,
 'expectancy': 4.739021514755669e-05,
 'losing_trades': 173,
 'max_drawdown': 0.1328408291055377,
 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260703_1783042723',
 'profit_factor': 1.0402497739475274,
 'sharpe_ratio': 1.206499866573983,
 'total_pnl': 0.03601656351214298,
 'total_trades': 760,
 'trial_num': 0,
 'win_rate': 0.7723684210526316,
 'winning_trades': 587}
ind_param (optuna):
展開 Optuna 參數 
{}
Fold Config:
展開 
{'method': 'expanding-window-walk-forward',
 'min_train_bars': 500,
 'n_splits': 4,
 'purge_days': 0,
 'test_window_months': 6,
 'train_window_months': 6}
1232 BTCUSDT 5 volume_price_pivot_v86_y_C0 2023-09-01 ~ 2026-05-31 1.040 0.77% 760 1.206 0.13 0.831 0.000 2026-07-04
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260704_1783116349
Data Hash: c47fdc72c9c04d73
Feature Score:
展開 
('[{"feature": "K_high_pct_change_12", "importance": 0.6118359478361756}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.08226319971411786}, '
 '{"feature": "K_close_position_in_hl", "importance": 0.0751651907812978}, '
 '{"feature": "K_body_size_pct", "importance": 0.07189356845218287}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.06560179928198173}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.04026896779620301}, '
 '{"feature": "O_pct_change_12", "importance": 0.025618802855878475}, '
 '{"feature": "O_div_binary_12", "importance": 0.017476286919896635}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.008932711176352815}, '
 '{"feature": "O_div_binary_48", "importance": 0.0009435251859131722}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
                   '0.6118359478361756}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.08226319971411786}, {"feature": '
                   '"K_close_position_in_hl", "importance": '
                   '0.0751651907812978}, {"feature": "K_body_size_pct", '
                   '"importance": 0.07189356845218287}, {"feature": '
                   '"O_div_amplitude_12", "importance": 0.06560179928198173}, '
                   '{"feature": "O_div_amplitude_48", "importance": '
                   '0.04026896779620301}, {"feature": "O_pct_change_12", '
                   '"importance": 0.025618802855878475}, {"feature": '
                   '"O_div_binary_12", "importance": 0.017476286919896635}, '
                   '{"feature": "K_consecutive_shrink", "importance": '
                   '0.008932711176352815}, {"feature": "O_div_binary_48", '
                   '"importance": 0.0009435251859131722}]',
 '_model_metadata': {'created_at': '2026-07-04T14:05:49.723461',
                     'feature_names': ['K_momentum_pct_change_48',
                                       'K_high_pct_change_12',
                                       'K_close_position_in_hl',
                                       'K_body_size_pct',
                                       'K_consecutive_shrink',
                                       'O_pct_change_12',
                                       'O_div_binary_12',
                                       'O_div_binary_48',
                                       'O_div_amplitude_12',
                                       'O_div_amplitude_48'],
                     'git_commit': 'unknown',
                     'hyperparameters': {'learning_rate': 0.05,
                                         'max_depth': 3,
                                         'n_estimators': 200,
                                         'random_state': 42,
                                         'subsample': 0.8},
                     'metrics': {'auc': 0.914363126492081,
                                 'train_accuracy': 0.8309691104335145},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15086,
                     'tags': {},
                     'training_data_hash': 'c47fdc72c9c04d73-374708fff7719dd5',
                     'training_time_sec': 4.123183012008667},
 'accuracy': 0.8309691104335145,
 'avg_loss': -0.005172407394518529,
 'avg_win': 0.0015857632755772548,
 'expectancy': 4.739021514755669e-05,
 'losing_trades': 173,
 'max_drawdown': 0.1328408291055377,
 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260704_1783116349',
 'profit_factor': 1.0402497739475274,
 'sharpe_ratio': 1.206499866573983,
 'total_pnl': 0.03601656351214298,
 'total_trades': 760,
 'trial_num': 0,
 'win_rate': 0.7723684210526316,
 'winning_trades': 587}
ind_param (optuna):
展開 Optuna 參數 
{}
Fold Config:
展開 
{'method': 'expanding-window-walk-forward',
 'min_train_bars': 500,
 'n_splits': 4,
 'purge_days': 0,
 'test_window_months': 6,
 'train_window_months': 6}
1676 BTCUSDT 5 volume_price_pivot_v86_y_C2 2023-08-01 ~ 2026-07-31 1.033 0.75% 761 1.001 0.06 0.951 0.000 2026-07-12
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C2_BTCUSDT_2_20260711_1783770009
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_close_position_in_hl", "importance": 0.6845799167499402}, '
 '{"feature": "K_body_size_pct", "importance": 0.125840982762214}, {"feature": '
 '"O_pct_change_12", "importance": 0.0606876178219039}, {"feature": '
 '"O_div_amplitude_12", "importance": 0.03572218029721546}, {"feature": '
 '"K_high_pct_change_12", "importance": 0.03331285901444705}, {"feature": '
 '"O_div_amplitude_48", "importance": 0.027893431711419014}, {"feature": '
 '"K_momentum_pct_change_48", "importance": 0.021399370514744203}, {"feature": '
 '"O_div_binary_12", "importance": 0.004743971906312534}, {"feature": '
 '"K_consecutive_shrink", "importance": 0.004741640954153835}, {"feature": '
 '"O_div_binary_48", "importance": 0.001078028267649719}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
                   '0.6845799167499402}, {"feature": "K_body_size_pct", '
                   '"importance": 0.125840982762214}, {"feature": '
                   '"O_pct_change_12", "importance": 0.0606876178219039}, '
                   '{"feature": "O_div_amplitude_12", "importance": '
                   '0.03572218029721546}, {"feature": "K_high_pct_change_12", '
                   '"importance": 0.03331285901444705}, {"feature": '
                   '"O_div_amplitude_48", "importance": 0.027893431711419014}, '
                   '{"feature": "K_momentum_pct_change_48", "importance": '
                   '0.021399370514744203}, {"feature": "O_div_binary_12", '
                   '"importance": 0.004743971906312534}, {"feature": '
                   '"K_consecutive_shrink", "importance": '
                   '0.004741640954153835}, {"feature": "O_div_binary_48", '
                   '"importance": 0.001078028267649719}]',
 '_model_metadata': {'created_at': '2026-07-12T03:30:17.967009',
                     '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': 0.07232052812016967,
                                         'max_depth': 5,
                                         'n_estimators': 288,
                                         'random_state': 42,
                                         'subsample': 0.8},
                     'metrics': {'auc': 0.9493784647825052,
                                 'train_accuracy': 0.9505959118449964},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1',
                     'training_time_sec': 9.413926124572754},
 'accuracy': 0.9505959118449964,
 'avg_loss': -0.004653344312542681,
 'avg_win': 0.0015666794057173907,
 'expectancy': 3.8237309377530965e-05,
 'learning_rate': 0.07232052812016967,
 'losing_trades': 187,
 'max_depth': 5,
 'max_drawdown': 0.05550393371236537,
 'model_file': 'volume_price_pivot_v86_y_C2_BTCUSDT_2_20260711_1783770009',
 'n_estimators': 288,
 'profit_factor': 1.0334399166990504,
 'sharpe_ratio': 1.0007087099114245,
 'span': 7,
 'top_pct': 8,
 'total_pnl': 0.029098592436301075,
 'total_trades': 761,
 'trail_stop_1': -0.022633597238632147,
 'trail_stop_2': 0.09174081406107251,
 'trail_stop_3': 0.3163026376401831,
 'trail_stop_4': 0.9176046016221756,
 'trail_stop_5': 2.34442493723846,
 'trail_thr_1': 0.1927649624261217,
 'trail_thr_2': 0.3987011881947162,
 'trail_thr_3': 1.3243179110937908,
 'trail_thr_4': 1.682697884216886,
 'trail_thr_5': 2.7232720945663282,
 'trial_num': 1,
 'vp_subset_size': 0,
 'win_rate': 0.7542706964520368,
 'winning_trades': 574}
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], 'span': [6, 24]}
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}
1297 BTCUSDT 5 volume_price_pivot_v86_y_C0 2023-09-01 ~ 2026-05-31 1.033 0.76% 760 0.973 0.07 0.906 0.000 2026-07-07
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783404915
Data Hash: c47fdc72c9c04d73
Feature Score:
展開 
('[{"feature": "K_close_position_in_hl", "importance": 0.5658172616651075}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.1523945732341571}, '
 '{"feature": "K_body_size_pct", "importance": 0.09966817382080011}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.07800685575961513}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.07372799641569042}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.013126636481659496}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.006589133922129091}, '
 '{"feature": "O_div_binary_12", "importance": 0.005711835173837656}, '
 '{"feature": "O_pct_change_12", "importance": 0.004891944097012153}, '
 '{"feature": "O_div_binary_48", "importance": 6.558942999130405e-05}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
                   '0.5658172616651075}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.1523945732341571}, {"feature": '
                   '"K_body_size_pct", "importance": 0.09966817382080011}, '
                   '{"feature": "K_high_pct_change_12", "importance": '
                   '0.07800685575961513}, {"feature": "O_div_amplitude_12", '
                   '"importance": 0.07372799641569042}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.013126636481659496}, {"feature": "O_div_amplitude_48", '
                   '"importance": 0.006589133922129091}, {"feature": '
                   '"O_div_binary_12", "importance": 0.005711835173837656}, '
                   '{"feature": "O_pct_change_12", "importance": '
                   '0.004891944097012153}, {"feature": "O_div_binary_48", '
                   '"importance": 6.558942999130405e-05}]',
 '_model_metadata': {'created_at': '2026-07-07T22:15:15.706890',
                     'feature_names': ['K_momentum_pct_change_48',
                                       'K_high_pct_change_12',
                                       'K_close_position_in_hl',
                                       'K_body_size_pct',
                                       'K_consecutive_shrink',
                                       'O_pct_change_12',
                                       'O_div_binary_12',
                                       'O_div_binary_48',
                                       'O_div_amplitude_12',
                                       'O_div_amplitude_48'],
                     'git_commit': 'unknown',
                     'hyperparameters': {'learning_rate': 0.05,
                                         'max_depth': 3,
                                         'n_estimators': 200,
                                         'random_state': 42,
                                         'subsample': 0.8},
                     'metrics': {'auc': 0.9521190162494511,
                                 'train_accuracy': 0.906138141323081},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15086,
                     'tags': {},
                     'training_data_hash': 'c47fdc72c9c04d73-374708fff7719dd5',
                     'training_time_sec': 4.044055938720703},
 'accuracy': 0.906138141323081,
 'avg_loss': -0.004787919020738208,
 'avg_win': 0.0015685755853859333,
 'expectancy': 3.7998594700778014e-05,
 'losing_trades': 183,
 'max_drawdown': 0.07375026763173992,
 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783404915',
 'profit_factor': 1.0329596993498429,
 'sharpe_ratio': 0.972659619912237,
 'total_pnl': 0.028878931972591438,
 'total_trades': 760,
 'trial_num': 0,
 'win_rate': 0.7592105263157894,
 'winning_trades': 577}
ind_param (optuna):
展開 Optuna 參數 
{}
Fold Config:
展開 
{'method': 'expanding-window-walk-forward',
 'min_train_bars': 500,
 'n_splits': 4,
 'purge_days': 0,
 'test_window_months': 6,
 'train_window_months': 6}
1298 BTCUSDT 5 volume_price_pivot_v86_y_C0 2023-10-01 ~ 2026-06-30 1.028 0.76% 758 0.815 0.13 0.907 0.000 2026-07-07
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783404940
Data Hash: 3c112bae8dd2b04f
Feature Score:
展開 
('[{"feature": "K_close_position_in_hl", "importance": 0.5640165550749546}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.1563656568071347}, '
 '{"feature": "K_body_size_pct", "importance": 0.10404458010030618}, '
 '{"feature": "K_high_pct_change_12", "importance": 0.07580196291221919}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.0698179066565517}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.012375837752246877}, '
 '{"feature": "O_div_binary_12", "importance": 0.008082572434667167}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.006084457626080487}, '
 '{"feature": "O_pct_change_12", "importance": 0.00340830101527841}, '
 '{"feature": "O_div_binary_48", "importance": 2.169620560821166e-06}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
                   '0.5640165550749546}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.1563656568071347}, {"feature": '
                   '"K_body_size_pct", "importance": 0.10404458010030618}, '
                   '{"feature": "K_high_pct_change_12", "importance": '
                   '0.07580196291221919}, {"feature": "O_div_amplitude_12", '
                   '"importance": 0.0698179066565517}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.012375837752246877}, {"feature": "O_div_binary_12", '
                   '"importance": 0.008082572434667167}, {"feature": '
                   '"O_div_amplitude_48", "importance": 0.006084457626080487}, '
                   '{"feature": "O_pct_change_12", "importance": '
                   '0.00340830101527841}, {"feature": "O_div_binary_48", '
                   '"importance": 2.169620560821166e-06}]',
 '_model_metadata': {'created_at': '2026-07-07T22:15:40.594709',
                     'feature_names': ['K_momentum_pct_change_48',
                                       'K_high_pct_change_12',
                                       'K_close_position_in_hl',
                                       'K_body_size_pct',
                                       'K_consecutive_shrink',
                                       'O_pct_change_12',
                                       'O_div_binary_12',
                                       'O_div_binary_48',
                                       'O_div_amplitude_12',
                                       'O_div_amplitude_48'],
                     'git_commit': 'unknown',
                     'hyperparameters': {'learning_rate': 0.05,
                                         'max_depth': 3,
                                         'n_estimators': 200,
                                         'random_state': 42,
                                         'subsample': 0.8},
                     'metrics': {'auc': 0.9544206596604516,
                                 'train_accuracy': 0.9071646139584161},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15102,
                     'tags': {},
                     'training_data_hash': '3c112bae8dd2b04f-374708fff7719dd5',
                     'training_time_sec': 4.041431188583374},
 'accuracy': 0.9071646139584161,
 'avg_loss': -0.004725763471347458,
 'avg_win': 0.0015681283885917857,
 'expectancy': 3.20202169707298e-05,
 'losing_trades': 185,
 'max_drawdown': 0.12531007025816923,
 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783404940',
 'profit_factor': 1.0277619371448647,
 'sharpe_ratio': 0.8146566171299972,
 'total_pnl': 0.024271324463813602,
 'total_trades': 758,
 'trial_num': 0,
 'win_rate': 0.7559366754617414,
 'winning_trades': 573}
ind_param (optuna):
展開 Optuna 參數 
{}
Fold Config:
展開 
{'method': 'expanding-window-walk-forward',
 'min_train_bars': 500,
 'n_splits': 4,
 'purge_days': 0,
 'test_window_months': 6,
 'train_window_months': 6}
1345 BTCUSDT 5 volume_price_pivot_v86_y_C0 2023-09-01 ~ 2026-06-30 1.027 0.77% 943 0.799 0.12 0.833 0.000 2026-07-09
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260709_1783557911
Data Hash: c47fdc72c9c04d73
Feature Score:
展開 
('[{"feature": "K_high_pct_change_12", "importance": 0.5771343376444306}, '
 '{"feature": "K_close_position_in_hl", "importance": 0.10023454186294915}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.09148744485853925}, '
 '{"feature": "K_body_size_pct", "importance": 0.06213306522071338}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.06119121272037636}, '
 '{"feature": "O_pct_change_12", "importance": 0.056354525060715796}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.03252431812871929}, '
 '{"feature": "O_div_binary_12", "importance": 0.010080595463184197}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.007214927664780411}, '
 '{"feature": "O_div_binary_48", "importance": 0.00164503137559157}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
                   '0.5771343376444306}, {"feature": "K_close_position_in_hl", '
                   '"importance": 0.10023454186294915}, {"feature": '
                   '"O_div_amplitude_12", "importance": 0.09148744485853925}, '
                   '{"feature": "K_body_size_pct", "importance": '
                   '0.06213306522071338}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.06119121272037636}, {"feature": "O_pct_change_12", '
                   '"importance": 0.056354525060715796}, {"feature": '
                   '"O_div_amplitude_48", "importance": 0.03252431812871929}, '
                   '{"feature": "O_div_binary_12", "importance": '
                   '0.010080595463184197}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.007214927664780411}, {"feature": '
                   '"O_div_binary_48", "importance": 0.00164503137559157}]',
 '_model_metadata': {'created_at': '2026-07-09T16:45:11.512129',
                     'feature_names': ['K_momentum_pct_change_48',
                                       'K_high_pct_change_12',
                                       'K_close_position_in_hl',
                                       'K_body_size_pct',
                                       'K_consecutive_shrink',
                                       'O_pct_change_12',
                                       'O_div_binary_12',
                                       'O_div_binary_48',
                                       'O_div_amplitude_12',
                                       'O_div_amplitude_48'],
                     'git_commit': 'unknown',
                     'hyperparameters': {'learning_rate': 0.05,
                                         'max_depth': 3,
                                         'n_estimators': 200,
                                         'random_state': 42,
                                         'subsample': 0.8},
                     'metrics': {'auc': 0.9125123427555285,
                                 'train_accuracy': 0.833156569004375},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15086,
                     'tags': {},
                     'training_data_hash': 'c47fdc72c9c04d73-374708fff7719dd5',
                     'training_time_sec': 4.136300563812256},
 'accuracy': 0.833156569004375,
 'avg_loss': -0.005171428693513453,
 'avg_win': 0.0015874638844253614,
 'expectancy': 3.213017348928219e-05,
 'losing_trades': 217,
 'max_drawdown': 0.12234493188957696,
 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260709_1783557911',
 'profit_factor': 1.0269994233515534,
 'sharpe_ratio': 0.7992173087356833,
 'total_pnl': 0.030298753600393122,
 'total_trades': 943,
 'trial_num': 0,
 'win_rate': 0.7698833510074231,
 'winning_trades': 726}
ind_param (optuna):
展開 Optuna 參數 
{}
Fold Config:
展開 
{'method': 'expanding-window-walk-forward',
 'min_train_bars': 500,
 'n_splits': 4,
 'purge_days': 0,
 'test_window_months': 6,
 'train_window_months': 6}
1235 BTCUSDT 5 volume_price_pivot_v86_y_C0 2023-09-01 ~ 2026-05-31 1.027 0.77% 943 0.799 0.12 0.833 0.000 2026-07-04
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260704_1783116437
Data Hash: c47fdc72c9c04d73
Feature Score:
展開 
('[{"feature": "K_high_pct_change_12", "importance": 0.5771343376444306}, '
 '{"feature": "K_close_position_in_hl", "importance": 0.10023454186294915}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.09148744485853925}, '
 '{"feature": "K_body_size_pct", "importance": 0.06213306522071338}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.06119121272037636}, '
 '{"feature": "O_pct_change_12", "importance": 0.056354525060715796}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.03252431812871929}, '
 '{"feature": "O_div_binary_12", "importance": 0.010080595463184197}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.007214927664780411}, '
 '{"feature": "O_div_binary_48", "importance": 0.00164503137559157}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
                   '0.5771343376444306}, {"feature": "K_close_position_in_hl", '
                   '"importance": 0.10023454186294915}, {"feature": '
                   '"O_div_amplitude_12", "importance": 0.09148744485853925}, '
                   '{"feature": "K_body_size_pct", "importance": '
                   '0.06213306522071338}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.06119121272037636}, {"feature": "O_pct_change_12", '
                   '"importance": 0.056354525060715796}, {"feature": '
                   '"O_div_amplitude_48", "importance": 0.03252431812871929}, '
                   '{"feature": "O_div_binary_12", "importance": '
                   '0.010080595463184197}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.007214927664780411}, {"feature": '
                   '"O_div_binary_48", "importance": 0.00164503137559157}]',
 '_model_metadata': {'created_at': '2026-07-04T14:07:17.418218',
                     'feature_names': ['K_momentum_pct_change_48',
                                       'K_high_pct_change_12',
                                       'K_close_position_in_hl',
                                       'K_body_size_pct',
                                       'K_consecutive_shrink',
                                       'O_pct_change_12',
                                       'O_div_binary_12',
                                       'O_div_binary_48',
                                       'O_div_amplitude_12',
                                       'O_div_amplitude_48'],
                     'git_commit': 'unknown',
                     'hyperparameters': {'learning_rate': 0.05,
                                         'max_depth': 3,
                                         'n_estimators': 200,
                                         'random_state': 42,
                                         'subsample': 0.8},
                     'metrics': {'auc': 0.9125123427555285,
                                 'train_accuracy': 0.833156569004375},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15086,
                     'tags': {},
                     'training_data_hash': 'c47fdc72c9c04d73-374708fff7719dd5',
                     'training_time_sec': 4.045331239700317},
 'accuracy': 0.833156569004375,
 'avg_loss': -0.005171428693513453,
 'avg_win': 0.0015874638844253614,
 'expectancy': 3.213017348928219e-05,
 'losing_trades': 217,
 'max_drawdown': 0.12234493188957696,
 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260704_1783116437',
 'profit_factor': 1.0269994233515534,
 'sharpe_ratio': 0.7992173087356833,
 'total_pnl': 0.030298753600393122,
 'total_trades': 943,
 'trial_num': 0,
 'win_rate': 0.7698833510074231,
 'winning_trades': 726}
ind_param (optuna):
展開 Optuna 參數 
{}
Fold Config:
展開 
{'method': 'expanding-window-walk-forward',
 'min_train_bars': 500,
 'n_splits': 4,
 'purge_days': 0,
 'test_window_months': 6,
 'train_window_months': 6}
1241 BTCUSDT 5 volume_price_pivot_v86_y_C0 2023-09-01 ~ 2026-05-31 1.027 0.77% 943 0.799 0.12 0.833 0.000 2026-07-05
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260705_1783219303
Data Hash: c47fdc72c9c04d73
Feature Score:
展開 
('[{"feature": "K_high_pct_change_12", "importance": 0.5771343376444306}, '
 '{"feature": "K_close_position_in_hl", "importance": 0.10023454186294915}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.09148744485853925}, '
 '{"feature": "K_body_size_pct", "importance": 0.06213306522071338}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.06119121272037636}, '
 '{"feature": "O_pct_change_12", "importance": 0.056354525060715796}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.03252431812871929}, '
 '{"feature": "O_div_binary_12", "importance": 0.010080595463184197}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.007214927664780411}, '
 '{"feature": "O_div_binary_48", "importance": 0.00164503137559157}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
                   '0.5771343376444306}, {"feature": "K_close_position_in_hl", '
                   '"importance": 0.10023454186294915}, {"feature": '
                   '"O_div_amplitude_12", "importance": 0.09148744485853925}, '
                   '{"feature": "K_body_size_pct", "importance": '
                   '0.06213306522071338}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.06119121272037636}, {"feature": "O_pct_change_12", '
                   '"importance": 0.056354525060715796}, {"feature": '
                   '"O_div_amplitude_48", "importance": 0.03252431812871929}, '
                   '{"feature": "O_div_binary_12", "importance": '
                   '0.010080595463184197}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.007214927664780411}, {"feature": '
                   '"O_div_binary_48", "importance": 0.00164503137559157}]',
 '_model_metadata': {'created_at': '2026-07-05T18:41:43.426503',
                     'feature_names': ['K_momentum_pct_change_48',
                                       'K_high_pct_change_12',
                                       'K_close_position_in_hl',
                                       'K_body_size_pct',
                                       'K_consecutive_shrink',
                                       'O_pct_change_12',
                                       'O_div_binary_12',
                                       'O_div_binary_48',
                                       'O_div_amplitude_12',
                                       'O_div_amplitude_48'],
                     'git_commit': 'unknown',
                     'hyperparameters': {'learning_rate': 0.05,
                                         'max_depth': 3,
                                         'n_estimators': 200,
                                         'random_state': 42,
                                         'subsample': 0.8},
                     'metrics': {'auc': 0.9125123427555285,
                                 'train_accuracy': 0.833156569004375},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15086,
                     'tags': {},
                     'training_data_hash': 'c47fdc72c9c04d73-374708fff7719dd5',
                     'training_time_sec': 4.053522348403931},
 'accuracy': 0.833156569004375,
 'avg_loss': -0.005171428693513453,
 'avg_win': 0.0015874638844253614,
 'expectancy': 3.213017348928219e-05,
 'losing_trades': 217,
 'max_drawdown': 0.12234493188957696,
 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260705_1783219303',
 'profit_factor': 1.0269994233515534,
 'sharpe_ratio': 0.7992173087356833,
 'total_pnl': 0.030298753600393122,
 'total_trades': 943,
 'trial_num': 0,
 'win_rate': 0.7698833510074231,
 'winning_trades': 726}
ind_param (optuna):
展開 Optuna 參數 
{}
Fold Config:
展開 
{'method': 'expanding-window-walk-forward',
 'min_train_bars': 500,
 'n_splits': 4,
 'purge_days': 0,
 'test_window_months': 6,
 'train_window_months': 6}
1230 BTCUSDT 5 volume_price_pivot_v86_y_C0 2023-09-01 ~ 2026-05-31 1.027 0.77% 943 0.799 0.12 0.833 0.000 2026-07-04
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260704_1783116260
Data Hash: c47fdc72c9c04d73
Feature Score:
展開 
('[{"feature": "K_high_pct_change_12", "importance": 0.5771343376444306}, '
 '{"feature": "K_close_position_in_hl", "importance": 0.10023454186294915}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.09148744485853925}, '
 '{"feature": "K_body_size_pct", "importance": 0.06213306522071338}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.06119121272037636}, '
 '{"feature": "O_pct_change_12", "importance": 0.056354525060715796}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.03252431812871929}, '
 '{"feature": "O_div_binary_12", "importance": 0.010080595463184197}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.007214927664780411}, '
 '{"feature": "O_div_binary_48", "importance": 0.00164503137559157}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
                   '0.5771343376444306}, {"feature": "K_close_position_in_hl", '
                   '"importance": 0.10023454186294915}, {"feature": '
                   '"O_div_amplitude_12", "importance": 0.09148744485853925}, '
                   '{"feature": "K_body_size_pct", "importance": '
                   '0.06213306522071338}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.06119121272037636}, {"feature": "O_pct_change_12", '
                   '"importance": 0.056354525060715796}, {"feature": '
                   '"O_div_amplitude_48", "importance": 0.03252431812871929}, '
                   '{"feature": "O_div_binary_12", "importance": '
                   '0.010080595463184197}, {"feature": "K_consecutive_shrink", '
                   '"importance": 0.007214927664780411}, {"feature": '
                   '"O_div_binary_48", "importance": 0.00164503137559157}]',
 '_model_metadata': {'created_at': '2026-07-04T14:04:19.812731',
                     'feature_names': ['K_momentum_pct_change_48',
                                       'K_high_pct_change_12',
                                       'K_close_position_in_hl',
                                       'K_body_size_pct',
                                       'K_consecutive_shrink',
                                       'O_pct_change_12',
                                       'O_div_binary_12',
                                       'O_div_binary_48',
                                       'O_div_amplitude_12',
                                       'O_div_amplitude_48'],
                     'git_commit': 'unknown',
                     'hyperparameters': {'learning_rate': 0.05,
                                         'max_depth': 3,
                                         'n_estimators': 200,
                                         'random_state': 42,
                                         'subsample': 0.8},
                     'metrics': {'auc': 0.9125123427555285,
                                 'train_accuracy': 0.833156569004375},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15086,
                     'tags': {},
                     'training_data_hash': 'c47fdc72c9c04d73-374708fff7719dd5',
                     'training_time_sec': 4.099324941635132},
 'accuracy': 0.833156569004375,
 'avg_loss': -0.005171428693513453,
 'avg_win': 0.0015874638844253614,
 'expectancy': 3.213017348928219e-05,
 'losing_trades': 217,
 'max_drawdown': 0.12234493188957696,
 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260704_1783116260',
 'profit_factor': 1.0269994233515534,
 'sharpe_ratio': 0.7992173087356833,
 'total_pnl': 0.030298753600393122,
 'total_trades': 943,
 'trial_num': 0,
 'win_rate': 0.7698833510074231,
 'winning_trades': 726}
ind_param (optuna):
展開 Optuna 參數 
{}
Fold Config:
展開 
{'method': 'expanding-window-walk-forward',
 'min_train_bars': 500,
 'n_splits': 4,
 'purge_days': 0,
 'test_window_months': 6,
 'train_window_months': 6}
1472 BTCUSDT 5 volume_price_pivot_v86_y_C0 2023-08-01 ~ 2026-07-31 1.024 0.77% 761 0.715 0.16 0.887 0.000 2026-07-11
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260710_1783671707
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_high_pct_change_12", "importance": 0.5111884433147715}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.0900429471237875}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.08997617988997045}, '
 '{"feature": "K_close_position_in_hl", "importance": 0.0840277859720296}, '
 '{"feature": "K_body_size_pct", "importance": 0.08187558535159367}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.05743260172533461}, '
 '{"feature": "O_pct_change_12", "importance": 0.045736499679441454}, '
 '{"feature": "O_div_binary_12", "importance": 0.01964108422507258}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.01793085955026034}, '
 '{"feature": "O_div_binary_48", "importance": 0.002148013167738278}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
                   '0.5111884433147715}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.0900429471237875}, {"feature": "O_div_amplitude_12", '
                   '"importance": 0.08997617988997045}, {"feature": '
                   '"K_close_position_in_hl", "importance": '
                   '0.0840277859720296}, {"feature": "K_body_size_pct", '
                   '"importance": 0.08187558535159367}, {"feature": '
                   '"O_div_amplitude_48", "importance": 0.05743260172533461}, '
                   '{"feature": "O_pct_change_12", "importance": '
                   '0.045736499679441454}, {"feature": "O_div_binary_12", '
                   '"importance": 0.01964108422507258}, {"feature": '
                   '"K_consecutive_shrink", "importance": '
                   '0.01793085955026034}, {"feature": "O_div_binary_48", '
                   '"importance": 0.002148013167738278}]',
 '_model_metadata': {'created_at': '2026-07-11T00:21:47.611687',
                     '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': 0.07659969709057025,
                                         'max_depth': 5,
                                         'n_estimators': 214,
                                         'random_state': 42,
                                         'subsample': 0.8},
                     'metrics': {'auc': 0.9141772992025397,
                                 'train_accuracy': 0.8870763699314202},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
                     'training_time_sec': 6.902669668197632},
 'accuracy': 0.8870763699314202,
 'avg_loss': -0.005163946007218586,
 'avg_win': 0.0015794441955865436,
 'expectancy': 2.8730285611645477e-05,
 'learning_rate': 0.07659969709057025,
 'losing_trades': 175,
 'max_depth': 5,
 'max_drawdown': 0.15621561984897778,
 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260710_1783671707',
 'n_estimators': 214,
 'period_lookback': 11,
 'profit_factor': 1.0241938430360915,
 'sharpe_ratio': 0.7148952271971372,
 'top_pct': 8,
 'total_pnl': 0.021863747350462162,
 'total_trades': 761,
 'trail_stop_1': -0.1187962719115127,
 'trail_stop_2': 0.011616722433639893,
 'trail_stop_3': 0.470501755284444,
 'trail_stop_4': 0.41235069657748147,
 'trail_stop_5': 2.7486639612006325,
 'trail_thr_1': 0.2697316968394073,
 'trail_thr_2': 0.4045980821176709,
 'trail_thr_3': 1.319705687464961,
 'trail_thr_4': 1.6978254022286159,
 'trail_thr_5': 3.9548647782429915,
 'trial_num': 0,
 'vp_subset_size': 0,
 '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], '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}
1726 BTCUSDT 5 volume_price_pivot_v86_y_C0 2023-08-01 ~ 2026-07-31 1.024 0.77% 761 0.715 0.16 0.887 0.000 2026-07-12
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260712_1783803037
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_high_pct_change_12", "importance": 0.5111884433147715}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.0900429471237875}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.08997617988997045}, '
 '{"feature": "K_close_position_in_hl", "importance": 0.0840277859720296}, '
 '{"feature": "K_body_size_pct", "importance": 0.08187558535159367}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.05743260172533461}, '
 '{"feature": "O_pct_change_12", "importance": 0.045736499679441454}, '
 '{"feature": "O_div_binary_12", "importance": 0.01964108422507258}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.01793085955026034}, '
 '{"feature": "O_div_binary_48", "importance": 0.002148013167738278}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
                   '0.5111884433147715}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.0900429471237875}, {"feature": "O_div_amplitude_12", '
                   '"importance": 0.08997617988997045}, {"feature": '
                   '"K_close_position_in_hl", "importance": '
                   '0.0840277859720296}, {"feature": "K_body_size_pct", '
                   '"importance": 0.08187558535159367}, {"feature": '
                   '"O_div_amplitude_48", "importance": 0.05743260172533461}, '
                   '{"feature": "O_pct_change_12", "importance": '
                   '0.045736499679441454}, {"feature": "O_div_binary_12", '
                   '"importance": 0.01964108422507258}, {"feature": '
                   '"K_consecutive_shrink", "importance": '
                   '0.01793085955026034}, {"feature": "O_div_binary_48", '
                   '"importance": 0.002148013167738278}]',
 '_model_metadata': {'created_at': '2026-07-12T12:50:36.776398',
                     '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': 0.07659969709057025,
                                         'max_depth': 5,
                                         'n_estimators': 214,
                                         'random_state': 42,
                                         'subsample': 0.8},
                     'metrics': {'auc': 0.9141772992025397,
                                 'train_accuracy': 0.8870763699314202},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
                     'training_time_sec': 6.876020193099976},
 'accuracy': 0.8870763699314202,
 'avg_loss': -0.005163946007218586,
 'avg_win': 0.0015794441955865436,
 'expectancy': 2.8730285611645477e-05,
 'learning_rate': 0.07659969709057025,
 'losing_trades': 175,
 'max_depth': 5,
 'max_drawdown': 0.15621561984897778,
 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260712_1783803037',
 'n_estimators': 214,
 'period_lookback': 11,
 'profit_factor': 1.0241938430360915,
 'sharpe_ratio': 0.7148952271971372,
 'top_pct': 8,
 'total_pnl': 0.021863747350462162,
 'total_trades': 761,
 'trail_stop_1': -0.1187962719115127,
 'trail_stop_2': 0.011616722433639893,
 'trail_stop_3': 0.470501755284444,
 'trail_stop_4': 0.41235069657748147,
 'trail_stop_5': 2.7486639612006325,
 'trail_thr_1': 0.2697316968394073,
 'trail_thr_2': 0.4045980821176709,
 'trail_thr_3': 1.319705687464961,
 'trail_thr_4': 1.6978254022286159,
 'trail_thr_5': 3.9548647782429915,
 'trial_num': 0,
 'vp_subset_size': 0,
 '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], '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}
1570 BTCUSDT 5 volume_price_pivot_v86_y_C5 2023-08-01 ~ 2026-07-31 1.024 0.77% 761 0.715 0.16 0.887 0.000 2026-07-11
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C5_BTCUSDT_2_20260710_1783678434
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_high_pct_change_12", "importance": 0.5111884433147715}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.0900429471237875}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.08997617988997045}, '
 '{"feature": "K_close_position_in_hl", "importance": 0.0840277859720296}, '
 '{"feature": "K_body_size_pct", "importance": 0.08187558535159367}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.05743260172533461}, '
 '{"feature": "O_pct_change_12", "importance": 0.045736499679441454}, '
 '{"feature": "O_div_binary_12", "importance": 0.01964108422507258}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.01793085955026034}, '
 '{"feature": "O_div_binary_48", "importance": 0.002148013167738278}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
                   '0.5111884433147715}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.0900429471237875}, {"feature": "O_div_amplitude_12", '
                   '"importance": 0.08997617988997045}, {"feature": '
                   '"K_close_position_in_hl", "importance": '
                   '0.0840277859720296}, {"feature": "K_body_size_pct", '
                   '"importance": 0.08187558535159367}, {"feature": '
                   '"O_div_amplitude_48", "importance": 0.05743260172533461}, '
                   '{"feature": "O_pct_change_12", "importance": '
                   '0.045736499679441454}, {"feature": "O_div_binary_12", '
                   '"importance": 0.01964108422507258}, {"feature": '
                   '"K_consecutive_shrink", "importance": '
                   '0.01793085955026034}, {"feature": "O_div_binary_48", '
                   '"importance": 0.002148013167738278}]',
 '_model_metadata': {'created_at': '2026-07-11T02:13:53.743317',
                     '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': 0.07659969709057025,
                                         'max_depth': 5,
                                         'n_estimators': 214,
                                         'random_state': 42,
                                         'subsample': 0.8},
                     'metrics': {'auc': 0.9141772992025397,
                                 'train_accuracy': 0.8870763699314202},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
                     'training_time_sec': 7.089707851409912},
 'accuracy': 0.8870763699314202,
 'avg_loss': -0.005163946007218586,
 'avg_win': 0.0015794441955865436,
 'expectancy': 2.8730285611645477e-05,
 'learning_rate': 0.07659969709057025,
 'losing_trades': 175,
 'max_depth': 5,
 'max_drawdown': 0.15621561984897778,
 'model_file': 'volume_price_pivot_v86_y_C5_BTCUSDT_2_20260710_1783678434',
 'n_estimators': 214,
 'profit_factor': 1.0241938430360915,
 'sharpe_ratio': 0.7148952271971372,
 'top_pct': 8,
 'total_pnl': 0.021863747350462162,
 'total_trades': 761,
 'trail_stop_1': -0.1187962719115127,
 'trail_stop_2': 0.011616722433639893,
 'trail_stop_3': 0.470501755284444,
 'trail_stop_4': 0.41235069657748147,
 'trail_stop_5': 2.7486639612006325,
 'trail_thr_1': 0.2697316968394073,
 'trail_thr_2': 0.4045980821176709,
 'trail_thr_3': 1.319705687464961,
 'trail_thr_4': 1.6978254022286159,
 'trail_thr_5': 3.9548647782429915,
 'trial_num': 0,
 'vp_subset_size': 0,
 '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}
1573 BTCUSDT 5 volume_price_pivot_v86_y_C0 2023-08-01 ~ 2026-07-31 1.024 0.77% 761 0.715 0.16 0.887 0.000 2026-07-11
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260711_1783729457
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_high_pct_change_12", "importance": 0.5111884433147715}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.0900429471237875}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.08997617988997045}, '
 '{"feature": "K_close_position_in_hl", "importance": 0.0840277859720296}, '
 '{"feature": "K_body_size_pct", "importance": 0.08187558535159367}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.05743260172533461}, '
 '{"feature": "O_pct_change_12", "importance": 0.045736499679441454}, '
 '{"feature": "O_div_binary_12", "importance": 0.01964108422507258}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.01793085955026034}, '
 '{"feature": "O_div_binary_48", "importance": 0.002148013167738278}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
                   '0.5111884433147715}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.0900429471237875}, {"feature": "O_div_amplitude_12", '
                   '"importance": 0.08997617988997045}, {"feature": '
                   '"K_close_position_in_hl", "importance": '
                   '0.0840277859720296}, {"feature": "K_body_size_pct", '
                   '"importance": 0.08187558535159367}, {"feature": '
                   '"O_div_amplitude_48", "importance": 0.05743260172533461}, '
                   '{"feature": "O_pct_change_12", "importance": '
                   '0.045736499679441454}, {"feature": "O_div_binary_12", '
                   '"importance": 0.01964108422507258}, {"feature": '
                   '"K_consecutive_shrink", "importance": '
                   '0.01793085955026034}, {"feature": "O_div_binary_48", '
                   '"importance": 0.002148013167738278}]',
 '_model_metadata': {'created_at': '2026-07-11T16:24:17.250495',
                     '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': 0.07659969709057025,
                                         'max_depth': 5,
                                         'n_estimators': 214,
                                         'random_state': 42,
                                         'subsample': 0.8},
                     'metrics': {'auc': 0.9141772992025397,
                                 'train_accuracy': 0.8870763699314202},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
                     'training_time_sec': 6.8045947551727295},
 'accuracy': 0.8870763699314202,
 'avg_loss': -0.005163946007218586,
 'avg_win': 0.0015794441955865436,
 'expectancy': 2.8730285611645477e-05,
 'learning_rate': 0.07659969709057025,
 'losing_trades': 175,
 'max_depth': 5,
 'max_drawdown': 0.15621561984897778,
 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260711_1783729457',
 'n_estimators': 214,
 'period_lookback': 11,
 'profit_factor': 1.0241938430360915,
 'sharpe_ratio': 0.7148952271971372,
 'top_pct': 8,
 'total_pnl': 0.021863747350462162,
 'total_trades': 761,
 'trail_stop_1': -0.1187962719115127,
 'trail_stop_2': 0.011616722433639893,
 'trail_stop_3': 0.470501755284444,
 'trail_stop_4': 0.41235069657748147,
 'trail_stop_5': 2.7486639612006325,
 'trail_thr_1': 0.2697316968394073,
 'trail_thr_2': 0.4045980821176709,
 'trail_thr_3': 1.319705687464961,
 'trail_thr_4': 1.6978254022286159,
 'trail_thr_5': 3.9548647782429915,
 'trial_num': 0,
 'vp_subset_size': 0,
 '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], '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}
1562 BTCUSDT 5 volume_price_pivot_v86_y_C0 2023-08-01 ~ 2026-07-31 1.024 0.77% 761 0.715 0.16 0.887 0.000 2026-07-11
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260710_1783678089
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_high_pct_change_12", "importance": 0.5111884433147715}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.0900429471237875}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.08997617988997045}, '
 '{"feature": "K_close_position_in_hl", "importance": 0.0840277859720296}, '
 '{"feature": "K_body_size_pct", "importance": 0.08187558535159367}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.05743260172533461}, '
 '{"feature": "O_pct_change_12", "importance": 0.045736499679441454}, '
 '{"feature": "O_div_binary_12", "importance": 0.01964108422507258}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.01793085955026034}, '
 '{"feature": "O_div_binary_48", "importance": 0.002148013167738278}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
                   '0.5111884433147715}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.0900429471237875}, {"feature": "O_div_amplitude_12", '
                   '"importance": 0.08997617988997045}, {"feature": '
                   '"K_close_position_in_hl", "importance": '
                   '0.0840277859720296}, {"feature": "K_body_size_pct", '
                   '"importance": 0.08187558535159367}, {"feature": '
                   '"O_div_amplitude_48", "importance": 0.05743260172533461}, '
                   '{"feature": "O_pct_change_12", "importance": '
                   '0.045736499679441454}, {"feature": "O_div_binary_12", '
                   '"importance": 0.01964108422507258}, {"feature": '
                   '"K_consecutive_shrink", "importance": '
                   '0.01793085955026034}, {"feature": "O_div_binary_48", '
                   '"importance": 0.002148013167738278}]',
 '_model_metadata': {'created_at': '2026-07-11T02:08:09.021904',
                     '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': 0.07659969709057025,
                                         'max_depth': 5,
                                         'n_estimators': 214,
                                         'random_state': 42,
                                         'subsample': 0.8},
                     'metrics': {'auc': 0.9141772992025397,
                                 'train_accuracy': 0.8870763699314202},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
                     'training_time_sec': 6.882850885391235},
 'accuracy': 0.8870763699314202,
 'avg_loss': -0.005163946007218586,
 'avg_win': 0.0015794441955865436,
 'expectancy': 2.8730285611645477e-05,
 'learning_rate': 0.07659969709057025,
 'losing_trades': 175,
 'max_depth': 5,
 'max_drawdown': 0.15621561984897778,
 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260710_1783678089',
 'n_estimators': 214,
 'period_lookback': 11,
 'profit_factor': 1.0241938430360915,
 'sharpe_ratio': 0.7148952271971372,
 'top_pct': 8,
 'total_pnl': 0.021863747350462162,
 'total_trades': 761,
 'trail_stop_1': -0.1187962719115127,
 'trail_stop_2': 0.011616722433639893,
 'trail_stop_3': 0.470501755284444,
 'trail_stop_4': 0.41235069657748147,
 'trail_stop_5': 2.7486639612006325,
 'trail_thr_1': 0.2697316968394073,
 'trail_thr_2': 0.4045980821176709,
 'trail_thr_3': 1.319705687464961,
 'trail_thr_4': 1.6978254022286159,
 'trail_thr_5': 3.9548647782429915,
 'trial_num': 0,
 'vp_subset_size': 0,
 '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], '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}
1563 BTCUSDT 5 volume_price_pivot_v86_y_C0 2023-08-01 ~ 2026-07-31 1.024 0.77% 761 0.715 0.16 0.887 0.000 2026-07-11
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260710_1783678139
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_high_pct_change_12", "importance": 0.5111884433147715}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.0900429471237875}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.08997617988997045}, '
 '{"feature": "K_close_position_in_hl", "importance": 0.0840277859720296}, '
 '{"feature": "K_body_size_pct", "importance": 0.08187558535159367}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.05743260172533461}, '
 '{"feature": "O_pct_change_12", "importance": 0.045736499679441454}, '
 '{"feature": "O_div_binary_12", "importance": 0.01964108422507258}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.01793085955026034}, '
 '{"feature": "O_div_binary_48", "importance": 0.002148013167738278}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
                   '0.5111884433147715}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.0900429471237875}, {"feature": "O_div_amplitude_12", '
                   '"importance": 0.08997617988997045}, {"feature": '
                   '"K_close_position_in_hl", "importance": '
                   '0.0840277859720296}, {"feature": "K_body_size_pct", '
                   '"importance": 0.08187558535159367}, {"feature": '
                   '"O_div_amplitude_48", "importance": 0.05743260172533461}, '
                   '{"feature": "O_pct_change_12", "importance": '
                   '0.045736499679441454}, {"feature": "O_div_binary_12", '
                   '"importance": 0.01964108422507258}, {"feature": '
                   '"K_consecutive_shrink", "importance": '
                   '0.01793085955026034}, {"feature": "O_div_binary_48", '
                   '"importance": 0.002148013167738278}]',
 '_model_metadata': {'created_at': '2026-07-11T02:08:59.467347',
                     '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': 0.07659969709057025,
                                         'max_depth': 5,
                                         'n_estimators': 214,
                                         'random_state': 42,
                                         'subsample': 0.8},
                     'metrics': {'auc': 0.9141772992025397,
                                 'train_accuracy': 0.8870763699314202},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
                     'training_time_sec': 6.909095287322998},
 'accuracy': 0.8870763699314202,
 'avg_loss': -0.005163946007218586,
 'avg_win': 0.0015794441955865436,
 'expectancy': 2.8730285611645477e-05,
 'learning_rate': 0.07659969709057025,
 'losing_trades': 175,
 'max_depth': 5,
 'max_drawdown': 0.15621561984897778,
 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260710_1783678139',
 'n_estimators': 214,
 'period_lookback': 11,
 'profit_factor': 1.0241938430360915,
 'sharpe_ratio': 0.7148952271971372,
 'top_pct': 8,
 'total_pnl': 0.021863747350462162,
 'total_trades': 761,
 'trail_stop_1': -0.1187962719115127,
 'trail_stop_2': 0.011616722433639893,
 'trail_stop_3': 0.470501755284444,
 'trail_stop_4': 0.41235069657748147,
 'trail_stop_5': 2.7486639612006325,
 'trail_thr_1': 0.2697316968394073,
 'trail_thr_2': 0.4045980821176709,
 'trail_thr_3': 1.319705687464961,
 'trail_thr_4': 1.6978254022286159,
 'trail_thr_5': 3.9548647782429915,
 'trial_num': 0,
 'vp_subset_size': 0,
 '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], '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}
1581 BTCUSDT 5 volume_price_pivot_v86_y_C5 2023-08-01 ~ 2026-07-31 1.024 0.77% 761 0.715 0.16 0.887 0.000 2026-07-11
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C5_BTCUSDT_2_20260711_1783729781
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_high_pct_change_12", "importance": 0.5111884433147715}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.0900429471237875}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.08997617988997045}, '
 '{"feature": "K_close_position_in_hl", "importance": 0.0840277859720296}, '
 '{"feature": "K_body_size_pct", "importance": 0.08187558535159367}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.05743260172533461}, '
 '{"feature": "O_pct_change_12", "importance": 0.045736499679441454}, '
 '{"feature": "O_div_binary_12", "importance": 0.01964108422507258}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.01793085955026034}, '
 '{"feature": "O_div_binary_48", "importance": 0.002148013167738278}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
                   '0.5111884433147715}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.0900429471237875}, {"feature": "O_div_amplitude_12", '
                   '"importance": 0.08997617988997045}, {"feature": '
                   '"K_close_position_in_hl", "importance": '
                   '0.0840277859720296}, {"feature": "K_body_size_pct", '
                   '"importance": 0.08187558535159367}, {"feature": '
                   '"O_div_amplitude_48", "importance": 0.05743260172533461}, '
                   '{"feature": "O_pct_change_12", "importance": '
                   '0.045736499679441454}, {"feature": "O_div_binary_12", '
                   '"importance": 0.01964108422507258}, {"feature": '
                   '"K_consecutive_shrink", "importance": '
                   '0.01793085955026034}, {"feature": "O_div_binary_48", '
                   '"importance": 0.002148013167738278}]',
 '_model_metadata': {'created_at': '2026-07-11T16:29:41.010701',
                     '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': 0.07659969709057025,
                                         'max_depth': 5,
                                         'n_estimators': 214,
                                         'random_state': 42,
                                         'subsample': 0.8},
                     'metrics': {'auc': 0.9141772992025397,
                                 'train_accuracy': 0.8870763699314202},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
                     'training_time_sec': 6.7696027755737305},
 'accuracy': 0.8870763699314202,
 'avg_loss': -0.005163946007218586,
 'avg_win': 0.0015794441955865436,
 'expectancy': 2.8730285611645477e-05,
 'learning_rate': 0.07659969709057025,
 'losing_trades': 175,
 'max_depth': 5,
 'max_drawdown': 0.15621561984897778,
 'model_file': 'volume_price_pivot_v86_y_C5_BTCUSDT_2_20260711_1783729781',
 'n_estimators': 214,
 'profit_factor': 1.0241938430360915,
 'sharpe_ratio': 0.7148952271971372,
 'top_pct': 8,
 'total_pnl': 0.021863747350462162,
 'total_trades': 761,
 'trail_stop_1': -0.1187962719115127,
 'trail_stop_2': 0.011616722433639893,
 'trail_stop_3': 0.470501755284444,
 'trail_stop_4': 0.41235069657748147,
 'trail_stop_5': 2.7486639612006325,
 'trail_thr_1': 0.2697316968394073,
 'trail_thr_2': 0.4045980821176709,
 'trail_thr_3': 1.319705687464961,
 'trail_thr_4': 1.6978254022286159,
 'trail_thr_5': 3.9548647782429915,
 'trial_num': 0,
 'vp_subset_size': 0,
 '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}
1553 BTCUSDT 5 volume_price_pivot_v86_y_C0 2023-08-01 ~ 2026-07-31 1.024 0.77% 761 0.715 0.16 0.887 0.000 2026-07-11
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260710_1783677367
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_high_pct_change_12", "importance": 0.5111884433147715}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.0900429471237875}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.08997617988997045}, '
 '{"feature": "K_close_position_in_hl", "importance": 0.0840277859720296}, '
 '{"feature": "K_body_size_pct", "importance": 0.08187558535159367}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.05743260172533461}, '
 '{"feature": "O_pct_change_12", "importance": 0.045736499679441454}, '
 '{"feature": "O_div_binary_12", "importance": 0.01964108422507258}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.01793085955026034}, '
 '{"feature": "O_div_binary_48", "importance": 0.002148013167738278}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
                   '0.5111884433147715}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.0900429471237875}, {"feature": "O_div_amplitude_12", '
                   '"importance": 0.08997617988997045}, {"feature": '
                   '"K_close_position_in_hl", "importance": '
                   '0.0840277859720296}, {"feature": "K_body_size_pct", '
                   '"importance": 0.08187558535159367}, {"feature": '
                   '"O_div_amplitude_48", "importance": 0.05743260172533461}, '
                   '{"feature": "O_pct_change_12", "importance": '
                   '0.045736499679441454}, {"feature": "O_div_binary_12", '
                   '"importance": 0.01964108422507258}, {"feature": '
                   '"K_consecutive_shrink", "importance": '
                   '0.01793085955026034}, {"feature": "O_div_binary_48", '
                   '"importance": 0.002148013167738278}]',
 '_model_metadata': {'created_at': '2026-07-11T01:56:06.892122',
                     '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': 0.07659969709057025,
                                         'max_depth': 5,
                                         'n_estimators': 214,
                                         'random_state': 42,
                                         'subsample': 0.8},
                     'metrics': {'auc': 0.9141772992025397,
                                 'train_accuracy': 0.8870763699314202},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
                     'training_time_sec': 6.847091197967529},
 'accuracy': 0.8870763699314202,
 'avg_loss': -0.005163946007218586,
 'avg_win': 0.0015794441955865436,
 'expectancy': 2.8730285611645477e-05,
 'learning_rate': 0.07659969709057025,
 'losing_trades': 175,
 'max_depth': 5,
 'max_drawdown': 0.15621561984897778,
 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260710_1783677367',
 'n_estimators': 214,
 'period_lookback': 11,
 'profit_factor': 1.0241938430360915,
 'sharpe_ratio': 0.7148952271971372,
 'top_pct': 8,
 'total_pnl': 0.021863747350462162,
 'total_trades': 761,
 'trail_stop_1': -0.1187962719115127,
 'trail_stop_2': 0.011616722433639893,
 'trail_stop_3': 0.470501755284444,
 'trail_stop_4': 0.41235069657748147,
 'trail_stop_5': 2.7486639612006325,
 'trail_thr_1': 0.2697316968394073,
 'trail_thr_2': 0.4045980821176709,
 'trail_thr_3': 1.319705687464961,
 'trail_thr_4': 1.6978254022286159,
 'trail_thr_5': 3.9548647782429915,
 'trial_num': 0,
 'vp_subset_size': 0,
 '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], '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}
1554 BTCUSDT 5 volume_price_pivot_v86_y_C0 2023-08-01 ~ 2026-07-31 1.024 0.77% 761 0.715 0.16 0.887 0.000 2026-07-11
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260710_1783677744
Data Hash: 938ab6efac7e98b1
Feature Score:
展開 
('[{"feature": "K_high_pct_change_12", "importance": 0.5111884433147715}, '
 '{"feature": "K_momentum_pct_change_48", "importance": 0.0900429471237875}, '
 '{"feature": "O_div_amplitude_12", "importance": 0.08997617988997045}, '
 '{"feature": "K_close_position_in_hl", "importance": 0.0840277859720296}, '
 '{"feature": "K_body_size_pct", "importance": 0.08187558535159367}, '
 '{"feature": "O_div_amplitude_48", "importance": 0.05743260172533461}, '
 '{"feature": "O_pct_change_12", "importance": 0.045736499679441454}, '
 '{"feature": "O_div_binary_12", "importance": 0.01964108422507258}, '
 '{"feature": "K_consecutive_shrink", "importance": 0.01793085955026034}, '
 '{"feature": "O_div_binary_48", "importance": 0.002148013167738278}]')
Training Strategy: -
param (JSON):
展開 JSON 
{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
                   '0.5111884433147715}, {"feature": '
                   '"K_momentum_pct_change_48", "importance": '
                   '0.0900429471237875}, {"feature": "O_div_amplitude_12", '
                   '"importance": 0.08997617988997045}, {"feature": '
                   '"K_close_position_in_hl", "importance": '
                   '0.0840277859720296}, {"feature": "K_body_size_pct", '
                   '"importance": 0.08187558535159367}, {"feature": '
                   '"O_div_amplitude_48", "importance": 0.05743260172533461}, '
                   '{"feature": "O_pct_change_12", "importance": '
                   '0.045736499679441454}, {"feature": "O_div_binary_12", '
                   '"importance": 0.01964108422507258}, {"feature": '
                   '"K_consecutive_shrink", "importance": '
                   '0.01793085955026034}, {"feature": "O_div_binary_48", '
                   '"importance": 0.002148013167738278}]',
 '_model_metadata': {'created_at': '2026-07-11T02:02:23.759211',
                     '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': 0.07659969709057025,
                                         'max_depth': 5,
                                         'n_estimators': 214,
                                         'random_state': 42,
                                         'subsample': 0.8},
                     'metrics': {'auc': 0.9141772992025397,
                                 'train_accuracy': 0.8870763699314202},
                     'model_name': 'gradient_boosting',
                     'model_version': 'v1',
                     'n_features': 10,
                     'n_samples': 15019,
                     'tags': {},
                     'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
                     'training_time_sec': 6.864490985870361},
 'accuracy': 0.8870763699314202,
 'avg_loss': -0.005163946007218586,
 'avg_win': 0.0015794441955865436,
 'expectancy': 2.8730285611645477e-05,
 'learning_rate': 0.07659969709057025,
 'losing_trades': 175,
 'max_depth': 5,
 'max_drawdown': 0.15621561984897778,
 'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260710_1783677744',
 'n_estimators': 214,
 'period_lookback': 11,
 'profit_factor': 1.0241938430360915,
 'sharpe_ratio': 0.7148952271971372,
 'top_pct': 8,
 'total_pnl': 0.021863747350462162,
 'total_trades': 761,
 'trail_stop_1': -0.1187962719115127,
 'trail_stop_2': 0.011616722433639893,
 'trail_stop_3': 0.470501755284444,
 'trail_stop_4': 0.41235069657748147,
 'trail_stop_5': 2.7486639612006325,
 'trail_thr_1': 0.2697316968394073,
 'trail_thr_2': 0.4045980821176709,
 'trail_thr_3': 1.319705687464961,
 'trail_thr_4': 1.6978254022286159,
 'trail_thr_5': 3.9548647782429915,
 'trial_num': 0,
 'vp_subset_size': 0,
 '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], '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}
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