forked from chiki2bum2/SniperGold_ML
265 lines
6.9 KiB
JSON
265 lines
6.9 KiB
JSON
 | {
| ||
"final_decision": "A_STABLE_WEAK_SIGNAL",
| |||
"quality_gates_all_pass": true,
| |||
"fold_results": [
| |||
{
| |||
"fold": 1,
| |||
"train_bars": [
| |||
1077,
| |||
99013
| |||
],
| |||
"oos_bars": [
| |||
99568,
| |||
134069
| |||
],
| |||
"gap_bars": 555,
| |||
"train_count": 300,
| |||
"oos_count": 95,
| |||
"quality": {
| |||
"oos_n": 95,
| |||
"oos_win": 25,
| |||
"oos_loss": 70,
| |||
"pass": true,
| |||
"power": "ok"
| |||
},
| |||
"logistic": {
| |||
"train": {
| |||
"roc_auc": 0.5563866812113657,
| |||
"pr_auc": 0.3667773616760857,
| |||
"log_loss": 0.6137209983502747,
| |||
"brier": 0.21164108867423428,
| |||
"balanced_acc": 0.5053763440860215,
| |||
"win_precision": 1.0,
| |||
"win_recall": 0.010752688172043012,
| |||
"n": 300,
| |||
"n_win": 93,
| |||
"n_loss": 207,
| |||
"accuracy": 0.6933333333333334,
| |||
"tag": "fold1_train"
| |||
},
| |||
"oos": {
| |||
"roc_auc": 0.5337142857142857,
| |||
"pr_auc": 0.33024865425810046,
| |||
"log_loss": 0.5815202568047324,
| |||
"brier": 0.19576270679970026,
| |||
"balanced_acc": 0.52,
| |||
"win_precision": 1.0,
| |||
"win_recall": 0.04,
| |||
"n": 95,
| |||
"n_win": 25,
| |||
"n_loss": 70,
| |||
"accuracy": 0.7473684210526316,
| |||
"tag": "fold1_oos"
| |||
}
| |||
},
| |||
"majority": {
| |||
"tag": "fold1_majority",
| |||
"prior": 0.31,
| |||
"roc_auc": 0.5,
| |||
"pr_auc": 0.31,
| |||
"pr_auc_note": "constant-prior baseline PR-AUC = OOS prevalence",
| |||
"log_loss": 0.5816213919466512,
| |||
"brier": 0.1960999999999999,
| |||
"balanced_acc": 0.5,
| |||
"win_precision": 0.0,
| |||
"win_recall": 0.0,
| |||
"n": 95,
| |||
"n_win": 25,
| |||
"n_loss": 70
| |||
}
| |||
},
| |||
{
| |||
"fold": 2,
| |||
"train_bars": [
| |||
1077,
| |||
134069
| |||
],
| |||
"oos_bars": [
| |||
134541,
| |||
167070
| |||
],
| |||
"gap_bars": 472,
| |||
"train_count": 395,
| |||
"oos_count": 95,
| |||
"quality": {
| |||
"oos_n": 95,
| |||
"oos_win": 23,
| |||
"oos_loss": 72,
| |||
"pass": true,
| |||
"power": "ok"
| |||
},
| |||
"logistic": {
| |||
"train": {
| |||
"roc_auc": 0.5474515082910114,
| |||
"pr_auc": 0.3642565443840703,
| |||
"log_loss": 0.6037333565082391,
| |||
"brier": 0.20689208248534882,
| |||
"balanced_acc": 0.5084745762711864,
| |||
"win_precision": 1.0,
| |||
"win_recall": 0.01694915254237288,
| |||
"n": 395,
| |||
"n_win": 118,
| |||
"n_loss": 277,
| |||
"accuracy": 0.7063291139240506,
| |||
"tag": "fold2_train"
| |||
},
| |||
"oos": {
| |||
"roc_auc": 0.6340579710144927,
| |||
"pr_auc": 0.42241475064086087,
| |||
"log_loss": 0.5466761579324275,
| |||
"brier": 0.18062977870342273,
| |||
"balanced_acc": 0.5,
| |||
"win_precision": 0.0,
| |||
"win_recall": 0.0,
| |||
"n": 95,
| |||
"n_win": 23,
| |||
"n_loss": 72,
| |||
"accuracy": 0.7578947368421053,
| |||
"tag": "fold2_oos"
| |||
}
| |||
},
| |||
"majority": {
| |||
"tag": "fold2_majority",
| |||
"prior": 0.29873417721518986,
| |||
"roc_auc": 0.5,
| |||
"pr_auc": 0.29873417721518986,
| |||
"pr_auc_note": "constant-prior baseline PR-AUC = OOS prevalence",
| |||
"log_loss": 0.5614646406042941,
| |||
"brier": 0.18669713861644985,
| |||
"balanced_acc": 0.5,
| |||
"win_precision": 0.0,
| |||
"win_recall": 0.0,
| |||
"n": 95,
| |||
"n_win": 23,
| |||
"n_loss": 72
| |||
}
| |||
},
| |||
{
| |||
"fold": 3,
| |||
"train_bars": [
| |||
1077,
| |||
167070
| |||
],
| |||
"oos_bars": [
| |||
167391,
| |||
193899
| |||
],
| |||
"gap_bars": 321,
| |||
"train_count": 490,
| |||
"oos_count": 81,
| |||
"quality": {
| |||
"oos_n": 81,
| |||
"oos_win": 26,
| |||
"oos_loss": 55,
| |||
"pass": true,
| |||
"power": "ok"
| |||
},
| |||
"logistic": {
| |||
"train": {
| |||
"roc_auc": 0.5541262777134264,
| |||
"pr_auc": 0.36980173288356244,
| |||
"log_loss": 0.5909947296037968,
| |||
"brier": 0.20094331828451323,
| |||
"balanced_acc": 0.5092056331158934,
| |||
"win_precision": 0.75,
| |||
"win_recall": 0.02127659574468085,
| |||
"n": 490,
| |||
"n_win": 141,
| |||
"n_loss": 349,
| |||
"accuracy": 0.7163265306122449,
| |||
"tag": "fold3_train"
| |||
},
| |||
"oos": {
| |||
"roc_auc": 0.534965034965035,
| |||
"pr_auc": 0.3714609565470035,
| |||
"log_loss": 0.6490999280802616,
| |||
"brier": 0.22884868414647394,
| |||
"balanced_acc": 0.4951048951048951,
| |||
"win_precision": 0.3076923076923077,
| |||
"win_recall": 0.15384615384615385,
| |||
"n": 81,
| |||
"n_win": 26,
| |||
"n_loss": 55,
| |||
"accuracy": 0.6172839506172839,
| |||
"tag": "fold3_oos"
| |||
}
| |||
},
| |||
"majority": {
| |||
"tag": "fold3_majority",
| |||
"prior": 0.28775510204081634,
| |||
"roc_auc": 0.5,
| |||
"pr_auc": 0.28775510204081634,
| |||
"pr_auc_note": "constant-prior baseline PR-AUC = OOS prevalence",
| |||
"log_loss": 0.6302484420804021,
| |||
"brier": 0.21905898262555212,
| |||
"balanced_acc": 0.5,
| |||
"win_precision": 0.0,
| |||
"win_recall": 0.0,
| |||
"n": 81,
| |||
"n_win": 26,
| |||
"n_loss": 55
| |||
}
| |||
}
| |||
],
| |||
"pooled_oos_logistic": {
| |||
"roc_auc": 0.5791603786527645,
| |||
"pr_auc": 0.34171035508657777,
| |||
"log_loss": 0.5895046257362783,
| |||
"brier": 0.20034697246738406,
| |||
"balanced_acc": 0.5109411441898751,
| |||
"win_precision": 0.35714285714285715,
| |||
"win_recall": 0.06756756756756757,
| |||
"n": 271,
| |||
"n_win": 74,
| |||
"n_loss": 197,
| |||
"accuracy": 0.7121771217712177,
| |||
"tag": "pooled_oos"
| |||
},
| |||
"pooled_oos_majority": {
| |||
"tag": "pooled_majority",
| |||
"prior": 0.2730627306273063,
| |||
"roc_auc": 0.5,
| |||
"pr_auc": 0.2730627306273063,
| |||
"pr_auc_note": "constant-prior baseline PR-AUC = OOS prevalence",
| |||
"log_loss": 0.5862813616232718,
| |||
"brier": 0.19849947576966537,
| |||
"balanced_acc": 0.5,
| |||
"win_precision": 0.0,
| |||
"win_recall": 0.0,
| |||
"n": 271,
| |||
"n_win": 74,
| |||
"n_loss": 197
| |||
},
| |||
"confusion_oos_at_05": [
| |||
{
| |||
"fold": "fold1",
| |||
"oos_WIN_predWIN": 1,
| |||
"oos_WIN_predLOSS": 24,
| |||
"oos_LOSS_predWIN": 0,
| |||
"oos_LOSS_predLOSS": 70
| |||
},
| |||
{
| |||
"fold": "fold2",
| |||
"oos_WIN_predWIN": 0,
| |||
"oos_WIN_predLOSS": 23,
| |||
"oos_LOSS_predWIN": 0,
| |||
"oos_LOSS_predLOSS": 72
| |||
},
| |||
{
| |||
"fold": "fold3",
| |||
"oos_WIN_predWIN": 4,
| |||
"oos_WIN_predLOSS": 22,
| |||
"oos_LOSS_predWIN": 9,
| |||
"oos_LOSS_predLOSS": 46
| |||
}
| |||
],
| |||
"fold_roc_mean": 0.5675790972312712,
| |||
"fold_roc_median": 0.534965034965035,
| |||
"fold_roc_std": 0.04701043563604567,
| |||
"pooled_oos_roc_auc": 0.5791603786527645,
| |||
"pooled_oos_pr_auc": 0.34171035508657777,
| |||
"pooled_oos_logloss": 0.5895046257362783,
| |||
"pooled_oos_brier": 0.20034697246738406,
| |||
"note": "Decision is evidence-based; no fold/feature/HP selection. Threshold 0.5 only for confusion/precision/recall tables.",
| |||
"generated_utc": "2026-08-24T01:31:25.236109+00:00"
| |||
}
|