ML Training | FuturesML

Dataset Training Mode

Collect feature snapshots, label future movement, and train an offline baseline model.

running

Session: Training session 2026-06-30 10:55:48
Started: 2026-06-30 12:55:48.074854+02:00
Interval: 5s
Horizons: [10, 30, 60]

Last runner error: kucoinfutures fetchOrderBook() limit argument must be 20 or 100

Dataset Stats

Current feature and label inventory.

Total feature snapshots: 125657
Total labels: 376971
Pending labels: 87
Eligible pending labels: 31
Labeled snapshots: 376884
Labels with advanced TP/SL: 357886
Incomplete advanced labels: 18998
Avg long MFE 30s: 0.002127
Avg long MAE 30s: 0.002127
Avg short MFE 30s: 0.31553
Avg short MAE 30s: 0.31553
Long labels: 152263
Short labels: 154357
Flat labels: 70264
Latest snapshot: 2026-07-06 09:23:34.844303+02:00
Recent trades snapshots: 125649
Micro candles: 2512900
Avg data quality: 75.9560708913948288
Latest latency: 6375 ms
Missing fields: 0

Active Exchanges / Pairs

Pairs currently eligible for ML feature collection.

Exchange	Code	Symbol
Binance	binance	VELVET/USDT:USDT
Gate.io	gate	VELVET/USDT:USDT
Huobi / HTX	htx	VELVET/USDT:USDT
KuCoin Futures	kucoinfutures	VELVET/USDT:USDT
MEXC	mexc	VELVET/USDT:USDT

Recent Feature Snapshots

Latest ML rows with tape pressure, candle momentum, deltas, and quality.

Page 251 of 12566 · 125657 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-06 03:35:32.280893+02:00	mexc	VELVET/USDT:USDT	0.4988	78	4338 ms	10s short -0.090217 30s short -0.090217 60s short -0.090217	advanced ready
2026-07-06 03:35:27.863656+02:00	htx	VELVET/USDT:USDT	0.49898	80	6099 ms	10s flat 0.030061 30s flat 0.030061 60s flat 0.030061	advanced ready
2026-07-06 03:35:15.299465+02:00	gate	VELVET/USDT:USDT	0.499195	68	9807 ms	10s short -0.057092 30s short -0.057092 60s short -0.057092	advanced ready
2026-07-06 03:35:05.362373+02:00	binance	VELVET/USDT:USDT	0.49935	80	6945 ms	10s short -0.080104 30s short -0.080104 60s short -0.080104	advanced ready
2026-07-06 03:34:58.307556+02:00	mexc	VELVET/USDT:USDT	0.49955	78	4281 ms	10s short -0.150135 30s short -0.150135 60s short -0.150135	advanced ready
2026-07-06 03:34:53.946397+02:00	htx	VELVET/USDT:USDT	0.499425	90	4692 ms	10s short -0.089102 30s short -0.089102 60s short -0.089102	advanced ready
2026-07-06 03:34:43.412694+02:00	gate	VELVET/USDT:USDT	0.50034	68	9699 ms	10s short -0.228844 30s short -0.228844 60s short -0.228844	advanced ready
2026-07-06 03:34:33.598873+02:00	binance	VELVET/USDT:USDT	0.49995	80	7780 ms	10s short -0.120012 30s short -0.120012 60s short -0.120012	advanced ready
2026-07-06 03:34:25.532881+02:00	mexc	VELVET/USDT:USDT	0.50055	78	4273 ms	10s short -0.19978 30s short -0.19978 60s short -0.19978	advanced ready
2026-07-06 03:34:21.192236+02:00	htx	VELVET/USDT:USDT	0.501175	80	5327 ms	10s short -0.349179 30s short -0.349179 60s short -0.349179	advanced ready

Price

Best bid: 0.4986
Best ask: 0.499
Spread: 0.0004
Spread %: 0.080192
Mid price: 0.4988
Last price: 0.4988
Mark price: -
Index price: 0.4987

Order Book

Bid depth 5: 1137
Ask depth 5: 1308
Bid depth 10: 4892
Ask depth 10: 3904
Bid depth 20: 9202
Ask depth 20: 12732
Imbalance 5: -0.069939
Imbalance 10: 0.112324
Imbalance 20: -0.160937
Top bid size: 79
Top ask size: 35
Bid wall score: 0.008585
Ask wall score: 0.002749

Dynamics

Bid depth 5 delta: 401
Ask depth 5 delta: -348
Imbalance 5 delta: 0.314677
Bid depth 10 delta: 1582
Ask depth 10 delta: 676
Imbalance 10 delta: 0.099782
Spread delta: 0.0003
Mid price delta: -0.00075
Wall shift score: 0.001897

Tape

Buy volume: 2504
Sell volume: 1323
Buy/sell delta: 1181
Buy/sell ratio: 1.892668
Avg trade size: 38.27
Large trade count: 7
Largest trade size: 269

Candle

Return 1: -0.10014
Return 3: -0.259948
Volume 1: 538
Volume avg 5: 1092
Momentum 5: -0.220044

Cross Exchange

Mid avg: 0.49926875
Mid median: 0.4992725
Price deviation %: -0.093887
Spread %: 0.114167

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3236012
Quote volume 24h: 16772949.801
Price change 24h %: 2.25

Quality

Capture latency ms: 4338
Order book timestamp: 2026-07-06 03:35:30.413000+02:00
Ticker timestamp: 2026-07-06 03:35:27.695000+02:00
Trades timestamp: 2026-07-06 03:35:29.337000+02:00
Data quality score: 78
Missing fields count: 1

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	short	-0.090217	-0.090217	-0.090217	0.090217	0.090217	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.090217	0.090217	0.090217	0.090217	-0.090217	0.090217	yes
30s	short	-0.090217	-0.090217	-0.090217	0.090217	0.090217	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.090217	0.090217	0.090217	0.090217	-0.090217	0.090217	yes
60s	short	-0.090217	-0.090217	-0.090217	0.090217	0.090217	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.090217	0.090217	0.090217	0.090217	-0.090217	0.090217	yes

Price

Best bid: 0.49836
Best ask: 0.4996
Spread: 0.00124
Spread %: 0.248507
Mid price: 0.49898
Last price: 0.50105
Mark price: -
Index price: -

Order Book

Bid depth 5: 6649
Ask depth 5: 23695
Bid depth 10: 39681
Ask depth 10: 44794
Bid depth 20: 186040
Ask depth 20: 180689
Imbalance 5: -0.561759
Imbalance 10: -0.060527
Imbalance 20: 0.014591
Top bid size: 107
Top ask size: 777
Bid wall score: 0.000575
Ask wall score: 0.0043

Dynamics

Bid depth 5 delta: -6956
Ask depth 5 delta: -14030
Imbalance 5 delta: -0.091858
Bid depth 10 delta: -1567
Ask depth 10 delta: -105933
Imbalance 10 delta: 0.509751
Spread delta: -0.00031
Mid price delta: -0.000445
Wall shift score: -0.001567

Tape

Buy volume: 4934
Sell volume: 10006
Buy/sell delta: -5072
Buy/sell ratio: 0.493104
Avg trade size: 149.4
Large trade count: 8
Largest trade size: 1088

Candle

Return 1: 0
Return 3: 0.282203
Volume 1: 0
Volume avg 5: 41.2
Momentum 5: -0.031923

Cross Exchange

Mid avg: 0.49938
Mid median: 0.4993875
Price deviation %: -0.080099
Spread %: 0.071088

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 100138
Volume 24h: 886802
Quote volume 24h: 886802
Price change 24h %: 2.948428

Quality

Capture latency ms: 6099
Order book timestamp: 2026-07-06 03:35:24.537000+02:00
Ticker timestamp: 2026-07-06 03:35:26.364000+02:00
Trades timestamp: 2026-07-06 03:33:27.725000+02:00
Data quality score: 80
Missing fields count: 0

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	flat	0.030061	0.030061	0.030061	0.030061	0.030061	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.030061	0.030061	0.030061	0.030061	0.030061	-0.030061	yes
30s	flat	0.030061	0.030061	0.030061	0.030061	0.030061	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.030061	0.030061	0.030061	0.030061	0.030061	-0.030061	yes
60s	flat	0.030061	0.030061	0.030061	0.030061	0.030061	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.030061	0.030061	0.030061	0.030061	0.030061	-0.030061	yes

Price

Best bid: 0.49877
Best ask: 0.49962
Spread: 0.00085
Spread %: 0.170274
Mid price: 0.499195
Last price: 0.4991
Mark price: 0.4987
Index price: 0.498395

Order Book

Bid depth 5: 17
Ask depth 5: 8
Bid depth 10: 42
Ask depth 10: 57
Bid depth 20: 85
Ask depth 20: 102
Imbalance 5: 0.36
Imbalance 10: -0.151515
Imbalance 20: -0.090909
Top bid size: 1
Top ask size: 1
Bid wall score: 0.011765
Ask wall score: 0.009804

Dynamics

Bid depth 5 delta: 2
Ask depth 5 delta: -7
Imbalance 5 delta: 0.36
Bid depth 10 delta: -9
Ask depth 10 delta: 27
Imbalance 10 delta: -0.410774
Spread delta: 0.00041
Mid price delta: -0.001145
Wall shift score: -0.008528

Tape

Buy volume: 112
Sell volume: 85
Buy/sell delta: 27
Buy/sell ratio: 1.317647
Avg trade size: 1.97
Large trade count: 6
Largest trade size: 19

Candle

Return 1: -0.307606
Return 3: -0.403097
Volume 1: 5
Volume avg 5: 24.8
Momentum 5: -0.297649

Cross Exchange

Mid avg: 0.49966625
Mid median: 0.4994875
Price deviation %: -0.094313
Spread %: 0.198132

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 8203300
Quote volume 24h: 4147677
Price change 24h %: -8.99

Quality

Capture latency ms: 9807
Order book timestamp: 2026-07-06 03:35:14+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:21:41.705000+01:00
Data quality score: 68
Missing fields count: 1

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	short	-0.057092	-0.057092	-0.057092	0.057092	0.057092	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.057092	0.057092	0.057092	0.057092	-0.057092	0.057092	yes
30s	short	-0.057092	-0.057092	-0.057092	0.057092	0.057092	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.057092	0.057092	0.057092	0.057092	-0.057092	0.057092	yes
60s	short	-0.057092	-0.057092	-0.057092	0.057092	0.057092	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.057092	0.057092	0.057092	0.057092	-0.057092	0.057092	yes

Price

Best bid: 0.4993
Best ask: 0.4994
Spread: 0.0001
Spread %: 0.020026
Mid price: 0.49935
Last price: 0.4995
Mark price: -
Index price: -

Order Book

Bid depth 5: 3122
Ask depth 5: 9607
Bid depth 10: 14572
Ask depth 10: 15078
Bid depth 20: 32444
Ask depth 20: 57844
Imbalance 5: -0.509467
Imbalance 10: -0.017066
Imbalance 20: -0.281322
Top bid size: 154
Top ask size: 951
Bid wall score: 0.004747
Ask wall score: 0.016441

Dynamics

Bid depth 5 delta: -954
Ask depth 5 delta: 4624
Imbalance 5 delta: -0.409345
Bid depth 10 delta: 4405
Ask depth 10 delta: -8721
Imbalance 10 delta: 0.384277
Spread delta: 0
Mid price delta: -0.0006
Wall shift score: -0.012804

Tape

Buy volume: 3980
Sell volume: 17976
Buy/sell delta: -13996
Buy/sell ratio: 0.221406
Avg trade size: 219.56
Large trade count: 10
Largest trade size: 2505

Candle

Return 1: -0.040032
Return 3: -0.179892
Volume 1: 5684
Volume avg 5: 70085.8
Momentum 5: -0.040032

Cross Exchange

Mid avg: 0.49981625
Mid median: 0.49975
Price deviation %: -0.093284
Spread %: 0.183067

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 16938347
Volume 24h: 164560068
Quote volume 24h: 84963669.97048
Price change 24h %: -9.05

Quality

Capture latency ms: 6945
Order book timestamp: 2026-07-06 03:35:02.769000+02:00
Ticker timestamp: 2026-07-06 03:34:55.091000+02:00
Trades timestamp: 2026-07-06 03:35:04.381000+02:00
Data quality score: 80
Missing fields count: 0

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	short	-0.080104	-0.080104	-0.080104	0.080104	0.080104	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.080104	0.080104	0.080104	0.080104	-0.080104	0.080104	yes
30s	short	-0.080104	-0.080104	-0.080104	0.080104	0.080104	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.080104	0.080104	0.080104	0.080104	-0.080104	0.080104	yes
60s	short	-0.080104	-0.080104	-0.080104	0.080104	0.080104	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.080104	0.080104	0.080104	0.080104	-0.080104	0.080104	yes

Price

Best bid: 0.4995
Best ask: 0.4996
Spread: 0.0001
Spread %: 0.020018
Mid price: 0.49955
Last price: 0.4993
Mark price: -
Index price: 0.5

Order Book

Bid depth 5: 736
Ask depth 5: 1656
Bid depth 10: 3310
Ask depth 10: 3228
Bid depth 20: 6545
Ask depth 20: 13678
Imbalance 5: -0.384615
Imbalance 10: 0.012542
Imbalance 20: -0.352717
Top bid size: 32
Top ask size: 13
Bid wall score: 0.004889
Ask wall score: 0.00095

Dynamics

Bid depth 5 delta: -243
Ask depth 5 delta: 24
Imbalance 5 delta: -0.13452
Bid depth 10 delta: 752
Ask depth 10 delta: 676
Imbalance 10 delta: 0.011368
Spread delta: 0
Mid price delta: -0.001
Wall shift score: -0.005855

Tape

Buy volume: 2555
Sell volume: 1721
Buy/sell delta: 834
Buy/sell ratio: 1.484602
Avg trade size: 42.76
Large trade count: 9
Largest trade size: 200

Candle

Return 1: -0.04004
Return 3: -0.14
Volume 1: 682
Volume avg 5: 2269.6
Momentum 5: -0.577459

Cross Exchange

Mid avg: 0.50006625
Mid median: 0.500145
Price deviation %: -0.103236
Spread %: 0.22497

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3235782
Quote volume 24h: 16771806.119
Price change 24h %: 2.35

Quality

Capture latency ms: 4281
Order book timestamp: 2026-07-06 03:34:56.611000+02:00
Ticker timestamp: 2026-07-06 03:34:54.796000+02:00
Trades timestamp: 2026-07-06 03:34:53.429000+02:00
Data quality score: 78
Missing fields count: 1

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	short	-0.150135	-0.150135	-0.150135	0.150135	0.150135	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.150135	0.150135	0.150135	0.150135	-0.150135	0.150135	yes
30s	short	-0.150135	-0.150135	-0.150135	0.150135	0.150135	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.150135	0.150135	0.150135	0.150135	-0.150135	0.150135	yes
60s	short	-0.150135	-0.150135	-0.150135	0.150135	0.150135	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.150135	0.150135	0.150135	0.150135	-0.150135	0.150135	yes

Price

Best bid: 0.49865
Best ask: 0.5002
Spread: 0.00155
Spread %: 0.310357
Mid price: 0.499425
Last price: 0.50105
Mark price: -
Index price: -

Order Book

Bid depth 5: 13605
Ask depth 5: 37725
Bid depth 10: 41248
Ask depth 10: 150727
Bid depth 20: 180458
Ask depth 20: 187452
Imbalance 5: -0.469901
Imbalance 10: -0.570277
Imbalance 20: -0.01901
Top bid size: 372
Top ask size: 791
Bid wall score: 0.002061
Ask wall score: 0.00422

Dynamics

Bid depth 5 delta: 6875
Ask depth 5 delta: 11116
Imbalance 5 delta: 0.126368
Bid depth 10 delta: 5142
Ask depth 10 delta: 107860
Imbalance 10 delta: -0.484666
Spread delta: 0.00008
Mid price delta: -0.00175
Wall shift score: 0.025298

Tape

Buy volume: 4934
Sell volume: 10006
Buy/sell delta: -5072
Buy/sell ratio: 0.493104
Avg trade size: 149.4
Large trade count: 8
Largest trade size: 1088

Candle

Return 1: 0
Return 3: 0.282203
Volume 1: 0
Volume avg 5: 142
Momentum 5: -1.017384

Cross Exchange

Mid avg: 0.50050375
Mid median: 0.500445
Price deviation %: -0.215533
Spread %: 0.244753

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 100138
Volume 24h: 886802
Quote volume 24h: 886802
Price change 24h %: 2.948428

Quality

Capture latency ms: 4692
Order book timestamp: 2026-07-06 03:34:52.537000+02:00
Ticker timestamp: 2026-07-06 03:34:52.915000+02:00
Trades timestamp: 2026-07-06 03:33:27.725000+02:00
Data quality score: 90
Missing fields count: 0

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	short	-0.089102	-0.089102	-0.089102	0.089102	0.089102	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.089102	0.089102	0.089102	0.089102	-0.089102	0.089102	yes
30s	short	-0.089102	-0.089102	-0.089102	0.089102	0.089102	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.089102	0.089102	0.089102	0.089102	-0.089102	0.089102	yes
60s	short	-0.089102	-0.089102	-0.089102	0.089102	0.089102	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.089102	0.089102	0.089102	0.089102	-0.089102	0.089102	yes

Price

Best bid: 0.50012
Best ask: 0.50056
Spread: 0.00044
Spread %: 0.08794
Mid price: 0.50034
Last price: 0.50061
Mark price: 0.50098
Index price: 0.50093

Order Book

Bid depth 5: 15
Ask depth 5: 15
Bid depth 10: 51
Ask depth 10: 30
Bid depth 20: 87
Ask depth 20: 80
Imbalance 5: 0
Imbalance 10: 0.259259
Imbalance 20: 0.041916
Top bid size: 2
Top ask size: 1
Bid wall score: 0.022989
Ask wall score: 0.0125

Dynamics

Bid depth 5 delta: -7
Ask depth 5 delta: 7
Imbalance 5 delta: -0.466667
Bid depth 10 delta: 13
Ask depth 10 delta: -14
Imbalance 10 delta: 0.33243
Spread delta: -0.00048
Mid price delta: -0.00117
Wall shift score: 0.024459

Tape

Buy volume: 117
Sell volume: 79
Buy/sell delta: 38
Buy/sell ratio: 1.481013
Avg trade size: 1.96
Large trade count: 6
Largest trade size: 19

Candle

Return 1: 0.037968
Return 3: -0.163532
Volume 1: 54
Volume avg 5: 44
Momentum 5: -0.272919

Cross Exchange

Mid avg: 0.50079625
Mid median: 0.5008625
Price deviation %: -0.091105
Spread %: 0.311504

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 8199700
Quote volume 24h: 4145874
Price change 24h %: -8.54

Quality

Capture latency ms: 9699
Order book timestamp: 2026-07-06 03:34:42+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:21:41.679000+01:00
Data quality score: 68
Missing fields count: 1

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	short	-0.228844	-0.228844	-0.228844	0.228844	0.228844	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.228844	0.228844	0.228844	0.228844	-0.228844	0.228844	yes
30s	short	-0.228844	-0.228844	-0.228844	0.228844	0.228844	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.228844	0.228844	0.228844	0.228844	-0.228844	0.228844	yes
60s	short	-0.228844	-0.228844	-0.228844	0.228844	0.228844	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.228844	0.228844	0.228844	0.228844	-0.228844	0.228844	yes

Price

Best bid: 0.4999
Best ask: 0.5
Spread: 0.0001
Spread %: 0.020002
Mid price: 0.49995
Last price: 0.5007
Mark price: -
Index price: -

Order Book

Bid depth 5: 4076
Ask depth 5: 4983
Bid depth 10: 10167
Ask depth 10: 23799
Bid depth 20: 40126
Ask depth 20: 61448
Imbalance 5: -0.100121
Imbalance 10: -0.401343
Imbalance 20: -0.209916
Top bid size: 117
Top ask size: 111
Bid wall score: 0.002916
Ask wall score: 0.001806

Dynamics

Bid depth 5 delta: -6700
Ask depth 5 delta: -1075
Imbalance 5 delta: -0.380388
Bid depth 10 delta: -8265
Ask depth 10 delta: 11288
Imbalance 10 delta: -0.592694
Spread delta: -0.0001
Mid price delta: 0.00085
Wall shift score: 0.110323

Tape

Buy volume: 8611
Sell volume: 8395
Buy/sell delta: 216
Buy/sell ratio: 1.02573
Avg trade size: 170.06
Large trade count: 8
Largest trade size: 2500

Candle

Return 1: 0.300601
Return 3: 0.059976
Volume 1: 27884
Volume avg 5: 144179.4
Momentum 5: -0.338511

Cross Exchange

Mid avg: 0.50058375
Mid median: 0.5008625
Price deviation %: -0.126602
Spread %: 0.481438

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 16933671
Volume 24h: 164544092
Quote volume 24h: 84955682.95588
Price change 24h %: -8.831

Quality

Capture latency ms: 7780
Order book timestamp: 2026-07-06 03:34:31.452000+02:00
Ticker timestamp: 2026-07-06 03:34:24.934000+02:00
Trades timestamp: 2026-07-06 03:34:33.012000+02:00
Data quality score: 80
Missing fields count: 0

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	short	-0.120012	-0.120012	-0.120012	0.120012	0.120012	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.120012	0.120012	0.120012	0.120012	-0.120012	0.120012	yes
30s	short	-0.120012	-0.120012	-0.120012	0.120012	0.120012	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.120012	0.120012	0.120012	0.120012	-0.120012	0.120012	yes
60s	short	-0.120012	-0.120012	-0.120012	0.120012	0.120012	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.120012	0.120012	0.120012	0.120012	-0.120012	0.120012	yes

Price

Best bid: 0.5005
Best ask: 0.5006
Spread: 0.0001
Spread %: 0.019978
Mid price: 0.50055
Last price: 0.5008
Mark price: -
Index price: 0.5004

Order Book

Bid depth 5: 979
Ask depth 5: 1632
Bid depth 10: 2558
Ask depth 10: 2552
Bid depth 20: 5115
Ask depth 20: 10569
Imbalance 5: -0.250096
Imbalance 10: 0.001174
Imbalance 20: -0.347743
Top bid size: 53
Top ask size: 6
Bid wall score: 0.010362
Ask wall score: 0.000568

Dynamics

Bid depth 5 delta: -3
Ask depth 5 delta: -1440
Imbalance 5 delta: 0.265444
Bid depth 10 delta: -1704
Ask depth 10 delta: -2845
Imbalance 10 delta: 0.118681
Spread delta: 0
Mid price delta: 0.0008
Wall shift score: 0.011255

Tape

Buy volume: 2454
Sell volume: 1797
Buy/sell delta: 657
Buy/sell ratio: 1.365609
Avg trade size: 42.51
Large trade count: 8
Largest trade size: 200

Candle

Return 1: 0.26026
Return 3: 0.16
Volume 1: 244
Volume avg 5: 2182
Momentum 5: -0.278773

Cross Exchange

Mid avg: 0.50038375
Mid median: 0.5004625
Price deviation %: 0.033225
Spread %: 0.48163

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 3235388
Quote volume 24h: 16769833.663
Price change 24h %: 2.66

Quality

Capture latency ms: 4273
Order book timestamp: 2026-07-06 03:34:23.906000+02:00
Ticker timestamp: 2026-07-06 03:34:21.778000+02:00
Trades timestamp: 2026-07-06 03:34:18.342000+02:00
Data quality score: 78
Missing fields count: 1

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	short	-0.19978	-0.19978	-0.19978	0.19978	0.19978	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.19978	0.19978	0.19978	0.19978	-0.19978	0.19978	yes
30s	short	-0.19978	-0.19978	-0.19978	0.19978	0.19978	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.19978	0.19978	0.19978	0.19978	-0.19978	0.19978	yes
60s	short	-0.19978	-0.19978	-0.19978	0.19978	0.19978	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.19978	0.19978	0.19978	0.19978	-0.19978	0.19978	yes

Price

Best bid: 0.50044
Best ask: 0.50191
Spread: 0.00147
Spread %: 0.293311
Mid price: 0.501175
Last price: 0.50105
Mark price: -
Index price: -

Order Book

Bid depth 5: 6730
Ask depth 5: 26609
Bid depth 10: 36106
Ask depth 10: 42867
Bid depth 20: 181028
Ask depth 20: 177961
Imbalance 5: -0.596269
Imbalance 10: -0.085612
Imbalance 20: 0.008543
Top bid size: 1072
Top ask size: 5940
Bid wall score: 0.005922
Ask wall score: 0.033378

Dynamics

Bid depth 5 delta: -2289
Ask depth 5 delta: 21546
Imbalance 5 delta: -0.877195
Bid depth 10 delta: -8656
Ask depth 10 delta: -3628
Imbalance 10 delta: -0.066621
Spread delta: 0.00001
Mid price delta: 0.001005
Wall shift score: -0.029005

Tape

Buy volume: 4934
Sell volume: 10006
Buy/sell delta: -5072
Buy/sell ratio: 0.493104
Avg trade size: 149.4
Large trade count: 8
Largest trade size: 1088

Candle

Return 1: 0
Return 3: 0.282203
Volume 1: 0
Volume avg 5: 142
Momentum 5: -1.017384

Cross Exchange

Mid avg: 0.5001325
Mid median: 0.49996
Price deviation %: 0.208445
Spread %: 0.481872

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 100039
Volume 24h: 886802
Quote volume 24h: 886802
Price change 24h %: 2.948428

Quality

Capture latency ms: 5327
Order book timestamp: 2026-07-06 03:34:19.395000+02:00
Ticker timestamp: 2026-07-06 03:34:19.736000+02:00
Trades timestamp: 2026-07-06 03:33:27.725000+02:00
Data quality score: 80
Missing fields count: 0

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	short	-0.349179	-0.349179	-0.349179	0.349179	0.349179	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.349179	0.349179	0.349179	0.349179	-0.349179	0.349179	yes
30s	short	-0.349179	-0.349179	-0.349179	0.349179	0.349179	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.349179	0.349179	0.349179	0.349179	-0.349179	0.349179	yes
60s	short	-0.349179	-0.349179	-0.349179	0.349179	0.349179	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.349179	0.349179	0.349179	0.349179	-0.349179	0.349179	yes

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 31474
gate: 31474
htx: 31241
mexc: 31468

By Symbol

VELVET/USDT:USDT: 125657

Trained Models

Offline baseline models trained from labeled historical data.

Title	Status	Type	Horizon	Rows	Accuracy	Long precision	Short precision	Flat precision	Trained	Path / Error
Direction model 60s	trained	RandomForestClassifier	60s	6815	0.48936170	0.48387097	0.49813433	0.48192771	2026-06-30 12:10:19.505424+02:00	storage/models/3207c579-dec8-45d5-b7e7-b6c4a41f6354.joblib