Add local runtime artifacts
This commit is contained in:
Курнат Андрей
File diff suppressed because it is too large
Load Diff
File diff suppressed because it is too large
Load Diff
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BTCUSDT: loaded 2000 60 candles
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ETHUSDT: loaded 2000 60 candles
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LTCUSDT: loaded 2000 60 candles
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SOLUSDT: loaded 2000 60 candles
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BTCUSDT: replay records 720
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ETHUSDT: replay records 720
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SOLUSDT: replay records 720
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LTCUSDT: replay records 720
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records_by_symbol {"BTCUSDT": 720, "ETHUSDT": 720, "LTCUSDT": 720, "SOLUSDT": 720}
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artifact {"created_at": "2026-06-23T19:07:54.434411+00:00", "feature_count": 55, "symbols": {"BTCUSDT": {"directional_accuracy": 0.725, "hidden_size": 96, "lookback": 64, "model": "torch_gru", "skill": 0.15903346077183758}, "ETHUSDT": {"directional_accuracy": 0.6916666666666667, "hidden_size": 64, "lookback": 64, "model": "torch_gru", "skill": 0.09273757527902074}, "LTCUSDT": {"directional_accuracy": 0.6583333333333333, "hidden_size": 96, "lookback": 64, "model": "torch_gru", "skill": 0.11954702418314447}, "SOLUSDT": {"directional_accuracy": 0.6416666666666667, "hidden_size": 96, "lookback": 64, "model": "torch_gru", "skill": 0.03400498728351002}}, "target_horizon": 3, "target_horizons": [1, 3, 6, 12], "target_transform": "net_return_over_volatility", "version": 4}
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TOP_RESULTS
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edge=0.1000 prob=0.6200 conf=0.7200 trades=9 win=0.333 avg=0.8147% total=7.3321% dd=1.4888% pf=3.912 score=0.6897
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edge=0.1000 prob=0.6200 conf=0.6800 trades=9 win=0.333 avg=0.8147% total=7.3321% dd=1.4888% pf=3.912 score=0.6897
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edge=0.1000 prob=0.6200 conf=0.6400 trades=9 win=0.333 avg=0.8147% total=7.3321% dd=1.4888% pf=3.912 score=0.6897
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edge=0.1000 prob=0.6200 conf=0.6000 trades=9 win=0.333 avg=0.8147% total=7.3321% dd=1.4888% pf=3.912 score=0.6897
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edge=0.1000 prob=0.6200 conf=0.5600 trades=9 win=0.333 avg=0.8147% total=7.3321% dd=1.4888% pf=3.912 score=0.6897
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edge=0.1000 prob=0.6200 conf=0.5000 trades=9 win=0.333 avg=0.8147% total=7.3321% dd=1.4888% pf=3.912 score=0.6897
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edge=0.0800 prob=0.6200 conf=0.7200 trades=9 win=0.333 avg=0.8147% total=7.3321% dd=1.4888% pf=3.912 score=0.6897
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edge=0.0800 prob=0.6200 conf=0.6800 trades=9 win=0.333 avg=0.8147% total=7.3321% dd=1.4888% pf=3.912 score=0.6897
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edge=0.0800 prob=0.6200 conf=0.6400 trades=9 win=0.333 avg=0.8147% total=7.3321% dd=1.4888% pf=3.912 score=0.6897
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edge=0.0800 prob=0.6200 conf=0.6000 trades=9 win=0.333 avg=0.8147% total=7.3321% dd=1.4888% pf=3.912 score=0.6897
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edge=0.0800 prob=0.6200 conf=0.5600 trades=9 win=0.333 avg=0.8147% total=7.3321% dd=1.4888% pf=3.912 score=0.6897
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edge=0.0800 prob=0.6200 conf=0.5000 trades=9 win=0.333 avg=0.8147% total=7.3321% dd=1.4888% pf=3.912 score=0.6897
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edge=0.0600 prob=0.6200 conf=0.7200 trades=9 win=0.333 avg=0.8147% total=7.3321% dd=1.4888% pf=3.912 score=0.6897
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edge=0.0600 prob=0.6200 conf=0.6800 trades=9 win=0.333 avg=0.8147% total=7.3321% dd=1.4888% pf=3.912 score=0.6897
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edge=0.0600 prob=0.6200 conf=0.6400 trades=9 win=0.333 avg=0.8147% total=7.3321% dd=1.4888% pf=3.912 score=0.6897
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RECOMMENDED
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edge=0.1000 prob=0.6000 conf=0.6800 trades=16 win=0.562 avg=0.4948% total=7.9171% dd=1.8130% pf=3.629 score=0.5817
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FULL_REPLAY
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trades=5 win=1.000 avg=1.9149% total=9.5746% dd=0.0000% pf=999.000
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WALK_FORWARD
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{"avg_net_percent": 0.4783, "max_drawdown_percent": 1.3024, "profit_factor": 3.471, "status": "ok", "total_net_percent": 7.1747, "trades": 15, "win_rate": 0.5333, "wins": 8}
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env TIME_SERIES_MIN_EDGE_PERCENT=0.1000 TIME_SERIES_MIN_PROBABILITY_UP=0.6000 TIME_SERIES_MIN_CONFIDENCE=0.6800
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@@ -0,0 +1,485 @@
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{
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"artifact": {
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"version": 4,
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"created_at": "2026-06-23T19:07:54.434411+00:00",
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"feature_count": 55,
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"target_horizon": 3,
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"target_horizons": [
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1,
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3,
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6,
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12
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],
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"target_transform": "net_return_over_volatility",
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"symbols": {
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"BTCUSDT": {
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"model": "torch_gru",
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"lookback": 64,
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"hidden_size": 96,
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"skill": 0.15903346077183758,
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"directional_accuracy": 0.725
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},
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"ETHUSDT": {
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"model": "torch_gru",
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"lookback": 64,
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"hidden_size": 64,
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"skill": 0.09273757527902074,
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"directional_accuracy": 0.6916666666666667
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},
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"SOLUSDT": {
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"model": "torch_gru",
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"lookback": 64,
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"hidden_size": 96,
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"skill": 0.03400498728351002,
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"directional_accuracy": 0.6416666666666667
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},
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"LTCUSDT": {
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"model": "torch_gru",
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"lookback": 64,
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"hidden_size": 96,
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"skill": 0.11954702418314447,
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"directional_accuracy": 0.6583333333333333
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}
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}
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},
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"records_by_symbol": {
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"BTCUSDT": 720,
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"ETHUSDT": 720,
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"SOLUSDT": 720,
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"LTCUSDT": 720
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},
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"recommended": {
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"edge": 0.1,
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"probability": 0.6,
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"confidence": 0.68,
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"trades": 16,
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"wins": 9,
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"win_rate": 0.5625,
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"total_net_percent": 7.917141995065847,
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"average_net_percent": 0.4948213746916154,
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"max_drawdown_percent": 1.812991648733242,
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"profit_factor": 3.629214989861449,
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"score": 0.5816887551556058
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},
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"full_replay": {
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"trades": 5,
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"wins": 5,
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"win_rate": 1.0,
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"total_net_percent": 9.5746,
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"avg_net_percent": 1.9149,
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"max_drawdown_percent": 0.0,
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"profit_factor": 999.0,
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"trades_detail": [
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{
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"symbol": "ETHUSDT",
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"entry_timestamp": 1779940800000,
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"exit_timestamp": 1779962400000,
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"net_percent": 0.1545,
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"reason": "forecast_weak_profit_lock",
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"held_bars": 6,
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"entry_probability": 0.6018,
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"entry_expected_percent": 0.3155
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},
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{
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"symbol": "ETHUSDT",
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"entry_timestamp": 1780300800000,
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"exit_timestamp": 1780336800000,
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"net_percent": 0.1707,
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"reason": "forecast_weak_profit_lock",
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"held_bars": 10,
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"entry_probability": 0.6164,
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"entry_expected_percent": 0.3215
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},
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{
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"symbol": "ETHUSDT",
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"entry_timestamp": 1781154000000,
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"exit_timestamp": 1781157600000,
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"net_percent": 0.1476,
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"reason": "forecast_weak_profit_lock",
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"held_bars": 1,
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"entry_probability": 0.6009,
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"entry_expected_percent": 0.3352
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},
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{
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"symbol": "ETHUSDT",
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"entry_timestamp": 1781161200000,
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"exit_timestamp": 1781164800000,
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"net_percent": 0.0713,
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"reason": "forecast_weak_profit_lock",
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"held_bars": 1,
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"entry_probability": 0.6004,
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"entry_expected_percent": 0.3017
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},
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{
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"symbol": "ETHUSDT",
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"entry_timestamp": 1781445600000,
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"exit_timestamp": 1781532000000,
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"net_percent": 9.0305,
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"reason": "max_hold",
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"held_bars": 24,
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"entry_probability": 0.6014,
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"entry_expected_percent": 0.2946
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}
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]
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},
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"walk_forward": {
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"summary": {
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"trades": 15,
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"wins": 8,
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"win_rate": 0.5333,
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"total_net_percent": 7.1747,
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"avg_net_percent": 0.4783,
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"max_drawdown_percent": 1.3024,
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"profit_factor": 3.471,
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"status": "ok"
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},
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"folds": [
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{
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"fold": 1,
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"train_records": 720,
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"test_records": 720,
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"thresholds": {
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"edge": 0.1,
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"probability": 0.6,
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"confidence": 0.72,
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"trades": 2,
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"wins": 1,
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"win_rate": 0.5,
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"total_net_percent": -0.10348384852443271,
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"average_net_percent": -0.051741924262216354,
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"max_drawdown_percent": 0.5106090484004788,
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"profit_factor": 0.7973325211360753,
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"score": -0.014117837267286302
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},
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"test": {
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"trades": 4,
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"wins": 2,
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"win_rate": 0.5,
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"total_net_percent": 0.0557,
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"avg_net_percent": 0.0139,
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"max_drawdown_percent": 1.3024,
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"profit_factor": 1.0428
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}
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},
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{
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"fold": 2,
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"train_records": 1440,
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"test_records": 720,
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"thresholds": {
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"edge": 0.1,
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"probability": 0.55,
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"confidence": 0.72,
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"trades": 13,
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"wins": 8,
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"win_rate": 0.6153846153846154,
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"total_net_percent": 2.3573472403187523,
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"average_net_percent": 0.1813344031014425,
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"max_drawdown_percent": 1.812991648733242,
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"profit_factor": 2.0042930935847436,
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"score": 0.18692024685961114
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},
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"test": {
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"trades": 11,
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"wins": 6,
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"win_rate": 0.5455,
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"total_net_percent": 7.119,
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"avg_net_percent": 0.6472,
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"max_drawdown_percent": 1.0894,
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"profit_factor": 5.4462
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}
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},
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{
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"fold": 3,
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"train_records": 2160,
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"test_records": 720,
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"thresholds": {
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"edge": 0.1,
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"probability": 0.62,
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"confidence": 0.72,
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"trades": 9,
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"wins": 3,
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"win_rate": 0.3333333333333333,
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"total_net_percent": 7.33207561878414,
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"average_net_percent": 0.8146750687537934,
|
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"max_drawdown_percent": 1.4887951136316468,
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"profit_factor": 3.9118496582300852,
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"score": 0.8933256829599393
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},
|
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"test": {
|
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"trades": 0,
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"wins": 0,
|
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"win_rate": 0.0,
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"total_net_percent": 0,
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"avg_net_percent": 0.0,
|
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"max_drawdown_percent": 0.0,
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"profit_factor": 0.0
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}
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}
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]
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},
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"probability_calibration": {
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"samples": 2880,
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"buckets": [
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{
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"bucket": "0.30-0.35",
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"samples": 38,
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"avg_probability": 0.336,
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"actual_win_rate": 0.1053,
|
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"avg_future_net_percent": -0.6575
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},
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{
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"bucket": "0.35-0.40",
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"samples": 418,
|
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"avg_probability": 0.3839,
|
||||
"actual_win_rate": 0.2225,
|
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"avg_future_net_percent": -0.6359
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},
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{
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"bucket": "0.40-0.45",
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"samples": 1065,
|
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"avg_probability": 0.427,
|
||||
"actual_win_rate": 0.2873,
|
||||
"avg_future_net_percent": -0.4036
|
||||
},
|
||||
{
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||||
"bucket": "0.45-0.50",
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"samples": 911,
|
||||
"avg_probability": 0.4746,
|
||||
"actual_win_rate": 0.3271,
|
||||
"avg_future_net_percent": -0.3061
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||||
},
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||||
{
|
||||
"bucket": "0.50-0.55",
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"samples": 290,
|
||||
"avg_probability": 0.5188,
|
||||
"actual_win_rate": 0.3966,
|
||||
"avg_future_net_percent": -0.0583
|
||||
},
|
||||
{
|
||||
"bucket": "0.55-0.60",
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||||
"samples": 104,
|
||||
"avg_probability": 0.5758,
|
||||
"actual_win_rate": 0.4327,
|
||||
"avg_future_net_percent": 0.0173
|
||||
},
|
||||
{
|
||||
"bucket": "0.60-0.65",
|
||||
"samples": 42,
|
||||
"avg_probability": 0.6138,
|
||||
"actual_win_rate": 0.4762,
|
||||
"avg_future_net_percent": -0.0041
|
||||
},
|
||||
{
|
||||
"bucket": "0.65-0.70",
|
||||
"samples": 6,
|
||||
"avg_probability": 0.6679,
|
||||
"actual_win_rate": 0.3333,
|
||||
"avg_future_net_percent": 0.6587
|
||||
},
|
||||
{
|
||||
"bucket": "0.70-0.75",
|
||||
"samples": 6,
|
||||
"avg_probability": 0.7103,
|
||||
"actual_win_rate": 0.8333,
|
||||
"avg_future_net_percent": 2.1268
|
||||
}
|
||||
]
|
||||
},
|
||||
"top_results": [
|
||||
{
|
||||
"edge": 0.1,
|
||||
"probability": 0.62,
|
||||
"confidence": 0.72,
|
||||
"trades": 9,
|
||||
"wins": 3,
|
||||
"win_rate": 0.3333333333333333,
|
||||
"total_net_percent": 7.33207561878414,
|
||||
"average_net_percent": 0.8146750687537934,
|
||||
"max_drawdown_percent": 1.4887951136316468,
|
||||
"profit_factor": 3.9118496582300852,
|
||||
"score": 0.689656915771491
|
||||
},
|
||||
{
|
||||
"edge": 0.1,
|
||||
"probability": 0.62,
|
||||
"confidence": 0.68,
|
||||
"trades": 9,
|
||||
"wins": 3,
|
||||
"win_rate": 0.3333333333333333,
|
||||
"total_net_percent": 7.33207561878414,
|
||||
"average_net_percent": 0.8146750687537934,
|
||||
"max_drawdown_percent": 1.4887951136316468,
|
||||
"profit_factor": 3.9118496582300852,
|
||||
"score": 0.689656915771491
|
||||
},
|
||||
{
|
||||
"edge": 0.1,
|
||||
"probability": 0.62,
|
||||
"confidence": 0.64,
|
||||
"trades": 9,
|
||||
"wins": 3,
|
||||
"win_rate": 0.3333333333333333,
|
||||
"total_net_percent": 7.33207561878414,
|
||||
"average_net_percent": 0.8146750687537934,
|
||||
"max_drawdown_percent": 1.4887951136316468,
|
||||
"profit_factor": 3.9118496582300852,
|
||||
"score": 0.689656915771491
|
||||
},
|
||||
{
|
||||
"edge": 0.1,
|
||||
"probability": 0.62,
|
||||
"confidence": 0.6,
|
||||
"trades": 9,
|
||||
"wins": 3,
|
||||
"win_rate": 0.3333333333333333,
|
||||
"total_net_percent": 7.33207561878414,
|
||||
"average_net_percent": 0.8146750687537934,
|
||||
"max_drawdown_percent": 1.4887951136316468,
|
||||
"profit_factor": 3.9118496582300852,
|
||||
"score": 0.689656915771491
|
||||
},
|
||||
{
|
||||
"edge": 0.1,
|
||||
"probability": 0.62,
|
||||
"confidence": 0.56,
|
||||
"trades": 9,
|
||||
"wins": 3,
|
||||
"win_rate": 0.3333333333333333,
|
||||
"total_net_percent": 7.33207561878414,
|
||||
"average_net_percent": 0.8146750687537934,
|
||||
"max_drawdown_percent": 1.4887951136316468,
|
||||
"profit_factor": 3.9118496582300852,
|
||||
"score": 0.689656915771491
|
||||
},
|
||||
{
|
||||
"edge": 0.1,
|
||||
"probability": 0.62,
|
||||
"confidence": 0.5,
|
||||
"trades": 9,
|
||||
"wins": 3,
|
||||
"win_rate": 0.3333333333333333,
|
||||
"total_net_percent": 7.33207561878414,
|
||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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|
||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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|
||||
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||||
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||||
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|
||||
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|
||||
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|
||||
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||||
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||||
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||||
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||||
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||||
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|
||||
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||||
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||||
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||||
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|
||||
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||||
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||||
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||||
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||||
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||||
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|
||||
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||||
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||||
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|
||||
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|
||||
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|
||||
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|
||||
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||||
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||||
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||||
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||||
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|
||||
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||||
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||||
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|
||||
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|
||||
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||||
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||||
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||||
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||||
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||||
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||||
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|
||||
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||||
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||||
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|
||||
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|
||||
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|
||||
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|
||||
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||||
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||||
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||||
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||||
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||||
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|
||||
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|
||||
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||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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||||
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||||
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||||
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||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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||||
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||||
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||||
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||||
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||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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||||
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||||
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||||
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||||
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||||
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|
||||
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|
||||
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||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
{
|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
{
|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
{
|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
{
|
||||
"edge": 0.1,
|
||||
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|
||||
"confidence": 0.68,
|
||||
"trades": 32,
|
||||
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|
||||
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|
||||
"total_net_percent": 9.83610967545454,
|
||||
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|
||||
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|
||||
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|
||||
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|
||||
}
|
||||
]
|
||||
}
|
||||
@@ -0,0 +1,5 @@
|
||||
BTCUSDT: model=torch_gru lookback=64 features=55 hidden=96 layers=2 horizons=1,3,6,12 mae=0.47001% baseline=0.55889% skill=0.1590 dir=0.725 p_brier=0.2443
|
||||
ETHUSDT: model=torch_gru lookback=64 features=55 hidden=64 layers=2 horizons=1,3,6,12 mae=0.63328% baseline=0.69801% skill=0.0927 dir=0.692 p_brier=0.2239
|
||||
SOLUSDT: model=torch_gru lookback=64 features=55 hidden=96 layers=2 horizons=1,3,6,12 mae=0.85491% baseline=0.88500% skill=0.0340 dir=0.642 p_brier=0.2308
|
||||
LTCUSDT: model=torch_gru lookback=64 features=55 hidden=96 layers=2 horizons=1,3,6,12 mae=0.57185% baseline=0.64949% skill=0.1195 dir=0.658 p_brier=0.2369
|
||||
saved G:\Repos\TradeBot\runtime\lstm_forecaster.candidate.json
|
||||
Binary file not shown.
Reference in New Issue
Block a user