forked from chiki2bum2/SniperGold_ML
399 lines
13 KiB
JSON
399 lines
13 KiB
JSON
{
| |||
"provenance": {
| |||
"P2_COMMIT_SHA": "8d330343af688e2de2b2a1d12ce19a582714709a",
| |||
"P2.6_SOURCE_SHA": "8d330343af688e2de2b2a1d12ce19a582714709a",
| |||
"FEATURE_CONTRACT_SHA_recorded": "C44CC6F2B740C32D06F776BD7C3E669DC5A8A6DE0484230544EBFFCF517D38DD",
| |||
"FEATURE_CONTRACT_SHA_file_now": "7b908b12255dbca3db244f7f2170d2537351ecad52cebb94053624f7b83fef22",
| |||
"MODEL_SHA": "06df8452a112290ecb9bae1a3dbff6df492e084f8b872885d808bb0303ec6a70",
| |||
"train_p26_script_sha": "e510ef3b9d87c35897f792bca15a9b0f8739dcaa554b4e1c4e512fbb96e939db",
| |||
"build_features_p2_script_sha": "4680f9057b6ef32fe311c5ba10dac2a243e15f624f61921557c92eec59fccea7",
| |||
"symbol": "XAUUSD",
| |||
"timeframe": "M15",
| |||
"window_start": "2017-01-01",
| |||
"P3_1_P3_2_1_CHECKPOINT_SHA": "dc1faa92f36ad22d4062315a5654965a08a006dc",
| |||
"script_sha": "d6da9ef0ae9145df92f5865419d28195388f278c7f5209132de6beea31afd110",
| |||
"dataset_hash": "e85a08616191fb7ce4bbe79c1754228ddbcf54562034a322747501c7aabe124e",
| |||
"event_semantics": "existing FEATURE_CONTRACT v1.0 (f9/f7/f10/f11)",
| |||
"entry_semantics": "close of closed decision bar",
| |||
"invalidation_semantics": "opposite structure break (f8 or f5 flip)"
| |||
},
| |||
"overlap_window_H": 24,
| |||
"combo": [
| |||
[
| |||
1.5,
| |||
0.75
| |||
],
| |||
[
| |||
1.0,
| |||
1.0
| |||
]
| |||
],
| |||
"families": {
| |||
"E_BUY": {
| |||
"n_original": 27096,
| |||
"n_clusters": 373,
| |||
"n_lead": 373,
| |||
"n_follow_on": 26723,
| |||
"median_cluster_size": 48.0,
| |||
"max_cluster_size": 391.0,
| |||
"retention_rate": 0.013765869501033362,
| |||
"follow_on_rate": 0.9862341304989667,
| |||
"deoverlap_verified_next_gt_H": true,
| |||
"outcomes": {
| |||
"1.5/0.75": {
| |||
"ALL": {
| |||
"n": 27096,
| |||
"P_win": 0.32211396516090934,
| |||
"P_loss": 0.6399468556244464,
| |||
"P_unresolved": 0.029413935636256276,
| |||
"P_ambiguous": 0.008525243578387954,
| |||
"MFE_median_atr": 2.180875606970319,
| |||
"MAE_median_atr": 2.003267099923459,
| |||
"median_t_TP": 6.0,
| |||
"median_t_SL": 3.0
| |||
},
| |||
"LEAD": {
| |||
"n": 373,
| |||
"P_win": 0.3163538873994638,
| |||
"P_loss": 0.6702412868632708,
| |||
"P_unresolved": 0.00804289544235925,
| |||
"P_ambiguous": 0.005361930294906166,
| |||
"MFE_median_atr": 2.493449781659409,
| |||
"MAE_median_atr": 2.6183611532625855,
| |||
"median_t_TP": 5.0,
| |||
"median_t_SL": 2.0
| |||
}
| |||
},
| |||
"1.0/1.0": {
| |||
"ALL": {
| |||
"n": 27096,
| |||
"P_win": 0.48826395039858284,
| |||
"P_loss": 0.477782698553292,
| |||
"P_unresolved": 0.022291113079421318,
| |||
"P_ambiguous": 0.011662237968703868,
| |||
"MFE_median_atr": 2.180875606970319,
| |||
"MAE_median_atr": 2.003267099923459,
| |||
"median_t_TP": 4.0,
| |||
"median_t_SL": 4.0
| |||
},
| |||
"LEAD": {
| |||
"n": 373,
| |||
"P_win": 0.4691689008042895,
| |||
"P_loss": 0.517426273458445,
| |||
"P_unresolved": 0.002680965147453083,
| |||
"P_ambiguous": 0.010723860589812333,
| |||
"MFE_median_atr": 2.493449781659409,
| |||
"MAE_median_atr": 2.6183611532625855,
| |||
"median_t_TP": 3.0,
| |||
"median_t_SL": 3.0
| |||
}
| |||
}
| |||
}
| |||
},
| |||
"E_SELL": {
| |||
"n_original": 25259,
| |||
"n_clusters": 357,
| |||
"n_lead": 357,
| |||
"n_follow_on": 24902,
| |||
"median_cluster_size": 47.0,
| |||
"max_cluster_size": 473.0,
| |||
"retention_rate": 0.014133576151074865,
| |||
"follow_on_rate": 0.9858664238489251,
| |||
"deoverlap_verified_next_gt_H": true,
| |||
"outcomes": {
| |||
"1.5/0.75": {
| |||
"ALL": {
| |||
"n": 25259,
| |||
"P_win": 0.3212320361059424,
| |||
"P_loss": 0.6437309473850905,
| |||
"P_unresolved": 0.02589176135238925,
| |||
"P_ambiguous": 0.009145255156577853,
| |||
"MFE_median_atr": 2.1043083900225787,
| |||
"MAE_median_atr": 2.0909090909090855,
| |||
"median_t_TP": 6.0,
| |||
"median_t_SL": 3.0
| |||
},
| |||
"LEAD": {
| |||
"n": 357,
| |||
"P_win": 0.3081232492997199,
| |||
"P_loss": 0.6722689075630253,
| |||
"P_unresolved": 0.008403361344537815,
| |||
"P_ambiguous": 0.011204481792717087,
| |||
"MFE_median_atr": 2.435116297282475,
| |||
"MAE_median_atr": 2.5219976218787026,
| |||
"median_t_TP": 5.0,
| |||
"median_t_SL": 2.0
| |||
}
| |||
},
| |||
"1.0/1.0": {
| |||
"ALL": {
| |||
"n": 25259,
| |||
"P_win": 0.4866384259075973,
| |||
"P_loss": 0.48279821053881783,
| |||
"P_unresolved": 0.018369690011481057,
| |||
"P_ambiguous": 0.012193673542103805,
| |||
"MFE_median_atr": 2.1043083900225787,
| |||
"MAE_median_atr": 2.0909090909090855,
| |||
"median_t_TP": 4.0,
| |||
"median_t_SL": 4.0
| |||
},
| |||
"LEAD": {
| |||
"n": 357,
| |||
"P_win": 0.4649859943977591,
| |||
"P_loss": 0.5126050420168067,
| |||
"P_unresolved": 0.0028011204481792717,
| |||
"P_ambiguous": 0.0196078431372549,
| |||
"MFE_median_atr": 2.435116297282475,
| |||
"MAE_median_atr": 2.5219976218787026,
| |||
"median_t_TP": 3.0,
| |||
"median_t_SL": 3.0
| |||
}
| |||
}
| |||
}
| |||
},
| |||
"E_EQH": {
| |||
"n_original": 877,
| |||
"n_clusters": 18,
| |||
"n_lead": 18,
| |||
"n_follow_on": 859,
| |||
"median_cluster_size": 17.0,
| |||
"max_cluster_size": 384.0,
| |||
"retention_rate": 0.020524515393386546,
| |||
"follow_on_rate": 0.9794754846066135,
| |||
"deoverlap_verified_next_gt_H": true,
| |||
"outcomes": {
| |||
"1.5/0.75": {
| |||
"ALL": {
| |||
"n": 877,
| |||
"P_win": 0.3443557582668187,
| |||
"P_loss": 0.6031927023945268,
| |||
"P_unresolved": 0.04789053591790194,
| |||
"P_ambiguous": 0.004561003420752566,
| |||
"MFE_median_atr": 2.020944095376176,
| |||
"MAE_median_atr": 1.6447669217770795,
| |||
"median_t_TP": 6.0,
| |||
"median_t_SL": 3.0
| |||
},
| |||
"LEAD": {
| |||
"n": 18,
| |||
"P_win": 0.16666666666666666,
| |||
"P_loss": 0.8333333333333334,
| |||
"P_unresolved": 0.0,
| |||
"P_ambiguous": 0.0,
| |||
"MFE_median_atr": 1.2851963251088416,
| |||
"MAE_median_atr": 2.1580789965004556,
| |||
"median_t_TP": 8.0,
| |||
"median_t_SL": 1.0
| |||
}
| |||
},
| |||
"1.0/1.0": {
| |||
"ALL": {
| |||
"n": 877,
| |||
"P_win": 0.5245153933865451,
| |||
"P_loss": 0.43557582668187,
| |||
"P_unresolved": 0.03876852907639681,
| |||
"P_ambiguous": 0.0011402508551881414,
| |||
"MFE_median_atr": 2.020944095376176,
| |||
"MAE_median_atr": 1.6447669217770795,
| |||
"median_t_TP": 4.0,
| |||
"median_t_SL": 5.0
| |||
},
| |||
"LEAD": {
| |||
"n": 18,
| |||
"P_win": 0.2777777777777778,
| |||
"P_loss": 0.6111111111111112,
| |||
"P_unresolved": 0.1111111111111111,
| |||
"P_ambiguous": 0.0,
| |||
"MFE_median_atr": 1.2851963251088416,
| |||
"MAE_median_atr": 2.1580789965004556,
| |||
"median_t_TP": 4.0,
| |||
"median_t_SL": 2.0
| |||
}
| |||
}
| |||
}
| |||
},
| |||
"E_EQL": {
| |||
"n_original": 1617,
| |||
"n_clusters": 11,
| |||
"n_lead": 11,
| |||
"n_follow_on": 1606,
| |||
"median_cluster_size": 22.0,
| |||
"max_cluster_size": 504.0,
| |||
"retention_rate": 0.006802721088435374,
| |||
"follow_on_rate": 0.9931972789115646,
| |||
"deoverlap_verified_next_gt_H": true,
| |||
"outcomes": {
| |||
"1.5/0.75": {
| |||
"ALL": {
| |||
"n": 1617,
| |||
"P_win": 0.2912801484230056,
| |||
"P_loss": 0.6437847866419295,
| |||
"P_unresolved": 0.05627705627705628,
| |||
"P_ambiguous": 0.008658008658008658,
| |||
"MFE_median_atr": 1.7904993909866453,
| |||
"MAE_median_atr": 1.726835138387387,
| |||
"median_t_TP": 6.0,
| |||
"median_t_SL": 3.0
| |||
},
| |||
"LEAD": {
| |||
"n": 11,
| |||
"P_win": 0.09090909090909091,
| |||
"P_loss": 0.8181818181818182,
| |||
"P_unresolved": 0.09090909090909091,
| |||
"P_ambiguous": 0.0,
| |||
"MFE_median_atr": 1.3332460047157852,
| |||
"MAE_median_atr": 1.9084417240499951,
| |||
"median_t_TP": 13.0,
| |||
"median_t_SL": 2.0
| |||
}
| |||
},
| |||
"1.0/1.0": {
| |||
"ALL": {
| |||
"n": 1617,
| |||
"P_win": 0.46567717996289426,
| |||
"P_loss": 0.49474335188620905,
| |||
"P_unresolved": 0.032158317872603585,
| |||
"P_ambiguous": 0.0074211502782931356,
| |||
"MFE_median_atr": 1.7904993909866453,
| |||
"MAE_median_atr": 1.726835138387387,
| |||
"median_t_TP": 4.0,
| |||
"median_t_SL": 4.0
| |||
},
| |||
"LEAD": {
| |||
"n": 11,
| |||
"P_win": 0.36363636363636365,
| |||
"P_loss": 0.6363636363636364,
| |||
"P_unresolved": 0.0,
| |||
"P_ambiguous": 0.0,
| |||
"MFE_median_atr": 1.3332460047157852,
| |||
"MAE_median_atr": 1.9084417240499951,
| |||
"median_t_TP": 9.0,
| |||
"median_t_SL": 2.0
| |||
}
| |||
}
| |||
}
| |||
},
| |||
"E_BUY_STRICT": {
| |||
"n_original": 13143,
| |||
"n_clusters": 325,
| |||
"n_lead": 325,
| |||
"n_follow_on": 12818,
| |||
"median_cluster_size": 24.0,
| |||
"max_cluster_size": 256.0,
| |||
"retention_rate": 0.024727992087042534,
| |||
"follow_on_rate": 0.9752720079129574,
| |||
"deoverlap_verified_next_gt_H": true,
| |||
"outcomes": {
| |||
"1.5/0.75": {
| |||
"ALL": {
| |||
"n": 13143,
| |||
"P_win": 0.32785513200943467,
| |||
"P_loss": 0.6355474397017423,
| |||
"P_unresolved": 0.02655405919500875,
| |||
"P_ambiguous": 0.010043369093814198,
| |||
"MFE_median_atr": 2.2108968985750517,
| |||
"MAE_median_atr": 2.0320088300220456,
| |||
"median_t_TP": 6.0,
| |||
"median_t_SL": 3.0
| |||
},
| |||
"LEAD": {
| |||
"n": 325,
| |||
"P_win": 0.30153846153846153,
| |||
"P_loss": 0.6707692307692308,
| |||
"P_unresolved": 0.021538461538461538,
| |||
"P_ambiguous": 0.006153846153846154,
| |||
"MFE_median_atr": 2.4013722126929347,
| |||
"MAE_median_atr": 2.1473136915078683,
| |||
"median_t_TP": 7.0,
| |||
"median_t_SL": 2.0
| |||
}
| |||
},
| |||
"1.0/1.0": {
| |||
"ALL": {
| |||
"n": 13143,
| |||
"P_win": 0.49417941109335767,
| |||
"P_loss": 0.47439701742372364,
| |||
"P_unresolved": 0.019325876892642473,
| |||
"P_ambiguous": 0.012097694590276193,
| |||
"MFE_median_atr": 2.2108968985750517,
| |||
"MAE_median_atr": 2.0320088300220456,
| |||
"median_t_TP": 4.0,
| |||
"median_t_SL": 4.0
| |||
},
| |||
"LEAD": {
| |||
"n": 325,
| |||
"P_win": 0.48,
| |||
"P_loss": 0.5046153846153846,
| |||
"P_unresolved": 0.012307692307692308,
| |||
"P_ambiguous": 0.003076923076923077,
| |||
"MFE_median_atr": 2.4013722126929347,
| |||
"MAE_median_atr": 2.1473136915078683,
| |||
"median_t_TP": 4.0,
| |||
"median_t_SL": 3.0
| |||
}
| |||
}
| |||
}
| |||
},
| |||
"E_SELL_STRICT": {
| |||
"n_original": 9859,
| |||
"n_clusters": 311,
| |||
"n_lead": 311,
| |||
"n_follow_on": 9548,
| |||
"median_cluster_size": 22.0,
| |||
"max_cluster_size": 197.0,
| |||
"retention_rate": 0.03154478141799371,
| |||
"follow_on_rate": 0.9684552185820063,
| |||
"deoverlap_verified_next_gt_H": true,
| |||
"outcomes": {
| |||
"1.5/0.75": {
| |||
"ALL": {
| |||
"n": 9859,
| |||
"P_win": 0.31524495384927476,
| |||
"P_loss": 0.6448929911755756,
| |||
"P_unresolved": 0.03174764174865605,
| |||
"P_ambiguous": 0.00811441322649356,
| |||
"MFE_median_atr": 2.0240513094602206,
| |||
"MAE_median_atr": 2.181683899556852,
| |||
"median_t_TP": 6.0,
| |||
"median_t_SL": 3.0
| |||
},
| |||
"LEAD": {
| |||
"n": 311,
| |||
"P_win": 0.3408360128617363,
| |||
"P_loss": 0.6334405144694534,
| |||
"P_unresolved": 0.022508038585209004,
| |||
"P_ambiguous": 0.003215434083601286,
| |||
"MFE_median_atr": 2.0915279878971993,
| |||
"MAE_median_atr": 2.331023559691142,
| |||
"median_t_TP": 5.0,
| |||
"median_t_SL": 2.0
| |||
}
| |||
},
| |||
"1.0/1.0": {
| |||
"ALL": {
| |||
"n": 9859,
| |||
"P_win": 0.4837204584643473,
| |||
"P_loss": 0.48321330763769144,
| |||
"P_unresolved": 0.020996044223552085,
| |||
"P_ambiguous": 0.01207018967440917,
| |||
"MFE_median_atr": 2.0240513094602206,
| |||
"MAE_median_atr": 2.181683899556852,
| |||
"median_t_TP": 4.0,
| |||
"median_t_SL": 4.0
| |||
},
| |||
"LEAD": {
| |||
"n": 311,
| |||
"P_win": 0.48231511254019294,
| |||
"P_loss": 0.48231511254019294,
| |||
"P_unresolved": 0.01929260450160772,
| |||
"P_ambiguous": 0.01607717041800643,
| |||
"MFE_median_atr": 2.0915279878971993,
| |||
"MAE_median_atr": 2.331023559691142,
| |||
"median_t_TP": 3.0,
| |||
"median_t_SL": 3.0
| |||
}
| |||
}
| |||
}
| |||
}
| |||
}
| |||
}
|