SniperGold_ML/ml/p3/output/temporal_diagnostic.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"
  },
  "dataset_hash": "e85a08616191fb7ce4bbe79c1754228ddbcf54562034a322747501c7aabe124e",
  "feature_autocorr": {
    "eq_pos_norm": {
      "1": 0.9877241876358611,
      "2": 0.9759207879814407,
      "3": 0.9643029109969,
      "4": 0.9529262655445403,
      "5": 0.9407557648615562,
      "6": 0.9280347246776517,
      "7": 0.9148806776813921,
      "8": 0.9016158991646409,
      "9": 0.8882309945242192,
      "10": 0.8755123255558745
    },
    "delta_mag": {
      "1": 0.8671036196552755,
      "2": 0.7521436223822067,
      "3": 0.6476055724016604,
      "4": 0.5493463435044234,
      "5": 0.455630235217156,
      "6": 0.3656958593429295,
      "7": 0.2766149349534832,
      "8": 0.1866181830842122,
      "9": 0.09230441292452292,
      "10": -0.011881665934317243
    },
    "dist_high_atr": {
      "1": 0.9907607280473187,
      "2": 0.9810731048760486,
      "3": 0.9710541390135813,
      "4": 0.9608094945358647,
      "5": 0.9503717931470749,
      "6": 0.9398451941759252,
      "7": 0.9293639665176694,
      "8": 0.9189005197145771,
      "9": 0.9084915118454807,
      "10": 0.8982277462722815
    },
    "dist_low_atr": {
      "1": 0.9893655647282426,
      "2": 0.9781658190843785,
      "3": 0.9664666925932208,
      "4": 0.954479287778191,
      "5": 0.9422163949239839,
      "6": 0.9298319536074308,
      "7": 0.9173362571324969,
      "8": 0.9049082099042929,
      "9": 0.8925613891237285,
      "10": 0.8804139603435794
    },
    "mom20_atr": {
      "1": 0.9296172566460316,
      "2": 0.8640350161004486,
      "3": 0.8018004165816406,
      "4": 0.7426367460356427,
      "5": 0.6867090589616994,
      "6": 0.6340765489462895,
      "7": 0.587004790183122,
      "8": 0.5419252479426451,
      "9": 0.4974746386659083,
      "10": 0.45393257807895615
    },
    "range_atr": {
      "1": 0.976502780366313,
      "2": 0.9502609620055575,
      "3": 0.9211782095198352,
      "4": 0.891983982285036,
      "5": 0.8618653845929405,
      "6": 0.8313035134404444,
      "7": 0.8004154515363576,
      "8": 0.7706478758108525,
      "9": 0.7414516512293808,
      "10": 0.7141770559085748
    },
    "confluence": {
      "1": 0.9635224520936198,
      "2": 0.9318222079966024,
      "3": 0.9017879746055018,
      "4": 0.8730167109064946,
      "5": 0.8453330309296495,
      "6": 0.8190173031844165,
      "7": 0.793825548905959,
      "8": 0.7694983087980979,
      "9": 0.7464782077696946,
      "10": 0.7241358813519921
    }
  },
  "discrete_persistence": {
    "htf1_bias": 0.9996091985525121,
    "htf2_bias": 0.9975689104760165,
    "htf3_bias": 0.9908491557166131,
    "swing_trend": 0.9968126842984099,
    "internal_trend": 0.9751967964431993,
    "chart_bias": 0.9751764950693038,
    "sweep_dir": 0.9927067314280494,
    "choch_dir": 0.9974471022326435,
    "choch_confirms": 0.9915038750247424,
    "eqh_swept": 0.9997462328263065,
    "eql_swept": 0.9996142738959859,
    "delta_sign": 0.8345387274083773
  },
  "run_length": {
    "htf1_bias": {
      "mean": 2526.051282051282,
      "median": 1645.5,
      "p95": 8795.349999999997,
      "max": 12758.0
    },
    "htf2_bias": {
      "mean": 410.48333333333335,
      "median": 319.0,
      "p95": 1069.7999999999993,
      "max": 3101.0
    },
    "htf3_bias": {
      "mean": 109.21951219512195,
      "median": 84.0,
      "p95": 302.5499999999997,
      "max": 986.0
    },
    "swing_trend": {
      "mean": 315.1875,
      "median": 235.0,
      "p95": 836.7,
      "max": 1308.0
    },
    "internal_trend": {
      "mean": 40.29670554532433,
      "median": 31.0,
      "p95": 106.0,
      "max": 273.0
    },
    "chart_bias": {
      "mean": 40.263749744428544,
      "median": 31.0,
      "p95": 106.0,
      "max": 273.0
    },
    "sweep_dir": {
      "mean": 137.0410577592206,
      "median": 94.0,
      "p95": 408.2000000000003,
      "max": 996.0
    },
    "choch_dir": {
      "mean": 391.286282306163,
      "median": 303.0,
      "p95": 1000.1999999999998,
      "max": 2187.0
    }
  },
  "lagged_auc": {
    "htf1_bias": {
      "1": 0.5107046992512716,
      "2": 0.510708928500732,
      "3": 0.5106520115009903,
      "5": 0.5107586129645708,
      "8": 0.5109077082684803,
      "12": 0.510730008952267,
      "16": 0.5102275788195174,
      "24": 0.509499874002914
    },
    "chart_bias": {
      "1": 0.48896076057915916,
      "2": 0.4897200561829627,
      "3": 0.490399671725222,
      "5": 0.4909728830381552,
      "8": 0.4922142980118244,
      "12": 0.49454406064648077,
      "16": 0.49682699022826243,
      "24": 0.49956227352951027
    },
    "sweep_dir": {
      "1": 0.5072318739164731,
      "2": 0.507054329389753,
      "3": 0.5070596016652845,
      "5": 0.5106677040684692,
      "8": 0.5115025474992662,
      "12": 0.5127814873435558,
      "16": 0.5138770905731146,
      "24": 0.5166395146547798
    },
    "choch_confirms": {
      "1": 0.49926905113733083,
      "2": 0.4991919781651922,
      "3": 0.4991769359161473,
      "5": 0.4995248487170087,
      "8": 0.49927559951802203,
      "12": 0.4986322846850113,
      "16": 0.4981172885871775,
      "24": 0.4959835279186086
    },
    "mom20_atr": {
      "1": 0.48718486753482465,
      "2": 0.48733417703971066,
      "3": 0.4874536041793877,
      "5": 0.4877585971540104,
      "8": 0.4878737513935329,
      "12": 0.4901746944649934,
      "16": 0.4922702078803864,
      "24": 0.4977432919818771
    },
    "confluence": {
      "1": 0.507511085149373,
      "2": 0.5069832374542965,
      "3": 0.5069206432490304,
      "5": 0.5071657255337874,
      "8": 0.5067484052131828,
      "12": 0.5087381773316298,
      "16": 0.5068628130954952,
      "24": 0.505394196742009
    }
  },
  "label_cond_persistence": {
    "1": {
      "n_prev_pos": 73537,
      "P_same": 0.9872989107524104,
      "unconditional_P1": 0.525343457417715,
      "lift": 1.8793398810092763
    },
    "2": {
      "n_prev_pos": 71357,
      "P_same": 0.9653993301287891,
      "unconditional_P1": 0.525343457417715,
      "lift": 1.8376536654213502
    },
    "3": {
      "n_prev_pos": 70008,
      "P_same": 0.9417209461775797,
      "unconditional_P1": 0.525343457417715,
      "lift": 1.7925814681437853
    },
    "5": {
      "n_prev_pos": 68362,
      "P_same": 0.8949855182703841,
      "unconditional_P1": 0.525343457417715,
      "lift": 1.703619804593391
    },
    "8": {
      "n_prev_pos": 66890,
      "P_same": 0.8272985498579758,
      "unconditional_P1": 0.525343457417715,
      "lift": 1.574776535572552
    },
    "12": {
      "n_prev_pos": 65742,
      "P_same": 0.7446989747802014,
      "unconditional_P1": 0.525343457417715,
      "lift": 1.4175468719848752
    },
    "16": {
      "n_prev_pos": 64963,
      "P_same": 0.6660252759262965,
      "unconditional_P1": 0.525343457417715,
      "lift": 1.26779017901944
    },
    "24": {
      "n_prev_pos": 64242,
      "P_same": 0.511736869960462,
      "unconditional_P1": 0.525343457417715,
      "lift": 0.9740996346958708
    }
  },
  "state_age": {
    "htf1_bias": [
      {
        "age_bucket": "1-3",
        "n": 203,
        "P1": 0.4630541871921182
      },
      {
        "age_bucket": "4-10",
        "n": 455,
        "P1": 0.4461538461538462
      },
      {
        "age_bucket": "11-30",
        "n": 1239,
        "P1": 0.5359160613397902
      },
      {
        "age_bucket": "31-100",
        "n": 3687,
        "P1": 0.5448874423650665
      },
      {
        "age_bucket": "101-1000000000",
        "n": 149821,
        "P1": 0.5250999526101148
      }
    ],
    "htf2_bias": [
      {
        "age_bucket": "1-3",
        "n": 1071,
        "P1": 0.5340802987861811
      },
      {
        "age_bucket": "4-10",
        "n": 2598,
        "P1": 0.5227097767513472
      },
      {
        "age_bucket": "11-30",
        "n": 7356,
        "P1": 0.5020391517128875
      },
      {
        "age_bucket": "31-100",
        "n": 24451,
        "P1": 0.5284446443908225
      },
      {
        "age_bucket": "101-1000000000",
        "n": 119929,
        "P1": 0.5261196207756256
      }
    ],
    "chart_bias": [
      {
        "age_bucket": "1-3",
        "n": 11839,
        "P1": 0.5247909451811809
      },
      {
        "age_bucket": "4-10",
        "n": 24879,
        "P1": 0.5192330881466297
      },
      {
        "age_bucket": "11-30",
        "n": 53129,
        "P1": 0.5244216906021194
      },
      {
        "age_bucket": "31-100",
        "n": 58130,
        "P1": 0.5276965422329262
      },
      {
        "age_bucket": "101-1000000000",
        "n": 7352,
        "P1": 0.5333242655059848
      }
    ]
  }
}