SniperGold_ML/ml/p3/output/p3_2_deoverlap_h24.json

399 lines
13 KiB
JSON
Raw Permalink Normal View History

{
"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
}
}
}
}
}
}