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: 151362
Total labels: 454086
Pending labels: 121
Eligible pending labels: 69
Labeled snapshots: 453965
Labels with advanced TP/SL: 434967
Incomplete advanced labels: 18998
Avg long MFE 30s: 0.00101
Avg long MAE 30s: 0.00101
Avg short MFE 30s: 0.294902
Avg short MAE 30s: 0.294902
Long labels: 181453
Short labels: 185208
Flat labels: 87304
Latest snapshot: 2026-07-09 12:48:28.953271+02:00
Recent trades snapshots: 151352
Micro candles: 3026960
Avg data quality: 75.8860480173359232
Latest latency: 6414 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 294 of 15137 · 151362 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-09 05:06:42.552603+02:00	htx	VELVET/USDT:USDT	0.39598	80	6730 ms	10s long 0.329562 30s long 0.329562 60s long 0.329562	advanced ready
2026-07-09 05:06:29.405075+02:00	gate	VELVET/USDT:USDT	0.39616	68	9903 ms	10s long 0.201939 30s long 0.201939 60s long 0.201939	advanced ready
2026-07-09 05:06:19.263732+02:00	binance	VELVET/USDT:USDT	0.3954	80	5857 ms	10s long 0.177036 30s long 0.177036 60s long 0.177036	advanced ready
2026-07-09 05:06:13.103068+02:00	mexc	VELVET/USDT:USDT	0.3954	78	4933 ms	10s long 0.101163 30s long 0.101163 60s long 0.101163	advanced ready
2026-07-09 05:06:07.929594+02:00	htx	VELVET/USDT:USDT	0.39538	80	6214 ms	10s long 0.151753 30s long 0.151753 60s long 0.151753	advanced ready
2026-07-09 05:05:55.031119+02:00	gate	VELVET/USDT:USDT	0.39523	68	9933 ms	10s long 0.235306 30s long 0.235306 60s long 0.235306	advanced ready
2026-07-09 05:05:44.920703+02:00	binance	VELVET/USDT:USDT	0.39535	80	8001 ms	10s flat 0.012647 30s flat 0.012647 60s flat 0.012647	advanced ready
2026-07-09 05:05:36.583658+02:00	mexc	VELVET/USDT:USDT	0.39625	68	5773 ms	10s short -0.214511 30s short -0.214511 60s short -0.214511	advanced ready
2026-07-09 05:05:30.669927+02:00	htx	VELVET/USDT:USDT	0.396435	80	6447 ms	10s short -0.266122 30s short -0.266122 60s short -0.266122	advanced ready
2026-07-09 05:05:17.622776+02:00	gate	VELVET/USDT:USDT	0.396195	68	10423 ms	10s short -0.243567 30s short -0.243567 60s short -0.243567	advanced ready

Price

Best bid: 0.39534
Best ask: 0.39662
Spread: 0.00128
Spread %: 0.323249
Mid price: 0.39598
Last price: 0.39566
Mark price: -
Index price: -

Order Book

Bid depth 5: 5060
Ask depth 5: 13685
Bid depth 10: 21146
Ask depth 10: 22800
Bid depth 20: 164062
Ask depth 20: 97188
Imbalance 5: -0.460123
Imbalance 10: -0.037637
Imbalance 20: 0.255977
Top bid size: 612
Top ask size: 161
Bid wall score: 0.00373
Ask wall score: 0.001657

Dynamics

Bid depth 5 delta: -1361
Ask depth 5 delta: -102
Imbalance 5 delta: -0.095614
Bid depth 10 delta: 2539
Ask depth 10 delta: -2095
Imbalance 10 delta: 0.106908
Spread delta: 0
Mid price delta: 0.0006
Wall shift score: 0.002171

Tape

Buy volume: 6050
Sell volume: 17962
Buy/sell delta: -11912
Buy/sell ratio: 0.336822
Avg trade size: 240.12
Large trade count: 6
Largest trade size: 2460

Candle

Return 1: 0
Return 3: 0.205141
Volume 1: 0
Volume avg 5: 4
Momentum 5: 0.205141

Cross Exchange

Mid avg: 0.395585
Mid median: 0.3954
Price deviation %: 0.099852
Spread %: 0.197176

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 81665
Volume 24h: 466126
Quote volume 24h: 466126
Price change 24h %: -1.772592

Quality

Capture latency ms: 6730
Order book timestamp: 2026-07-09 05:06:39.801000+02:00
Ticker timestamp: 2026-07-09 05:06:40.070000+02:00
Trades timestamp: 2026-07-09 05:04:16.565000+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	long	0.329562	0.329562	0.329562	0.329562	0.329562	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.329562	0.329562	0.329562	0.329562	0.329562	-0.329562	yes
30s	long	0.329562	0.329562	0.329562	0.329562	0.329562	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.329562	0.329562	0.329562	0.329562	0.329562	-0.329562	yes
60s	long	0.329562	0.329562	0.329562	0.329562	0.329562	yes	yes	yes	yes	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.329562	0.329562	0.329562	0.329562	0.329562	-0.329562	yes

Price

Best bid: 0.39593
Best ask: 0.39639
Spread: 0.00046
Spread %: 0.116115
Mid price: 0.39616
Last price: 0.39628
Mark price: 0.39612
Index price: 0.39563

Order Book

Bid depth 5: 15
Ask depth 5: 33
Bid depth 10: 46
Ask depth 10: 88
Bid depth 20: 187
Ask depth 20: 210
Imbalance 5: -0.375
Imbalance 10: -0.313433
Imbalance 20: -0.057935
Top bid size: 1
Top ask size: 1
Bid wall score: 0.005348
Ask wall score: 0.004762

Dynamics

Bid depth 5 delta: -24
Ask depth 5 delta: 10
Imbalance 5 delta: -0.633065
Bid depth 10 delta: -78
Ask depth 10 delta: 19
Imbalance 10 delta: -0.598407
Spread delta: 0
Mid price delta: 0.00093
Wall shift score: 0.000187

Tape

Buy volume: 107
Sell volume: 185
Buy/sell delta: -78
Buy/sell ratio: 0.578378
Avg trade size: 2.92
Large trade count: 7
Largest trade size: 70

Candle

Return 1: 0
Return 3: 0.209887
Volume 1: 0
Volume avg 5: 1.2
Momentum 5: 0.757691

Cross Exchange

Mid avg: 0.3953525
Mid median: 0.39539
Price deviation %: 0.204248
Spread %: 0.043

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 7170300
Quote volume 24h: 2944263
Price change 24h %: -0.83

Quality

Capture latency ms: 9903
Order book timestamp: 2026-07-09 05:06:28+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:26:06.305000+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	long	0.201939	0.201939	0.201939	0.201939	0.201939	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.201939	0.201939	0.201939	0.201939	0.201939	-0.201939	yes
30s	long	0.201939	0.201939	0.201939	0.201939	0.201939	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.201939	0.201939	0.201939	0.201939	0.201939	-0.201939	yes
60s	long	0.201939	0.201939	0.201939	0.201939	0.201939	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.201939	0.201939	0.201939	0.201939	0.201939	-0.201939	yes

Price

Best bid: 0.3953
Best ask: 0.3955
Spread: 0.0002
Spread %: 0.050582
Mid price: 0.3954
Last price: 0.3952
Mark price: -
Index price: -

Order Book

Bid depth 5: 3704
Ask depth 5: 4552
Bid depth 10: 13627
Ask depth 10: 12982
Bid depth 20: 21230
Ask depth 20: 21294
Imbalance 5: -0.102713
Imbalance 10: 0.02424
Imbalance 20: -0.001505
Top bid size: 50
Top ask size: 504
Bid wall score: 0.002355
Ask wall score: 0.023669

Dynamics

Bid depth 5 delta: 524
Ask depth 5 delta: 981
Imbalance 5 delta: -0.044796
Bid depth 10 delta: 3274
Ask depth 10 delta: 1588
Imbalance 10 delta: 0.072109
Spread delta: 0.0001
Mid price delta: 0.00005
Wall shift score: -0.015094

Tape

Buy volume: 9498
Sell volume: 10316
Buy/sell delta: -818
Buy/sell ratio: 0.920706
Avg trade size: 198.14
Large trade count: 9
Largest trade size: 2411

Candle

Return 1: -0.025291
Return 3: 0.025304
Volume 1: 492
Volume avg 5: 11720.2
Momentum 5: 0.253614

Cross Exchange

Mid avg: 0.39534
Mid median: 0.395365
Price deviation %: 0.015177
Spread %: 0.043001

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 13890721
Volume 24h: 66580091
Quote volume 24h: 27326551.33297
Price change 24h %: -1.299

Quality

Capture latency ms: 5857
Order book timestamp: 2026-07-09 05:06:17.060000+02:00
Ticker timestamp: 2026-07-09 05:06:03.055000+02:00
Trades timestamp: 2026-07-09 05:06:17.799000+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	long	0.177036	0.177036	0.177036	0.177036	0.177036	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.177036	0.177036	0.177036	0.177036	0.177036	-0.177036	yes
30s	long	0.177036	0.177036	0.177036	0.177036	0.177036	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.177036	0.177036	0.177036	0.177036	0.177036	-0.177036	yes
60s	long	0.177036	0.177036	0.177036	0.177036	0.177036	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.177036	0.177036	0.177036	0.177036	0.177036	-0.177036	yes

Price

Best bid: 0.3953
Best ask: 0.3955
Spread: 0.0002
Spread %: 0.050582
Mid price: 0.3954
Last price: 0.3954
Mark price: -
Index price: 0.3953

Order Book

Bid depth 5: 2682
Ask depth 5: 1124
Bid depth 10: 4958
Ask depth 10: 3223
Bid depth 20: 30943
Ask depth 20: 31696
Imbalance 5: 0.409354
Imbalance 10: 0.212077
Imbalance 20: -0.012021
Top bid size: 202
Top ask size: 62
Bid wall score: 0.006528
Ask wall score: 0.001956

Dynamics

Bid depth 5 delta: 1631
Ask depth 5 delta: 316
Imbalance 5 delta: 0.278638
Bid depth 10 delta: 2674
Ask depth 10 delta: 723
Imbalance 10 delta: 0.257227
Spread delta: 0.0001
Mid price delta: -0.00085
Wall shift score: -0.001301

Tape

Buy volume: 1346
Sell volume: 6487
Buy/sell delta: -5141
Buy/sell ratio: 0.207492
Avg trade size: 78.33
Large trade count: 8
Largest trade size: 1051

Candle

Return 1: 0.075911
Return 3: 0.050594
Volume 1: 6
Volume avg 5: 1007
Momentum 5: 0.228079

Cross Exchange

Mid avg: 0.3955525
Mid median: 0.395365
Price deviation %: -0.038554
Spread %: 0.257867

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 1256525
Quote volume 24h: 5183011.784
Price change 24h %: -1.39

Quality

Capture latency ms: 4933
Order book timestamp: 2026-07-09 05:06:11.279000+02:00
Ticker timestamp: 2026-07-09 05:06:10.994000+02:00
Trades timestamp: 2026-07-09 05:06:02.596000+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	long	0.101163	0.101163	0.101163	0.101163	0.101163	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.101163	0.101163	0.101163	0.101163	0.101163	-0.101163	yes
30s	long	0.101163	0.101163	0.101163	0.101163	0.101163	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.101163	0.101163	0.101163	0.101163	0.101163	-0.101163	yes
60s	long	0.101163	0.101163	0.101163	0.101163	0.101163	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.101163	0.101163	0.101163	0.101163	0.101163	-0.101163	yes

Price

Best bid: 0.39474
Best ask: 0.39602
Spread: 0.00128
Spread %: 0.323739
Mid price: 0.39538
Last price: 0.39566
Mark price: -
Index price: -

Order Book

Bid depth 5: 6421
Ask depth 5: 13787
Bid depth 10: 18607
Ask depth 10: 24895
Bid depth 20: 163260
Ask depth 20: 102822
Imbalance 5: -0.364509
Imbalance 10: -0.144545
Imbalance 20: 0.227141
Top bid size: 119
Top ask size: 85
Bid wall score: 0.000729
Ask wall score: 0.000827

Dynamics

Bid depth 5 delta: 1296
Ask depth 5 delta: 1935
Imbalance 5 delta: 0.031733
Bid depth 10 delta: 1603
Ask depth 10 delta: 2685
Imbalance 10 delta: -0.011786
Spread delta: 0.00031
Mid price delta: -0.001055
Wall shift score: 0.004584

Tape

Buy volume: 6050
Sell volume: 17962
Buy/sell delta: -11912
Buy/sell ratio: 0.336822
Avg trade size: 240.12
Large trade count: 6
Largest trade size: 2460

Candle

Return 1: 0
Return 3: 0.205141
Volume 1: 0
Volume avg 5: 4
Momentum 5: 0.205141

Cross Exchange

Mid avg: 0.39581625
Mid median: 0.3958
Price deviation %: -0.110215
Spread %: 0.304434

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 81656
Volume 24h: 466126
Quote volume 24h: 466126
Price change 24h %: -1.772592

Quality

Capture latency ms: 6214
Order book timestamp: 2026-07-09 05:06:05.697000+02:00
Ticker timestamp: 2026-07-09 05:06:06.785000+02:00
Trades timestamp: 2026-07-09 05:04:16.565000+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	long	0.151753	0.151753	0.151753	0.151753	0.151753	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.151753	0.151753	0.151753	0.151753	0.151753	-0.151753	yes
30s	long	0.151753	0.151753	0.151753	0.151753	0.151753	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.151753	0.151753	0.151753	0.151753	0.151753	-0.151753	yes
60s	long	0.151753	0.151753	0.151753	0.151753	0.151753	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.151753	0.151753	0.151753	0.151753	0.151753	-0.151753	yes

Price

Best bid: 0.395
Best ask: 0.39546
Spread: 0.00046
Spread %: 0.116388
Mid price: 0.39523
Last price: 0.39628
Mark price: 0.39553
Index price: 0.39516

Order Book

Bid depth 5: 39
Ask depth 5: 23
Bid depth 10: 124
Ask depth 10: 69
Bid depth 20: 209
Ask depth 20: 228
Imbalance 5: 0.258065
Imbalance 10: 0.284974
Imbalance 20: -0.043478
Top bid size: 1
Top ask size: 1
Bid wall score: 0.004785
Ask wall score: 0.004386

Dynamics

Bid depth 5 delta: 7
Ask depth 5 delta: 0
Imbalance 5 delta: 0.094428
Bid depth 10 delta: 37
Ask depth 10 delta: -12
Imbalance 10 delta: 0.24926
Spread delta: -0.00007
Mid price delta: -0.000965
Wall shift score: 0.00054

Tape

Buy volume: 107
Sell volume: 185
Buy/sell delta: -78
Buy/sell ratio: 0.578378
Avg trade size: 2.92
Large trade count: 7
Largest trade size: 70

Candle

Return 1: 0.070707
Return 3: 0.471579
Volume 1: 1
Volume avg 5: 3.8
Momentum 5: 0.339292

Cross Exchange

Mid avg: 0.3960575
Mid median: 0.3962225
Price deviation %: -0.208934
Spread %: 0.27395

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 7170300
Quote volume 24h: 2944263
Price change 24h %: -0.83

Quality

Capture latency ms: 9933
Order book timestamp: 2026-07-09 05:05:53+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:26:06.305000+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	long	0.235306	0.235306	0.235306	0.235306	0.235306	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.235306	0.235306	0.235306	0.235306	0.235306	-0.235306	yes
30s	long	0.235306	0.235306	0.235306	0.235306	0.235306	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.235306	0.235306	0.235306	0.235306	0.235306	-0.235306	yes
60s	long	0.235306	0.235306	0.235306	0.235306	0.235306	no	no	no	no	yes	yes	yes	yes	no	no	no	no	no	no	no	no	0.235306	0.235306	0.235306	0.235306	0.235306	-0.235306	yes

Price

Best bid: 0.3953
Best ask: 0.3954
Spread: 0.0001
Spread %: 0.025294
Mid price: 0.39535
Last price: 0.3957
Mark price: -
Index price: -

Order Book

Bid depth 5: 3180
Ask depth 5: 3571
Bid depth 10: 10353
Ask depth 10: 11394
Bid depth 20: 19406
Ask depth 20: 21547
Imbalance 5: -0.057917
Imbalance 10: -0.047869
Imbalance 20: -0.052279
Top bid size: 27
Top ask size: 164
Bid wall score: 0.001391
Ask wall score: 0.007611

Dynamics

Bid depth 5 delta: -893
Ask depth 5 delta: -351
Imbalance 5 delta: -0.076804
Bid depth 10 delta: 2013
Ask depth 10 delta: 1226
Imbalance 10 delta: 0.050899
Spread delta: -0.0001
Mid price delta: -0.00065
Wall shift score: -0.001409

Tape

Buy volume: 14719
Sell volume: 10302
Buy/sell delta: 4417
Buy/sell ratio: 1.428752
Avg trade size: 250.21
Large trade count: 8
Largest trade size: 5756

Candle

Return 1: -0.126199
Return 3: 0.202583
Volume 1: 8267
Volume avg 5: 22715.6
Momentum 5: 0.227964

Cross Exchange

Mid avg: 0.39622
Mid median: 0.3962225
Price deviation %: -0.219575
Spread %: 0.109787

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 13890242
Volume 24h: 66607232
Quote volume 24h: 27337453.19277
Price change 24h %: -1.223

Quality

Capture latency ms: 8001
Order book timestamp: 2026-07-09 05:05:42.712000+02:00
Ticker timestamp: 2026-07-09 05:05:35.589000+02:00
Trades timestamp: 2026-07-09 05:05:43.364000+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	0.012647	0.012647	0.012647	0.012647	0.012647	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.012647	0.012647	0.012647	0.012647	0.012647	-0.012647	yes
30s	flat	0.012647	0.012647	0.012647	0.012647	0.012647	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.012647	0.012647	0.012647	0.012647	0.012647	-0.012647	yes
60s	flat	0.012647	0.012647	0.012647	0.012647	0.012647	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.012647	0.012647	0.012647	0.012647	0.012647	-0.012647	yes

Price

Best bid: 0.3962
Best ask: 0.3963
Spread: 0.0001
Spread %: 0.025237
Mid price: 0.39625
Last price: 0.3963
Mark price: -
Index price: 0.3955

Order Book

Bid depth 5: 1051
Ask depth 5: 808
Bid depth 10: 2284
Ask depth 10: 2500
Bid depth 20: 17705
Ask depth 20: 16948
Imbalance 5: 0.130715
Imbalance 10: -0.045151
Imbalance 20: 0.021845
Top bid size: 198
Top ask size: 90
Bid wall score: 0.011183
Ask wall score: 0.00531

Dynamics

Bid depth 5 delta: 260
Ask depth 5 delta: -204
Imbalance 5 delta: 0.253289
Bid depth 10 delta: 65
Ask depth 10 delta: -149
Imbalance 10 delta: 0.043181
Spread delta: 0
Mid price delta: 0
Wall shift score: 0.005709

Tape

Buy volume: 1339
Sell volume: 6612
Buy/sell delta: -5273
Buy/sell ratio: 0.202511
Avg trade size: 79.51
Large trade count: 7
Largest trade size: 1051

Candle

Return 1: 0
Return 3: 0.507228
Volume 1: 131
Volume avg 5: 2073.2
Momentum 5: 0.329114

Cross Exchange

Mid avg: 0.39622
Mid median: 0.3962225
Price deviation %: 0.007572
Spread %: 0.109787

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 1256227
Quote volume 24h: 5181831.449
Price change 24h %: -1.17

Quality

Capture latency ms: 5773
Order book timestamp: 2026-07-09 05:05:34.456000+02:00
Ticker timestamp: 2026-07-09 05:05:31.994000+02:00
Trades timestamp: 2026-07-09 05:05:33.688000+02:00
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	-0.214511	-0.214511	-0.214511	0.214511	0.214511	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.214511	0.214511	0.214511	0.214511	-0.214511	0.214511	yes
30s	short	-0.214511	-0.214511	-0.214511	0.214511	0.214511	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.214511	0.214511	0.214511	0.214511	-0.214511	0.214511	yes
60s	short	-0.214511	-0.214511	-0.214511	0.214511	0.214511	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.214511	0.214511	0.214511	0.214511	-0.214511	0.214511	yes

Price

Best bid: 0.39595
Best ask: 0.39692
Spread: 0.00097
Spread %: 0.244681
Mid price: 0.396435
Last price: 0.39566
Mark price: -
Index price: -

Order Book

Bid depth 5: 5125
Ask depth 5: 11852
Bid depth 10: 17004
Ask depth 10: 22210
Bid depth 20: 162250
Ask depth 20: 97519
Imbalance 5: -0.396242
Imbalance 10: -0.132759
Imbalance 20: 0.249187
Top bid size: 54
Top ask size: 489
Bid wall score: 0.000333
Ask wall score: 0.005014

Dynamics

Bid depth 5 delta: -187
Ask depth 5 delta: 3221
Imbalance 5 delta: -0.158201
Bid depth 10 delta: 1055
Ask depth 10 delta: 1590
Imbalance 10 delta: -0.005028
Spread delta: -0.00009
Mid price delta: -0.000045
Wall shift score: -0.004295

Tape

Buy volume: 6050
Sell volume: 17962
Buy/sell delta: -11912
Buy/sell ratio: 0.336822
Avg trade size: 240.12
Large trade count: 6
Largest trade size: 2460

Candle

Return 1: 0
Return 3: 0.205141
Volume 1: 0
Volume avg 5: 54.8
Momentum 5: -0.630384

Cross Exchange

Mid avg: 0.39623125
Mid median: 0.3962225
Price deviation %: 0.051422
Spread %: 0.121141

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 81656
Volume 24h: 466126
Quote volume 24h: 466126
Price change 24h %: -1.772592

Quality

Capture latency ms: 6447
Order book timestamp: 2026-07-09 05:05:29.201000+02:00
Ticker timestamp: 2026-07-09 05:05:29.582000+02:00
Trades timestamp: 2026-07-09 05:04:16.565000+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	-0.266122	-0.266122	-0.266122	0.266122	0.266122	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.266122	0.266122	0.266122	0.266122	-0.266122	0.266122	yes
30s	short	-0.266122	-0.266122	-0.266122	0.266122	0.266122	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.266122	0.266122	0.266122	0.266122	-0.266122	0.266122	yes
60s	short	-0.266122	-0.266122	-0.266122	0.266122	0.266122	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.266122	0.266122	0.266122	0.266122	-0.266122	0.266122	yes

Price

Best bid: 0.39593
Best ask: 0.39646
Spread: 0.00053
Spread %: 0.133773
Mid price: 0.396195
Last price: 0.39628
Mark price: 0.39541
Index price: 0.395265

Order Book

Bid depth 5: 32
Ask depth 5: 23
Bid depth 10: 87
Ask depth 10: 81
Bid depth 20: 209
Ask depth 20: 203
Imbalance 5: 0.163636
Imbalance 10: 0.035714
Imbalance 20: 0.014563
Top bid size: 1
Top ask size: 1
Bid wall score: 0.004785
Ask wall score: 0.004926

Dynamics

Bid depth 5 delta: -3
Ask depth 5 delta: -7
Imbalance 5 delta: 0.086713
Bid depth 10 delta: 15
Ask depth 10 delta: 1
Imbalance 10 delta: 0.088346
Spread delta: -0.00007
Mid price delta: -0.000075
Wall shift score: 0.000576

Tape

Buy volume: 107
Sell volume: 185
Buy/sell delta: -78
Buy/sell ratio: 0.578378
Avg trade size: 2.92
Large trade count: 7
Largest trade size: 70

Candle

Return 1: 0.070707
Return 3: 0.471579
Volume 1: 1
Volume avg 5: 3.8
Momentum 5: 0.339292

Cross Exchange

Mid avg: 0.39625
Mid median: 0.39626
Price deviation %: -0.01388
Spread %: 0.121136

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: -
Volume 24h: 7170200
Quote volume 24h: 2944224
Price change 24h %: -0.83

Quality

Capture latency ms: 10423
Order book timestamp: 2026-07-09 05:05:16+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:26:06.305000+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	-0.243567	-0.243567	-0.243567	0.243567	0.243567	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.243567	0.243567	0.243567	0.243567	-0.243567	0.243567	yes
30s	short	-0.243567	-0.243567	-0.243567	0.243567	0.243567	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.243567	0.243567	0.243567	0.243567	-0.243567	0.243567	yes
60s	short	-0.243567	-0.243567	-0.243567	0.243567	0.243567	no	no	no	no	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.243567	0.243567	0.243567	0.243567	-0.243567	0.243567	yes

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 37908
gate: 37906
htx: 37646
mexc: 37902

By Symbol

VELVET/USDT:USDT: 151362

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