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共 1373 筆結果
📊 Indicator Params
| ID | Symbol | Interval | Indicator | Date Range | PF ↓ | WR | Trades | Sharpe | DD | Acc | AUC | Created |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1552 | 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_1783677263
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': '2026-07-11T01:54:22.913001',
'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': 6.898927450180054},
'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_1783677263',
'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}
|
||||||||||||
| 1561 | 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_1783678036
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': '2026-07-11T02:07:16.087502',
'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': 6.9193339347839355},
'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_1783678036',
'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}
|
||||||||||||
| 1529 | 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_1783676283
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': '2026-07-11T01:38:03.194634',
'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': 6.83054518699646},
'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_1783676283',
'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}
|
||||||||||||
| 1536 | 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_1783676598
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': '2026-07-11T01:43:17.765748',
'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': 6.901997804641724},
'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_1783676598',
'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}
|
||||||||||||
| 1521 | 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_1783675952
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': '2026-07-11T01:32:32.383153',
'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': 6.881398677825928},
'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_1783675952',
'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}
|
||||||||||||
| 1528 | 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_1783676243
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': '2026-07-11T01:37:22.967714',
'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': 6.891901969909668},
'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_1783676243',
'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}
|
||||||||||||
| 1537 | 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_1783676638
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': '2026-07-11T01:43:58.203001',
'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': 6.908306360244751},
'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_1783676638',
'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}
|
||||||||||||
| 1499 | 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_1783674932
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': '2026-07-11T01:15:31.896307',
'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': 6.8947930335998535},
'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_1783674932',
'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}
|
||||||||||||
| 1506 | 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_1783675287
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': '2026-07-11T01:21:27.220301',
'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': 6.901752471923828},
'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_1783675287',
'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}
|
||||||||||||
| 1513 | 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_1783675578
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': '2026-07-11T01:26:18.456250',
'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': 6.867833852767944},
'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_1783675578',
'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}
|
||||||||||||
| 1544 | 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_1783676930
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': '2026-07-11T01:48:50.559754',
'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': 6.933746337890625},
'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_1783676930',
'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}
|
||||||||||||
| 1477 | 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_1783672327
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': '2026-07-11T00:32:07.080938',
'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': 6.941896915435791},
'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_1783672327',
'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}
|
||||||||||||
| 1486 | 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_1783672903
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': '2026-07-11T00:41:43.098849',
'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': 6.950073957443237},
'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_1783672903',
'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}
|
||||||||||||
| 1476 | 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_1783671899
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': '2026-07-11T00:24:59.736952',
'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': 6.834949016571045},
'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_1783671899',
'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}
|
||||||||||||
| 1487 | 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_1783673346
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': '2026-07-11T00:49:06.556726',
'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': 6.941237211227417},
'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_1783673346',
'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}
|
||||||||||||
| 1491 | 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_1783673539
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': '2026-07-11T00:52:19.636537',
'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': 6.882105112075806},
'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_1783673539',
'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}
|
||||||||||||
| 1545 | 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_1783676971
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': '2026-07-11T01:49:31.168779',
'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': 6.917359828948975},
'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_1783676971',
'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}
|
||||||||||||
| 1481 | 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_1783672519
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': '2026-07-11T00:35:19.173309',
'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': 6.987804651260376},
'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_1783672519',
'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}
|
||||||||||||
| 254 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 1.020 | 0.76% | 761 | 0.591 | 0.15 | 0.000 | 0.000 | 2026-06-23 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260623_1782180134
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6146759416680698}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.08134977727789672}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07665005388115978}, '
'{"feature": "K_body_size_pct", "importance": 0.07185100788513862}, '
'{"feature": "O_div_amplitude_12", "importance": 0.06456379700643657}, '
'{"feature": "O_div_amplitude_48", "importance": 0.03885562264145797}, '
'{"feature": "O_pct_change_12", "importance": 0.02352687662561582}, '
'{"feature": "O_div_binary_12", "importance": 0.017197886381059877}, '
'{"feature": "K_consecutive_shrink", "importance": 0.01009960133553579}, '
'{"feature": "O_div_binary_48", "importance": 0.0012294352976289084}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6146759416680698}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.08134977727789672}, {"feature": '
'"K_close_position_in_hl", "importance": '
'0.07665005388115978}, {"feature": "K_body_size_pct", '
'"importance": 0.07185100788513862}, {"feature": '
'"O_div_amplitude_12", "importance": 0.06456379700643657}, '
'{"feature": "O_div_amplitude_48", "importance": '
'0.03885562264145797}, {"feature": "O_pct_change_12", '
'"importance": 0.02352687662561582}, {"feature": '
'"O_div_binary_12", "importance": 0.017197886381059877}, '
'{"feature": "K_consecutive_shrink", "importance": '
'0.01009960133553579}, {"feature": "O_div_binary_48", '
'"importance": 0.0012294352976289084}]',
'_model_metadata': {'created_at': '2026-06-23T18:01:47.611956',
'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': 0.06180970635930681,
'max_depth': 3,
'n_estimators': 180,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9111004372580596},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 3.655790328979492},
'accuracy': 0.0,
'avg_loss': -0.0050387019177757,
'avg_win': 0.0015810305736862682,
'expectancy': 2.3958147967881576e-05,
'learning_rate': 0.06180970635930681,
'losing_trades': 179,
'max_depth': 3,
'max_drawdown': 0.14950173164138006,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260623_1782180134',
'n_estimators': 180,
'period_lookback': 13,
'profit_factor': 1.0202146488572146,
'sharpe_ratio': 0.5907087723926839,
'top_pct': 16,
'total_pnl': 0.01823215060355783,
'total_trades': 761,
'trail_stop_1': -0.013220342869640633,
'trail_stop_2': 0.06546208742029969,
'trail_stop_3': 0.22398584718712877,
'trail_stop_4': 0.5676248303970335,
'trail_stop_5': 2.764306922727942,
'trail_thr_1': 0.28698212076534446,
'trail_thr_2': 0.6581622576412773,
'trail_thr_3': 1.2356281084178347,
'trail_thr_4': 1.5611497350533243,
'trail_thr_5': 3.0685536588398046,
'trial_num': 3,
'vp_subset_size': 0,
'win_rate': 0.7647831800262812,
'winning_trades': 582}
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}
|
||||||||||||
| 1277 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-12-01 ~ 2026-06-30 | 1.017 | 0.75% | 765 | 0.493 | 0.08 | 0.847 | 0.000 | 2026-07-07 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783404246
Data Hash: 848658582b77e446
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.3899137450019557}, '
'{"feature": "K_consecutive_shrink", "importance": 0.20564060900901515}, '
'{"feature": "K_body_size_pct", "importance": 0.1268508013682896}, '
'{"feature": "K_high_pct_change_12", "importance": 0.12492809440723394}, '
'{"feature": "O_div_amplitude_12", "importance": 0.09072709941184226}, '
'{"feature": "O_div_binary_12", "importance": 0.02300511531867385}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.021853572500500046}, '
'{"feature": "O_pct_change_12", "importance": 0.00943013985062239}, '
'{"feature": "O_div_amplitude_48", "importance": 0.007650823131866913}, '
'{"feature": "O_div_binary_48", "importance": 0.0}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.3899137450019557}, {"feature": "K_consecutive_shrink", '
'"importance": 0.20564060900901515}, {"feature": '
'"K_body_size_pct", "importance": 0.1268508013682896}, '
'{"feature": "K_high_pct_change_12", "importance": '
'0.12492809440723394}, {"feature": "O_div_amplitude_12", '
'"importance": 0.09072709941184226}, {"feature": '
'"O_div_binary_12", "importance": 0.02300511531867385}, '
'{"feature": "K_momentum_pct_change_48", "importance": '
'0.021853572500500046}, {"feature": "O_pct_change_12", '
'"importance": 0.00943013985062239}, {"feature": '
'"O_div_amplitude_48", "importance": 0.007650823131866913}, '
'{"feature": "O_div_binary_48", "importance": 0.0}]',
'_model_metadata': {'created_at': '2026-07-07T22:04:06.277833',
'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': 0.8926253510878059,
'train_accuracy': 0.847375736316103},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15109,
'tags': {},
'training_data_hash': '848658582b77e446-9d34149fbd1fe777',
'training_time_sec': 4.0540430545806885},
'accuracy': 0.847375736316103,
'avg_loss': -0.004688551246739878,
'avg_win': 0.0015759840201085486,
'expectancy': 2.0086372133122383e-05,
'losing_trades': 190,
'max_drawdown': 0.0833238230278601,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783404246',
'profit_factor': 1.0172492680610177,
'sharpe_ratio': 0.4934355394098401,
'total_pnl': 0.015366074681838694,
'total_trades': 765,
'trial_num': 0,
'win_rate': 0.7516339869281046,
'winning_trades': 575}
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}
|
||||||||||||
| 1678 | BTCUSDT | 5 | volume_price_pivot_v86_y_C2 | 2023-08-01 ~ 2026-07-31 | 1.012 | 0.75% | 761 | 0.322 | 0.07 | 0.927 | 0.000 | 2026-07-12 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C2_BTCUSDT_2_20260711_1783771227
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.7321980410671134}, '
'{"feature": "K_body_size_pct", "importance": 0.12281307224456042}, '
'{"feature": "O_pct_change_12", "importance": 0.04758750186439533}, '
'{"feature": "O_div_amplitude_12", "importance": 0.029463958093838002}, '
'{"feature": "K_high_pct_change_12", "importance": 0.02740749232196437}, '
'{"feature": "O_div_amplitude_48", "importance": 0.019898368999577386}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.013215625050343087}, '
'{"feature": "O_div_binary_12", "importance": 0.003918471868416227}, '
'{"feature": "K_consecutive_shrink", "importance": 0.0031347824987500144}, '
'{"feature": "O_div_binary_48", "importance": 0.0003626859910418278}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.7321980410671134}, {"feature": "K_body_size_pct", '
'"importance": 0.12281307224456042}, {"feature": '
'"O_pct_change_12", "importance": 0.04758750186439533}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.029463958093838002}, {"feature": "K_high_pct_change_12", '
'"importance": 0.02740749232196437}, {"feature": '
'"O_div_amplitude_48", "importance": 0.019898368999577386}, '
'{"feature": "K_momentum_pct_change_48", "importance": '
'0.013215625050343087}, {"feature": "O_div_binary_12", '
'"importance": 0.003918471868416227}, {"feature": '
'"K_consecutive_shrink", "importance": '
'0.0031347824987500144}, {"feature": "O_div_binary_48", '
'"importance": 0.0003626859910418278}]',
'_model_metadata': {'created_at': '2026-07-12T03:57:02.459950',
'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': 0.08017452422794535,
'max_depth': 4,
'n_estimators': 270,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9483077123649514,
'train_accuracy': 0.9270923496903921},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1',
'training_time_sec': 7.1793036460876465},
'accuracy': 0.9270923496903921,
'avg_loss': -0.0045971650875159305,
'avg_win': 0.0015692506712559617,
'expectancy': 1.3466406230727614e-05,
'learning_rate': 0.08017452422794535,
'losing_trades': 192,
'max_depth': 4,
'max_drawdown': 0.07166919803465846,
'model_file': 'volume_price_pivot_v86_y_C2_BTCUSDT_2_20260711_1783771227',
'n_estimators': 270,
'profit_factor': 1.0116103427176657,
'sharpe_ratio': 0.3221484840641653,
'span': 7,
'top_pct': 9,
'total_pnl': 0.010247935141583404,
'total_trades': 761,
'trail_stop_1': 0.04509514851841678,
'trail_stop_2': 0.19338943806478037,
'trail_stop_3': 0.44630791822718263,
'trail_stop_4': 0.7581919512863318,
'trail_stop_5': 1.845768883497144,
'trail_thr_1': 0.21598197594105414,
'trail_thr_2': 0.35461735238257897,
'trail_thr_3': 0.8090894622330648,
'trail_thr_4': 1.4616073961349652,
'trail_thr_5': 2.8909037047171777,
'trial_num': 18,
'vp_subset_size': 2,
'win_rate': 0.7477003942181341,
'winning_trades': 569}
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}
|
||||||||||||
| 1274 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-09-01 ~ 2026-03-31 | 1.006 | 0.75% | 760 | 0.133 | 0.09 | 0.849 | 0.000 | 2026-07-07 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783404172
Data Hash: c47fdc72c9c04d73
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.39070869439185213}, '
'{"feature": "K_consecutive_shrink", "importance": 0.20267480269447952}, '
'{"feature": "K_body_size_pct", "importance": 0.1318843352498133}, '
'{"feature": "K_high_pct_change_12", "importance": 0.12464713495679423}, '
'{"feature": "O_div_amplitude_12", "importance": 0.09441665353708571}, '
'{"feature": "O_div_binary_12", "importance": 0.020440350375020608}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.019208252531537035}, '
'{"feature": "O_pct_change_12", "importance": 0.00868310799696723}, '
'{"feature": "O_div_amplitude_48", "importance": 0.007197340152413912}, '
'{"feature": "O_div_binary_48", "importance": 0.0001393281140363306}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.39070869439185213}, {"feature": "K_consecutive_shrink", '
'"importance": 0.20267480269447952}, {"feature": '
'"K_body_size_pct", "importance": 0.1318843352498133}, '
'{"feature": "K_high_pct_change_12", "importance": '
'0.12464713495679423}, {"feature": "O_div_amplitude_12", '
'"importance": 0.09441665353708571}, {"feature": '
'"O_div_binary_12", "importance": 0.020440350375020608}, '
'{"feature": "K_momentum_pct_change_48", "importance": '
'0.019208252531537035}, {"feature": "O_pct_change_12", '
'"importance": 0.00868310799696723}, {"feature": '
'"O_div_amplitude_48", "importance": 0.007197340152413912}, '
'{"feature": "O_div_binary_48", "importance": '
'0.0001393281140363306}]',
'_model_metadata': {'created_at': '2026-07-07T22:02:52.480976',
'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': 0.8890975544057774,
'train_accuracy': 0.848999071987273},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15086,
'tags': {},
'training_data_hash': 'c47fdc72c9c04d73-9d34149fbd1fe777',
'training_time_sec': 4.0999367237091064},
'accuracy': 0.848999071987273,
'avg_loss': -0.004759777807255614,
'avg_win': 0.0015732354262834747,
'expectancy': 6.647942197489766e-06,
'losing_trades': 188,
'max_drawdown': 0.08717355694887464,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783404172',
'profit_factor': 1.0056462005235478,
'sharpe_ratio': 0.13275515936086268,
'total_pnl': 0.005052436070092078,
'total_trades': 760,
'trial_num': 0,
'win_rate': 0.7526315789473684,
'winning_trades': 572}
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}
|
||||||||||||
| 1275 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-10-01 ~ 2026-04-30 | 0.998 | 0.75% | 758 | -0.110 | 0.11 | 0.851 | 0.000 | 2026-07-07 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783404197
Data Hash: 3c112bae8dd2b04f
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.3912647478757693}, '
'{"feature": "K_consecutive_shrink", "importance": 0.2100309456294435}, '
'{"feature": "K_body_size_pct", "importance": 0.12894669035072603}, '
'{"feature": "K_high_pct_change_12", "importance": 0.12681642940083834}, '
'{"feature": "O_div_amplitude_12", "importance": 0.08691176253960986}, '
'{"feature": "O_div_binary_12", "importance": 0.020036818393373446}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.019463986556578255}, '
'{"feature": "O_pct_change_12", "importance": 0.009374808252361401}, '
'{"feature": "O_div_amplitude_48", "importance": 0.007039164703840289}, '
'{"feature": "O_div_binary_48", "importance": 0.00011464629745947005}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.3912647478757693}, {"feature": "K_consecutive_shrink", '
'"importance": 0.2100309456294435}, {"feature": '
'"K_body_size_pct", "importance": 0.12894669035072603}, '
'{"feature": "K_high_pct_change_12", "importance": '
'0.12681642940083834}, {"feature": "O_div_amplitude_12", '
'"importance": 0.08691176253960986}, {"feature": '
'"O_div_binary_12", "importance": 0.020036818393373446}, '
'{"feature": "K_momentum_pct_change_48", "importance": '
'0.019463986556578255}, {"feature": "O_pct_change_12", '
'"importance": 0.009374808252361401}, {"feature": '
'"O_div_amplitude_48", "importance": 0.007039164703840289}, '
'{"feature": "O_div_binary_48", "importance": '
'0.00011464629745947005}]',
'_model_metadata': {'created_at': '2026-07-07T22:03:17.062887',
'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': 0.8882911360343657,
'train_accuracy': 0.8505495960799894},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15102,
'tags': {},
'training_data_hash': '3c112bae8dd2b04f-374708fff7719dd5',
'training_time_sec': 4.101901531219482},
'accuracy': 0.8505495960799894,
'avg_loss': -0.004760220533714527,
'avg_win': 0.0015667258292415215,
'expectancy': -2.49041909058576e-06,
'losing_trades': 188,
'max_drawdown': 0.11387932369450991,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260707_1783404197',
'profit_factor': 0.9978906107917558,
'sharpe_ratio': -0.11010047700860207,
'total_pnl': -0.0018877376706638235,
'total_trades': 758,
'trial_num': 0,
'win_rate': 0.7519788918205804,
'winning_trades': 570}
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}
|
||||||||||||
| 1674 | BTCUSDT | 5 | volume_price_pivot_v86_y_C2 | 2023-08-01 ~ 2026-07-31 | 0.993 | 0.74% | 761 | -0.270 | 0.09 | 0.946 | 0.000 | 2026-07-12 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C2_BTCUSDT_2_20260711_1783768730
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.7079437751863119}, '
'{"feature": "K_body_size_pct", "importance": 0.1179717674781445}, '
'{"feature": "O_pct_change_12", "importance": 0.0596172872649946}, '
'{"feature": "O_div_amplitude_12", "importance": 0.03298923760883278}, '
'{"feature": "K_high_pct_change_12", "importance": 0.02825709464816357}, '
'{"feature": "O_div_amplitude_48", "importance": 0.025599193802732914}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.018151886642763324}, '
'{"feature": "O_div_binary_12", "importance": 0.004459446948885931}, '
'{"feature": "K_consecutive_shrink", "importance": 0.004028078501810516}, '
'{"feature": "O_div_binary_48", "importance": 0.0009822319173601283}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.7079437751863119}, {"feature": "K_body_size_pct", '
'"importance": 0.1179717674781445}, {"feature": '
'"O_pct_change_12", "importance": 0.0596172872649946}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.03298923760883278}, {"feature": "K_high_pct_change_12", '
'"importance": 0.02825709464816357}, {"feature": '
'"O_div_amplitude_48", "importance": 0.025599193802732914}, '
'{"feature": "K_momentum_pct_change_48", "importance": '
'0.018151886642763324}, {"feature": "O_div_binary_12", '
'"importance": 0.004459446948885931}, {"feature": '
'"K_consecutive_shrink", "importance": '
'0.004028078501810516}, {"feature": "O_div_binary_48", '
'"importance": 0.0009822319173601283}]',
'_model_metadata': {'created_at': '2026-07-12T03:15:24.427108',
'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': 0.06581501741505977,
'max_depth': 5,
'n_estimators': 260,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9541549468543358,
'train_accuracy': 0.9456688194953059},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1',
'training_time_sec': 8.386268615722656},
'accuracy': 0.9456688194953059,
'avg_loss': -0.0044907057731085375,
'avg_win': 0.0015681712875228557,
'expectancy': -8.251390538926203e-06,
'learning_rate': 0.06581501741505977,
'losing_trades': 198,
'max_depth': 5,
'max_drawdown': 0.08897570576315525,
'model_file': 'volume_price_pivot_v86_y_C2_BTCUSDT_2_20260711_1783768730',
'n_estimators': 260,
'profit_factor': 0.9929379301649406,
'sharpe_ratio': -0.27011663527956625,
'span': 10,
'top_pct': 8,
'total_pnl': -0.006279308200122541,
'total_trades': 761,
'trail_stop_1': 0.009037238953740756,
'trail_stop_2': 0.08779428414112722,
'trail_stop_3': 0.21140783453695589,
'trail_stop_4': 0.9015880723073235,
'trail_stop_5': 2.113429416621405,
'trail_thr_1': 0.2145912945882492,
'trail_thr_2': 0.44479128794172595,
'trail_thr_3': 0.8470738288053596,
'trail_thr_4': 1.7869269451372738,
'trail_thr_5': 3.543961309140547,
'trial_num': 19,
'vp_subset_size': 0,
'win_rate': 0.7398160315374507,
'winning_trades': 563}
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}
|
||||||||||||
| 1679 | BTCUSDT | 5 | volume_price_pivot_v86_y_C2 | 2023-08-01 ~ 2026-07-31 | 0.990 | 0.74% | 761 | -0.362 | 0.09 | 0.906 | 0.000 | 2026-07-12 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C2_BTCUSDT_2_20260711_1783771867
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_close_position_in_hl", "importance": 0.7965295140547123}, '
'{"feature": "K_body_size_pct", "importance": 0.11440134495581138}, '
'{"feature": "O_pct_change_12", "importance": 0.037128462020937086}, '
'{"feature": "O_div_amplitude_12", "importance": 0.016106209033805247}, '
'{"feature": "K_high_pct_change_12", "importance": 0.01248111829978824}, '
'{"feature": "O_div_amplitude_48", "importance": 0.011537225203570749}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.006932780810954451}, '
'{"feature": "O_div_binary_12", "importance": 0.002945476319342831}, '
'{"feature": "K_consecutive_shrink", "importance": 0.0017243074992821807}, '
'{"feature": "O_div_binary_48", "importance": 0.00021356180179570432}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_close_position_in_hl", "importance": '
'0.7965295140547123}, {"feature": "K_body_size_pct", '
'"importance": 0.11440134495581138}, {"feature": '
'"O_pct_change_12", "importance": 0.037128462020937086}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.016106209033805247}, {"feature": "K_high_pct_change_12", '
'"importance": 0.01248111829978824}, {"feature": '
'"O_div_amplitude_48", "importance": 0.011537225203570749}, '
'{"feature": "K_momentum_pct_change_48", "importance": '
'0.006932780810954451}, {"feature": "O_div_binary_12", '
'"importance": 0.002945476319342831}, {"feature": '
'"K_consecutive_shrink", "importance": '
'0.0017243074992821807}, {"feature": "O_div_binary_48", '
'"importance": 0.00021356180179570432}]',
'_model_metadata': {'created_at': '2026-07-12T04:11:05.853438',
'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': 0.0787615589745605,
'max_depth': 3,
'n_estimators': 245,
'random_state': 42,
'subsample': 0.8},
'metrics': {'auc': 0.9511681776428772,
'train_accuracy': 0.9063852453558825},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-814dd7b9784d57c1',
'training_time_sec': 5.028330087661743},
'accuracy': 0.9063852453558825,
'avg_loss': -0.004424475971159663,
'avg_win': 0.0015616678598424408,
'expectancy': -1.1563107569412603e-05,
'learning_rate': 0.0787615589745605,
'losing_trades': 200,
'max_depth': 3,
'max_drawdown': 0.08539494758614224,
'model_file': 'volume_price_pivot_v86_y_C2_BTCUSDT_2_20260711_1783771867',
'n_estimators': 245,
'profit_factor': 0.9900558564249397,
'sharpe_ratio': -0.36229828786653995,
'span': 10,
'top_pct': 8,
'total_pnl': -0.008799524860323149,
'total_trades': 761,
'trail_stop_1': -0.013858267632879617,
'trail_stop_2': 0.07968517400847495,
'trail_stop_3': 0.3783936367411338,
'trail_stop_4': 0.44883959275329044,
'trail_stop_5': 2.8786138891028035,
'trail_thr_1': 0.2832150351160304,
'trail_thr_2': 0.6516707611212409,
'trail_thr_3': 1.251808390180135,
'trail_thr_4': 1.6965124677733594,
'trail_thr_5': 3.5487588640529113,
'trial_num': 29,
'vp_subset_size': 0,
'win_rate': 0.7371879106438897,
'winning_trades': 561}
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}
|
||||||||||||
| 807 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 0.987 | 0.76% | 761 | -0.442 | 0.16 | 0.831 | 0.000 | 2026-06-28 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260628_1782617393
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-06-28T19:29:53.408800',
'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': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.075265884399414},
'accuracy': 0.8314135428457288,
'avg_loss': -0.005050494567757711,
'avg_win': 0.0015789554976401471,
'expectancy': -1.5248657376683511e-05,
'losing_trades': 183,
'max_drawdown': 0.16466655267634545,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260628_1782617393',
'profit_factor': 0.9874445794253949,
'sharpe_ratio': -0.4422967393325844,
'total_pnl': -0.011604228263656063,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.759526938239159,
'winning_trades': 578}
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}
|
||||||||||||
| 699 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 0.987 | 0.76% | 761 | -0.442 | 0.16 | 0.831 | 0.000 | 2026-06-27 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260627_1782545666
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-06-27T23:34:26.125473',
'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': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.08709192276001},
'accuracy': 0.8314135428457288,
'avg_loss': -0.005050494567757711,
'avg_win': 0.0015789554976401471,
'expectancy': -1.5248657376683511e-05,
'losing_trades': 183,
'max_drawdown': 0.16466655267634545,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260627_1782545666',
'profit_factor': 0.9874445794253949,
'sharpe_ratio': -0.4422967393325844,
'total_pnl': -0.011604228263656063,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.759526938239159,
'winning_trades': 578}
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}
|
||||||||||||
| 683 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 0.987 | 0.76% | 761 | -0.442 | 0.16 | 0.831 | 0.000 | 2026-06-27 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260627_1782538849
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-06-27T21:40:49.382905',
'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': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.095502614974976},
'accuracy': 0.8314135428457288,
'avg_loss': -0.005050494567757711,
'avg_win': 0.0015789554976401471,
'expectancy': -1.5248657376683511e-05,
'losing_trades': 183,
'max_drawdown': 0.16466655267634545,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260627_1782538849',
'profit_factor': 0.9874445794253949,
'sharpe_ratio': -0.4422967393325844,
'total_pnl': -0.011604228263656063,
'total_trades': 761,
'trial_num': 1,
'win_rate': 0.759526938239159,
'winning_trades': 578}
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}
|
||||||||||||
| 806 | BTCUSDT | 5 | volume_price_pivot_v86_y_C5 | 2023-08-01 ~ 2026-07-31 | 0.987 | 0.76% | 761 | -0.442 | 0.16 | 0.831 | 0.000 | 2026-06-28 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C5_BTCUSDT_2_20260628_1782617359
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-06-28T19:29:19.721136',
'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': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.077002048492432},
'accuracy': 0.8314135428457288,
'avg_loss': -0.005050494567757711,
'avg_win': 0.0015789554976401471,
'expectancy': -1.5248657376683511e-05,
'losing_trades': 183,
'max_drawdown': 0.16466655267634545,
'model_file': 'volume_price_pivot_v86_y_C5_BTCUSDT_2_20260628_1782617359',
'profit_factor': 0.9874445794253949,
'sharpe_ratio': -0.4422967393325844,
'total_pnl': -0.011604228263656063,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.759526938239159,
'winning_trades': 578}
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}
|
||||||||||||
| 860 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 0.987 | 0.76% | 761 | -0.442 | 0.16 | 0.831 | 0.000 | 2026-06-28 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260628_1782620593
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-06-28T20:23:12.898744',
'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': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.0840232372283936},
'accuracy': 0.8314135428457288,
'avg_loss': -0.005050494567757711,
'avg_win': 0.0015789554976401471,
'expectancy': -1.5248657376683511e-05,
'losing_trades': 183,
'max_drawdown': 0.16466655267634545,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260628_1782620593',
'profit_factor': 0.9874445794253949,
'sharpe_ratio': -0.4422967393325844,
'total_pnl': -0.011604228263656063,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.759526938239159,
'winning_trades': 578}
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}
|
||||||||||||
| 712 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 0.987 | 0.76% | 761 | -0.442 | 0.16 | 0.831 | 0.000 | 2026-06-28 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260627_1782554405
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-06-28T02:00:05.256760',
'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': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.208020210266113},
'accuracy': 0.8314135428457288,
'avg_loss': -0.005050494567757711,
'avg_win': 0.0015789554976401471,
'expectancy': -1.5248657376683511e-05,
'losing_trades': 183,
'max_drawdown': 0.16466655267634545,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260627_1782554405',
'profit_factor': 0.9874445794253949,
'sharpe_ratio': -0.4422967393325844,
'total_pnl': -0.011604228263656063,
'total_trades': 761,
'trial_num': 1,
'win_rate': 0.759526938239159,
'winning_trades': 578}
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}
|
||||||||||||
| 805 | BTCUSDT | 5 | volume_price_pivot_v86_y_C5 | 2023-08-01 ~ 2026-07-31 | 0.987 | 0.76% | 761 | -0.442 | 0.16 | 0.831 | 0.000 | 2026-06-28 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C5_BTCUSDT_2_20260628_1782617322
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-06-28T19:28:42.384097',
'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': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.065437316894531},
'accuracy': 0.8314135428457288,
'avg_loss': -0.005050494567757711,
'avg_win': 0.0015789554976401471,
'expectancy': -1.5248657376683511e-05,
'losing_trades': 183,
'max_drawdown': 0.16466655267634545,
'model_file': 'volume_price_pivot_v86_y_C5_BTCUSDT_2_20260628_1782617322',
'profit_factor': 0.9874445794253949,
'sharpe_ratio': -0.4422967393325844,
'total_pnl': -0.011604228263656063,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.759526938239159,
'winning_trades': 578}
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}
|
||||||||||||
| 698 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 0.987 | 0.76% | 761 | -0.442 | 0.16 | 0.831 | 0.000 | 2026-06-27 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260627_1782545610
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-06-27T23:33:29.895343',
'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': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.081441879272461},
'accuracy': 0.8314135428457288,
'avg_loss': -0.005050494567757711,
'avg_win': 0.0015789554976401471,
'expectancy': -1.5248657376683511e-05,
'losing_trades': 183,
'max_drawdown': 0.16466655267634545,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260627_1782545610',
'profit_factor': 0.9874445794253949,
'sharpe_ratio': -0.4422967393325844,
'total_pnl': -0.011604228263656063,
'total_trades': 761,
'trial_num': 1,
'win_rate': 0.759526938239159,
'winning_trades': 578}
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}
|
||||||||||||
| 682 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 0.987 | 0.76% | 761 | -0.442 | 0.16 | 0.831 | 0.000 | 2026-06-27 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260627_1782536370
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-06-27T20:59:30.710322',
'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': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 3.9924840927124023},
'accuracy': 0.8314135428457288,
'avg_loss': -0.005050494567757711,
'avg_win': 0.0015789554976401471,
'expectancy': -1.5248657376683511e-05,
'losing_trades': 183,
'max_drawdown': 0.16466655267634545,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260627_1782536370',
'profit_factor': 0.9874445794253949,
'sharpe_ratio': -0.4422967393325844,
'total_pnl': -0.011604228263656063,
'total_trades': 761,
'trial_num': 1,
'win_rate': 0.759526938239159,
'winning_trades': 578}
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}
|
||||||||||||
| 903 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 0.987 | 0.76% | 761 | -0.442 | 0.16 | 0.831 | 0.000 | 2026-06-29 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260629_1782675706
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-06-29T11:41:46.421228',
'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': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.09122371673584},
'accuracy': 0.8314135428457288,
'avg_loss': -0.005050494567757711,
'avg_win': 0.0015789554976401471,
'expectancy': -1.5248657376683511e-05,
'losing_trades': 183,
'max_drawdown': 0.16466655267634545,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260629_1782675706',
'profit_factor': 0.9874445794253949,
'sharpe_ratio': -0.4422967393325844,
'total_pnl': -0.011604228263656063,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.759526938239159,
'winning_trades': 578}
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}
|
||||||||||||
| 714 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 0.987 | 0.76% | 761 | -0.442 | 0.16 | 0.831 | 0.000 | 2026-06-28 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260628_1782589535
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-06-28T11:45:35.582047',
'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': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 3.9896838665008545},
'accuracy': 0.8314135428457288,
'avg_loss': -0.005050494567757711,
'avg_win': 0.0015789554976401471,
'expectancy': -1.5248657376683511e-05,
'losing_trades': 183,
'max_drawdown': 0.16466655267634545,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260628_1782589535',
'profit_factor': 0.9874445794253949,
'sharpe_ratio': -0.4422967393325844,
'total_pnl': -0.011604228263656063,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.759526938239159,
'winning_trades': 578}
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}
|
||||||||||||
| 901 | BTCUSDT | 5 | volume_price_pivot_v86_y_C5 | 2023-08-01 ~ 2026-07-31 | 0.987 | 0.76% | 761 | -0.442 | 0.16 | 0.831 | 0.000 | 2026-06-29 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C5_BTCUSDT_2_20260629_1782675635
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-06-29T11:40:35.129910',
'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': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.057559013366699},
'accuracy': 0.8314135428457288,
'avg_loss': -0.005050494567757711,
'avg_win': 0.0015789554976401471,
'expectancy': -1.5248657376683511e-05,
'losing_trades': 183,
'max_drawdown': 0.16466655267634545,
'model_file': 'volume_price_pivot_v86_y_C5_BTCUSDT_2_20260629_1782675635',
'profit_factor': 0.9874445794253949,
'sharpe_ratio': -0.4422967393325844,
'total_pnl': -0.011604228263656063,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.759526938239159,
'winning_trades': 578}
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}
|
||||||||||||
| 711 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 0.987 | 0.76% | 761 | -0.442 | 0.16 | 0.831 | 0.000 | 2026-06-28 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260627_1782553869
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-06-28T01:51:08.882378',
'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': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.07832407951355},
'accuracy': 0.8314135428457288,
'avg_loss': -0.005050494567757711,
'avg_win': 0.0015789554976401471,
'expectancy': -1.5248657376683511e-05,
'losing_trades': 183,
'max_drawdown': 0.16466655267634545,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260627_1782553869',
'profit_factor': 0.9874445794253949,
'sharpe_ratio': -0.4422967393325844,
'total_pnl': -0.011604228263656063,
'total_trades': 761,
'trial_num': 1,
'win_rate': 0.759526938239159,
'winning_trades': 578}
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}
|
||||||||||||
| 697 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 0.987 | 0.76% | 761 | -0.442 | 0.16 | 0.831 | 0.000 | 2026-06-27 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260627_1782545494
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-06-27T23:31:34.542320',
'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': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.084019899368286},
'accuracy': 0.8314135428457288,
'avg_loss': -0.005050494567757711,
'avg_win': 0.0015789554976401471,
'expectancy': -1.5248657376683511e-05,
'losing_trades': 183,
'max_drawdown': 0.16466655267634545,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260627_1782545494',
'profit_factor': 0.9874445794253949,
'sharpe_ratio': -0.4422967393325844,
'total_pnl': -0.011604228263656063,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.759526938239159,
'winning_trades': 578}
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}
|
||||||||||||
| 681 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 0.987 | 0.76% | 761 | -0.442 | 0.16 | 0.831 | 0.000 | 2026-06-27 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260627_1782536071
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-06-27T20:54:31.586302',
'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': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.001755714416504},
'accuracy': 0.8314135428457288,
'avg_loss': -0.005050494567757711,
'avg_win': 0.0015789554976401471,
'expectancy': -1.5248657376683511e-05,
'losing_trades': 183,
'max_drawdown': 0.16466655267634545,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260627_1782536071',
'profit_factor': 0.9874445794253949,
'sharpe_ratio': -0.4422967393325844,
'total_pnl': -0.011604228263656063,
'total_trades': 761,
'trial_num': 1,
'win_rate': 0.759526938239159,
'winning_trades': 578}
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}
|
||||||||||||
| 858 | BTCUSDT | 5 | volume_price_pivot_v86_y_C5 | 2023-08-01 ~ 2026-07-31 | 0.987 | 0.76% | 761 | -0.442 | 0.16 | 0.831 | 0.000 | 2026-06-28 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C5_BTCUSDT_2_20260628_1782620074
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-06-28T20:14:33.815960',
'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': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.05727744102478},
'accuracy': 0.8314135428457288,
'avg_loss': -0.005050494567757711,
'avg_win': 0.0015789554976401471,
'expectancy': -1.5248657376683511e-05,
'losing_trades': 183,
'max_drawdown': 0.16466655267634545,
'model_file': 'volume_price_pivot_v86_y_C5_BTCUSDT_2_20260628_1782620074',
'profit_factor': 0.9874445794253949,
'sharpe_ratio': -0.4422967393325844,
'total_pnl': -0.011604228263656063,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.759526938239159,
'winning_trades': 578}
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}
|
||||||||||||
| 802 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 0.987 | 0.76% | 761 | -0.442 | 0.16 | 0.831 | 0.000 | 2026-06-28 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260628_1782617174
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-06-28T19:26:14.406707',
'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': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.041730880737305},
'accuracy': 0.8314135428457288,
'avg_loss': -0.005050494567757711,
'avg_win': 0.0015789554976401471,
'expectancy': -1.5248657376683511e-05,
'losing_trades': 183,
'max_drawdown': 0.16466655267634545,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260628_1782617174',
'profit_factor': 0.9874445794253949,
'sharpe_ratio': -0.4422967393325844,
'total_pnl': -0.011604228263656063,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.759526938239159,
'winning_trades': 578}
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}
|
||||||||||||
| 710 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 0.987 | 0.76% | 761 | -0.442 | 0.16 | 0.831 | 0.000 | 2026-06-28 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260627_1782553128
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-06-28T01:38:48.458856',
'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': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.03039813041687},
'accuracy': 0.8314135428457288,
'avg_loss': -0.005050494567757711,
'avg_win': 0.0015789554976401471,
'expectancy': -1.5248657376683511e-05,
'losing_trades': 183,
'max_drawdown': 0.16466655267634545,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260627_1782553128',
'profit_factor': 0.9874445794253949,
'sharpe_ratio': -0.4422967393325844,
'total_pnl': -0.011604228263656063,
'total_trades': 761,
'trial_num': 1,
'win_rate': 0.759526938239159,
'winning_trades': 578}
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}
|
||||||||||||
| 862 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 0.987 | 0.76% | 761 | -0.442 | 0.16 | 0.831 | 0.000 | 2026-06-28 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260628_1782620646
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-06-28T20:24:06.573450',
'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': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.002002716064453},
'accuracy': 0.8314135428457288,
'avg_loss': -0.005050494567757711,
'avg_win': 0.0015789554976401471,
'expectancy': -1.5248657376683511e-05,
'losing_trades': 183,
'max_drawdown': 0.16466655267634545,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260628_1782620646',
'profit_factor': 0.9874445794253949,
'sharpe_ratio': -0.4422967393325844,
'total_pnl': -0.011604228263656063,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.759526938239159,
'winning_trades': 578}
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}
|
||||||||||||
| 898 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 0.987 | 0.76% | 761 | -0.442 | 0.16 | 0.831 | 0.000 | 2026-06-29 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260629_1782675487
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-06-29T11:38:07.222070',
'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': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.039635419845581},
'accuracy': 0.8314135428457288,
'avg_loss': -0.005050494567757711,
'avg_win': 0.0015789554976401471,
'expectancy': -1.5248657376683511e-05,
'losing_trades': 183,
'max_drawdown': 0.16466655267634545,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260629_1782675487',
'profit_factor': 0.9874445794253949,
'sharpe_ratio': -0.4422967393325844,
'total_pnl': -0.011604228263656063,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.759526938239159,
'winning_trades': 578}
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}
|
||||||||||||
| 902 | BTCUSDT | 5 | volume_price_pivot_v86_y_C5 | 2023-08-01 ~ 2026-07-31 | 0.987 | 0.76% | 761 | -0.442 | 0.16 | 0.831 | 0.000 | 2026-06-29 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C5_BTCUSDT_2_20260629_1782675672
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-06-29T11:41:12.519170',
'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': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.073632478713989},
'accuracy': 0.8314135428457288,
'avg_loss': -0.005050494567757711,
'avg_win': 0.0015789554976401471,
'expectancy': -1.5248657376683511e-05,
'losing_trades': 183,
'max_drawdown': 0.16466655267634545,
'model_file': 'volume_price_pivot_v86_y_C5_BTCUSDT_2_20260629_1782675672',
'profit_factor': 0.9874445794253949,
'sharpe_ratio': -0.4422967393325844,
'total_pnl': -0.011604228263656063,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.759526938239159,
'winning_trades': 578}
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}
|
||||||||||||
| 904 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 0.987 | 0.76% | 761 | -0.442 | 0.16 | 0.831 | 0.000 | 2026-06-29 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260629_1782675786
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-06-29T11:43:06.137115',
'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': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.057693719863892},
'accuracy': 0.8314135428457288,
'avg_loss': -0.005050494567757711,
'avg_win': 0.0015789554976401471,
'expectancy': -1.5248657376683511e-05,
'losing_trades': 183,
'max_drawdown': 0.16466655267634545,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260629_1782675786',
'profit_factor': 0.9874445794253949,
'sharpe_ratio': -0.4422967393325844,
'total_pnl': -0.011604228263656063,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.759526938239159,
'winning_trades': 578}
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}
|
||||||||||||
| 855 | BTCUSDT | 5 | volume_price_pivot_v86_y_C0 | 2023-08-01 ~ 2026-07-31 | 0.987 | 0.76% | 761 | -0.442 | 0.16 | 0.831 | 0.000 | 2026-06-28 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C0_BTCUSDT_2_20260628_1782619925
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-06-28T20:12:05.486318',
'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': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.167559385299683},
'accuracy': 0.8314135428457288,
'avg_loss': -0.005050494567757711,
'avg_win': 0.0015789554976401471,
'expectancy': -1.5248657376683511e-05,
'losing_trades': 183,
'max_drawdown': 0.16466655267634545,
'model_file': 'volume_price_pivot_v86_y_C0_BTCUSDT_2_20260628_1782619925',
'profit_factor': 0.9874445794253949,
'sharpe_ratio': -0.4422967393325844,
'total_pnl': -0.011604228263656063,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.759526938239159,
'winning_trades': 578}
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}
|
||||||||||||
| 854 | BTCUSDT | 5 | volume_price_pivot_v86_y_C5 | 2023-08-01 ~ 2026-07-31 | 0.987 | 0.76% | 761 | -0.442 | 0.16 | 0.831 | 0.000 | 2026-06-28 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C5_BTCUSDT_2_20260628_1782619852
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-06-28T20:10:52.726669',
'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': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.062970399856567},
'accuracy': 0.8314135428457288,
'avg_loss': -0.005050494567757711,
'avg_win': 0.0015789554976401471,
'expectancy': -1.5248657376683511e-05,
'losing_trades': 183,
'max_drawdown': 0.16466655267634545,
'model_file': 'volume_price_pivot_v86_y_C5_BTCUSDT_2_20260628_1782619852',
'profit_factor': 0.9874445794253949,
'sharpe_ratio': -0.4422967393325844,
'total_pnl': -0.011604228263656063,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.759526938239159,
'winning_trades': 578}
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}
|
||||||||||||
| 853 | BTCUSDT | 5 | volume_price_pivot_v86_y_C5 | 2023-08-01 ~ 2026-07-31 | 0.987 | 0.76% | 761 | -0.442 | 0.16 | 0.831 | 0.000 | 2026-06-28 |
|
Model: gradient_boosting (vv1)
Model File: volume_price_pivot_v86_y_C5_BTCUSDT_2_20260628_1782619815
Data Hash: 938ab6efac7e98b1
Feature Score:
展開('[{"feature": "K_high_pct_change_12", "importance": 0.6198279405818993}, '
'{"feature": "K_momentum_pct_change_48", "importance": 0.0807005755557168}, '
'{"feature": "K_close_position_in_hl", "importance": 0.07685111373914674}, '
'{"feature": "K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": 0.0660804521217335}, '
'{"feature": "O_div_amplitude_48", "importance": 0.036669174728180154}, '
'{"feature": "O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": 0.013851918814284348}, '
'{"feature": "K_consecutive_shrink", "importance": 0.00944879971786215}, '
'{"feature": "O_div_binary_48", "importance": 0.0009436204507562038}]')
Training Strategy: -
param (JSON):
展開 JSON{'_feature_score': '[{"feature": "K_high_pct_change_12", "importance": '
'0.6198279405818993}, {"feature": '
'"K_momentum_pct_change_48", "importance": '
'0.0807005755557168}, {"feature": "K_close_position_in_hl", '
'"importance": 0.07685111373914674}, {"feature": '
'"K_body_size_pct", "importance": 0.07120525390332268}, '
'{"feature": "O_div_amplitude_12", "importance": '
'0.0660804521217335}, {"feature": "O_div_amplitude_48", '
'"importance": 0.036669174728180154}, {"feature": '
'"O_pct_change_12", "importance": 0.02442115038709807}, '
'{"feature": "O_div_binary_12", "importance": '
'0.013851918814284348}, {"feature": "K_consecutive_shrink", '
'"importance": 0.00944879971786215}, {"feature": '
'"O_div_binary_48", "importance": 0.0009436204507562038}]',
'_model_metadata': {'created_at': '2026-06-28T20:10:14.985158',
'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': 0.9101894605933456,
'train_accuracy': 0.8314135428457288},
'model_name': 'gradient_boosting',
'model_version': 'v1',
'n_features': 10,
'n_samples': 15019,
'tags': {},
'training_data_hash': '938ab6efac7e98b1-374708fff7719dd5',
'training_time_sec': 4.043181419372559},
'accuracy': 0.8314135428457288,
'avg_loss': -0.005050494567757711,
'avg_win': 0.0015789554976401471,
'expectancy': -1.5248657376683511e-05,
'losing_trades': 183,
'max_drawdown': 0.16466655267634545,
'model_file': 'volume_price_pivot_v86_y_C5_BTCUSDT_2_20260628_1782619815',
'profit_factor': 0.9874445794253949,
'sharpe_ratio': -0.4422967393325844,
'total_pnl': -0.011604228263656063,
'total_trades': 761,
'trial_num': 0,
'win_rate': 0.759526938239159,
'winning_trades': 578}
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}
|
||||||||||||