Stage 1
Direction edge experiment 51k+
Experiment Summary
Random Forest ยท 30s direction target
- Train rows
- 4419
- Test rows
- 1895
- Default confidence
- 0.8
- Accuracy
- 0.3789
- Progress stage
- -
- Started
- 2026-06-27 20:09:48.369561+02:00
- Heartbeat
- -
- Completed
- 2026-06-27 20:10:24.432696+02:00
Training Dataset Diagnostics
Eligibility funnel captured when this experiment trained.
Class Metrics
| Class | Precision | Recall | F1 |
|---|---|---|---|
| long | 0.38 | 0.3847 | 0.3823 |
| short | 0.3507 | 0.5083 | 0.4151 |
| flat | 0.5048 | 0.2043 | 0.2909 |
Confusion Matrix
| Actual \ Predicted | Long | Short | Flat |
|---|---|---|---|
| Long | 277 | 388 | 55 |
| Short | 277 | 336 | 48 |
| Flat | 175 | 234 | 105 |
Feature Importance
Top 20 features reported by the trained model.
cross_exchange_spread_percent
0.026138
ask_wall_score
0.025839
cross_exchange_price_deviation_percent
0.025359
mid_price_delta
0.025347
wall_shift_score
0.024931
candle_return_3
0.024767
candle_momentum_5
0.023843
order_book_imbalance_20
0.023437
imbalance_5_delta
0.023191
bid_wall_score
0.023068
capture_latency_ms
0.022897
imbalance_10_delta
0.022863
spread_percent
0.022182
order_book_imbalance_10
0.02213
ask_depth_5_delta
0.021879
volume_24h
0.021692
bid_depth_10_delta
0.021251
ask_depth_10_delta
0.021032
price_change_percent_24h
0.020824
order_book_imbalance_5
0.020642
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.