forked from chiki2bum2/SniperGold_ML
2045 lines
66 KiB
JSON
2045 lines
66 KiB
JSON
 | {
| ||
"provenance": {
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"P2_COMMIT_SHA": "8d330343af688e2de2b2a1d12ce19a582714709a",
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"P2.6_SOURCE_SHA": "8d330343af688e2de2b2a1d12ce19a582714709a",
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"FEATURE_CONTRACT_SHA_recorded": "C44CC6F2B740C32D06F776BD7C3E669DC5A8A6DE0484230544EBFFCF517D38DD",
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"FEATURE_CONTRACT_SHA_file_now": "7b908b12255dbca3db244f7f2170d2537351ecad52cebb94053624f7b83fef22",
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"MODEL_SHA": "06df8452a112290ecb9bae1a3dbff6df492e084f8b872885d808bb0303ec6a70",
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"train_p26_script_sha": "e510ef3b9d87c35897f792bca15a9b0f8739dcaa554b4e1c4e512fbb96e939db",
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"build_features_p2_script_sha": "4680f9057b6ef32fe311c5ba10dac2a243e15f624f61921557c92eec59fccea7",
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"symbol": "XAUUSD",
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"timeframe": "M15",
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"window_start": "2017-01-01"
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},
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"script_sha": "41d8605a4e27f30338deab682b2f432696fc74f8c7b48c8b872c877c4fb0011d",
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"dataset_hash": "e85a08616191fb7ce4bbe79c1754228ddbcf54562034a322747501c7aabe124e",
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"event_definition": {
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"E_BUY": "f9==1 & f7>0 (CHoCH confirms bullish sweep)",
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"E_SELL": "f9==1 & f7<0 (CHoCH confirms bearish sweep)",
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"E_BUY_STRICT": "E_BUY & f18>=60",
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"E_SELL_STRICT": "E_SELL & f18>=60",
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"E_EQH": "f10==1 (equal-high swept, bearish bias)",
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"E_EQL": "f11==1 (equal-low swept, bullish bias)"
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},
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"entry_semantics": "A = close of closed decision bar",
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"horizons": [
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4,
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8,
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16,
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24
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],
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"tp_sl_combos": [
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[
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1.0,
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0.5
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],
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[
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1.5,
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0.75
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],
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[
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2.0,
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1.0
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],
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[
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1.0,
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1.0
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]
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],
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"events": {
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"E_BUY": {
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"n": 27096,
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"direction": 1,
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"n_with_future": 27096,
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"horizons": {
| |||
"4": {
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"n": 27096,
| |||
"L1": {
| |||
"mean_fwd_atr": 0.04506733556689478,
| |||
"median_fwd_atr": 0.033282711992099354,
| |||
"P_dir_correct": 0.5114038972542073,
| |||
"P_dir_wrong": 0.4870091526424565
| |||
},
| |||
"L2": {
| |||
"MFE_median_atr": 0.7977446900655496,
| |||
"MFE_mean_atr": 1.1176169371727807,
| |||
"MAE_median_atr": 0.7707798678516301,
| |||
"MAE_mean_atr": 1.1039928000045671,
| |||
"t_MFE_median": 2.0,
| |||
"t_MAE_median": 2.0
| |||
},
| |||
"L3": {
| |||
"1.0/0.5": {
| |||
"WIN": 7342,
| |||
"LOSS": 15712,
| |||
"UNRESOLVED": 3327,
| |||
"AMBIGUOUS": 715,
| |||
"P_win": 0.2709625036905816,
| |||
"P_loss": 0.5798641865958075,
| |||
"P_unresolved": 0.12278565101860053,
| |||
"P_ambiguous": 0.026387658695010335,
| |||
"median_t_TP": 2.0,
| |||
"median_t_SL": 1.0
| |||
},
| |||
"1.5/0.75": {
| |||
"WIN": 5143,
| |||
"LOSS": 13207,
| |||
"UNRESOLVED": 8548,
| |||
"AMBIGUOUS": 198,
| |||
"P_win": 0.1898066135222911,
| |||
"P_loss": 0.4874151166223797,
| |||
"P_unresolved": 0.31547091821671097,
| |||
"P_ambiguous": 0.007307351638618246,
| |||
"median_t_TP": 2.0,
| |||
"median_t_SL": 2.0
| |||
},
| |||
"2.0/1.0": {
| |||
"WIN": 3416,
| |||
"LOSS": 10560,
| |||
"UNRESOLVED": 13022,
| |||
"AMBIGUOUS": 98,
| |||
"P_win": 0.12607026867434307,
| |||
"P_loss": 0.38972542072630645,
| |||
"P_unresolved": 0.48058754059639797,
| |||
"P_ambiguous": 0.003616770002952465,
| |||
"median_t_TP": 3.0,
| |||
"median_t_SL": 2.0
| |||
},
| |||
"1.0/1.0": {
| |||
"WIN": 9587,
| |||
"LOSS": 9525,
| |||
"UNRESOLVED": 7702,
| |||
"AMBIGUOUS": 282,
| |||
"P_win": 0.3538160614112784,
| |||
"P_loss": 0.3515279007971656,
| |||
"P_unresolved": 0.28424859757897847,
| |||
"P_ambiguous": 0.010407440212577503,
| |||
"median_t_TP": 2.0,
| |||
"median_t_SL": 2.0
| |||
}
| |||
},
| |||
"L4": {},
| |||
"invalidation": {
| |||
"P_opposite_break_within_H": 0.37459403602007674,
| |||
"P_opposite_break_before_TP": 0.36034839090640686
| |||
}
| |||
},
| |||
"8": {
| |||
"n": 27096,
| |||
"L1": {
| |||
"mean_fwd_atr": 0.10158292842927627,
| |||
"median_fwd_atr": 0.06702843459217502,
| |||
"P_dir_correct": 0.5166445231768527,
| |||
"P_dir_wrong": 0.4821744906997343
| |||
},
| |||
"L2": {
| |||
"MFE_median_atr": 1.1344694528893517,
| |||
"MFE_mean_atr": 1.6507050582109806,
| |||
"MAE_median_atr": 1.1122031122031557,
| |||
"MAE_mean_atr": 1.5986367040965546,
| |||
"t_MFE_median": 4.0,
| |||
"t_MAE_median": 4.0
| |||
},
| |||
"L3": {
| |||
"1.0/0.5": {
| |||
"WIN": 8402,
| |||
"LOSS": 16874,
| |||
"UNRESOLVED": 1083,
| |||
"AMBIGUOUS": 737,
| |||
"P_win": 0.3100826690286389,
| |||
"P_loss": 0.6227487452022439,
| |||
"P_unresolved": 0.039968999114260405,
| |||
"P_ambiguous": 0.027199586654856805,
| |||
"median_t_TP": 3.0,
| |||
"median_t_SL": 1.0
| |||
},
| |||
"1.5/0.75": {
| |||
"WIN": 7181,
| |||
"LOSS": 15740,
| |||
"UNRESOLVED": 3952,
| |||
"AMBIGUOUS": 223,
| |||
"P_win": 0.2650206672571597,
| |||
"P_loss": 0.5808975494537939,
| |||
"P_unresolved": 0.14585178624151166,
| |||
"P_ambiguous": 0.00822999704753469,
| |||
"median_t_TP": 4.0,
| |||
"median_t_SL": 2.0
| |||
},
| |||
"2.0/1.0": {
| |||
"WIN": 5746,
| |||
"LOSS": 13871,
| |||
"UNRESOLVED": 7352,
| |||
"AMBIGUOUS": 127,
| |||
"P_win": 0.21206082078535576,
| |||
"P_loss": 0.5119205786832005,
| |||
"P_unresolved": 0.2713315618541482,
| |||
"P_ambiguous": 0.004687038677295542,
| |||
"median_t_TP": 4.0,
| |||
"median_t_SL": 3.0
| |||
},
| |||
"1.0/1.0": {
| |||
"WIN": 11852,
| |||
"LOSS": 11677,
| |||
"UNRESOLVED": 3258,
| |||
"AMBIGUOUS": 309,
| |||
"P_win": 0.4374077354591084,
| |||
"P_loss": 0.43094921759669325,
| |||
"P_unresolved": 0.12023914968999114,
| |||
"P_ambiguous": 0.011403897254207263,
| |||
"median_t_TP": 3.0,
| |||
"median_t_SL": 3.0
| |||
}
| |||
},
| |||
"L4": {},
| |||
"invalidation": {
| |||
"P_opposite_break_within_H": 0.4318718630056097,
| |||
"P_opposite_break_before_TP": 0.4059639799232359
| |||
}
| |||
},
| |||
"16": {
| |||
"n": 27096,
| |||
"L1": {
| |||
"mean_fwd_atr": 0.22885875982584186,
| |||
"median_fwd_atr": 0.1298210742340905,
| |||
"P_dir_correct": 0.5246161795098908,
| |||
"P_dir_wrong": 0.47483023324475937
| |||
},
| |||
"L2": {
| |||
"MFE_median_atr": 1.694720101924032,
| |||
"MFE_mean_atr": 2.4733316934582836,
| |||
"MAE_median_atr": 1.6025427791212867,
| |||
"MAE_mean_atr": 2.3002118501061357,
| |||
"t_MFE_median": 8.0,
| |||
"t_MAE_median": 7.0
| |||
},
| |||
"L3": {
| |||
"1.0/0.5": {
| |||
"WIN": 8755,
| |||
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| |||
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| |||
"AMBIGUOUS": 740,
| |||
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"P_loss": 0.6378432240921169,
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| |||
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| |||
"median_t_TP": 3.0,
| |||
"median_t_SL": 2.0
| |||
},
| |||
"1.5/0.75": {
| |||
"WIN": 8407,
| |||
"LOSS": 17044,
| |||
"UNRESOLVED": 1415,
| |||
"AMBIGUOUS": 230,
| |||
"P_win": 0.3102671981104222,
| |||
"P_loss": 0.6290227339828757,
| |||
"P_unresolved": 0.0522217301446708,
| |||
"P_ambiguous": 0.008488337762031296,
| |||
"median_t_TP": 5.0,
| |||
"median_t_SL": 3.0
| |||
},
| |||
"2.0/1.0": {
| |||
"WIN": 7651,
| |||
"LOSS": 16158,
| |||
"UNRESOLVED": 3147,
| |||
"AMBIGUOUS": 140,
| |||
"P_win": 0.2823664009447889,
| |||
"P_loss": 0.5963241806908769,
| |||
"P_unresolved": 0.11614260407440212,
| |||
"P_ambiguous": 0.005166814289932094,
| |||
"median_t_TP": 7.0,
| |||
"median_t_SL": 3.0
| |||
},
| |||
"1.0/1.0": {
| |||
"WIN": 12922,
| |||
"LOSS": 12696,
| |||
"UNRESOLVED": 1162,
| |||
"AMBIGUOUS": 316,
| |||
"P_win": 0.4768969589607322,
| |||
"P_loss": 0.4685562444641275,
| |||
"P_unresolved": 0.042884558606436377,
| |||
"P_ambiguous": 0.011662237968703868,
| |||
"median_t_TP": 3.0,
| |||
"median_t_SL": 3.0
| |||
}
| |||
},
| |||
"L4": {},
| |||
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| |||
"P_opposite_break_within_H": 0.5382344257454975,
| |||
"P_opposite_break_before_TP": 0.47423974018305287
| |||
}
| |||
},
| |||
"24": {
| |||
"n": 27096,
| |||
"L1": {
| |||
"mean_fwd_atr": 0.3300674638070899,
| |||
"median_fwd_atr": 0.18492739574863637,
| |||
"P_dir_correct": 0.526313847062297,
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},
| |||
"L2": {
| |||
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"t_MFE_median": 12.0,
| |||
"t_MAE_median": 10.0
| |||
},
| |||
"L3": {
| |||
"1.0/0.5": {
| |||
"WIN": 8830,
| |||
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| |||
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| |||
"AMBIGUOUS": 740,
| |||
"P_win": 0.3258783584292885,
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"P_loss": 0.6407587835842928,
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"median_t_TP": 4.0,
| |||
"median_t_SL": 2.0
| |||
},
| |||
"1.5/0.75": {
| |||
"WIN": 8728,
| |||
"LOSS": 17340,
| |||
"UNRESOLVED": 797,
| |||
"AMBIGUOUS": 231,
| |||
"P_win": 0.32211396516090934,
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"P_loss": 0.6399468556244464,
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"P_unresolved": 0.029413935636256276,
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"median_t_TP": 6.0,
| |||
"median_t_SL": 3.0
| |||
},
| |||
"2.0/1.0": {
| |||
"WIN": 8304,
| |||
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| |||
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| |||
"AMBIGUOUS": 147,
| |||
"P_win": 0.30646589902568644,
| |||
"P_loss": 0.6202391496899912,
| |||
"P_unresolved": 0.06786979627989372,
| |||
"P_ambiguous": 0.005425155004428698,
| |||
"median_t_TP": 8.0,
| |||
"median_t_SL": 4.0
| |||
},
| |||
"1.0/1.0": {
| |||
"WIN": 13230,
| |||
"LOSS": 12946,
| |||
"UNRESOLVED": 604,
| |||
"AMBIGUOUS": 316,
| |||
"P_win": 0.48826395039858284,
| |||
"P_loss": 0.477782698553292,
| |||
"P_unresolved": 0.022291113079421318,
| |||
"P_ambiguous": 0.011662237968703868,
| |||
"median_t_TP": 4.0,
| |||
"median_t_SL": 4.0
| |||
}
| |||
},
| |||
"L4": {},
| |||
"invalidation": {
| |||
"P_opposite_break_within_H": 0.6324180690876883,
| |||
"P_opposite_break_before_TP": 0.5152790079716564
| |||
}
| |||
}
| |||
},
| |||
"overlap_H16": {
| |||
"n": 27096,
| |||
"median_gap_bars": 1.0,
| |||
"mean_gap_bars": 7.247831703266285,
| |||
"P_next_within_H": 0.9853847573353017,
| |||
"cluster_count": 397,
| |||
"median_cluster_size": 46.0,
| |||
"max_cluster_size": 388.0,
| |||
"n_isolated": 14,
| |||
"n_overlapping": 27082,
| |||
"P_isolated": 0.0005166814289932093
| |||
}
| |||
},
| |||
"E_SELL": {
| |||
"n": 25259,
| |||
"direction": -1,
| |||
"n_with_future": 25259,
| |||
"horizons": {
| |||
"4": {
| |||
"n": 25259,
| |||
"L1": {
| |||
"mean_fwd_atr": -0.01257097009934296,
| |||
"median_fwd_atr": -0.02379940501485324,
| |||
"P_dir_correct": 0.4897660239914486,
| |||
"P_dir_wrong": 0.5079377647571163
| |||
},
| |||
"L2": {
| |||
"MFE_median_atr": 0.7792633015006663,
| |||
"MFE_mean_atr": 1.1101479834355592,
| |||
"MAE_median_atr": 0.7817047817048359,
| |||
"MAE_mean_atr": 1.0821302145347773,
| |||
"t_MFE_median": 2.0,
| |||
"t_MAE_median": 2.0
| |||
},
| |||
"L3": {
| |||
"1.0/0.5": {
| |||
"WIN": 6862,
| |||
"LOSS": 14703,
| |||
"UNRESOLVED": 3007,
| |||
"AMBIGUOUS": 687,
| |||
"P_win": 0.2716655449542737,
| |||
"P_loss": 0.582089552238806,
| |||
"P_unresolved": 0.1190466764321628,
| |||
"P_ambiguous": 0.027198226374757512,
| |||
"median_t_TP": 2.0,
| |||
"median_t_SL": 1.0
| |||
},
| |||
"1.5/0.75": {
| |||
"WIN": 4917,
| |||
"LOSS": 12378,
| |||
"UNRESOLVED": 7777,
| |||
"AMBIGUOUS": 187,
| |||
"P_win": 0.19466328833287144,
| |||
"P_loss": 0.4900431529355873,
| |||
"P_unresolved": 0.30789025693812105,
| |||
"P_ambiguous": 0.007403301793420167,
| |||
"median_t_TP": 2.0,
| |||
"median_t_SL": 2.0
| |||
},
| |||
"2.0/1.0": {
| |||
"WIN": 3313,
| |||
"LOSS": 9870,
| |||
"UNRESOLVED": 11990,
| |||
"AMBIGUOUS": 86,
| |||
"P_win": 0.13116117027594124,
| |||
"P_loss": 0.3907518112355992,
| |||
"P_unresolved": 0.47468229146046953,
| |||
"P_ambiguous": 0.0034047270279900232,
| |||
"median_t_TP": 3.0,
| |||
"median_t_SL": 2.0
| |||
},
| |||
"1.0/1.0": {
| |||
"WIN": 8951,
| |||
"LOSS": 8814,
| |||
"UNRESOLVED": 7225,
| |||
"AMBIGUOUS": 269,
| |||
"P_win": 0.35436873985510114,
| |||
"P_loss": 0.34894493051981473,
| |||
"P_unresolved": 0.28603666020032464,
| |||
"P_ambiguous": 0.010649669424759492,
| |||
"median_t_TP": 2.0,
| |||
"median_t_SL": 2.0
| |||
}
| |||
},
| |||
"L4": {},
| |||
"invalidation": {
| |||
"P_opposite_break_within_H": 0.42036501840927987,
| |||
"P_opposite_break_before_TP": 0.40361851221346845
| |||
}
| |||
},
| |||
"8": {
| |||
"n": 25259,
| |||
"L1": {
| |||
"mean_fwd_atr": -0.02406341505611883,
| |||
"median_fwd_atr": -0.06115965051622698,
| |||
"P_dir_correct": 0.48311492933211925,
| |||
"P_dir_wrong": 0.5152618868522111
| |||
},
| |||
"L2": {
| |||
"MFE_median_atr": 1.1222293953088103,
| |||
"MFE_mean_atr": 1.6207477908613175,
| |||
"MAE_median_atr": 1.1470588235294854,
| |||
"MAE_mean_atr": 1.5717368322130012,
| |||
"t_MFE_median": 4.0,
| |||
"t_MAE_median": 4.0
| |||
},
| |||
"L3": {
| |||
"1.0/0.5": {
| |||
"WIN": 7848,
| |||
"LOSS": 15797,
| |||
"UNRESOLVED": 912,
| |||
"AMBIGUOUS": 702,
| |||
"P_win": 0.31070113622867096,
| |||
"P_loss": 0.6254008472227721,
| |||
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