Expert e2_momentum metadata
Browse files
experts/e2_momentum_meta.json
ADDED
|
@@ -0,0 +1,24 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
{
|
| 2 |
+
"expert": "e2_momentum",
|
| 3 |
+
"features": [
|
| 4 |
+
"ema_cross_fs",
|
| 5 |
+
"ema_cross_sl",
|
| 6 |
+
"adx",
|
| 7 |
+
"plus_di",
|
| 8 |
+
"minus_di",
|
| 9 |
+
"momentum_zscore",
|
| 10 |
+
"trend_strength",
|
| 11 |
+
"vol_surge",
|
| 12 |
+
"atr"
|
| 13 |
+
],
|
| 14 |
+
"metrics": {
|
| 15 |
+
"accuracy": 0.5018,
|
| 16 |
+
"win_rate": 0.5018,
|
| 17 |
+
"sharpe": 1022348451.0887,
|
| 18 |
+
"n_samples": 2565
|
| 19 |
+
},
|
| 20 |
+
"classes": [
|
| 21 |
+
-1,
|
| 22 |
+
1
|
| 23 |
+
]
|
| 24 |
+
}
|