Add Torch probe entries and Pi artifact sync
This commit is contained in:
Курнат Андрей
+231
-312
@@ -1,7 +1,7 @@
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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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"created_at": "2026-06-24T18:25:26.346861+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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@@ -16,28 +16,28 @@
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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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"skill": 0.17771573949336475,
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"directional_accuracy": 0.7166666666666667
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},
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"ETHUSDT": {
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"model": "torch_gru",
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"model": "torch_lstm",
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"lookback": 64,
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"hidden_size": 64,
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"skill": 0.09273757527902074,
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"skill": 0.08854869730624494,
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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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"model": "torch_lstm",
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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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"hidden_size": 64,
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"skill": 0.022567259691807694,
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"directional_accuracy": 0.6166666666666667
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},
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"LTCUSDT": {
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"model": "torch_gru",
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"model": "torch_lstm",
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"lookback": 64,
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"hidden_size": 96,
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"skill": 0.11954702418314447,
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"hidden_size": 64,
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"skill": 0.106450769315762,
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"directional_accuracy": 0.6583333333333333
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}
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}
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@@ -50,142 +50,75 @@
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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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"probability": 0.59,
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"confidence": 0.72,
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"trades": 1,
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"wins": 1,
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"win_rate": 1.0,
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"total_net_percent": 0.09543520096249036,
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"average_net_percent": 0.09543520096249036,
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"max_drawdown_percent": 0.0,
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"profit_factor": 999.0,
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"score": 0.04938446142797822
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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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"trades": 1,
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"wins": 1,
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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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"total_net_percent": 0.0113,
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"avg_net_percent": 0.0113,
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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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"entry_timestamp": 1780462800000,
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"exit_timestamp": 1780470000000,
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"net_percent": 0.0113,
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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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"held_bars": 2,
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"entry_probability": 0.5905,
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"entry_expected_percent": 0.3024
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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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"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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"status": "warn"
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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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"probability": 0.59,
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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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"trades": 1,
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"wins": 1,
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"win_rate": 1.0,
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"total_net_percent": 0.09543520096249036,
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"average_net_percent": 0.09543520096249036,
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"max_drawdown_percent": 0.0,
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"profit_factor": 999.0,
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"score": 0.05733739484151908
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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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"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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@@ -194,16 +127,16 @@
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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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"probability": 0.59,
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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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"trades": 1,
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"wins": 1,
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"win_rate": 1.0,
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"total_net_percent": 0.09543520096249036,
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"average_net_percent": 0.09543520096249036,
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"max_drawdown_percent": 0.0,
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"profit_factor": 999.0,
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"score": 0.05733739484151908
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},
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"test": {
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"trades": 0,
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@@ -220,266 +153,252 @@
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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": "0.25-0.30",
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"samples": 25,
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"avg_probability": 0.2947,
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"actual_win_rate": 0.12,
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"avg_future_net_percent": -0.6611
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},
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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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"samples": 87,
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"avg_probability": 0.3257,
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"actual_win_rate": 0.1379,
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"avg_future_net_percent": -0.5883
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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,
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"actual_win_rate": 0.2225,
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"avg_future_net_percent": -0.6359
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"samples": 276,
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"avg_probability": 0.3787,
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"actual_win_rate": 0.221,
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"avg_future_net_percent": -0.5378
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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,
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"actual_win_rate": 0.2873,
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"avg_future_net_percent": -0.4036
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"samples": 1720,
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"avg_probability": 0.4263,
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"actual_win_rate": 0.3203,
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"avg_future_net_percent": -0.3469
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},
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{
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"bucket": "0.45-0.50",
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"samples": 911,
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"avg_probability": 0.4746,
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"actual_win_rate": 0.3271,
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"avg_future_net_percent": -0.3061
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"samples": 629,
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"avg_probability": 0.4701,
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"actual_win_rate": 0.31,
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"avg_future_net_percent": -0.4239
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},
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{
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"bucket": "0.50-0.55",
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"samples": 290,
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"avg_probability": 0.5188,
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"actual_win_rate": 0.3966,
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"avg_future_net_percent": -0.0583
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"samples": 111,
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"avg_probability": 0.5223,
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"actual_win_rate": 0.4414,
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"avg_future_net_percent": 0.252
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},
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{
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"bucket": "0.55-0.60",
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"samples": 104,
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"avg_probability": 0.5758,
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"actual_win_rate": 0.4327,
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"avg_future_net_percent": 0.0173
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},
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{
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"bucket": "0.60-0.65",
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"samples": 42,
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"avg_probability": 0.6138,
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"actual_win_rate": 0.4762,
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"avg_future_net_percent": -0.0041
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},
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{
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"bucket": "0.65-0.70",
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"samples": 6,
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"avg_probability": 0.6679,
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"actual_win_rate": 0.3333,
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"avg_future_net_percent": 0.6587
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},
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{
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"bucket": "0.70-0.75",
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"samples": 6,
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"avg_probability": 0.7103,
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"actual_win_rate": 0.8333,
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"avg_future_net_percent": 2.1268
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"samples": 32,
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||||
"avg_probability": 0.5658,
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||||
"actual_win_rate": 0.375,
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"avg_future_net_percent": -0.2001
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}
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]
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},
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"top_results": [
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{
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"edge": 0.1,
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"probability": 0.62,
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"probability": 0.59,
|
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"confidence": 0.72,
|
||||
"trades": 9,
|
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"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
|
||||
"trades": 1,
|
||||
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|
||||
"win_rate": 1.0,
|
||||
"total_net_percent": 0.09543520096249036,
|
||||
"average_net_percent": 0.09543520096249036,
|
||||
"max_drawdown_percent": 0.0,
|
||||
"profit_factor": 999.0,
|
||||
"score": 0.04938446142797822
|
||||
},
|
||||
{
|
||||
"edge": 0.1,
|
||||
"probability": 0.62,
|
||||
"probability": 0.59,
|
||||
"confidence": 0.68,
|
||||
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|
||||
"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
|
||||
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|
||||
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|
||||
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|
||||
"total_net_percent": 0.09543520096249036,
|
||||
"average_net_percent": 0.09543520096249036,
|
||||
"max_drawdown_percent": 0.0,
|
||||
"profit_factor": 999.0,
|
||||
"score": 0.04938446142797822
|
||||
},
|
||||
{
|
||||
"edge": 0.1,
|
||||
"probability": 0.62,
|
||||
"probability": 0.59,
|
||||
"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
|
||||
"trades": 1,
|
||||
"wins": 1,
|
||||
"win_rate": 1.0,
|
||||
"total_net_percent": 0.09543520096249036,
|
||||
"average_net_percent": 0.09543520096249036,
|
||||
"max_drawdown_percent": 0.0,
|
||||
"profit_factor": 999.0,
|
||||
"score": 0.04938446142797822
|
||||
},
|
||||
{
|
||||
"edge": 0.1,
|
||||
"probability": 0.62,
|
||||
"probability": 0.59,
|
||||
"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
|
||||
"trades": 1,
|
||||
"wins": 1,
|
||||
"win_rate": 1.0,
|
||||
"total_net_percent": 0.09543520096249036,
|
||||
"average_net_percent": 0.09543520096249036,
|
||||
"max_drawdown_percent": 0.0,
|
||||
"profit_factor": 999.0,
|
||||
"score": 0.04938446142797822
|
||||
},
|
||||
{
|
||||
"edge": 0.1,
|
||||
"probability": 0.62,
|
||||
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]
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||||
}
|
||||
|
||||
Reference in New Issue
Block a user