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Total
| Ticker | Date | Signal | Price | Confidence | Probability | Horizon | Expected % | TP1 | TP3 | SL1 | SL3 | Timeframe |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Live metrics from all ML models · Updated every 5min
| Model | Accuracy | Precision | Recall | F1 | Sharpe | Max DD | Win Rate | Avg Return | Volatility | Last Update |
|---|---|---|---|---|---|---|---|---|---|---|
| XGBoost | 0.847 | 0.823 | 0.801 | 0.812 | 1.84 | -12.4% | 68.2% | +2.3% | 14.2% | 2m ago |
| LightGBM | 0.839 | 0.815 | 0.794 | 0.804 | 1.72 | -14.1% | 66.8% | +2.1% | 15.3% | 2m ago |
| RandomForest | 0.821 | 0.798 | 0.783 | 0.790 | 1.58 | -16.2% | 64.3% | +1.8% | 16.1% | 2m ago |
| CatBoost | 0.852 | 0.831 | 0.809 | 0.820 | 1.91 | -11.8% | 69.1% | +2.5% | 13.8% | 2m ago |
| Ensemble (Voting) | 0.863 | 0.841 | 0.819 | 0.830 | 2.03 | -10.2% | 71.4% | +2.8% | 12.9% | 2m ago |
| FinRL-PPO | — | — | — | — | 1.84 | -15.3% | — | +3.2% | 18.4% | 5m ago |
| FinRL-SAC | — | — | — | — | 1.92 | -13.7% | — | +3.5% | 17.2% | 5m ago |
| Qlib-LGB | — | — | — | — | 1.67 | -18.1% | — | +2.2% | 19.3% | 10m ago |
| Feature | Importance | Gain | Cover |
|---|---|---|---|
| RSI_14 | 0.182 | 0.091 | |
| MACD_Signal | 0.156 | 0.084 | |
| BB_Width | 0.142 | 0.078 | |
| Volume_MA_Ratio | 0.128 | 0.071 | |
| ATR_Norm | 0.109 | 0.064 | |
| Close_SMA_30_Ratio | 0.095 | 0.058 | |
| Momentum_20 | 0.081 | 0.052 | |
| ADX_14 | 0.067 | 0.046 |
| Percentile | Return | Sharpe | MaxDD |
|---|---|---|---|
| 99th | +8.4% | 2.81 | -5.2% |
| 95th | +5.2% | 2.34 | -8.1% |
| 75th | +3.1% | 1.92 | -12.4% |
| 50th | +1.8% | 1.67 | -15.8% |
| 25th | -0.2% | 1.34 | -19.3% |
| 5th | -2.8% | 0.89 | -24.7% |
| Label | Count | Pct | Avg Return | Avg Duration | Hit Rate | Sample Weight |
|---|---|---|---|---|---|---|
| ACCEPT (1) | 1,247 | 42.3% | +3.2% | 4.1d | 71.2% | 1.18 |
| REJECT (-1) | 982 | 33.4% | -2.8% | 3.8d | 68.4% | 1.24 |
| BREAK (0) | 713 | 24.3% | -0.4% | 5.2d | — | 0.89 |