Stage 1
Direction edge experiment ?
Experiment Summary
Random Forest ยท 60s direction target
- Train rows
- 15797
- Test rows
- 6771
- Default confidence
- 0.7
- Accuracy
- 0.3843
- Progress stage
- -
- Started
- 2026-07-04 21:47:18.597086+02:00
- Heartbeat
- -
- Completed
- 2026-07-04 21:56:18.869420+02:00
Training Dataset Diagnostics
Eligibility funnel captured when this experiment trained.
Feature snapshots
111580
Database at training
Selected horizon labels
111580
60s horizon
After quality filter
22568
Eligible label rows
Final dataframe
22568
Rows before 70/30 split
| Total snapshots | Total labels | Labeled labels | Labels joined | Labeled joined | Quality rows | Distinct snapshots | Duplicate labels |
|---|---|---|---|---|---|---|---|
| 111580 | 111580 | 22596 | 111580 | 22596 | 22568 | 22568 | 0 |
- Training min captured_at
- 2026-06-21T16:19:15.790221+02:00
- Training max captured_at
- 2026-06-24T07:11:09.098465+02:00
- Latest snapshot at training
- 2026-07-04T21:47:42.461650+02:00
- Latest snapshot now
- -
Filters applied: horizon_seconds == 60, is_labeled == true, direction_label is not null, future_return_percent is not null, data_quality_score >= 60.
Not applied: no hardcoded row limit, no captured_at date range filter, no training_session_id/session filter.
Class Metrics
| Class | Precision | Recall | F1 |
|---|---|---|---|
| long | 0.3543 | 0.5138 | 0.4194 |
| short | 0.354 | 0.4118 | 0.3807 |
| flat | 0.593 | 0.2262 | 0.3275 |
Confusion Matrix
| Actual \ Predicted | Long | Short | Flat |
|---|---|---|---|
| Long | 1157 | 914 | 181 |
| Short | 1173 | 938 | 167 |
| Flat | 936 | 798 | 507 |
Feature Importance
Top 20 features reported by the trained model.
spread_percent
0.024992
cross_exchange_spread_percent
0.024899
cross_exchange_price_deviation_percent
0.024764
mid_price_delta
0.024521
ask_wall_score
0.024016
candle_momentum_5
0.023942
candle_return_3
0.02362
wall_shift_score
0.02335
imbalance_5_delta
0.022615
capture_latency_ms
0.022453
imbalance_10_delta
0.022247
order_book_imbalance_10
0.02222
bid_wall_score
0.021759
order_book_imbalance_5
0.021644
volume_24h
0.021602
order_book_imbalance_20
0.021589
candle_volume_avg_5
0.02071
buy_sell_ratio
0.02064
bid_depth_10_delta
0.020567
ask_depth_10_delta
0.020479
Probability Diagnostics
Maximum class probabilities on the held-out rows used by shadow backtesting.
Run Shadow Backtest
Historical simulation on held-out test rows only. No orders or live predictions.
Shadow Backtest Results
Expectancy values are percentages per accepted historical signal.
| Edge | Confidence | Signals | Long / Short | Win rate % | Avg win % | Avg loss % | Raw expectancy % | Net expectancy % | Max drawdown % | Profit factor | Fees + slip % | Created |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Weak / Insufficient | 0.7 | 1 | 0 / 1 | 100 | 2.0382 | - | 2.1882 | 2.0382 | 0 | - | 0.15 | 2026-07-04 21:56 |