模型优化历史
最新数据结论
结论：数据质量较好，可进入待确认上线。 质量：可考虑上线。依据：独立测试、收益/PF、walk-forward 均通过
更新时间
2026-07-15 07:34:12
总优化次数
698
已上线 / 影子 / 拒绝 / 失败
4 / 78 / 517 / 96
最新状态
已拒绝
最新候选质量
可考虑上线
当前服务模型
15m, 1h / 12h (48 x 15m) / TP 6.00% / SL 3.50% / threshold 0.20
当前准确率 / 下界
0.00% / 0.00%
当前收益 / PF
0.00% / 0.00
严格口径
独立阈值测试 + 固定 walk-forward
批准建议
只看“可考虑上线”候选
“可考虑上线”要求独立测试口径有效、平均收益为正、PF 不低于当前模型、walk-forward 稳定且没有明显覆盖率问题。 “旧口径不可批准”表示该记录没有分离阈值选择和最终测试，不能作为上线依据。
当前服务模型
| 生效时间 | 状态 | 参数 | 准确率 | 下界 | 平均收益 | PF | 来源文件 | 登记事件 | 登记时间 | 登记原因 | |||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 服务#8 | 2026-07-08T15:04:17.063240+00:00 | 当前服务中 | 15m, 1h / 12h (48 x 15m) / TP 6.00% / SL 3.50% / threshold 0.20 | 0.00% | 0.00% | 0.00% | 0.00 | opt_0654_01of07_crypto_direction_model_15m_1h_12h_tp60_sl35.joblib | manual_live_switch | 2026-07-08T15:04:17.063240+00:00 | user_requested_opt_0654_01of07_live_switch | 历史影子回放 区间 2026-05-27 ~ 2026-06-26 请求 30 天 总收益 127.39% 年化 0.00% 最大回撤 26.12% PF 1.36 交易 894 / 覆盖 43.85% |
每轮质量汇总
| # | 结束时间 | 状态 | 质量 | 候选 | 准确率 | 下界 | 平均收益 | PF | 覆盖率 | 下界变化 | 收益变化 | PF变化 | 质量理由 | 系统原因 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 优化#698-1/6 | 2026-07-14T21:49:54.601475+00:00 | 已拒绝 | 可考虑上线 | 可以考虑上线 可以放入待确认清单，但仍需先看影子观察结果。依据：独立测试、收益/PF、walk-forward 均通过 | 15m+1h::24h::tp0.050::sl0.030 | 准确率 77.85% 下界 70.76% 覆盖 39.01% n=158 | 平均收益 3.16% PF 5.64 收益变化 - | 独立测试、收益/PF、walk-forward 均通过 旧口径基准未参与比较 fast_stage_no_promising_candidates | ||||||
| 优化#697 | 2026-07-14T19:52:11.166896+00:00 | 失败 | training_failed | training_failed training_failed; RuntimeError: All 6 timeframe/horizon candidates failed. 15m+1h/24h/tp0.050/sl0.030: NetworkError: binance GET https://api.binance.com/api/v3/exchangeInfo; 15m+1h/24h/tp0.060/sl0.035: NetworkError: binance GET https://api.binance.com/api/v3/exchangeInfo; 15m+1h/12h/tp0.040/sl0.025: NetworkError: binance GET https://api.binance.com/api/v3/exchangeInfo; 15m+1h/12h/tp0.050/sl0.030: NetworkError: binance GET https://api.binance.com/api/v3/exchangeInfo; 15m+1h/12h/tp0.060/sl0.035: NetworkError: binance GET https://api.binance.com/api/v3/exchangeInfo; 15m+1h/24h/tp0.040/sl0.025: NetworkError: binance GET https://api.binance.com/api/v3/exchangeInfo; RuntimeError: All 6 timeframe/horizon candidates failed. 15m+1h/24h/tp0.050/sl0.030: NetworkError: binance GET https://api.binance.com/api/v3/exchangeInfo; 15m+1h/24h/tp0.060/sl0.035: NetworkError: binance GET https://api.binance.com/api/v3/exchangeInfo; 15m+1h/12h/tp0.040/sl0.025: NetworkError: binance GET https://api.binance.com/api/v3/exchangeInfo; 15m+1h/12h/tp0.050/sl0.030: NetworkError: binance GET https://api.binance.com/api/v3/exchangeInfo; 15m+1h/12h/tp0.060/sl0.035: NetworkError: binance GET https://api.binance.com/api/v3/exchangeInfo; 15m+1h/24h/tp0.040/sl0.025: NetworkError: binance GET https://api.binance.com/api/v3/exchangeInfo | 15m+1h::24h::tp0.050::sl0.030; 15m+1h::24h::tp0.060::sl0.035; 15m+1h::12h::tp0.040::sl0.025; 15m+1h::12h::tp0.050::sl0.030; 15m+1h::12h::tp0.060::sl0.035; 15m+1h::24h::tp0.040::sl0.025 | - | - | training_failed; RuntimeError: All 6 timeframe/horizon candidates failed. 15m+1h/24h/tp0.050/sl0.030: NetworkError: binance GET https://api.binance.com/api/v3/exchangeInfo; 15m+1h/24h/tp0.060/sl0.035: NetworkError: binance GET https://api.binance.com/api/v3/exchangeInfo; 15m+1h/12h/tp0.040/sl0.025: NetworkError: binance GET https://api.binance.com/api/v3/exchangeInfo; 15m+1h/12h/tp0.050/sl0.030: NetworkError: binance GET https://api.binance.com/api/v3/exchangeInfo; 15m+1h/12h/tp0.060/sl0.035: NetworkError: binance GET https://api.binance.com/api/v3/exchangeInfo; 15m+1h/24h/tp0.040/sl0.025: NetworkError: binance GET https://api.binance.com/api/v3/exchangeInfo; RuntimeError: All 6 timeframe/horizon candidates failed. 15m+1h/24h/tp0.050/sl0.030: NetworkError: binance GET https://api.binance.com/api/v3/exchangeInfo; 15m+1h/24h/tp0.060/sl0.035: NetworkError: binance GET https://api.binance.com/api/v3/exchangeInfo; 15m+1h/12h/tp0.040/sl0.025: NetworkError: binance GET https://api.binance.com/api/v3/exchangeInfo; 15m+1h/12h/tp0.050/sl0.030: NetworkError: binance GET https://api.binance.com/api/v3/exchangeInfo; 15m+1h/12h/tp0.060/sl0.035: NetworkError: binance GET https://api.binance.com/api/v3/exchangeInfo; 15m+1h/24h/tp0.040/sl0.025: NetworkError: binance GET https://api.binance.com/api/v3/exchangeInfo | ||||||
| 优化#696 | 2026-07-14T19:46:22.398514+00:00 | 失败 | training_failed | training_failed training_failed; RuntimeError: All 1 timeframe/horizon candidates failed. 15m+1h/24h/tp0.050/sl0.030: RequestTimeout: binance GET https://api.binance.com/api/v3/exchangeInfo; RuntimeError: All 1 timeframe/horizon candidates failed. 15m+1h/24h/tp0.050/sl0.030: RequestTimeout: binance GET https://api.binance.com/api/v3/exchangeInfo | 15m+1h::24h::tp0.050::sl0.030 | - | - | training_failed; RuntimeError: All 1 timeframe/horizon candidates failed. 15m+1h/24h/tp0.050/sl0.030: RequestTimeout: binance GET https://api.binance.com/api/v3/exchangeInfo; RuntimeError: All 1 timeframe/horizon candidates failed. 15m+1h/24h/tp0.050/sl0.030: RequestTimeout: binance GET https://api.binance.com/api/v3/exchangeInfo | ||||||
| 优化#695-1/8 | 2026-07-14T18:43:25.749851+00:00 | 已拒绝 | 危险，不建议 | 危险，不建议 不要上线，也不建议重点观察。依据：PF < 1，亏损交易总额大于盈利交易总额；平均单笔收益 <= 0；准确率下界 < 50% | 15m+1h::24h::tp0.060::sl0.035 | 准确率 28.54% 下界 27.34% 覆盖 54.02% n=5248 | 平均收益 -0.86% PF 0.66 收益变化 -5.55% | PF < 1，亏损交易总额大于盈利交易总额；平均单笔收益 <= 0；准确率下界 < 50%；PF 比当前模型低 10.37；平均收益比当前模型低 5.55% average_return_delta=-0.008583<0 | ||||||
| 优化#694-1/8 | 2026-07-14T14:51:25.374678+00:00 | 已拒绝 | 危险，不建议 | 危险，不建议 不要上线，也不建议重点观察。依据：PF < 1，亏损交易总额大于盈利交易总额；平均单笔收益 <= 0；准确率下界 < 50% | 15m+1h::24h::tp0.060::sl0.035 | 准确率 20.77% 下界 17.88% 覆盖 7.16% n=679 | 平均收益 -1.60% PF 0.44 收益变化 -6.28% | PF < 1，亏损交易总额大于盈利交易总额；平均单笔收益 <= 0；准确率下界 < 50%；PF 比当前模型低 10.60；平均收益比当前模型低 6.28% average_return_delta=-0.015972<0 | ||||||
| 优化#693-1/9 | 2026-07-14T12:38:41.176061+00:00 | 影子观察 | 危险，不建议 | 危险，不建议 不要上线，也不建议重点观察。依据：准确率下界 < 50%；PF 比当前模型低 9.94；平均收益比当前模型低 4.51% | 15m+1h::12h::tp0.050::sl0.030 | 准确率 40.54% 下界 39.32% 覆盖 48.70% n=6239 | 平均收益 0.17% PF 1.09 收益变化 -4.51% | 准确率下界 < 50%；PF 比当前模型低 9.94；平均收益比当前模型低 4.51% shadow_observation_required_before_manual_approval | ||||||
| 优化#692-1/8 | 2026-07-14T10:43:49.700884+00:00 | 已拒绝 | 只建议影子观察 | 只建议影子观察 只放入影子观察，不要直接上线。依据：PF 比当前模型低 8.16；平均收益比当前模型低 2.23% | 15m+1h::24h::tp0.060::sl0.035 | 准确率 63.41% 下界 52.61% 覆盖 0.99% n=82 | 平均收益 2.45% PF 2.88 收益变化 -2.23% | PF 比当前模型低 8.16；平均收益比当前模型低 2.23% independent_final_threshold_samples=82<required=200 | ||||||
| 优化#691-1/8 | 2026-07-14T08:15:55.749733+00:00 | 影子观察 | 只建议影子观察 | 只建议影子观察 只放入影子观察，不要直接上线。依据：PF 比当前模型低 9.13；平均收益比当前模型低 3.18% | 15m+1h::12h::tp0.060::sl0.035 | 准确率 53.46% 下界 50.16% 覆盖 11.02% n=881 | 平均收益 1.51% PF 1.91 收益变化 -3.18% | PF 比当前模型低 9.13；平均收益比当前模型低 3.18% live_feedback_guard:new_live_signal_samples=1<required=200; live_feedback_guard:live_lower_bound_delta=-0.083358<required=0.000000; quality_suggested_shadow_observation | ||||||
| 优化#690-1/6 | 2026-07-13T05:58:11.540950+00:00 | 已拒绝 | 可考虑上线 | 可以考虑上线 可以放入待确认清单，但仍需先看影子观察结果。依据：独立测试、收益/PF、walk-forward 均通过 | 15m+1h::24h::tp0.050::sl0.030 | 准确率 86.07% 下界 82.84% 覆盖 90.97% n=524 | 平均收益 3.82% PF 9.92 收益变化 - | 独立测试、收益/PF、walk-forward 均通过 旧口径基准未参与比较 fast_stage_no_promising_candidates | ||||||
| 优化#689 | 2026-07-13T03:43:07.638062+00:00 | 失败 | training_failed | training_failed training_failed; RuntimeError: All 1 timeframe/horizon candidates failed. 15m+1h/24h/tp0.060/sl0.035: BinanceApiCooldown: Binance API cooldown active for 528s (data_fetch.binance.request); RuntimeError: All 1 timeframe/horizon candidates failed. 15m+1h/24h/tp0.060/sl0.035: BinanceApiCooldown: Binance API cooldown active for 528s (data_fetch.binance.request) | 15m+1h::24h::tp0.060::sl0.035 | - | - | training_failed; RuntimeError: All 1 timeframe/horizon candidates failed. 15m+1h/24h/tp0.060/sl0.035: BinanceApiCooldown: Binance API cooldown active for 528s (data_fetch.binance.request); RuntimeError: All 1 timeframe/horizon candidates failed. 15m+1h/24h/tp0.060/sl0.035: BinanceApiCooldown: Binance API cooldown active for 528s (data_fetch.binance.request) | ||||||
| 优化#688-3/3 | 2026-07-13T02:37:28.849518+00:00 | 影子观察 | 可考虑上线 | 可以考虑上线 可以放入待确认清单，但仍需先看影子观察结果。依据：独立测试、收益/PF、walk-forward 均通过 | 15m+1h::24h::tp0.050::sl0.030 | 准确率 85.70% 下界 84.26% 覆盖 32.63% n=2454 | 平均收益 3.79% PF 9.62 收益变化 - | 独立测试、收益/PF、walk-forward 均通过 旧口径基准未参与比较 shadow_observation_required_before_manual_approval | ||||||
| 优化#687-1/8 | 2026-07-13T00:13:11.735290+00:00 | 已拒绝 | 只建议影子观察 | 只建议影子观察 只放入影子观察，不要直接上线。依据：PF 比当前模型低 7.03；平均收益比当前模型低 1.54% | 15m+1h::12h::tp0.060::sl0.035 | 准确率 70.71% 下界 67.58% 覆盖 11.10% n=857 | 平均收益 3.15% PF 4.01 收益变化 -1.54% | PF 比当前模型低 7.03；平均收益比当前模型低 1.54% validation_schema_version=0<required=2 | ||||||
| 优化#686-1/8 | 2026-07-12T22:35:34.646881+00:00 | 已拒绝 | 只建议影子观察 | 只建议影子观察 只放入影子观察，不要直接上线。依据：PF 比当前模型低 0.21；平均收益比当前模型低 0.02% | 15m+1h::24h::tp0.060::sl0.035 | 准确率 86.70% 下界 84.09% 覆盖 12.99% n=752 | 平均收益 4.67% PF 10.83 收益变化 -0.02% | PF 比当前模型低 0.21；平均收益比当前模型低 0.02% validation_schema_version=0<required=2 | ||||||
| 优化#685-1/8 | 2026-07-12T20:06:56.028112+00:00 | 已拒绝 | 只建议影子观察 | 只建议影子观察 只放入影子观察，不要直接上线。依据：PF 比当前模型低 1.42；平均收益比当前模型低 0.90% | 15m+1h::24h::tp0.050::sl0.030 | 准确率 85.70% 下界 84.26% 覆盖 32.63% n=2454 | 平均收益 3.79% PF 9.62 收益变化 -0.90% | PF 比当前模型低 1.42；平均收益比当前模型低 0.90% validation_schema_version=0<required=2 | ||||||
| 优化#684-1/8 | 2026-07-12T17:11:56.375563+00:00 | 已拒绝 | 只建议影子观察 | 只建议影子观察 只放入影子观察，不要直接上线。依据：质量一般，建议继续观察 | 15m+1h::12h::tp0.060::sl0.035 | 准确率 88.98% 下界 82.34% 覆盖 1.59% n=127 | 平均收益 4.88% PF 13.41 收益变化 +0.20% | 质量一般，建议继续观察 validation_schema_version=0<required=2; independent_final_threshold_samples=127<required=200 | ||||||
| 优化#683-1/8 | 2026-07-12T14:43:56.054696+00:00 | 已拒绝 | 危险，不建议 | 危险，不建议 不要上线，也不建议重点观察。依据：coverage close to 100%, threshold is not selective | 15m+1h::24h::tp0.060::sl0.035 | 准确率 72.30% 下界 71.07% 覆盖 100.00% n=5188 | 平均收益 3.30% PF 4.34 收益变化 -1.39% | coverage close to 100%, threshold is not selective validation_schema_version=0<required=2 | ||||||
| 优化#682 | 2026-07-12T11:14:41.607233+00:00 | 失败 | training_failed | training_failed training_failed; RuntimeError: Not enough samples for independent threshold selection and final evaluation.; RuntimeError: Not enough samples for independent threshold selection and final evaluation. | 15m+1h::24h::tp0.050::sl0.030; 15m+1h::24h::tp0.060::sl0.035; 15m+1h::12h::tp0.040::sl0.025; 15m+1h::12h::tp0.050::sl0.030; 15m+1h::12h::tp0.060::sl0.035; 15m+1h::24h::tp0.040::sl0.025 | - | - | training_failed; RuntimeError: Not enough samples for independent threshold selection and final evaluation.; RuntimeError: Not enough samples for independent threshold selection and final evaluation. | ||||||
| 优化#681 | 2026-07-12T10:05:35.551360+00:00 | 失败 | training_failed | training_failed training_failed; RuntimeError: Not enough samples for independent threshold selection and final evaluation.; RuntimeError: Not enough samples for independent threshold selection and final evaluation. | 15m+1h::24h::tp0.050::sl0.030; 15m+1h::24h::tp0.060::sl0.035; 15m+1h::12h::tp0.040::sl0.025; 15m+1h::12h::tp0.050::sl0.030; 15m+1h::12h::tp0.060::sl0.035; 15m+1h::24h::tp0.040::sl0.025 | - | - | training_failed; RuntimeError: Not enough samples for independent threshold selection and final evaluation.; RuntimeError: Not enough samples for independent threshold selection and final evaluation. | ||||||
| 优化#680 | 2026-07-12T08:59:26.121025+00:00 | 失败 | training_failed | training_failed training_failed; RuntimeError: Not enough samples for independent threshold selection and final evaluation.; RuntimeError: Not enough samples for independent threshold selection and final evaluation. | 15m+1h::24h::tp0.050::sl0.030; 15m+1h::24h::tp0.060::sl0.035; 15m+1h::12h::tp0.040::sl0.025; 15m+1h::12h::tp0.050::sl0.030; 15m+1h::12h::tp0.060::sl0.035; 15m+1h::24h::tp0.040::sl0.025 | - | - | training_failed; RuntimeError: Not enough samples for independent threshold selection and final evaluation.; RuntimeError: Not enough samples for independent threshold selection and final evaluation. | ||||||
| 优化#679 | 2026-07-12T07:43:47.872763+00:00 | 失败 | training_failed | training_failed training_failed; RuntimeError: Not enough samples for independent threshold selection and final evaluation.; RuntimeError: Not enough samples for independent threshold selection and final evaluation. | 15m+1h::24h::tp0.050::sl0.030; 15m+1h::24h::tp0.060::sl0.035; 15m+1h::12h::tp0.040::sl0.025; 15m+1h::12h::tp0.050::sl0.030; 15m+1h::12h::tp0.060::sl0.035; 15m+1h::24h::tp0.040::sl0.025 | - | - | training_failed; RuntimeError: Not enough samples for independent threshold selection and final evaluation.; RuntimeError: Not enough samples for independent threshold selection and final evaluation. | ||||||
| 优化#678 | 2026-07-12T06:33:39.183645+00:00 | 失败 | training_failed | training_failed training_failed; RuntimeError: Not enough samples for independent threshold selection and final evaluation.; RuntimeError: Not enough samples for independent threshold selection and final evaluation. | 15m+1h::24h::tp0.050::sl0.030; 15m+1h::24h::tp0.060::sl0.035; 15m+1h::12h::tp0.040::sl0.025; 15m+1h::12h::tp0.050::sl0.030; 15m+1h::12h::tp0.060::sl0.035; 15m+1h::24h::tp0.040::sl0.025 | - | - | training_failed; RuntimeError: Not enough samples for independent threshold selection and final evaluation.; RuntimeError: Not enough samples for independent threshold selection and final evaluation. | ||||||
| 优化#677 | 2026-07-12T05:22:32.957908+00:00 | 失败 | training_failed | training_failed training_failed; RuntimeError: Not enough samples for independent threshold selection and final evaluation.; RuntimeError: Not enough samples for independent threshold selection and final evaluation. | 15m+1h::24h::tp0.050::sl0.030; 15m+1h::24h::tp0.060::sl0.035; 15m+1h::12h::tp0.040::sl0.025; 15m+1h::12h::tp0.050::sl0.030; 15m+1h::12h::tp0.060::sl0.035; 15m+1h::24h::tp0.040::sl0.025 | - | - | training_failed; RuntimeError: Not enough samples for independent threshold selection and final evaluation.; RuntimeError: Not enough samples for independent threshold selection and final evaluation. | ||||||
| 优化#676 | 2026-07-12T04:13:02.086837+00:00 | 失败 | training_failed | training_failed training_failed; RuntimeError: Not enough samples for independent threshold selection and final evaluation.; RuntimeError: Not enough samples for independent threshold selection and final evaluation. | 15m+1h::24h::tp0.050::sl0.030; 15m+1h::24h::tp0.060::sl0.035; 15m+1h::12h::tp0.040::sl0.025; 15m+1h::12h::tp0.050::sl0.030; 15m+1h::12h::tp0.060::sl0.035; 15m+1h::24h::tp0.040::sl0.025 | - | - | training_failed; RuntimeError: Not enough samples for independent threshold selection and final evaluation.; RuntimeError: Not enough samples for independent threshold selection and final evaluation. | ||||||
| 优化#675 | 2026-07-12T02:23:46.155139+00:00 | 失败 | training_failed | training_failed training_failed; RuntimeError: Not enough samples for independent threshold selection and final evaluation.; RuntimeError: Not enough samples for independent threshold selection and final evaluation. | 15m+1h::24h::tp0.050::sl0.030; 15m+1h::24h::tp0.060::sl0.035; 15m+1h::12h::tp0.040::sl0.025; 15m+1h::12h::tp0.050::sl0.030; 15m+1h::12h::tp0.060::sl0.035; 15m+1h::24h::tp0.040::sl0.025 | - | - | training_failed; RuntimeError: Not enough samples for independent threshold selection and final evaluation.; RuntimeError: Not enough samples for independent threshold selection and final evaluation. | ||||||
| 优化#674 | 2026-07-12T00:56:14.490368+00:00 | 失败 | training_failed | training_failed training_failed; RuntimeError: Not enough samples for independent threshold selection and final evaluation.; RuntimeError: Not enough samples for independent threshold selection and final evaluation. | 15m+1h::24h::tp0.050::sl0.030; 15m+1h::24h::tp0.060::sl0.035; 15m+1h::12h::tp0.040::sl0.025; 15m+1h::12h::tp0.050::sl0.030; 15m+1h::12h::tp0.060::sl0.035; 15m+1h::24h::tp0.040::sl0.025 | - | - | training_failed; RuntimeError: Not enough samples for independent threshold selection and final evaluation.; RuntimeError: Not enough samples for independent threshold selection and final evaluation. | ||||||
| 优化#673 | 2026-07-11T23:47:10.279402+00:00 | 失败 | training_failed | training_failed training_failed; RuntimeError: Not enough samples for independent threshold selection and final evaluation.; RuntimeError: Not enough samples for independent threshold selection and final evaluation. | 15m+1h::24h::tp0.050::sl0.030; 15m+1h::24h::tp0.060::sl0.035; 15m+1h::12h::tp0.040::sl0.025; 15m+1h::12h::tp0.050::sl0.030; 15m+1h::12h::tp0.060::sl0.035; 15m+1h::24h::tp0.040::sl0.025 | - | - | training_failed; RuntimeError: Not enough samples for independent threshold selection and final evaluation.; RuntimeError: Not enough samples for independent threshold selection and final evaluation. | ||||||
| 优化#672 | 2026-07-11T22:37:11.133247+00:00 | 失败 | training_failed | training_failed training_failed; RuntimeError: Not enough samples for independent threshold selection and final evaluation.; RuntimeError: Not enough samples for independent threshold selection and final evaluation. | 15m+1h::24h::tp0.050::sl0.030; 15m+1h::24h::tp0.060::sl0.035; 15m+1h::12h::tp0.040::sl0.025; 15m+1h::12h::tp0.050::sl0.030; 15m+1h::12h::tp0.060::sl0.035; 15m+1h::24h::tp0.040::sl0.025 | - | - | training_failed; RuntimeError: Not enough samples for independent threshold selection and final evaluation.; RuntimeError: Not enough samples for independent threshold selection and final evaluation. | ||||||
| 优化#671 | 2026-07-11T21:27:25.605404+00:00 | 失败 | training_failed | training_failed training_failed; RuntimeError: Not enough samples for independent threshold selection and final evaluation.; RuntimeError: Not enough samples for independent threshold selection and final evaluation. | 15m+1h::24h::tp0.050::sl0.030; 15m+1h::24h::tp0.060::sl0.035; 15m+1h::12h::tp0.040::sl0.025; 15m+1h::12h::tp0.050::sl0.030; 15m+1h::12h::tp0.060::sl0.035; 15m+1h::24h::tp0.040::sl0.025 | - | - | training_failed; RuntimeError: Not enough samples for independent threshold selection and final evaluation.; RuntimeError: Not enough samples for independent threshold selection and final evaluation. | ||||||
| 优化#670 | 2026-07-11T20:16:41.828648+00:00 | 失败 | training_failed | training_failed training_failed; RuntimeError: Not enough samples for independent threshold selection and final evaluation.; RuntimeError: Not enough samples for independent threshold selection and final evaluation. | 15m+1h::24h::tp0.050::sl0.030; 15m+1h::24h::tp0.060::sl0.035; 15m+1h::12h::tp0.040::sl0.025; 15m+1h::12h::tp0.050::sl0.030; 15m+1h::12h::tp0.060::sl0.035; 15m+1h::24h::tp0.040::sl0.025 | - | - | training_failed; RuntimeError: Not enough samples for independent threshold selection and final evaluation.; RuntimeError: Not enough samples for independent threshold selection and final evaluation. | ||||||
| 优化#669 | 2026-07-11T19:28:04.839330+00:00 | 失败 | training_failed | training_failed training_failed; RuntimeError: Not enough samples for independent threshold selection and final evaluation.; RuntimeError: Not enough samples for independent threshold selection and final evaluation. | 15m+1h::24h::tp0.050::sl0.030; 15m+1h::24h::tp0.060::sl0.035; 15m+1h::12h::tp0.040::sl0.025; 15m+1h::12h::tp0.050::sl0.030; 15m+1h::12h::tp0.060::sl0.035; 15m+1h::24h::tp0.040::sl0.025 | - | - | training_failed; RuntimeError: Not enough samples for independent threshold selection and final evaluation.; RuntimeError: Not enough samples for independent threshold selection and final evaluation. |
Fast Stage 候选明细
| 时间 | 质量 | 候选 | 预筛通过 | 准确率 | 下界 | 平均收益 | PF | 覆盖率 | 阈值口径 | 质量理由 | 拒绝原因 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-07-14T21:49:54.601475+00:00 | 可考虑上线 | 15m+1h::24h::tp0.050::sl0.030 | 否 | 77.85% | 70.76% | 3.16% | 5.64 | 39.01% n=158 | select_on_first_half_of_holdout_evaluate_on_second_half | 独立测试、收益/PF、walk-forward 均通过 | independent_final_threshold_samples=158<required=200 |
| 2026-07-14T21:49:54.601475+00:00 | 可考虑上线 | 15m+1h::24h::tp0.060::sl0.035 | 否 | 85.64% | 79.91% | 4.57% | 9.90 | 58.93% n=188 | select_on_first_half_of_holdout_evaluate_on_second_half | 独立测试、收益/PF、walk-forward 均通过 | independent_final_threshold_samples=188<required=200 |
| 2026-07-14T21:49:54.601475+00:00 | 危险，不建议 | 15m+1h::12h::tp0.040::sl0.025 | 否 | 29.02% | 23.79% | -0.68% | 0.63 | 65.72% n=255 | select_on_first_half_of_holdout_evaluate_on_second_half | PF < 1，亏损交易总额大于盈利交易总额；平均单笔收益 <= 0；准确率下界 < 50%；平均收益比当前模型低 0.68% | average_return=-0.006837<required=0.000000; profit_factor=0.625191<required=1.500000; average_return_delta=-0.006837<0 |
| 2026-07-14T21:49:54.601475+00:00 | 危险，不建议 | 15m+1h::12h::tp0.050::sl0.030 | 否 | 42.37% | 36.24% | 0.32% | 1.18 | 58.71% n=236 | select_on_first_half_of_holdout_evaluate_on_second_half | 准确率下界 < 50% | profit_factor=1.180782<required=1.500000 |
| 2026-07-14T21:49:54.601475+00:00 | 危险，不建议 | 15m+1h::12h::tp0.060::sl0.035 | 否 | 42.57% | 35.96% | 0.47% | 1.23 | 88.99% n=202 | select_on_first_half_of_holdout_evaluate_on_second_half | 准确率下界 < 50% | profit_factor=1.231479<required=1.500000 |
| 2026-07-14T21:49:54.601475+00:00 | 可考虑上线 | 15m+1h::24h::tp0.040::sl0.025 | 否 | 70.18% | 61.23% | 1.99% | 3.60 | 19.83% n=114 | select_on_first_half_of_holdout_evaluate_on_second_half | 独立测试、收益/PF、walk-forward 均通过 | independent_final_threshold_samples=114<required=200 |
| 2026-07-14T18:43:25.749851+00:00 | 不建议上线 | 15m+1h::24h::tp0.050::sl0.030 | 否 | 54.35% | 44.20% | 1.28% | 1.91 | 18.51% n=92 | select_on_first_half_of_holdout_evaluate_on_second_half | 准确率下界 < 50% | independent_final_threshold_samples=92<required=200; walk_forward_profitable_folds=1<required=2; walk_forward_median_pf=0.819599<required=1.000000; walk_forward_profitable_folds=1<required=2; walk_forward_median_pf=0.819599<required=1.000000 |
| 2026-07-14T18:43:25.749851+00:00 | 可考虑上线 | 15m+1h::24h::tp0.060::sl0.035 | 是 | 81.21% | 76.52% | 4.14% | 7.18 | 74.58% n=314 | select_on_first_half_of_holdout_evaluate_on_second_half | 独立测试、收益/PF、walk-forward 均通过 | - |
| 2026-07-14T18:43:25.749851+00:00 | 危险，不建议 | 15m+1h::12h::tp0.040::sl0.025 | 否 | 31.44% | 25.78% | -0.53% | 0.70 | 49.04% n=229 | select_on_first_half_of_holdout_evaluate_on_second_half | PF < 1，亏损交易总额大于盈利交易总额；平均单笔收益 <= 0；准确率下界 < 50%；平均收益比当前模型低 0.53% | average_return=-0.005263<required=0.000000; profit_factor=0.701281<required=1.500000; average_return_delta=-0.005263<0 |
| 2026-07-14T18:43:25.749851+00:00 | 危险，不建议 | 15m+1h::12h::tp0.050::sl0.030 | 否 | 43.85% | 36.93% | 0.44% | 1.25 | 63.18% n=187 | select_on_first_half_of_holdout_evaluate_on_second_half | 准确率下界 < 50% | independent_final_threshold_samples=187<required=200; profit_factor=1.254103<required=1.500000 |
| 2026-07-14T18:43:25.749851+00:00 | 可考虑上线 | 15m+1h::12h::tp0.060::sl0.035 | 否 | 66.67% | 58.79% | 2.76% | 3.32 | 53.57% n=150 | select_on_first_half_of_holdout_evaluate_on_second_half | 独立测试、收益/PF、walk-forward 均通过 | independent_final_threshold_samples=150<required=200 |
| 2026-07-14T18:43:25.749851+00:00 | 危险，不建议 | 15m+1h::24h::tp0.040::sl0.025 | 否 | 26.99% | 23.46% | -0.82% | 0.57 | 100.00% n=552 | select_on_first_half_of_holdout_evaluate_on_second_half | PF < 1，亏损交易总额大于盈利交易总额；平均单笔收益 <= 0；准确率下界 < 50%；coverage close to 100%, threshold is not selective | walk_forward_profitable_folds=0<required=2; walk_forward_median_pf=0.507866<required=1.000000; walk_forward_mean_average_return=-0.008146<=0; coverage=1.000000>=max=0.950000; average_return=-0.008155<required=0.000000; profit_factor=0.565380<required=1.500000; average_return_delta=-0.008155<0; walk_forward_profitable_folds=0<required=2; walk_forward_median_pf=0.507866<required=1.000000; walk_forward_mean_average_return=-0.008146<=0 |
| 2026-07-14T14:51:25.374678+00:00 | 危险，不建议 | 15m+1h::24h::tp0.050::sl0.030 | 否 | 47.32% | 38.32% | 0.72% | 1.44 | 20.82% n=112 | select_on_first_half_of_holdout_evaluate_on_second_half | 准确率下界 < 50% | independent_final_threshold_samples=112<required=200; walk_forward_profitable_folds=1<required=2; walk_forward_median_pf=0.853115<required=1.000000; profit_factor=1.442555<required=1.500000; walk_forward_profitable_folds=1<required=2; walk_forward_median_pf=0.853115<required=1.000000 |
| 2026-07-14T14:51:25.374678+00:00 | 可考虑上线 | 15m+1h::24h::tp0.060::sl0.035 | 是 | 80.62% | 74.98% | 4.09% | 6.91 | 62.88% n=227 | select_on_first_half_of_holdout_evaluate_on_second_half | 独立测试、收益/PF、walk-forward 均通过 | - |
| 2026-07-14T14:51:25.374678+00:00 | 危险，不建议 | 15m+1h::12h::tp0.040::sl0.025 | 否 | 50.94% | 46.47% | 0.74% | 1.59 | 100.00% n=477 | select_on_first_half_of_holdout_evaluate_on_second_half | 准确率下界 < 50%；coverage close to 100%, threshold is not selective | coverage=1.000000>=max=0.950000 |
| 2026-07-14T14:51:25.374678+00:00 | 可考虑上线 | 15m+1h::12h::tp0.050::sl0.030 | 否 | 60.51% | 53.51% | 1.77% | 2.46 | 67.24% n=195 | select_on_first_half_of_holdout_evaluate_on_second_half | 独立测试、收益/PF、walk-forward 均通过 | independent_final_threshold_samples=195<required=200 |
| 2026-07-14T14:51:25.374678+00:00 | 可考虑上线 | 15m+1h::12h::tp0.060::sl0.035 | 是 | 70.47% | 64.59% | 3.12% | 3.96 | 72.36% n=254 | select_on_first_half_of_holdout_evaluate_on_second_half | 独立测试、收益/PF、walk-forward 均通过 | - |
| 2026-07-14T14:51:25.374678+00:00 | 危险，不建议 | 15m+1h::24h::tp0.040::sl0.025 | 否 | 22.99% | 15.40% | -1.08% | 0.46 | 13.24% n=87 | select_on_first_half_of_holdout_evaluate_on_second_half | PF < 1，亏损交易总额大于盈利交易总额；平均单笔收益 <= 0；准确率下界 < 50%；平均收益比当前模型低 1.08% | independent_final_threshold_samples=87<required=200; walk_forward_profitable_folds=1<required=2; walk_forward_median_pf=0.551840<required=1.000000; walk_forward_mean_average_return=-0.004697<=0; average_return=-0.010757<required=0.000000; profit_factor=0.456472<required=1.500000; average_return_delta=-0.010757<0; walk_forward_profitable_folds=1<required=2; walk_forward_median_pf=0.551840<required=1.000000; walk_forward_mean_average_return=-0.004697<=0 |
| 2026-07-14T12:38:41.176061+00:00 | 危险，不建议 | 15m+1h::24h::tp0.050::sl0.030 | 否 | 39.44% | 28.89% | 0.08% | 1.05 | 12.10% n=71 | select_on_first_half_of_holdout_evaluate_on_second_half | 准确率下界 < 50% | independent_final_threshold_samples=71<required=200; profit_factor=1.045678<required=1.500000 |
| 2026-07-14T12:38:41.176061+00:00 | 可考虑上线 | 15m+1h::24h::tp0.060::sl0.035 | 是 | 75.40% | 70.81% | 3.59% | 5.09 | 89.57% n=378 | select_on_first_half_of_holdout_evaluate_on_second_half | 独立测试、收益/PF、walk-forward 均通过 | - |
| 2026-07-14T12:38:41.176061+00:00 | 不建议上线 | 15m+1h::12h::tp0.040::sl0.025 | 否 | 70.00% | 48.10% | 1.98% | 3.57 | 4.26% n=20 | select_on_first_half_of_holdout_evaluate_on_second_half | 准确率下界 < 50% | independent_final_threshold_samples=20<required=200; walk_forward_profitable_folds=1<required=2; walk_forward_mean_average_return=-0.000116<=0; walk_forward_profitable_folds=1<required=2; walk_forward_mean_average_return=-0.000116<=0 |
| 2026-07-14T12:38:41.176061+00:00 | 可考虑上线 | 15m+1h::12h::tp0.050::sl0.030 | 是 | 83.90% | 78.26% | 3.64% | 8.37 | 58.74% n=205 | select_on_first_half_of_holdout_evaluate_on_second_half | 独立测试、收益/PF、walk-forward 均通过 | - |
| 2026-07-14T12:38:41.176061+00:00 | 可考虑上线 | 15m+1h::12h::tp0.060::sl0.035 | 是 | 74.27% | 67.90% | 3.49% | 4.80 | 93.21% n=206 | select_on_first_half_of_holdout_evaluate_on_second_half | 独立测试、收益/PF、walk-forward 均通过 | - |
| 2026-07-14T12:38:41.176061+00:00 | 危险，不建议 | 15m+1h::24h::tp0.040::sl0.025 | 否 | 41.09% | 34.53% | 0.10% | 1.07 | 100.00% n=202 | select_on_first_half_of_holdout_evaluate_on_second_half | 准确率下界 < 50%；coverage close to 100%, threshold is not selective | walk_forward_profitable_folds=0<required=2; walk_forward_median_pf=0.412656<required=1.000000; walk_forward_mean_average_return=-0.009493<=0; coverage=1.000000>=max=0.950000; profit_factor=1.066573<required=1.500000; walk_forward_profitable_folds=0<required=2; walk_forward_median_pf=0.412656<required=1.000000; walk_forward_mean_average_return=-0.009493<=0 |
| 2026-07-14T10:43:49.700884+00:00 | 可考虑上线 | 15m+1h::24h::tp0.050::sl0.030 | 否 | 70.18% | 57.34% | 2.54% | 3.78 | 10.50% n=57 | select_on_first_half_of_holdout_evaluate_on_second_half | 独立测试、收益/PF、walk-forward 均通过 | independent_final_threshold_samples=57<required=200; walk_forward_profitable_folds=1<required=2; walk_forward_median_pf=0.926372<required=1.000000; walk_forward_profitable_folds=1<required=2; walk_forward_median_pf=0.926372<required=1.000000 |
| 2026-07-14T10:43:49.700884+00:00 | 可考虑上线 | 15m+1h::24h::tp0.060::sl0.035 | 是 | 68.69% | 62.19% | 2.96% | 3.64 | 49.54% n=214 | select_on_first_half_of_holdout_evaluate_on_second_half | 独立测试、收益/PF、walk-forward 均通过 | - |
| 2026-07-14T10:43:49.700884+00:00 | 可考虑上线 | 15m+1h::12h::tp0.040::sl0.025 | 否 | 79.46% | 71.07% | 2.60% | 5.92 | 26.73% n=112 | select_on_first_half_of_holdout_evaluate_on_second_half | 独立测试、收益/PF、walk-forward 均通过 | independent_final_threshold_samples=112<required=200; walk_forward_profitable_folds=1<required=2; walk_forward_profitable_folds=1<required=2 |
| 2026-07-14T10:43:49.700884+00:00 | 可考虑上线 | 15m+1h::12h::tp0.050::sl0.030 | 否 | 85.34% | 81.19% | 3.76% | 9.35 | 73.65% n=341 | select_on_first_half_of_holdout_evaluate_on_second_half | 独立测试、收益/PF、walk-forward 均通过 | lockbox:lockbox_deflated_sharpe_probability_below_minimum |
| 2026-07-14T10:43:49.700884+00:00 | 可考虑上线 | 15m+1h::12h::tp0.060::sl0.035 | 否 | 90.82% | 85.95% | 5.06% | 16.43 | 77.78% n=196 | select_on_first_half_of_holdout_evaluate_on_second_half | 独立测试、收益/PF、walk-forward 均通过 | independent_final_threshold_samples=196<required=200 |
| 2026-07-14T10:43:49.700884+00:00 | 危险，不建议 | 15m+1h::24h::tp0.040::sl0.025 | 否 | 37.40% | 33.64% | -0.14% | 0.91 | 87.46% n=607 | select_on_first_half_of_holdout_evaluate_on_second_half | PF < 1，亏损交易总额大于盈利交易总额；平均单笔收益 <= 0；准确率下界 < 50%；平均收益比当前模型低 0.14% | walk_forward_profitable_folds=0<required=2; walk_forward_median_pf=0.528246<required=1.000000; walk_forward_mean_average_return=-0.008901<=0; average_return=-0.001392<required=0.000000; profit_factor=0.913486<required=1.500000; average_return_delta=-0.001392<0; walk_forward_profitable_folds=0<required=2; walk_forward_median_pf=0.528246<required=1.000000; walk_forward_mean_average_return=-0.008901<=0 |
| 2026-07-14T08:15:55.749733+00:00 | 危险，不建议 | 15m+1h::24h::tp0.050::sl0.030 | 否 | 59.28% | 55.33% | 1.67% | 2.34 | 100.00% n=609 | select_on_first_half_of_holdout_evaluate_on_second_half | coverage close to 100%, threshold is not selective | coverage=1.000000>=max=0.950000 |
| 2026-07-14T08:15:55.749733+00:00 | 可考虑上线 | 15m+1h::24h::tp0.060::sl0.035 | 是 | 85.89% | 81.65% | 4.59% | 10.11 | 71.21% n=319 | select_on_first_half_of_holdout_evaluate_on_second_half | 独立测试、收益/PF、walk-forward 均通过 | - |
| 2026-07-14T08:15:55.749733+00:00 | 不建议上线 | 15m+1h::12h::tp0.040::sl0.025 | 否 | 57.89% | 44.98% | 1.19% | 2.10 | 11.80% n=57 | select_on_first_half_of_holdout_evaluate_on_second_half | 准确率下界 < 50% | independent_final_threshold_samples=57<required=200 |
| 2026-07-14T08:15:55.749733+00:00 | 可考虑上线 | 15m+1h::12h::tp0.050::sl0.030 | 是 | 74.84% | 69.80% | 2.92% | 4.78 | 84.13% n=318 | select_on_first_half_of_holdout_evaluate_on_second_half | 独立测试、收益/PF、walk-forward 均通过 | - |
| 2026-07-14T08:15:55.749733+00:00 | 可考虑上线 | 15m+1h::12h::tp0.060::sl0.035 | 是 | 89.27% | 84.29% | 4.91% | 13.82 | 68.33% n=205 | select_on_first_half_of_holdout_evaluate_on_second_half | 独立测试、收益/PF、walk-forward 均通过 | - |
| 2026-07-13T05:58:11.540950+00:00 | 可考虑上线 | 15m+1h::24h::tp0.050::sl0.030 | 否 | 86.07% | 82.84% | 3.82% | 9.92 | 90.97% n=524 | select_on_first_half_of_holdout_evaluate_on_second_half | 独立测试、收益/PF、walk-forward 均通过 | walk_forward_profitable_folds=1<required=2; walk_forward_median_pf=0.820526<required=1.000000; walk_forward_profitable_folds=1<required=2; walk_forward_median_pf=0.820526<required=1.000000 |
| 2026-07-13T05:58:11.540950+00:00 | 危险，不建议 | 15m+1h::24h::tp0.060::sl0.035 | 否 | 88.00% | 84.67% | 4.79% | 12.18 | 100.00% n=450 | select_on_first_half_of_holdout_evaluate_on_second_half | coverage close to 100%, threshold is not selective | coverage=1.000000>=max=0.950000 |
| 2026-07-13T05:58:11.540950+00:00 | 危险，不建议 | 15m+1h::12h::tp0.040::sl0.025 | 否 | 35.85% | 31.67% | -0.24% | 0.85 | 100.00% n=477 | select_on_first_half_of_holdout_evaluate_on_second_half | PF < 1，亏损交易总额大于盈利交易总额；平均单笔收益 <= 0；准确率下界 < 50%；coverage close to 100%, threshold is not selective | walk_forward_profitable_folds=0<required=2; walk_forward_median_pf=0.698245<required=1.000000; walk_forward_mean_average_return=-0.007605<=0; coverage=1.000000>=max=0.950000; average_return=-0.002398<required=0.000000; profit_factor=0.854543<required=1.500000; average_return_delta=-0.002398<0; walk_forward_profitable_folds=0<required=2; walk_forward_median_pf=0.698245<required=1.000000; walk_forward_mean_average_return=-0.007605<=0 |
| 2026-07-13T05:58:11.540950+00:00 | 危险，不建议 | 15m+1h::12h::tp0.050::sl0.030 | 否 | 69.28% | 64.01% | 2.47% | 3.62 | 100.00% n=319 | select_on_first_half_of_holdout_evaluate_on_second_half | coverage close to 100%, threshold is not selective | walk_forward_profitable_folds=1<required=2; walk_forward_median_pf=0.941368<required=1.000000; coverage=1.000000>=max=0.950000; walk_forward_profitable_folds=1<required=2; walk_forward_median_pf=0.941368<required=1.000000 |
| 2026-07-13T05:58:11.540950+00:00 | 危险，不建议 | 15m+1h::12h::tp0.060::sl0.035 | 否 | 66.81% | 60.56% | 2.78% | 3.34 | 100.00% n=235 | select_on_first_half_of_holdout_evaluate_on_second_half | coverage close to 100%, threshold is not selective | coverage=1.000000>=max=0.950000 |
| 2026-07-13T05:58:11.540950+00:00 | 危险，不建议 | 15m+1h::24h::tp0.040::sl0.025 | 否 | 20.75% | 12.00% | -1.22% | 0.40 | 7.63% n=53 | select_on_first_half_of_holdout_evaluate_on_second_half | PF < 1，亏损交易总额大于盈利交易总额；平均单笔收益 <= 0；准确率下界 < 50%；平均收益比当前模型低 1.22% | independent_final_threshold_samples=53<required=200; average_return=-0.012209<required=0.000000; profit_factor=0.400500<required=1.500000; average_return_delta=-0.012209<0 |
| 2026-07-13T00:13:11.735290+00:00 | 危险，不建议 | 15m+1h::24h::tp0.050::sl0.030 | 否 | 80.86% | 77.31% | 3.40% | 6.79 | 95.86% n=533 | select_on_first_half_of_holdout_evaluate_on_second_half | coverage close to 100%, threshold is not selective | walk_forward_profitable_folds=1<required=2; walk_forward_median_pf=0.608659<required=1.000000; coverage=0.958633>=max=0.950000; walk_forward_profitable_folds=1<required=2; walk_forward_median_pf=0.608659<required=1.000000 |
| 2026-07-13T00:13:11.735290+00:00 | 可考虑上线 | 15m+1h::24h::tp0.060::sl0.035 | 否 | 96.02% | 92.02% | 5.55% | 40.10 | 39.55% n=176 | select_on_first_half_of_holdout_evaluate_on_second_half | 独立测试、收益/PF、walk-forward 均通过 | independent_final_threshold_samples=176<required=200; walk_forward_profitable_folds=1<required=2; walk_forward_median_pf=0.907005<required=1.000000; walk_forward_profitable_folds=1<required=2; walk_forward_median_pf=0.907005<required=1.000000 |
| 2026-07-13T00:13:11.735290+00:00 | 危险，不建议 | 15m+1h::12h::tp0.040::sl0.025 | 否 | 26.90% | 23.15% | -0.82% | 0.56 | 100.00% n=487 | select_on_first_half_of_holdout_evaluate_on_second_half | PF < 1，亏损交易总额大于盈利交易总额；平均单笔收益 <= 0；准确率下界 < 50%；coverage close to 100%, threshold is not selective | walk_forward_profitable_folds=0<required=2; walk_forward_median_pf=0.535089<required=1.000000; walk_forward_mean_average_return=-0.009004<=0; coverage=1.000000>=max=0.950000; average_return=-0.008215<required=0.000000; profit_factor=0.562705<required=1.500000; average_return_delta=-0.008215<0; walk_forward_profitable_folds=0<required=2; walk_forward_median_pf=0.535089<required=1.000000; walk_forward_mean_average_return=-0.009004<=0 |
| 2026-07-13T00:13:11.735290+00:00 | 危险，不建议 | 15m+1h::12h::tp0.050::sl0.030 | 否 | 28.67% | 23.84% | -0.78% | 0.65 | 100.00% n=300 | select_on_first_half_of_holdout_evaluate_on_second_half | PF < 1，亏损交易总额大于盈利交易总额；平均单笔收益 <= 0；准确率下界 < 50%；coverage close to 100%, threshold is not selective | walk_forward_profitable_folds=1<required=2; walk_forward_median_pf=0.935283<required=1.000000; coverage=1.000000>=max=0.950000; average_return=-0.007767<required=0.000000; profit_factor=0.645347<required=1.500000; average_return_delta=-0.007767<0; walk_forward_profitable_folds=1<required=2; walk_forward_median_pf=0.935283<required=1.000000 |
| 2026-07-13T00:13:11.735290+00:00 | 可考虑上线 | 15m+1h::12h::tp0.060::sl0.035 | 是 | 83.33% | 78.70% | 4.35% | 8.31 | 75.76% n=300 | select_on_first_half_of_holdout_evaluate_on_second_half | 独立测试、收益/PF、walk-forward 均通过 | - |
| 2026-07-13T00:13:11.735290+00:00 | 危险，不建议 | 15m+1h::24h::tp0.040::sl0.025 | 否 | 76.67% | 70.50% | 2.41% | 5.02 | 100.00% n=210 | select_on_first_half_of_holdout_evaluate_on_second_half | coverage close to 100%, threshold is not selective | walk_forward_profitable_folds=1<required=2; walk_forward_median_pf=0.604058<required=1.000000; coverage=1.000000>=max=0.950000; walk_forward_profitable_folds=1<required=2; walk_forward_median_pf=0.604058<required=1.000000 |
Full Stage 候选明细
| 时间 | 质量 | 候选 | 准确率 | 下界 | 平均收益 | PF | 覆盖率 | WF盈利折 | WF收益 | WF中位PF | 阈值口径 | 质量理由 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-07-14T18:43:25.749851+00:00 | 危险，不建议 | 15m+1h::24h::tp0.060::sl0.035 | 28.54% | 27.34% | -0.86% | 0.66 | 54.02% n=5248 | - | 0.00% | - | - | 缺少独立阈值测试记录，旧口径不可批准；PF < 1，亏损交易总额大于盈利交易总额；平均单笔收益 <= 0；准确率下界 < 50% |
| 2026-07-14T14:51:25.374678+00:00 | 危险，不建议 | 15m+1h::24h::tp0.060::sl0.035 | 20.77% | 17.88% | -1.60% | 0.44 | 7.16% n=679 | - | 0.00% | - | - | 缺少独立阈值测试记录，旧口径不可批准；PF < 1，亏损交易总额大于盈利交易总额；平均单笔收益 <= 0；准确率下界 < 50% |
| 2026-07-14T12:38:41.176061+00:00 | 危险，不建议 | 15m+1h::12h::tp0.050::sl0.030 | 40.54% | 39.32% | 0.17% | 1.09 | 48.70% n=6239 | - | 0.00% | - | - | 缺少独立阈值测试记录，旧口径不可批准；准确率下界 < 50% |
| 2026-07-14T10:43:49.700884+00:00 | 危险，不建议 | 15m+1h::24h::tp0.060::sl0.035 | 63.41% | 52.61% | 2.45% | 2.88 | 0.99% n=82 | - | 0.00% | - | - | 缺少独立阈值测试记录，旧口径不可批准 |
| 2026-07-14T08:15:55.749733+00:00 | 危险，不建议 | 15m+1h::12h::tp0.060::sl0.035 | 53.46% | 50.16% | 1.51% | 1.91 | 11.02% n=881 | - | 0.00% | - | - | 缺少独立阈值测试记录，旧口径不可批准 |
| 2026-07-13T02:37:28.849518+00:00 | 危险，不建议 | 15m+1h::24h::tp0.050::sl0.030 | 85.70% | 84.26% | 3.79% | 9.62 | 32.63% n=2454 | - | 0.00% | - | - | 缺少独立阈值测试记录，旧口径不可批准 |
| 2026-07-13T00:13:11.735290+00:00 | 危险，不建议 | 15m+1h::12h::tp0.060::sl0.035 | 70.71% | 67.58% | 3.15% | 4.01 | 11.10% n=857 | - | 0.00% | - | - | 缺少独立阈值测试记录，旧口径不可批准 |